GR

modules/purchase_trade/__init__.py

@@ -60,6 +60,8 @@ def register():
         global_reporting.GRConfiguration,
         ctrm_reporting.CTRMPhysicalPosition,
         ctrm_reporting.CTRMPhysicalPositionContext,
+        ctrm_reporting.CTRMFinancialPosition,
+        ctrm_reporting.CTRMFinancialPositionContext,
         configuration.Configuration,
         pricing.ImportPricesStart,
         pricing.ImportPricesResult,

modules/purchase_trade/ctrm_reporting.py

@@ -1,5 +1,6 @@
 from sql import Literal, Null
 from sql.aggregate import Max, Min, Sum
+from sql.conditionals import Case, Coalesce
 from sql.functions import CurrentTimestamp
 
 from trytond.model import ModelSQL, ModelView, fields
@@ -21,8 +22,6 @@ class CTRMPhysicalPositionContext(ModelView):
             ('open', 'Open'),
             ('physic', 'Physic'),
             ('shipped', 'Shipped'),
-            ('hedge', 'Hedge'),
-            ('priced', 'Priced'),
             ], "Position Type")
 
     @classmethod
@@ -44,8 +43,6 @@ class CTRMPhysicalPosition(ModelSQL, ModelView):
             ('open', 'Open'),
             ('physic', 'Physic'),
             ('shipped', 'Shipped'),
-            ('hedge', 'Hedge'),
-            ('priced', 'Priced'),
             ], "Position Type")
     physical_qty = fields.Numeric("Physical Quantity", digits=(16, 5))
     hedged_qty = fields.Numeric("Hedged Quantity", digits=(16, 5))
@@ -58,8 +55,11 @@ class CTRMPhysicalPosition(ModelSQL, ModelView):
 
     @classmethod
     def table_query(cls):
-        OpenPosition = Pool().get('open.position')
-        op = OpenPosition.__table__()
+        LotReport = Pool().get('lot.report')
+        PurchaseLine = Pool().get('purchase.line')
+        Purchase = Pool().get('purchase.purchase')
+        SaleLine = Pool().get('sale.line')
+        Sale = Pool().get('sale.sale')
 
         context = Transaction().context
         as_of = context.get('as_of')
@@ -69,51 +69,209 @@ class CTRMPhysicalPosition(ModelSQL, ModelView):
         currency = context.get('currency')
         position_type = context.get('position_type')
 
-        where = Literal(True)
+        lot_context = {
+            'purchase': None,
+            'sale': None,
+            'shipment': None,
+            'type': 'all',
+            'state': 'all',
+            'wh': 'all',
+            'group': 'by_physic',
+            'origin': 'all',
+            'ps': 'all',
+            'shipping_status': 'all',
+            }
         if as_of:
-            where &= ((op.period_start == Null) | (op.period_start <= as_of))
-            where &= ((op.period_end == Null) | (op.period_end >= as_of))
+            lot_context['todate'] = as_of
         if product:
-            where &= op.product == product
+            lot_context['product'] = product
         if supplier:
-            where &= op.supplier == supplier
+            lot_context['supplier'] = supplier
         if client:
-            where &= op.client == client
+            lot_context['client'] = client
+
+        lr = LotReport.table_query(lot_context)
+        pl = PurchaseLine.__table__()
+        pu = Purchase.__table__()
+        sl = SaleLine.__table__()
+        sa = Sale.__table__()
+
+        position_type_expr = Case(
+            (lr.r_lot_type == 'virtual', 'open'),
+            (lr.r_shipping_status.in_(['scheduled', 'shipped', 'received']),
+                'shipped'),
+            else_='physic')
+        currency_expr = Coalesce(sa.currency, pu.currency)
+        price_expr = Coalesce(sl.unit_price, pl.unit_price, 0)
+
+        where = Literal(True)
         if currency:
-            where &= op.currency == currency
+            where &= currency_expr == currency
         if position_type:
-            where &= op.type == position_type
+            where &= position_type_expr == position_type
 
         group_by = [
-            op.product,
-            op.supplier,
-            op.client,
-            op.currency,
-            op.uom,
-            op.type,
-            op.period_start,
-            op.period_end,
+            lr.r_lot_product,
+            lr.r_supplier,
+            lr.r_client,
+            currency_expr,
+            lr.r_lot_unit,
+            position_type_expr,
             ]
 
-        return op.select(
+        return (
+            lr
+            .join(pl, 'LEFT', condition=pl.id == lr.r_line)
+            .join(pu, 'LEFT', condition=pu.id == lr.r_purchase)
+            .join(sl, 'LEFT', condition=sl.id == lr.r_sale_line)
+            .join(sa, 'LEFT', condition=sa.id == lr.r_sale)
+            .select(
             Literal(0).as_('create_uid'),
             CurrentTimestamp().as_('create_date'),
             Literal(None).as_('write_uid'),
             Literal(None).as_('write_date'),
-            Min(op.id).as_('id'),
-            op.product.as_('product'),
-            op.supplier.as_('supplier'),
-            op.client.as_('client'),
-            op.currency.as_('currency'),
-            op.uom.as_('uom'),
-            op.type.as_('position_type'),
-            Sum(op.physical_qty).as_('physical_qty'),
-            Sum(op.hedged_qty).as_('hedged_qty'),
-            Sum(op.net_exposure).as_('net_exposure'),
-            Sum(op.amount).as_('amount'),
-            Sum(op.mtm).as_('mtm'),
-            Sum(op.amount - op.mtm).as_('pnl'),
-            Max(op.period_start).as_('period_start'),
-            Max(op.period_end).as_('period_end'),
+            Min(lr.id).as_('id'),
+            lr.r_lot_product.as_('product'),
+            lr.r_supplier.as_('supplier'),
+            lr.r_client.as_('client'),
+            currency_expr.as_('currency'),
+            lr.r_lot_unit.as_('uom'),
+            position_type_expr.as_('position_type'),
+            Sum(lr.r_lot_quantity).as_('physical_qty'),
+            Literal(0).as_('hedged_qty'),
+            Sum(lr.r_lot_quantity).as_('net_exposure'),
+            Sum(lr.r_lot_quantity * price_expr).as_('amount'),
+            Literal(None).as_('mtm'),
+            Literal(None).as_('pnl'),
+            Literal(None).as_('period_start'),
+            Literal(None).as_('period_end'),
             where=where,
-            group_by=group_by)
+            group_by=group_by))
+
+
+class CTRMFinancialPositionContext(ModelView):
+    "CTRM Financial Position Context"
+    __name__ = 'ctrm.reporting.position.financial.context'
+
+    trade_from = fields.Date("Trade Date From")
+    trade_to = fields.Date("Trade Date To")
+    maturity_from = fields.Date("Maturity From")
+    maturity_to = fields.Date("Maturity To")
+    product = fields.Many2One('product.product', "Product")
+    party = fields.Many2One('party.party', "Counterparty")
+    purchase = fields.Many2One('purchase.purchase', "Purchase")
+    sale = fields.Many2One('sale.sale', "Sale")
+    direction = fields.Selection([
+            (None, ''),
+            ('long', 'Long'),
+            ('short', 'Short'),
+            ], 'Direction')
+    state = fields.Selection([
+            (None, ''),
+            ('open', 'Open'),
+            ('closed', 'Closed'),
+            ], 'State')
+    open_only = fields.Boolean("Open Positions Only")
+
+    @classmethod
+    def default_trade_to(cls):
+        Date = Pool().get('ir.date')
+        return Date.today()
+
+    @classmethod
+    def default_open_only(cls):
+        return True
+
+
+class CTRMFinancialPosition(ModelSQL, ModelView):
+    "CTRM Financial Position"
+    __name__ = 'ctrm.reporting.position.financial'
+
+    derivative = fields.Many2One('derivative.derivative', "Derivative")
+    trade_date = fields.Date("Trade Date")
+    maturity_date = fields.Date("Maturity")
+    product = fields.Many2One('product.product', "Product")
+    party = fields.Many2One('party.party', "Counterparty")
+    purchase = fields.Many2One('purchase.purchase', "Purchase")
+    purchase_line = fields.Many2One('purchase.line', "Purchase Line")
+    sale = fields.Many2One('sale.sale', "Sale")
+    sale_line = fields.Many2One('sale.line', "Sale Line")
+    price_index = fields.Many2One('price.price', "Curve")
+    direction = fields.Selection([
+            ('long', 'Long'),
+            ('short', 'Short'),
+            ], 'Direction')
+    state = fields.Selection([
+            ('open', 'Open'),
+            ('closed', 'Closed'),
+            ], 'State')
+    contract_count = fields.Integer("Nb ct")
+    open_qty = fields.Numeric("Open Quantity", digits='unit')
+    entry_price = fields.Numeric("Entry Price", digits='currency')
+    exit_price = fields.Numeric("Exit Price", digits='currency')
+
+    @classmethod
+    def table_query(cls):
+        Derivative = Pool().get('derivative.derivative')
+        d = Derivative.__table__()
+
+        context = Transaction().context
+        trade_from = context.get('trade_from')
+        trade_to = context.get('trade_to')
+        maturity_from = context.get('maturity_from')
+        maturity_to = context.get('maturity_to')
+        product = context.get('product')
+        party = context.get('party')
+        purchase = context.get('purchase')
+        sale = context.get('sale')
+        direction = context.get('direction')
+        state = context.get('state')
+        open_only = context.get('open_only')
+
+        where = Literal(True)
+        if trade_from:
+            where &= d.trade_date >= trade_from
+        if trade_to:
+            where &= d.trade_date <= trade_to
+        if maturity_from:
+            where &= d.maturity_date >= maturity_from
+        if maturity_to:
+            where &= d.maturity_date <= maturity_to
+        if product:
+            where &= d.product == product
+        if party:
+            where &= d.party == party
+        if purchase:
+            where &= d.purchase == purchase
+        if sale:
+            where &= d.sale == sale
+        if direction:
+            where &= d.direction == direction
+        if state:
+            where &= d.state == state
+        if open_only:
+            where &= d.open_qty > 0
+
+        return d.select(
+            Literal(0).as_('create_uid'),
+            CurrentTimestamp().as_('create_date'),
+            Literal(None).as_('write_uid'),
+            Literal(None).as_('write_date'),
+            d.id.as_('id'),
+            d.id.as_('derivative'),
+            d.trade_date.as_('trade_date'),
+            d.maturity_date.as_('maturity_date'),
+            d.product.as_('product'),
+            d.party.as_('party'),
+            d.purchase.as_('purchase'),
+            d.line.as_('purchase_line'),
+            d.sale.as_('sale'),
+            d.sale_line.as_('sale_line'),
+            d.price_index.as_('price_index'),
+            d.direction.as_('direction'),
+            d.state.as_('state'),
+            d.nb_ct.as_('contract_count'),
+            d.open_qty.as_('open_qty'),
+            d.price.as_('entry_price'),
+            d.exit_price.as_('exit_price'),
+            where=where)

modules/purchase_trade/ctrm_reporting.xml

@@ -20,6 +20,26 @@
             <field name="view" ref="ctrm_position_physical_view_list"/>
             <field name="act_window" ref="act_ctrm_position_physical"/>
         </record>
+        <record model="ir.ui.view" id="ctrm_position_financial_context_view_form">
+            <field name="model">ctrm.reporting.position.financial.context</field>
+            <field name="type">form</field>
+            <field name="name">ctrm_position_financial_context_form</field>
+        </record>
+        <record model="ir.ui.view" id="ctrm_position_financial_view_list">
+            <field name="model">ctrm.reporting.position.financial</field>
+            <field name="type">tree</field>
+            <field name="name">ctrm_position_financial_list</field>
+        </record>
+        <record model="ir.action.act_window" id="act_ctrm_position_financial">
+            <field name="name">1.2 Financial Paper Position</field>
+            <field name="res_model">ctrm.reporting.position.financial</field>
+            <field name="context_model">ctrm.reporting.position.financial.context</field>
+        </record>
+        <record model="ir.action.act_window.view" id="act_ctrm_position_financial_view">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="ctrm_position_financial_view_list"/>
+            <field name="act_window" ref="act_ctrm_position_financial"/>
+        </record>
 
         <menuitem
             name="1. Positions"
@@ -36,6 +56,7 @@
             name="1.2 Financial Paper Position"
             parent="menu_ctrm_positions"
             sequence="20"
+            action="act_ctrm_position_financial"
             id="menu_ctrm_position_financial"/>
         <menuitem
             name="1.3 Net Consolidated Position"

modules/purchase_trade/view/ctrm_position_financial_context_form.xml

@@ -0,0 +1,24 @@
+<form>
+    <label name="trade_from"/>
+    <field name="trade_from"/>
+    <label name="trade_to"/>
+    <field name="trade_to"/>
+    <label name="maturity_from"/>
+    <field name="maturity_from"/>
+    <label name="maturity_to"/>
+    <field name="maturity_to"/>
+    <label name="product"/>
+    <field name="product"/>
+    <label name="party"/>
+    <field name="party"/>
+    <label name="purchase"/>
+    <field name="purchase"/>
+    <label name="sale"/>
+    <field name="sale"/>
+    <label name="direction"/>
+    <field name="direction"/>
+    <label name="state"/>
+    <field name="state"/>
+    <label name="open_only"/>
+    <field name="open_only"/>
+</form>

modules/purchase_trade/view/ctrm_position_financial_list.xml

@@ -0,0 +1,17 @@
+<tree>
+    <field name="trade_date"/>
+    <field name="maturity_date"/>
+    <field name="product" width="140"/>
+    <field name="party" width="120"/>
+    <field name="purchase" width="100"/>
+    <field name="purchase_line" width="120"/>
+    <field name="sale" width="100"/>
+    <field name="sale_line" width="120"/>
+    <field name="price_index" width="120"/>
+    <field name="direction"/>
+    <field name="state"/>
+    <field name="contract_count" sum="1"/>
+    <field name="open_qty" sum="1"/>
+    <field name="entry_price"/>
+    <field name="exit_price"/>
+</tree>