class Depo(InstrumentInterface):
curncy = models.CharField(max_length=3,
choices=geo.currency_tuples(),
verbose_name="currency")
value_date = models.DateField()
objects = managers.FwdCashManager()
def description(self):
return '%s Deposit: expiry %s' % (self.curncy, self.value_date)
def name(self):
return self.description()
def ccy(self):
return self.curncy
def iscash(self):
return True
def make_position(self, **kwargs):
return FACTORY.cash(inst=self, value_date=self.value_date, **kwargs)
def metadata(self):
return {'value_date': self.value_date}
class EquityBase(Security):
curncy = models.CharField(max_length=3,
choices=geo.currency_tuples(),
verbose_name="currency")
multiplier = models.FloatField(default=1)
settlement_delay = models.SmallIntegerField(default=2)
class Meta:
abstract = True
def ccy(self):
return self.curncy
def sett_delay(self):
return self.settlement_delay
def isotc(self):
return False
def get_multiplier(self):
return self.multiplier
def metadata(self):
data = super(EquityBase, self).metadata()
data['settlement_delay'] = self.settlement_delay
return data
def infodict(self):
df = settings.DATE_FORMAT
r = super(Security, self).infodict()
if self.ISIN:
r['ISIN'] = self.ISIN
if self.exchange:
r['Exchange'] = self.exchange.code
return r
class FutureContract(models.Model):
code = models.CharField(unique=True, max_length=12)
curncy = models.CharField(max_length=3,
choices=geo.currency_tuples(),
verbose_name="currency")
country = models.CharField(max_length=2, choices=geo.country_tuples())
exchange = models.ForeignKey(Exchange, null=True, blank=True)
description = models.CharField(max_length=60, blank=True)
price_type = models.CharField(max_length=10,
choices=Future_Price_Types,
blank=True)
index = models.ForeignKey(DataId, null=True, blank=True)
expiry_months = models.CharField(max_length=24, blank=True)
trading_unit = models.CharField(max_length=32, blank=True)
tick_size = models.FloatField()
tick_value = models.FloatField()
ticket_cost = models.FloatField(default=0.0)
term_structure = models.IntegerField(default=0)
type = models.CharField(max_length=12, choices=future_type_choice)
def __unicode__(self):
return u'%s - %s' % (self.code, self.description)
def tonotional(self, size):
return self.tick_value * size / self.tick_size
def blbcom(self):
ac = str(self.asset_class.code)
if ac == 'EQ':
return 'Index'
else:
return 'Comdty'
class Fund(models.Model):
code = models.CharField(unique=True, max_length=10)
firm_code = models.CharField(unique=True, max_length=50)
description = models.CharField(max_length=255, blank=True)
fund_holder = models.ForeignKey(FundHolder, verbose_name='team')
curncy = models.CharField(max_length=3,
choices=geo.currency_tuples(),
verbose_name="currency")
parent = models.ForeignKey('self', null=True, blank=True)
dataid = models.ForeignKey('instdata.DataId',
blank=True,
null=True,
related_name='TheFundDataId')
objects = FundManager()
class Meta:
app_label = current_app_label
ordering = ('code', )
def name(self):
return self.description
def get_description(self):
return self.description
def __unicode__(self):
return u'%s' % self.code
def ccy(self):
return self.curncy
def accounts(self):
return CustodyAccount.objects.filter(fund=self)
def portfolios(self, **kwargs):
return Portfolio.objects.filter(fund=self, **kwargs)
def defaultview(self):
defo = self.portfolioview_set.filter(default=True)
if defo.count():
return defo[0]
else:
defo = self.portfolioview_set.all()
if defo.count():
defo = defo[0]
defo.default = True
defo.save()
return defo
else:
p = PortfolioView(fund=self, default=True, code='default')
p.save()
return p
def can_have_folders(self):
return self.fund_set.all().count() == 0
def rootfolders(self, view):
return self.portfolio_set.filter(Q(view=view), Q(parent__isnull=True))
class BondClass(models.Model):
code = models.CharField(unique=True, max_length=12)
curncy = models.CharField(max_length=3,
choices=geo.currency_tuples(),
verbose_name="currency")
country = models.CharField(max_length=2, choices=geo.country_tuples())
description = models.CharField(max_length=60, blank=True)
price_type = models.CharField(max_length=10,
choices=Future_Price_Types,
blank=True)
index = models.ForeignKey('DataId', null=True, blank=True)
sovereign = models.BooleanField(default=False)
convertible = models.BooleanField(default=False)
bondcode = models.CharField(null=True, max_length=12)
class Meta:
verbose_name_plural = 'Bond Classes'
ordering = ('code', )
def fulldescription(self):
return '%s bond. %s' % (self.description, self.coupon_type)
def __unicode__(self):
return self.code
def settlement(self):
return 'T + %s' % self.settlement_delay
def issuer(self, dt=None):
dt = dt or datetime.date.today()
iss = self.issuers.filter(dt__lte=dt)
if iss:
return iss.latest().issuer
else:
iss = self.issuers.all()
if iss:
#TODO: this should not be latest, but the earliest!
return iss.latest().issuer
else:
return None
def add_issuer(self, issuer, dt=None):
if not issuer:
return
dt = dt or datetime.date.today()
old_issuer = self.issuer(dt)
if old_issuer == issuer:
return
bi, created = BondIssuer.objects.get_or_create(dt=dt,
issuer=issuer,
bond_class=self)
bi.save()
return bi
class CashTradeForm(ManualTradeForm):
currency = forms.ChoiceField(choices=geo.currency_tuples())
layout = FormLayout(
Fieldset('currency',
'fund',
'open_date',
'quantity',
css_class=inlineLabels))
class Meta:
fields = ['fund', 'open_date', 'quantity']
def save(self, commit=True):
if commit:
dataid = Cash.objects.create(curncy=self.cleaned_data['currency'])
self.instance.dataid = dataid
return super(CashTradeForm, self).save(commit=commit)
class Cash(InstrumentInterface):
curncy = models.CharField(max_length=3,
choices=geo.currency_tuples(),
verbose_name="currency")
cash_type = models.IntegerField(choices=cash_tuple(), default=1)
extended = models.TextField(blank=True)
objects = managers.CashManager()
def codeinfo(self):
return cash_codes.get(self.type, None)
def has_firm_code(self):
return False
def name(self):
return self.description()
def description(self):
ci = self.codeinfo()
va = 'Cash %s' % self.curncy
if ci:
return '%s %s' % (va, ci['name'])
else:
return va
class Meta:
verbose_name = 'cash'
verbose_name_plural = 'cash'
def ccy(self):
return self.curncy
def iscash(self):
return True
def make_position(self, **kwargs):
return FACTORY.cash(inst=self, **kwargs)
def metadata(self):
return {'cash_type': self.cash_type, 'extended': self.extended}