Risk Management - Physical Open Position
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AzureAD\SylvainDUVERNAY
@@ -318,6 +318,283 @@ class CTRMNetPosition(ModelSQL, ModelView):
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group_by=group_by)
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class CTRMOpenPositionContext(ModelView):
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"CTRM Open Position Context"
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__name__ = 'ctrm.reporting.risk.open_position.context'
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valuation_date = fields.Date("Valuation Date")
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commodity = fields.Many2One('product.category', "Commodity")
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product = fields.Many2One('product.product', "Product")
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pricing_status = fields.Selection([
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(None, ''),
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('fixed', 'Fixed'),
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('unfixed', 'Unfixed'),
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('partly', 'Partly fix'),
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], "Pricing Status")
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shipment_period = fields.Many2One('product.month', "Shipment Period")
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strategy = fields.Many2One('mtm.strategy', "Strategy")
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counterparty = fields.Many2One('party.party', "Counterparty")
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direction = fields.Selection([
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(None, ''),
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('long', 'LONG'),
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('short', 'SHORT'),
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('flat', 'Flat'),
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], "Direction")
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@classmethod
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def default_valuation_date(cls):
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return Pool().get('ir.date').today()
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class CTRMOpenPosition(ModelSQL, ModelView):
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"CTRM Open Position"
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__name__ = 'ctrm.reporting.risk.open_position'
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product = fields.Many2One(
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'product.product', "Product", readonly=True)
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commodity = fields.Many2One(
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'product.category', "Commodity", readonly=True)
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pricing = fields.Selection([
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('fixed', 'Fixed'),
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('unfixed', 'Unfixed'),
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('partly', 'Partly fix'),
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], "Pricing", readonly=True)
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shipment_period = fields.Many2One(
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'product.month', "Shipment Pd", readonly=True)
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strategy = fields.Many2One(
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'mtm.strategy', "Strategy", readonly=True)
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bought = fields.Numeric("Bought", digits=(16, 3), readonly=True)
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sold = fields.Numeric("Sold", digits=(16, 3), readonly=True)
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net = fields.Numeric("Net", digits=(16, 3), readonly=True)
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direction = fields.Selection([
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('long', 'LONG'),
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('short', 'SHORT'),
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('flat', 'Flat'),
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], "Direction", readonly=True)
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unit = fields.Many2One('product.uom', "Unit", readonly=True)
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open_contracts = fields.Integer("Open Contracts", readonly=True)
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unfixed_qty = fields.Numeric(
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"Unfixed Qty", digits=(16, 3), readonly=True)
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@classmethod
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def _physical_quantity_query(cls, lot, line_field):
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return lot.select(
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getattr(lot, line_field).as_('line'),
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Sum(Coalesce(lot.lot_quantity, 0)).as_('quantity'),
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where=((lot.lot_type == 'physic')
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& (getattr(lot, line_field) != Null)),
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group_by=[getattr(lot, line_field)])
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@classmethod
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def table_query(cls):
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pool = Pool()
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PurchaseLine = pool.get('purchase.line')
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Purchase = pool.get('purchase.purchase')
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SaleLine = pool.get('sale.line')
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Sale = pool.get('sale.sale')
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Lot = pool.get('lot.lot')
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Product = pool.get('product.product')
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Template = pool.get('product.template')
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TemplateCategory = pool.get('product.template-product.category')
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PurchaseStrategy = pool.get('purchase.strategy')
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SaleStrategy = pool.get('sale.strategy')
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purchase_line = PurchaseLine.__table__()
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purchase = Purchase.__table__()
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sale_line = SaleLine.__table__()
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sale = Sale.__table__()
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lot = Lot.__table__()
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product = Product.__table__()
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template = Template.__table__()
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template_category = TemplateCategory.__table__()
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purchase_strategy = PurchaseStrategy.__table__()
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sale_strategy = SaleStrategy.__table__()
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context = Transaction().context
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purchase_physical = cls._physical_quantity_query(lot, 'line')
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purchase_contract_qty = Coalesce(
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purchase_line.quantity_theorical, purchase_line.quantity, 0)
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purchase_physical_qty = Coalesce(Max(purchase_physical.quantity), 0)
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purchase_residual = purchase_contract_qty - purchase_physical_qty
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purchase_open_qty = Case(
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(purchase_line.finished == True, 0),
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(purchase_residual > 0, purchase_residual),
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else_=0)
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purchase_fixed = purchase_line.price_type.in_(['cash', 'priced'])
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purchase_where = (
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(purchase_line.product != Null)
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& purchase.state.in_(['confirmed', 'processing'])
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& (template.type != 'service'))
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if context.get('product'):
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purchase_where &= purchase_line.product == context['product']
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if context.get('commodity'):
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purchase_where &= (
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template_category.category == context['commodity'])
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if context.get('shipment_period'):
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purchase_where &= (
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purchase_line.del_period == context['shipment_period'])
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if context.get('strategy'):
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purchase_where &= (
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purchase_strategy.strategy == context['strategy'])
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if context.get('counterparty'):
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purchase_where &= purchase.party == context['counterparty']
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purchase_query = (
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purchase_line
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.join(purchase, condition=purchase_line.purchase == purchase.id)
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.join(purchase_physical, 'LEFT',
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condition=purchase_physical.line == purchase_line.id)
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.join(product, condition=purchase_line.product == product.id)
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.join(template, condition=product.template == template.id)
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.join(template_category, 'LEFT',
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condition=template_category.template == template.id)
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.join(purchase_strategy, 'LEFT',
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condition=purchase_strategy.line == purchase_line.id)
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.select(
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Literal('purchase').as_('side'),
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purchase_line.id.as_('line_id'),
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purchase_line.product.as_('product'),
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Max(template_category.category).as_('commodity'),
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purchase_line.del_period.as_('shipment_period'),
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Max(purchase_strategy.strategy).as_('strategy'),
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purchase.party.as_('counterparty'),
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purchase_line.unit.as_('unit'),
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purchase_open_qty.as_('bought'),
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Literal(0).as_('sold'),
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Case((purchase_fixed, purchase_open_qty), else_=0).as_(
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'fixed_qty'),
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Case((purchase_fixed, 0), else_=purchase_open_qty).as_(
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'unfixed_qty'),
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where=purchase_where,
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group_by=[
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purchase_line.id,
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purchase_line.product,
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purchase_line.del_period,
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purchase.party,
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purchase_line.unit,
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purchase_line.finished,
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purchase_line.quantity_theorical,
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purchase_line.quantity,
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purchase_line.price_type,
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],
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having=purchase_open_qty > 0))
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sale_physical = cls._physical_quantity_query(lot, 'sale_line')
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sale_contract_qty = Coalesce(
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sale_line.quantity_theorical, sale_line.quantity, 0)
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sale_physical_qty = Coalesce(Max(sale_physical.quantity), 0)
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sale_residual = sale_contract_qty - sale_physical_qty
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sale_open_qty = Case(
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(sale_line.finished == True, 0),
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(sale_residual > 0, sale_residual),
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else_=0)
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sale_fixed = sale_line.price_type.in_(['cash', 'priced'])
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sale_where = (
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(sale_line.product != Null)
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& sale.state.in_(['confirmed', 'processing'])
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& (template.type != 'service'))
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if context.get('product'):
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sale_where &= sale_line.product == context['product']
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if context.get('commodity'):
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sale_where &= template_category.category == context['commodity']
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if context.get('shipment_period'):
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sale_where &= sale_line.del_period == context['shipment_period']
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if context.get('strategy'):
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sale_where &= sale_strategy.strategy == context['strategy']
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if context.get('counterparty'):
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sale_where &= sale.party == context['counterparty']
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sale_query = (
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sale_line
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.join(sale, condition=sale_line.sale == sale.id)
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.join(sale_physical, 'LEFT',
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condition=sale_physical.line == sale_line.id)
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.join(product, condition=sale_line.product == product.id)
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.join(template, condition=product.template == template.id)
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.join(template_category, 'LEFT',
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condition=template_category.template == template.id)
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.join(sale_strategy, 'LEFT',
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condition=sale_strategy.sale_line == sale_line.id)
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.select(
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Literal('sale').as_('side'),
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sale_line.id.as_('line_id'),
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sale_line.product.as_('product'),
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Max(template_category.category).as_('commodity'),
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sale_line.del_period.as_('shipment_period'),
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Max(sale_strategy.strategy).as_('strategy'),
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sale.party.as_('counterparty'),
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sale_line.unit.as_('unit'),
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Literal(0).as_('bought'),
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sale_open_qty.as_('sold'),
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Case((sale_fixed, sale_open_qty), else_=0).as_(
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'fixed_qty'),
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Case((sale_fixed, 0), else_=sale_open_qty).as_(
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'unfixed_qty'),
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where=sale_where,
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group_by=[
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sale_line.id,
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sale_line.product,
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sale_line.del_period,
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sale.party,
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sale_line.unit,
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sale_line.finished,
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sale_line.quantity_theorical,
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sale_line.quantity,
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sale_line.price_type,
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],
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having=sale_open_qty > 0))
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lines = Union(purchase_query, sale_query, all_=True)
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bought = Sum(Coalesce(lines.bought, 0))
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sold = Sum(Coalesce(lines.sold, 0))
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net = bought - sold
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fixed_qty = Sum(Coalesce(lines.fixed_qty, 0))
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unfixed_qty = Sum(Coalesce(lines.unfixed_qty, 0))
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pricing = Case(
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((fixed_qty > 0) & (unfixed_qty > 0), 'partly'),
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(unfixed_qty > 0, 'unfixed'),
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else_='fixed')
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direction = Case(
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(net > 0, 'long'),
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(net < 0, 'short'),
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else_='flat')
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having = (bought + sold) > 0
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if context.get('pricing_status'):
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having &= pricing == context['pricing_status']
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if context.get('direction') == 'long':
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having &= net > 0
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elif context.get('direction') == 'short':
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having &= net < 0
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elif context.get('direction') == 'flat':
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having &= net == 0
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report_id = RowNumber(window=Window([],
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order_by=[lines.product, lines.unit]))
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return lines.select(
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Literal(0).as_('create_uid'),
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CurrentTimestamp().as_('create_date'),
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Literal(None).as_('write_uid'),
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Literal(None).as_('write_date'),
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report_id.as_('id'),
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lines.product.as_('product'),
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Max(lines.commodity).as_('commodity'),
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pricing.as_('pricing'),
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Max(lines.shipment_period).as_('shipment_period'),
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Max(lines.strategy).as_('strategy'),
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bought.as_('bought'),
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sold.as_('sold'),
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net.as_('net'),
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direction.as_('direction'),
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lines.unit.as_('unit'),
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Count(lines.line_id).as_('open_contracts'),
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unfixed_qty.as_('unfixed_qty'),
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group_by=[lines.product, lines.unit],
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having=having)
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class CTRMPnlContextMixin:
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date = fields.Date("Valuation Date")
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product = fields.Many2One('product.product', "Product")
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