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laurentbarontini
2026-05-24 18:05:31 +02:00
parent 1dc8803287
commit 1efaad8c38
10 changed files with 405 additions and 286 deletions
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2
modules/purchase_trade/__init__.py
View File

@@ -62,6 +62,8 @@ def register():
ctrm_reporting.CTRMPhysicalPositionContext,
ctrm_reporting.CTRMFinancialPosition,
ctrm_reporting.CTRMFinancialPositionContext,
ctrm_reporting.CTRMNetPosition,
ctrm_reporting.CTRMNetPositionContext,
configuration.Configuration,
pricing.ImportPricesStart,
pricing.ImportPricesResult,

465
modules/purchase_trade/ctrm_reporting.py
View File

@@ -1,4 +1,4 @@
from sql import Literal, Null
from sql import Literal
from sql.aggregate import Max, Min, Sum
from sql.conditionals import Case, Coalesce
from sql.functions import CurrentTimestamp
@@ -8,270 +8,303 @@ from trytond.pool import Pool
from trytond.transaction import Transaction
class CTRMPhysicalPositionContext(ModelView):
"CTRM Physical Position Context"
__name__ = 'ctrm.reporting.position.physical.context'
PHYSICAL_VALUATION_TYPES = [
'priced',
'pur. priced',
'pur. efp',
'sale priced',
'sale efp',
'line fee',
'pur. fee',
'sale fee',
'shipment fee',
'market',
]
DERIVATIVE_VALUATION_TYPES = ['derivative']
as_of = fields.Date("As of")
class CTRMValuationContextMixin:
date = fields.Date("Valuation Date")
product = fields.Many2One('product.product', "Product")
supplier = fields.Many2One('party.party', "Supplier")
client = fields.Many2One('party.party', "Client")
counterparty = fields.Many2One('party.party', "Counterparty")
currency = fields.Many2One('currency.currency', "Currency")
position_type = fields.Selection([
(None, ""),
('open', 'Open'),
('physic', 'Physic'),
('shipped', 'Shipped'),
], "Position Type")
purchase = fields.Many2One('purchase.purchase', "Purchase")
sale = fields.Many2One('sale.sale', "Sale")
strategy = fields.Many2One('mtm.strategy', "Strategy")
state = fields.Char("State")
@classmethod
def default_as_of(cls):
def default_date(cls):
Date = Pool().get('ir.date')
return Date.today()
class CTRMPhysicalPositionContext(
CTRMValuationContextMixin, ModelView):
"CTRM Physical Position Context"
__name__ = 'ctrm.reporting.position.physical.context'
class CTRMPhysicalPosition(ModelSQL, ModelView):
"CTRM Physical Position"
__name__ = 'ctrm.reporting.position.physical'
valuation_date = fields.Date("Valuation Date")
lot = fields.Many2One('lot.lot', "Lot")
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")
type = fields.Selection([
('priced', 'Price'),
('pur. priced', 'Pur. price'),
('pur. efp', 'Pur. efp'),
('sale priced', 'Sale price'),
('sale efp', 'Sale efp'),
('line fee', 'Line fee'),
('pur. fee', 'Pur. fee'),
('sale fee', 'Sale fee'),
('shipment fee', 'Shipment fee'),
('market', 'Market'),
], "Type")
reference = fields.Char("Reference")
counterparty = fields.Many2One('party.party', "Counterparty")
product = fields.Many2One('product.product', "Product")
supplier = fields.Many2One('party.party', "Supplier")
client = fields.Many2One('party.party', "Client")
state = fields.Char("State")
price = fields.Numeric("Price", digits=(16, 4))
currency = fields.Many2One('currency.currency', "Currency")
uom = fields.Many2One('product.uom', "Unit")
position_type = fields.Selection([
('open', 'Open'),
('physic', 'Physic'),
('shipped', 'Shipped'),
], "Position Type")
physical_qty = fields.Numeric("Physical Quantity", digits=(16, 5))
hedged_qty = fields.Numeric("Hedged Quantity", digits=(16, 5))
net_exposure = fields.Numeric("Net Exposure", digits=(16, 5))
quantity = fields.Numeric("Quantity", digits=(16, 5))
unit = fields.Many2One('product.uom', "Unit")
amount = fields.Numeric("Amount", digits=(16, 2))
base_amount = fields.Numeric("Base Amount", digits=(16, 2))
mtm_price = fields.Numeric("MTM Price", digits=(16, 4))
mtm = fields.Numeric("MTM", digits=(16, 2))
pnl = fields.Numeric("P&L", digits=(16, 2))
period_start = fields.Date("Period Start")
period_end = fields.Date("Period End")
strategy = fields.Many2One('mtm.strategy', "Strategy")
@classmethod
def table_query(cls):
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')
ValuationLine = Pool().get('valuation.valuation.line')
val = ValuationLine.__table__()
context = Transaction().context
as_of = context.get('as_of')
product = context.get('product')
supplier = context.get('supplier')
client = context.get('client')
currency = context.get('currency')
position_type = context.get('position_type')
where = val.type.in_(PHYSICAL_VALUATION_TYPES)
if context.get('date'):
where &= val.date == context['date']
if context.get('product'):
where &= val.product == context['product']
if context.get('counterparty'):
where &= val.counterparty == context['counterparty']
if context.get('currency'):
where &= val.currency == context['currency']
if context.get('purchase'):
where &= val.purchase == context['purchase']
if context.get('sale'):
where &= val.sale == context['sale']
if context.get('strategy'):
where &= val.strategy == context['strategy']
if context.get('state'):
where &= val.state == context['state']
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:
lot_context['todate'] = as_of
if product:
lot_context['product'] = product
if supplier:
lot_context['supplier'] = supplier
if 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 &= currency_expr == currency
if position_type:
where &= position_type_expr == position_type
group_by = [
lr.r_lot_product,
lr.r_supplier,
lr.r_client,
currency_expr,
lr.r_lot_unit,
position_type_expr,
]
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(
return val.select(
Literal(0).as_('create_uid'),
CurrentTimestamp().as_('create_date'),
Literal(None).as_('write_uid'),
Literal(None).as_('write_date'),
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))
val.id.as_('id'),
val.date.as_('valuation_date'),
val.lot.as_('lot'),
val.purchase.as_('purchase'),
val.line.as_('purchase_line'),
val.sale.as_('sale'),
val.sale_line.as_('sale_line'),
val.type.as_('type'),
val.reference.as_('reference'),
val.counterparty.as_('counterparty'),
val.product.as_('product'),
val.state.as_('state'),
val.price.as_('price'),
val.currency.as_('currency'),
val.quantity.as_('quantity'),
val.unit.as_('unit'),
val.amount.as_('amount'),
val.base_amount.as_('base_amount'),
val.mtm_price.as_('mtm_price'),
val.mtm.as_('mtm'),
val.strategy.as_('strategy'),
where=where)
class CTRMFinancialPositionContext(ModelView):
class CTRMFinancialPositionContext(
CTRMValuationContextMixin, 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")
valuation_date = fields.Date("Valuation Date")
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')
reference = fields.Char("Reference")
counterparty = fields.Many2One('party.party', "Counterparty")
product = fields.Many2One('product.product', "Product")
state = fields.Char("State")
price = fields.Numeric("Price", digits=(16, 4))
currency = fields.Many2One('currency.currency', "Currency")
quantity = fields.Numeric("Quantity", digits=(16, 5))
unit = fields.Many2One('product.uom', "Unit")
amount = fields.Numeric("Amount", digits=(16, 2))
base_amount = fields.Numeric("Base 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")
@classmethod
def table_query(cls):
Derivative = Pool().get('derivative.derivative')
d = Derivative.__table__()
ValuationLine = Pool().get('valuation.valuation.line')
val = ValuationLine.__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 = val.type.in_(DERIVATIVE_VALUATION_TYPES)
if context.get('date'):
where &= val.date == context['date']
if context.get('product'):
where &= val.product == context['product']
if context.get('counterparty'):
where &= val.counterparty == context['counterparty']
if context.get('currency'):
where &= val.currency == context['currency']
if context.get('purchase'):
where &= val.purchase == context['purchase']
if context.get('sale'):
where &= val.sale == context['sale']
if context.get('strategy'):
where &= val.strategy == context['strategy']
if context.get('state'):
where &= val.state == context['state']
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(
return val.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'),
val.id.as_('id'),
val.date.as_('valuation_date'),
val.purchase.as_('purchase'),
val.line.as_('purchase_line'),
val.sale.as_('sale'),
val.sale_line.as_('sale_line'),
val.reference.as_('reference'),
val.counterparty.as_('counterparty'),
val.product.as_('product'),
val.state.as_('state'),
val.price.as_('price'),
val.currency.as_('currency'),
val.quantity.as_('quantity'),
val.unit.as_('unit'),
val.amount.as_('amount'),
val.base_amount.as_('base_amount'),
val.mtm_price.as_('mtm_price'),
val.mtm.as_('mtm'),
val.strategy.as_('strategy'),
where=where)
class CTRMNetPositionContext(
CTRMValuationContextMixin, ModelView):
"CTRM Net Position Context"
__name__ = 'ctrm.reporting.position.net.context'
class CTRMNetPosition(ModelSQL, ModelView):
"CTRM Net Position"
__name__ = 'ctrm.reporting.position.net'
valuation_date = fields.Date("Valuation Date")
product = fields.Many2One('product.product', "Product")
counterparty = fields.Many2One('party.party', "Counterparty")
currency = fields.Many2One('currency.currency', "Currency")
unit = fields.Many2One('product.uom', "Unit")
state = fields.Char("State")
strategy = fields.Many2One('mtm.strategy', "Strategy")
physical_quantity = fields.Numeric(
"Physical Quantity", digits=(16, 5))
derivative_quantity = fields.Numeric(
"Derivative Quantity", digits=(16, 5))
net_quantity = fields.Numeric("Net Quantity", digits=(16, 5))
physical_amount = fields.Numeric("Physical Amount", digits=(16, 2))
derivative_amount = fields.Numeric("Derivative Amount", digits=(16, 2))
net_amount = fields.Numeric("Net Amount", digits=(16, 2))
mtm = fields.Numeric("MTM", digits=(16, 2))
@classmethod
def table_query(cls):
ValuationLine = Pool().get('valuation.valuation.line')
val = ValuationLine.__table__()
context = Transaction().context
where = val.type.in_(
PHYSICAL_VALUATION_TYPES + DERIVATIVE_VALUATION_TYPES)
if context.get('date'):
where &= val.date == context['date']
if context.get('product'):
where &= val.product == context['product']
if context.get('counterparty'):
where &= val.counterparty == context['counterparty']
if context.get('currency'):
where &= val.currency == context['currency']
if context.get('purchase'):
where &= val.purchase == context['purchase']
if context.get('sale'):
where &= val.sale == context['sale']
if context.get('strategy'):
where &= val.strategy == context['strategy']
if context.get('state'):
where &= val.state == context['state']
is_derivative = val.type.in_(DERIVATIVE_VALUATION_TYPES)
physical_quantity = Case(
(is_derivative, 0), else_=Coalesce(val.quantity, 0))
derivative_quantity = Case(
(is_derivative, Coalesce(val.quantity, 0)), else_=0)
physical_amount = Case(
(is_derivative, 0), else_=Coalesce(val.amount, 0))
derivative_amount = Case(
(is_derivative, Coalesce(val.amount, 0)), else_=0)
group_by = [
val.date,
val.product,
val.counterparty,
val.currency,
val.unit,
val.state,
val.strategy,
]
return val.select(
Literal(0).as_('create_uid'),
CurrentTimestamp().as_('create_date'),
Literal(None).as_('write_uid'),
Literal(None).as_('write_date'),
Min(val.id).as_('id'),
val.date.as_('valuation_date'),
val.product.as_('product'),
val.counterparty.as_('counterparty'),
val.currency.as_('currency'),
val.unit.as_('unit'),
val.state.as_('state'),
val.strategy.as_('strategy'),
Sum(physical_quantity).as_('physical_quantity'),
Sum(derivative_quantity).as_('derivative_quantity'),
Sum(Coalesce(val.quantity, 0)).as_('net_quantity'),
Sum(physical_amount).as_('physical_amount'),
Sum(derivative_amount).as_('derivative_amount'),
Sum(Coalesce(val.amount, 0)).as_('net_amount'),
Sum(Coalesce(val.mtm, 0)).as_('mtm'),
where=where,
group_by=group_by)

79
modules/purchase_trade/ctrm_reporting.xml
View File

@@ -11,7 +11,7 @@
<field name="name">ctrm_position_physical_list</field>
</record>
<record model="ir.action.act_window" id="act_ctrm_position_physical">
<field name="name">1.1 Physical Position</field>
<field name="name">Physical Position</field>
<field name="res_model">ctrm.reporting.position.physical</field>
<field name="context_model">ctrm.reporting.position.physical.context</field>
</record>
@@ -31,7 +31,7 @@
<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="name">Financial Position</field>
<field name="res_model">ctrm.reporting.position.financial</field>
<field name="context_model">ctrm.reporting.position.financial.context</field>
</record>
@@ -40,145 +40,166 @@
<field name="view" ref="ctrm_position_financial_view_list"/>
<field name="act_window" ref="act_ctrm_position_financial"/>
</record>
<record model="ir.ui.view" id="ctrm_position_net_context_view_form">
<field name="model">ctrm.reporting.position.net.context</field>
<field name="type">form</field>
<field name="name">ctrm_position_net_context_form</field>
</record>
<record model="ir.ui.view" id="ctrm_position_net_view_list">
<field name="model">ctrm.reporting.position.net</field>
<field name="type">tree</field>
<field name="name">ctrm_position_net_list</field>
</record>
<record model="ir.action.act_window" id="act_ctrm_position_net">
<field name="name">Net Consolidated Position</field>
<field name="res_model">ctrm.reporting.position.net</field>
<field name="context_model">ctrm.reporting.position.net.context</field>
</record>
<record model="ir.action.act_window.view" id="act_ctrm_position_net_view">
<field name="sequence" eval="10"/>
<field name="view" ref="ctrm_position_net_view_list"/>
<field name="act_window" ref="act_ctrm_position_net"/>
</record>
<menuitem
name="1. Positions"
name="Positions"
parent="purchase_trade.menu_global_reporting"
sequence="10"
id="menu_ctrm_positions"/>
<menuitem
name="1.1 Physical Position"
name="Physical Position"
parent="menu_ctrm_positions"
sequence="10"
action="act_ctrm_position_physical"
id="menu_ctrm_position_physical"/>
<menuitem
name="1.2 Financial Paper Position"
name="Financial Position"
parent="menu_ctrm_positions"
sequence="20"
action="act_ctrm_position_financial"
id="menu_ctrm_position_financial"/>
<menuitem
name="1.3 Net Consolidated Position"
name="Net Consolidated Position"
parent="menu_ctrm_positions"
sequence="30"
action="act_ctrm_position_net"
id="menu_ctrm_position_net"/>
<menuitem
name="1.4 Hedge Coverage"
name="Hedge Coverage"
parent="menu_ctrm_positions"
sequence="40"
id="menu_ctrm_position_hedge"/>
<menuitem
name="2. P&amp;L"
name="P&amp;L"
parent="purchase_trade.menu_global_reporting"
sequence="20"
id="menu_ctrm_pnl"/>
<menuitem
name="2.1 Realized P&amp;L"
name="Realized P&amp;L"
parent="menu_ctrm_pnl"
sequence="10"
id="menu_ctrm_pnl_realized"/>
<menuitem
name="2.2 Mark-to-Market"
name="Mark-to-Market"
parent="menu_ctrm_pnl"
sequence="20"
id="menu_ctrm_pnl_mtm"/>
<menuitem
name="2.3 P&amp;L Explain"
name="P&amp;L Explain"
parent="menu_ctrm_pnl"
sequence="30"
id="menu_ctrm_pnl_explain"/>
<menuitem
name="2.4 P&amp;L by Dimension"
name="P&amp;L by Dimension"
parent="menu_ctrm_pnl"
sequence="40"
id="menu_ctrm_pnl_dimension"/>
<menuitem
name="3. Risk"
name="Risk"
parent="purchase_trade.menu_global_reporting"
sequence="30"
id="menu_ctrm_risk"/>
<menuitem
name="3.1 VaR"
name="VaR"
parent="menu_ctrm_risk"
sequence="10"
id="menu_ctrm_risk_var"/>
<menuitem
name="3.2 Stress Tests"
name="Stress Tests"
parent="menu_ctrm_risk"
sequence="20"
id="menu_ctrm_risk_stress"/>
<menuitem
name="3.3 Sensitivities"
name="Sensitivities"
parent="menu_ctrm_risk"
sequence="30"
id="menu_ctrm_risk_sensitivities"/>
<menuitem
name="3.4 Limit Monitoring"
name="Limit Monitoring"
parent="menu_ctrm_risk"
sequence="40"
id="menu_ctrm_risk_limits"/>
<menuitem
name="3.5 Credit Exposure"
name="Credit Exposure"
parent="menu_ctrm_risk"
sequence="50"
id="menu_ctrm_risk_credit"/>
<menuitem
name="4. Operations &amp; Logistics"
name="Operations &amp; Logistics"
parent="purchase_trade.menu_global_reporting"
sequence="40"
id="menu_ctrm_operations"/>
<menuitem
name="4.1 Shipping Logistics"
name="Shipping Logistics"
parent="menu_ctrm_operations"
sequence="10"
id="menu_ctrm_operations_shipping"/>
<menuitem
name="4.2 Inventory"
name="Inventory"
parent="menu_ctrm_operations"
sequence="20"
id="menu_ctrm_operations_inventory"/>
<menuitem
name="4.3 Contract Performance"
name="Contract Performance"
parent="menu_ctrm_operations"
sequence="30"
id="menu_ctrm_operations_contract"/>
<menuitem
name="4.4 Scheduling"
name="Scheduling"
parent="menu_ctrm_operations"
sequence="40"
id="menu_ctrm_operations_scheduling"/>
<menuitem
name="5. Finance &amp; Accounting"
name="Finance &amp; Accounting"
parent="purchase_trade.menu_global_reporting"
sequence="50"
id="menu_ctrm_finance"/>
<menuitem
name="5.1 Accruals"
name="Accruals"
parent="menu_ctrm_finance"
sequence="10"
id="menu_ctrm_finance_accruals"/>
<menuitem
name="5.2 Hedge Accounting"
name="Hedge Accounting"
parent="menu_ctrm_finance"
sequence="20"
id="menu_ctrm_finance_hedge_accounting"/>
<menuitem
name="5.3 Settlements and Invoicing"
name="Settlements and Invoicing"
parent="menu_ctrm_finance"
sequence="30"
id="menu_ctrm_finance_settlements"/>
<menuitem
name="5.4 Cash Flow Forecast"
name="Cash Flow Forecast"
parent="menu_ctrm_finance"
sequence="40"
id="menu_ctrm_finance_cash_flow"/>
<menuitem
name="5.5 GL Reconciliation"
name="GL Reconciliation"
parent="menu_ctrm_finance"
sequence="50"
id="menu_ctrm_finance_gl_reconciliation"/>

22
modules/purchase_trade/view/ctrm_position_financial_context_form.xml
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@@ -1,24 +1,18 @@
<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="date"/>
<field name="date"/>
<label name="product"/>
<field name="product"/>
<label name="party"/>
<field name="party"/>
<label name="counterparty"/>
<field name="counterparty"/>
<label name="currency"/>
<field name="currency"/>
<label name="purchase"/>
<field name="purchase"/>
<label name="sale"/>
<field name="sale"/>
<label name="direction"/>
<field name="direction"/>
<label name="strategy"/>
<field name="strategy"/>
<label name="state"/>
<field name="state"/>
<label name="open_only"/>
<field name="open_only"/>
</form>

22
modules/purchase_trade/view/ctrm_position_financial_list.xml
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@@ -1,17 +1,19 @@
<tree>
<field name="trade_date"/>
<field name="maturity_date"/>
<field name="product" width="140"/>
<field name="party" width="120"/>
<field name="valuation_date"/>
<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="reference" width="120"/>
<field name="counterparty" width="120"/>
<field name="product" width="140"/>
<field name="state"/>
<field name="contract_count" sum="1"/>
<field name="open_qty" sum="1"/>
<field name="entry_price"/>
<field name="exit_price"/>
<field name="quantity" symbol="unit" sum="1"/>
<field name="price"/>
<field name="currency" width="60"/>
<field name="amount" sum="1"/>
<field name="base_amount" sum="1"/>
<field name="mtm_price"/>
<field name="mtm" sum="1"/>
<field name="strategy"/>
</tree>

18
modules/purchase_trade/view/ctrm_position_net_context_form.xml Normal file
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@@ -0,0 +1,18 @@
<form>
<label name="date"/>
<field name="date"/>
<label name="product"/>
<field name="product"/>
<label name="counterparty"/>
<field name="counterparty"/>
<label name="currency"/>
<field name="currency"/>
<label name="purchase"/>
<field name="purchase"/>
<label name="sale"/>
<field name="sale"/>
<label name="strategy"/>
<field name="strategy"/>
<label name="state"/>
<field name="state"/>
</form>

15
modules/purchase_trade/view/ctrm_position_net_list.xml Normal file
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@@ -0,0 +1,15 @@
<tree>
<field name="valuation_date"/>
<field name="product" width="140"/>
<field name="counterparty" width="120"/>
<field name="state"/>
<field name="strategy"/>
<field name="physical_quantity" symbol="unit" sum="1"/>
<field name="derivative_quantity" symbol="unit" sum="1"/>
<field name="net_quantity" symbol="unit" sum="1"/>
<field name="currency" width="60"/>
<field name="physical_amount" sum="1"/>
<field name="derivative_amount" sum="1"/>
<field name="net_amount" sum="1"/>
<field name="mtm" sum="1"/>
</tree>

20
modules/purchase_trade/view/ctrm_position_physical_context_form.xml
View File

@@ -1,14 +1,18 @@
<form>
<label name="as_of"/>
<field name="as_of"/>
<label name="date"/>
<field name="date"/>
<label name="product"/>
<field name="product"/>
<label name="supplier"/>
<field name="supplier"/>
<label name="client"/>
<field name="client"/>
<label name="counterparty"/>
<field name="counterparty"/>
<label name="currency"/>
<field name="currency"/>
<label name="position_type"/>
<field name="position_type"/>
<label name="purchase"/>
<field name="purchase"/>
<label name="sale"/>
<field name="sale"/>
<label name="strategy"/>
<field name="strategy"/>
<label name="state"/>
<field name="state"/>
</form>

24
modules/purchase_trade/view/ctrm_position_physical_list.xml
View File

@@ -1,15 +1,21 @@
<tree>
<field name="valuation_date"/>
<field name="lot" 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="type"/>
<field name="reference" width="120"/>
<field name="counterparty" width="120"/>
<field name="product" width="140"/>
<field name="supplier" width="120"/>
<field name="client" width="120"/>
<field name="position_type" width="80"/>
<field name="physical_qty" symbol="uom" sum="1"/>
<field name="hedged_qty" symbol="uom" sum="1"/>
<field name="net_exposure" symbol="uom" sum="1"/>
<field name="state"/>
<field name="quantity" symbol="unit" sum="1"/>
<field name="price"/>
<field name="currency" width="60"/>
<field name="amount" sum="1"/>
<field name="base_amount" sum="1"/>
<field name="mtm_price"/>
<field name="mtm" sum="1"/>
<field name="pnl" sum="1"/>
<field name="period_start"/>
<field name="period_end"/>
<field name="strategy"/>
</tree>

24
notes/ctrm_reporting.md Normal file
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@@ -0,0 +1,24 @@
# CTRM Reporting Notes
Date: 2026-05-24
## Source de reference
- Les rapports de position CTRM lisent `valuation.valuation.line`.
- Cette table conserve la derniere valuation disponible pour les lots
physiques, fees, derivatives et autres lignes de position.
- Les lignes historiques restent dans `valuation.valuation`.
- La valuation tourne toutes les nuits; elle est donc la meilleure source pour
les reports de position operationnels.
## Architecture Global Reporting
- `Positions`
- `Physical Position`
- `Financial Position`
- `Net Consolidated Position`
- `Hedge Coverage`
- `P&L`
- `Risk`
- `Operations & Logistics`
- `Finance & Accounting`