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01.04.26

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This commit is contained in:
laurentbarontini
2026-04-01 10:03:19 +02:00
parent 18ebf7f06c
commit 06922973b7
6 changed files with 75 additions and 9 deletions
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45
modules/purchase_trade/valuation.py
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@@ -56,6 +56,7 @@ class ValuationBase(ModelSQL):
quantity = fields.Numeric("Quantity",digits=(16,5))
unit = fields.Many2One('product.uom',"Unit")
amount = fields.Numeric("Amount",digits=(16,2))
mtm_price = fields.Numeric("Mtm Price", digits=(16,4))
mtm = fields.Numeric("Mtm",digits=(16,2))
strategy = fields.Many2One('mtm.strategy',"Strategy")
lot = fields.Many2One('lot.lot',"Lot")
@@ -121,6 +122,34 @@ class ValuationBase(ModelSQL):
values['sale'] = sale.id
return values
@classmethod
def _get_strategy_mtm_price(cls, strategy, line):
total = Decimal(0)
scenario = getattr(strategy, 'scenario', None)
if not scenario:
return None
for comp in strategy.components or []:
value = Decimal(0)
if comp.price_source_type == 'curve' and comp.price_index:
value = Decimal(comp.price_index.get_price(
scenario.valuation_date,
line.unit,
strategy.currency,
last=scenario.use_last_price
))
elif comp.price_source_type == 'matrix' and comp.price_matrix:
value = Decimal(strategy._get_matrix_price(
comp, line, scenario.valuation_date))
if comp.ratio:
value *= Decimal(comp.ratio) / Decimal(100)
total += value
return round(total, 4)
@classmethod
def _build_basis_pnl(cls, *, line, lot, sale_line, pc, sign):
@@ -175,6 +204,7 @@ class ValuationBase(ModelSQL):
'amount': amount,
'base_amount': base_amount,
'rate': rate,
'mtm_price': None,
'mtm': None, #round(amount - (mtm * pc.ratio / 100), 2),
'unit': sale_line.unit.id if sale_line else line.unit.id,
'currency': currency,
@@ -211,6 +241,7 @@ class ValuationBase(ModelSQL):
'amount': amount,
'base_amount': base_amount,
'rate': rate,
'mtm_price': None,
'mtm': Decimal(0),
'state': state,
'unit': sale_line.unit.id if sale_line else line.unit.id,
@@ -238,6 +269,7 @@ class ValuationBase(ModelSQL):
values = cls._build_basis_pnl(line=line, lot=lot, sale_line=None, pc=pc, sign=-1)
if line.mtm:
for strat in line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, line)
values['mtm'] = strat.get_mtm(line,values['quantity'])
values['strategy'] = strat
@@ -259,6 +291,7 @@ class ValuationBase(ModelSQL):
)
if line.mtm:
for strat in line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, line)
values['mtm'] = strat.get_mtm(line,values['quantity'])
values['strategy'] = strat
@@ -286,6 +319,7 @@ class ValuationBase(ModelSQL):
values = cls._build_basis_pnl(line=line, lot=sl, sale_line=sl_line, pc=pc, sign=+1)
if sl_line.mtm:
for strat in line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, sl_line)
values['mtm'] = strat.get_mtm(sl_line,values['quantity'])
values['strategy'] = strat
@@ -307,6 +341,7 @@ class ValuationBase(ModelSQL):
)
if sl_line.mtm:
for strat in sl_line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, sl_line)
values['mtm'] = strat.get_mtm(sl_line,values['quantity'])
values['strategy'] = strat
@@ -388,6 +423,7 @@ class ValuationBase(ModelSQL):
'state': sf.type,
'quantity': qty,
'amount': amount,
'mtm_price': cls._get_strategy_mtm_price(strat, line),
'mtm': strat.get_mtm(line,qty),
'strategy': strat,
'unit': sf.unit.id if sf.unit else line.unit.id,
@@ -412,6 +448,7 @@ class ValuationBase(ModelSQL):
'state': sf.type,
'quantity': qty,
'amount': amount,
'mtm_price': None,
'mtm': Decimal(0),
'strategy': None,
'unit': sf.unit.id if sf.unit else line.unit.id,
@@ -430,7 +467,7 @@ class ValuationBase(ModelSQL):
d.price, line.unit, line.purchase.currency
))
mtm = Decimal(d.price_index.get_price(
mtm_price = Decimal(d.price_index.get_price(
Date.today(), line.unit, line.purchase.currency, True
))
@@ -446,7 +483,8 @@ class ValuationBase(ModelSQL):
'state': 'fixed',
'quantity': round(d.quantity, 5),
'amount': round(price * d.quantity * Decimal(-1), 2),
'mtm': round((price * d.quantity * Decimal(-1)) - (mtm * d.quantity * Decimal(-1)), 2),
'mtm_price': round(mtm_price, 4),
'mtm': round((price * d.quantity * Decimal(-1)) - (mtm_price * d.quantity * Decimal(-1)), 2),
'unit': line.unit.id,
'currency': line.purchase.currency.id,
})
@@ -535,6 +573,7 @@ class ValuationDyn(ModelSQL,ModelView):
r_amount = fields.Numeric("Amount",digits='r_unit')
r_base_amount = fields.Numeric("Base Amount",digits='r_unit')
r_rate = fields.Numeric("Rate",digits=(16,6))
r_mtm_price = fields.Numeric("Mtm Price",digits='r_unit')
r_mtm = fields.Numeric("Mtm",digits='r_unit')
r_strategy = fields.Many2One('mtm.strategy',"Strategy")
r_lot = fields.Many2One('lot.lot',"Lot")
@@ -568,6 +607,7 @@ class ValuationDyn(ModelSQL,ModelView):
Sum(val.amount).as_('r_amount'),
Sum(val.base_amount).as_('r_base_amount'),
Sum(val.rate).as_('r_rate'),
Avg(val.mtm_price).as_('r_mtm_price'),
Sum(val.mtm).as_('r_mtm'),
Max(val.strategy).as_('r_strategy'),
Max(val.lot).as_('r_lot'),
@@ -617,6 +657,7 @@ class ValuationReport(ValuationBase, ModelView):
val.amount.as_('amount'),
val.base_amount.as_('base_amount'),
val.rate.as_('rate'),
val.mtm_price.as_('mtm_price'),
val.mtm.as_('mtm'),
val.strategy.as_('strategy'),
val.lot.as_('lot'),