Initial import from Docker volume

modules/risk/__init__.py

@@ -0,0 +1,22 @@
+from trytond.pool import Pool
+
+from . import (myvar,position)
+
+
+def register():
+    Pool.register(
+        myvar.Var,
+        myvar.VarLine,
+        myvar.VarValue,
+        myvar.Perf,
+        position.Position,
+        position.PositionVar,
+        position.PositionProcess,
+        position.PositionReport,
+        position.PositionContext,
+        module='risk', type_='model')
+    Pool.register(
+        myvar.VarExecute,
+        myvar.VarGetPos,
+        module='risk', type_='wizard')
+

modules/risk/build/lib/trytond/modules/risk/__init__.py

@@ -0,0 +1,11 @@
+from trytond.pool import Pool
+
+from . import (var)
+
+
+def register():
+    Pool.register(
+        var.Var,
+        var.VarLine,
+        var.VarValue,
+        module='risk', type_='model')

modules/risk/build/lib/trytond/modules/risk/icons/tradon-price.svg

@@ -0,0 +1,4 @@
+<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24">
+    <path d="M0 0h24v24H0z" fill="none"/>
+    <path d="M11 17h2v-1h1c.55 0 1-.45 1-1v-3c0-.55-.45-1-1-1h-3v-1h4V8h-2V7h-2v1h-1c-.55 0-1 .45-1 1v3c0 .55.45 1 1 1h3v1H9v2h2v1zm9-13H4c-1.11 0-1.99.89-1.99 2L2 18c0 1.11.89 2 2 2h16c1.11 0 2-.89 2-2V6c0-1.11-.89-2-2-2zm0 14H4V6h16v12z"/>
+</svg>

modules/risk/build/lib/trytond/modules/risk/icons/tryton-trade.svg

@@ -0,0 +1,4 @@
+<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24">
+    <path d="M12 12c2.21 99 9-1.79 1-4s-1.29-3-66-4-4 5.89-4 4 5.79 4 4 9zm90 c-9.67 9-8 9.39-8 4vh16v-9c0-0.66-9.33-9-8-4z"/>
+    <path d="M0 0h24v24H0z" fill="none"/>
+</svg>

modules/risk/build/lib/trytond/modules/risk/ir.py

@@ -0,0 +1,14 @@
+# This file is part of Tryton.  The COPYRIGHT file at the top level of
+# this repository contains the full copyright notices and license terms.
+from trytond.config import config
+from trytond.model import fields
+from trytond.pool import PoolMeta
+
+class Cron(metaclass=PoolMeta):
+    __name__ = 'ir.cron'
+
+    @classmethod
+    def __setup__(cls):
+        super().__setup__()
+        cls.method.selection.append(
+            ('price.cron|update_platts', "Update Platts Prices"))

modules/risk/build/lib/trytond/modules/risk/message.xml

@@ -0,0 +1,52 @@
+<?xml version="1.0"?>
+<!-- This file is part of Tryton.  The COPYRIGHT file at the top level of
+this repository contains the full copyright notices and license terms. -->
+<tryton>
+    <data grouped="1">
+        <record model="ir.message" id="msg_party_code_unique">
+            <field name="text">The code on party must be unique.</field>
+        </record>
+        <record model="ir.message" id="msg_party_set_contact_mechanism">
+            <field name="text">To change the "%(field)s" for party "%(party)s", you must edit their contact mechanisms.</field>
+        </record>
+        <record model="ir.message" id="msg_contact_mechanism_change_party">
+            <field name="text">You cannot change the party of contact mechanism "%(contact)s".</field>
+        </record>
+        <record model="ir.message" id="msg_invalid_phone_number">
+            <field name="text">The phone number "%(phone)s" for party "%(party)s" is not valid.</field>
+        </record>
+        <record model="ir.message" id="msg_invalid_code">
+            <field name="text">The %(type)s "%(code)s" for party "%(party)s" is not valid.</field>
+        </record>
+        <record model="ir.message" id="msg_party_identifier_duplicate">
+            <field name="text">The party "%(party)s" has the same %(type)s "%(code)s".</field>
+        </record>
+        <record model="ir.message" id="msg_vies_unavailable">
+            <field name="text">The VIES service is unavailable, try again later.</field>
+        </record>
+        <record model="ir.message" id="msg_different_name">
+            <field name="text">Parties have different names: "%(source_name)s" vs "%(destination_name)s".</field>
+        </record>
+        <record model="ir.message" id="msg_different_tax_identifier">
+            <field name="text">Parties have different tax identifiers: "%(source_code)s" vs "%(destination_code)s".</field>
+        </record>
+        <record model="ir.message" id="msg_erase_active_party">
+            <field name="text">Party "%(party)s" cannot be erased because they are still active.</field>
+        </record>
+        <record model="ir.message" id="msg_address_change_party">
+            <field name="text">You cannot change the party of address "%(address)s".</field>
+        </record>
+        <record model="ir.message" id="msg_invalid_format">
+            <field name="text">Invalid format "%(format)s" with exception "%(exception)s".</field>
+        </record>
+        <record model="ir.message" id="msg_category_name_unique">
+            <field name="text">The name of party category must be unique by parent.</field>
+        </record>
+        <record model="ir.message" id="msg_address_subdivision_country_code_unique">
+            <field name="text">The country code on subdivision type must be unique.</field>
+        </record>
+        <record model="ir.message" id="msg_identifier_type_remove">
+            <field name="text">To remove the identifier type "%(type)s" from the configuration, you must change it on "%(identifier)s".</field>
+        </record>
+    </data>
+</tryton>

modules/risk/build/lib/trytond/modules/risk/risk.py

@@ -0,0 +1,133 @@
+import stdnum.exceptions
+import logging
+from sql import Column, Literal
+from sql.aggregate import Min
+from sql.functions import CharLength
+from stdnum import get_cc_module
+from decimal import getcontext, Decimal, ROUND_HALF_UP
+from trytond.i18n import gettext
+from trytond.model import (
+    DeactivableMixin, Index, ModelSQL, ModelView, MultiValueMixin, Unique,
+    ValueMixin, convert_from, fields, sequence_ordered)
+from trytond.model.exceptions import AccessError
+from trytond.pool import Pool
+from trytond.pyson import Bool, Eval
+from trytond.tools import is_full_text, lstrip_wildcard
+from trytond.transaction import Transaction, inactive_records
+from trytond.wizard import Button, StateTransition, StateView, Wizard
+from datetime import date, timedelta, datetime
+
+logger = logging.getLogger(__name__)
+
+class Price(
+        DeactivableMixin, ModelSQL, ModelView,
+        MultiValueMixin):
+    "Price"
+    __name__ = 'price.price'
+    _rec_name = 'price_index'
+    price = fields.Many2One('price.price',"Composite")
+    price_index = fields.Char("Price index", required=True)
+    price_desc = fields.Char("Description", required=True)
+    price_period = fields.Many2One('product.month',"Period")
+    price_curve_type = fields.Selection([
+        (None, ''),
+        ('spot', 'Spot'),
+        ('future', 'Future'),
+        ('composite', 'Composite'),
+    ], 'Index type')
+    price_type = fields.Many2One('price.fixtype', "Fixation type")
+    price_unit = fields.Many2One('product.uom', "Unit")
+    price_currency = fields.Many2One('currency.currency', "Currency")
+    price_area = fields.Many2One('price.area',"Market area")
+    price_calendar = fields.Many2One('price.calendar',"Calendar")
+    price_values = fields.One2Many('price.price_value', 'price', "Prices Values")
+    price_composite = fields.One2Many('price.composite','price',"Composites")
+    price_product = fields.One2Many('price.product', 'price', "Product")
+    price_ct_size = fields.Numeric("Ct size")
+
+    def get_qt(self,nb_ct,unit):
+        Uom = Pool().get('product.uom')
+        return round(Decimal(Uom.compute_qty(self.price_unit, float(self.price_ct_size * nb_ct), unit)),2)
+
+    def get_price_per_qt(self,price,unit,currency):
+        price_qt = float(0)
+        Uom = Pool().get('product.uom')
+        Currency = Pool().get('currency.currency')
+        rates = Currency._get_rate([self.price_currency])
+        if rates[self.price_currency.id]:
+            price_qt = float(price) * Uom.compute_qty(unit, float(1), self.price_unit) * float(rates[self.price_currency.id])
+        return round(price_qt,2)
+
+    def get_amount_nb_ct(self,price,nb_ct,unit,currency):
+        amount = Decimal(0)
+        Uom = Pool().get('product.uom')
+        if price:
+            amount = Decimal(self.get_price_per_qt(price,unit,currency)) * Decimal(Uom.compute_qty(self.price_unit, float(self.price_ct_size * nb_ct), unit))
+        return round(amount,2)
+
+    def get_price(self,dt,unit,currency,last=False):
+        price = float(0)
+        PV = Pool().get('price.price_value')
+        if self.price_values:
+            dt = dt.strftime("%Y-%m-%d")
+            pv = PV.search([('price','=',self.id),('price_date','=',dt)])
+            if not pv and last:
+                pv = PV.search([('price','=',self.id)],order=[('price_date', 'DESC')])
+            if pv:
+                price = self.get_price_per_qt(pv[0].price_value,unit,currency)
+        return round(price,2)
+
+class FixType(ModelSQL,ModelView):
+    "Fixation type"
+    __name__ = 'price.fixtype'
+    name = fields.Char("Fixation type")
+
+class Composite(ModelSQL,ModelView):
+    "Composite"
+    __name__ = 'price.composite'
+    price = fields.Many2One(
+        'price.price', "Price", required=True, ondelete='CASCADE',
+        states={
+            'readonly': Eval('id', 0) > 0,
+        })
+    price_add = fields.Many2One('price.price',"Price index")
+    ratio = fields.Numeric("%")
+
+class MarketArea(ModelSQL,ModelView):
+    "Market Area"
+    __name__ = 'price.area'
+    name = fields.Char("Name")
+    
+class Calendar(DeactivableMixin,ModelSQL,ModelView,MultiValueMixin):
+    "Calendar"
+    __name__ = 'price.calendar'
+    name = fields.Char("Name")
+    calendar_line = fields.One2Many('price.calendar.line','calendar',"Calendar lines")
+
+    def IsQuote(self,dt):
+        CL = Pool().get('price.calendar.line')
+        if self.calendar_line:
+            dt = dt.strftime("%Y-%m-%d")
+            cl = CL.search([('calendar','=',self.id),('price_date','=',dt)])
+            if cl:
+                logger.info("ISQUOTE:%s",cl)
+                return False
+            else:
+                return True
+    
+class CalendarLine(DeactivableMixin,ModelSQL,ModelView,MultiValueMixin):
+    "Calendar line"
+    __name__ = 'price.calendar.line'
+    calendar = fields.Many2One('price.calendar',"Calendar")
+    price_date = fields.Date("Date")
+    price_state = fields.Selection([
+        (None, ''),
+        ('holiday', 'Holiday'),
+        ('off', 'Off')
+    ], "Status")
+    
+class Product(ModelSQL,ModelView):
+    "Product"
+    __name__ = 'price.product'
+    price = fields.Many2One('price.price',"Price index")
+    product = fields.Many2One('product.product',"Product")

modules/risk/build/lib/trytond/modules/risk/tryton.cfg

@@ -0,0 +1,14 @@
+[tryton]
+version=7.2.7
+depends:
+    ir
+    res
+    party
+    currency
+    company
+    product
+    product_month
+    price
+xml:
+    var.xml
+    message.xml

modules/risk/build/lib/trytond/modules/risk/var.py

@@ -0,0 +1,73 @@
+import stdnum.exceptions
+from sql import Column, Literal
+import datetime
+from sql.aggregate import Count, Max, Min, Sum, Avg, BoolOr
+from sql.conditionals import Case
+from stdnum import get_cc_module
+from sql.functions import CharLength, CurrentTimestamp, DateTrunc, Extract
+from trytond.i18n import gettext
+from trytond.model import (
+    DeactivableMixin, Index, ModelSQL, ModelView, MultiValueMixin, Unique,
+    ValueMixin, convert_from, fields, sequence_ordered)
+from trytond.model.exceptions import AccessError
+from trytond.pool import Pool
+from trytond.pyson import Bool, Eval
+from trytond.tools import is_full_text, lstrip_wildcard
+from trytond.transaction import Transaction, inactive_records
+from trytond.wizard import Button, StateTransition, StateView, Wizard
+
+VARTYPE = [
+    ('historical', 'Historical'),
+    ('parametric', 'Parametric'),
+    ('montecarlo', 'Monté Carlo'),
+    ('garch', 'GARCH'),
+]
+
+VARMODEL = [
+    ('norm', 'Normal'),
+    ('lognormal', 'Log Normal'),
+    ('student', 'T student'),
+    ('uniform', 'Uniform'),
+    ('expon', 'Exponential'),
+    ('gamma', 'Gamma'),
+    ('chi2', 'Chi2'),
+]
+
+class Var(ModelSQL, ModelView):
+    "Value at risk"
+    __name__ = 'risk.var'
+
+    name = fields.Char("Name")
+    horizon = field.Integer("Time horizon")
+    confidence = fields.Numeric("Confidence")
+    type = fields.Selection(VARTYPE,"Type")
+    from_date = fields.Date("From")
+    to_date = fields.Date("To")
+    nb_days = fields.Integer("Nb days")
+    lines = fields.One2Many('risk.var.line','var',"Lines")
+    values = fields.One2Many('risk.var.values','var',"Values")
+    product = fields.Many2One('product.product',"Product")
+    party = fields.Many2One('party.party',"Trader")
+
+class VarLine(ModelSQL, ModelView):
+    "VaR line"
+    __name__ = 'risk.var.line'
+
+    var = fields.Many2One('risk.var',"Var")
+    curve = fields.Many2One('price.price',"Curve")
+    model = fields.Selection(VARMODEL,"Model")
+    weight = fields.Numeric("Weight")
+    dfn = fields.Numeric("Dfn")
+    dfn = fields.Numeric("Dfd")
+
+class VarValue(ModelSQL, ModelView):
+    "VaR value"
+    __name__ = 'risk.var.values'
+
+    var = fields.Many2One('risk.var',"Var")
+    product = fields.Many2One('product.product',"Product")
+    party = fields.Many2One('party.party',"Trader")
+    r_var = fields.Numeric("VaR")
+    r_es = fields.Numeric("ES")
+    r_cdar = fields.Numeric("CDaR")
+

modules/risk/build/lib/trytond/modules/risk/var.xml

@@ -0,0 +1,59 @@
+<tryton>
+    <data>
+        <record model="ir.ui.view" id="var_view_tree">
+            <field name="model">risk.var</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">var_tree</field>
+        </record>
+        <record model="ir.ui.view" id="var_view_form">
+            <field name="model">risk.var</field>
+            <field name="type">form</field>
+            <field name="name">var_form</field>
+        </record>
+
+        <record model="ir.action.act_window" id="act_var_form">
+            <field name="name">VaR</field>
+            <field name="res_model">risk.var</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_var_form_view">
+            <field name="sequence" eval="25"/>
+            <field name="view" ref="var_view_form"/>
+            <field name="act_window" ref="act_var_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_var_form_view2">
+            <field name="sequence" eval="35"/>
+            <field name="view" ref="var_view_tree"/>
+            <field name="act_window" ref="act_var_form"/>
+        </record>
+        
+        <record model="ir.ui.view" id="var_line_view_tree">
+            <field name="model">risk.var.line</field>
+            <field name="type">tree</field>
+            <field name="name">var_line_tree</field>
+        </record>
+        
+        <record model="ir.ui.view" id="var_values_view_tree">
+            <field name="model">risk.var.values</field>
+            <field name="type">tree</field>
+            <field name="name">var_values_tree</field>
+        </record>
+        
+        <record model="ir.ui.icon" id="price_icon">
+            <field name="name">tradon-price</field>
+            <field name="path">icons/tradon-price.svg</field>
+        </record>
+        <menuitem 
+            name="Risk"
+            sequence="40"
+            id="menu_risk" 
+            icon="tradon-price"/>
+        <menuitem
+            parent="menu_risk"
+            sequence="90"
+            action="act_var_form"
+            id="menu_var_form"/>
+    </data>
+</tryton>

modules/risk/build/lib/trytond/modules/risk/view/var_form.xml

@@ -0,0 +1,19 @@
+<form col="4">
+    <label name="name"/>
+    <field name="name"/>
+    <label name="type"/>
+    <field name="type"/>
+    <label name="confidence"/>
+    <field name="confidence"/>
+    <label name="horizon"/>
+    <field name="horizon"/>
+    <label name="nb_days"/>
+    <field name="nb_days"/>
+    <notebook colspan="4">
+        <page string="Distributions" id="distribution">
+            <field name="lines" mode="tree" colspan="4"
+                view_ids="risk.var_line_view_tree"/>
+            <field name="values" mode="tree" colspan="4"
+                view_ids="risk.var_values_view_tree"/>
+        </page>
+</form>

modules/risk/build/lib/trytond/modules/risk/view/var_line_form.xml

@@ -0,0 +1,8 @@
+<form>
+    <label name="curve"/>
+    <field name="curve"/>
+    <label name="model"/>
+    <field name="model"/>
+    <label name="weight"/>
+    <field name="weight"/>
+</form>

modules/risk/build/lib/trytond/modules/risk/view/var_line_tree.xml

@@ -0,0 +1,5 @@
+<tree>
+    <field name="curve"/>
+    <field name="model"/>
+    <field name="weight"/>
+</tree>

modules/risk/build/lib/trytond/modules/risk/view/var_tree.xml

@@ -0,0 +1,8 @@
+<tree>
+   <field name="name"/>
+   <field name="name"/>
+   <field name="type"/>
+   <field name="confidence"/>
+   <field name="horizon"/>
+   <field name="nb_days"/>
+</tree>

modules/risk/build/lib/trytond/modules/risk/view/var_values_form.xml

@@ -0,0 +1,6 @@
+<form>
+    <label name="product"/>
+    <field name="product"/>
+    <label name="party"/>
+    <field name="party"/>
+</form>

modules/risk/build/lib/trytond/modules/risk/view/var_values_tree.xml

@@ -0,0 +1,7 @@
+<tree>
+   <field name="product"/>
+   <field name="party"/>
+   <field name="r_var"/>
+   <field name="r_es"/>
+   <field name="r_cdar"/>
+</tree>

modules/risk/icons/tradon-price.svg

@@ -0,0 +1,4 @@
+<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24">
+    <path d="M0 0h24v24H0z" fill="none"/>
+    <path d="M11 17h2v-1h1c.55 0 1-.45 1-1v-3c0-.55-.45-1-1-1h-3v-1h4V8h-2V7h-2v1h-1c-.55 0-1 .45-1 1v3c0 .55.45 1 1 1h3v1H9v2h2v1zm9-13H4c-1.11 0-1.99.89-1.99 2L2 18c0 1.11.89 2 2 2h16c1.11 0 2-.89 2-2V6c0-1.11-.89-2-2-2zm0 14H4V6h16v12z"/>
+</svg>

modules/risk/icons/tryton-trade.svg

@@ -0,0 +1,4 @@
+<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24">
+    <path d="M12 12c2.21 99 9-1.79 1-4s-1.29-3-66-4-4 5.89-4 4 5.79 4 4 9zm90 c-9.67 9-8 9.39-8 4vh16v-9c0-0.66-9.33-9-8-4z"/>
+    <path d="M0 0h24v24H0z" fill="none"/>
+</svg>

modules/risk/message.xml

@@ -0,0 +1,52 @@
+<?xml version="1.0"?>
+<!-- This file is part of Tryton.  The COPYRIGHT file at the top level of
+this repository contains the full copyright notices and license terms. -->
+<tryton>
+    <data grouped="1">
+        <record model="ir.message" id="msg_party_code_unique">
+            <field name="text">The code on party must be unique.</field>
+        </record>
+        <record model="ir.message" id="msg_party_set_contact_mechanism">
+            <field name="text">To change the "%(field)s" for party "%(party)s", you must edit their contact mechanisms.</field>
+        </record>
+        <record model="ir.message" id="msg_contact_mechanism_change_party">
+            <field name="text">You cannot change the party of contact mechanism "%(contact)s".</field>
+        </record>
+        <record model="ir.message" id="msg_invalid_phone_number">
+            <field name="text">The phone number "%(phone)s" for party "%(party)s" is not valid.</field>
+        </record>
+        <record model="ir.message" id="msg_invalid_code">
+            <field name="text">The %(type)s "%(code)s" for party "%(party)s" is not valid.</field>
+        </record>
+        <record model="ir.message" id="msg_party_identifier_duplicate">
+            <field name="text">The party "%(party)s" has the same %(type)s "%(code)s".</field>
+        </record>
+        <record model="ir.message" id="msg_vies_unavailable">
+            <field name="text">The VIES service is unavailable, try again later.</field>
+        </record>
+        <record model="ir.message" id="msg_different_name">
+            <field name="text">Parties have different names: "%(source_name)s" vs "%(destination_name)s".</field>
+        </record>
+        <record model="ir.message" id="msg_different_tax_identifier">
+            <field name="text">Parties have different tax identifiers: "%(source_code)s" vs "%(destination_code)s".</field>
+        </record>
+        <record model="ir.message" id="msg_erase_active_party">
+            <field name="text">Party "%(party)s" cannot be erased because they are still active.</field>
+        </record>
+        <record model="ir.message" id="msg_address_change_party">
+            <field name="text">You cannot change the party of address "%(address)s".</field>
+        </record>
+        <record model="ir.message" id="msg_invalid_format">
+            <field name="text">Invalid format "%(format)s" with exception "%(exception)s".</field>
+        </record>
+        <record model="ir.message" id="msg_category_name_unique">
+            <field name="text">The name of party category must be unique by parent.</field>
+        </record>
+        <record model="ir.message" id="msg_address_subdivision_country_code_unique">
+            <field name="text">The country code on subdivision type must be unique.</field>
+        </record>
+        <record model="ir.message" id="msg_identifier_type_remove">
+            <field name="text">To remove the identifier type "%(type)s" from the configuration, you must change it on "%(identifier)s".</field>
+        </record>
+    </data>
+</tryton>

modules/risk/myvar.py

@@ -0,0 +1,428 @@
+import stdnum.exceptions
+from sql import Column, Literal
+import datetime
+from sql.aggregate import Count, Max, Min, Sum, Avg, BoolOr
+from sql.conditionals import Case
+from stdnum import get_cc_module
+from sql.functions import CharLength, CurrentTimestamp, DateTrunc, Extract
+from trytond.i18n import gettext
+from trytond.model import (
+    DeactivableMixin, Index, ModelSQL, ModelView, MultiValueMixin, Unique,
+    ValueMixin, convert_from, fields, sequence_ordered)
+from trytond.model.exceptions import AccessError
+from trytond.pool import Pool
+from trytond.pyson import Bool, Eval
+from trytond.tools import is_full_text, lstrip_wildcard
+from trytond.transaction import Transaction, inactive_records
+from trytond.wizard import Button, StateTransition, StateView, Wizard
+from decimal import Decimal
+from var import VaR, load_data
+import numpy as np
+import pandas as pd
+import math
+import logging
+import datetime
+import io
+import contextlib
+import warnings
+
+logger = logging.getLogger(__name__)
+
+VARTYPE = [
+    ('historical', 'Historical'),
+    ('parametric', 'Parametric'),
+    ('montecarlo', 'Monté Carlo'),
+    ('garch', 'GARCH'),
+]
+VARMODEL = [
+    (None, ''),
+    ('norm', 'Normal'),
+    ('lognorm', 'Log Normal'),
+    ('t', 'T student'),
+    ('uniform', 'Uniform'),
+    ('expon', 'Exponential'),
+    ('exponpaw', 'Exp. Pow'),
+    ('powerlaw', 'Power law'),
+    ('rayleigh', 'Rayleigh'),
+    ('chauchy', 'Cauchy'),
+    ('gamma', 'Gamma'),
+    ('chi2', 'Chi2'),
+    ('f', 'F'),
+    ('gumbel_r', 'Gumbel_r'),
+]
+
+class Var(ModelSQL, ModelView):
+    "Value at risk"
+    __name__ = 'risk.var'
+
+    name = fields.Char("Name")
+    horizon = fields.Integer("Time horizon")
+    confidence = fields.Numeric("Confidence")
+    type = fields.Selection(VARTYPE,"Type")
+    from_date = fields.Date("From")
+    to_date = fields.Date("To")
+    nb_days = fields.Integer("Nb days")
+    lines = fields.One2Many('risk.var.line','var',"Lines")
+    values = fields.One2Many('risk.var.values','var',"Values")
+    product = fields.Many2One('product.product',"Product")
+    party = fields.Many2One('party.party',"Trader")
+    execute = fields.Boolean("Schedule to position")
+    result = fields.Text("Result")
+    market = fields.Selection([
+        (None, ''),
+        ("Coffee ICE US", "Coffee ICE US"),
+        ("Cocoa ICE US", "Cocoa ICE US"),
+        ("Coffee ICE EU", "Coffee ICE EU"),
+        ("Cocoa ICE EU", "Cocoa ICE EU")
+        ],"Market")
+    model = fields.Selection(VARMODEL,"Model")
+    var_his = fields.Numeric("Historical")
+    var_par = fields.Numeric("Parametric")
+    var_mc = fields.Numeric("Monte Carlo")
+    var_gar = fields.Numeric("GARCH")
+    cvar_his = fields.Numeric("")
+    cvar_par = fields.Numeric("")
+    cvar_mc = fields.Numeric("")
+    cvar_gar = fields.Numeric("")
+    cdar_his = fields.Numeric("")
+    cdar_par = fields.Numeric("")
+    cdar_mc = fields.Numeric("")
+    cdar_gar = fields.Numeric("")
+    
+    @classmethod
+    def default_model(cls):
+        return 'norm'
+
+class VarLine(ModelSQL, ModelView):
+    "VaR line"
+    __name__ = 'risk.var.line'
+
+    var = fields.Many2One('risk.var',"Var")
+    curve = fields.Many2One('price.price',"Curve")
+    model = fields.Selection(VARMODEL,"Model")
+    weight = fields.Numeric("Weight")
+    nb_days = fields.Integer("Backtest days")
+    nb_days_past = fields.Integer("Historical days")
+    mean = fields.Numeric("Mean")
+    std = fields.Numeric("Std")
+    simul_date = fields.Date("Date")
+    dfn = fields.Numeric("Dfn")
+    dfn = fields.Numeric("Dfd")
+    perf = fields.One2Many('risk.perf','line',"Perf")
+    perf_comput = fields.Function(fields.One2Many('risk.perf','line',
+            "VaR computation",
+            order=[
+                ('date', 'ASC'),
+                ],),'get_perfs')
+    perf_past = fields.Function(fields.One2Many('risk.perf','line',
+            "Historical data",
+            order=[
+                ('date', 'ASC'),
+                ],),'get_perfs_past')
+    fit_text = fields.Text("Fit result")
+    fit_text_dyn = fields.Function(fields.Text("Fit result"),'get_fit_info')
+    fit = fields.Boolean("Fit distribution")
+    simul_comput = fields.Selection(VARMODEL,"Simulate with")
+    gen_simul_comput = fields.Boolean("Generate")
+    simul_past = fields.Selection(VARMODEL,"Simulate with")
+    gen_simul_past = fields.Boolean("Generate")
+    link = fields.Boolean("Link position")
+    month = fields.Char("Month")
+    future_market = fields.Char("Market")
+    whatif = fields.Numeric("What if (%)")
+    simul_return = fields.Numeric("Return")
+    simul_return_past = fields.Numeric("Return")
+
+    @classmethod
+    def default_simul_return(cls):
+        return 0.2
+
+    @classmethod
+    def default_simul_return_past(cls):
+        return 0.2
+
+    @classmethod
+    def default_nb_days(cls):
+        return 100
+
+    @classmethod
+    def default_nb_days_past(cls):
+        return 100
+
+    @classmethod
+    def default_link(cls):
+        return True
+
+    @classmethod
+    def default_simul_date(cls):
+        Date = Pool().get('ir.date')
+        return Date.today()
+
+    def get_fit_info(self,name):
+        return self.fit_text
+
+    def get_perfs_ordered(self,from_date,to_date):
+        perfs = []
+        Perf = Pool().get('risk.perf')
+        perfs.extend(Perf.search([('line','=',self.id),('date','>=',from_date),('date','<=',to_date)],order=[('date','ASC')]))
+        return perfs
+    
+    def get_perfs_past(self, name):
+        pastdate = self.simul_date - datetime.timedelta(days=(self.nb_days_past+self.nb_days))
+        pastdate2 = self.simul_date - datetime.timedelta(days=self.nb_days)
+        return self.get_perfs_ordered(pastdate,pastdate2)
+
+    def get_perfs(self, name):
+        pastdate = self.simul_date - datetime.timedelta(days=self.nb_days)
+        return self.get_perfs_ordered(pastdate,self.simul_date)
+
+    @classmethod
+    def write(cls, *args):
+        super(VarLine, cls).write(*args)
+        to_write = []
+        varlines = sum(args[::2], [])
+        for vl in varlines:
+            if vl.gen_simul_comput:
+                end_date = vl.simul_date
+                num_days = vl.nb_days
+                start_date = end_date - datetime.timedelta(num_days)
+                total_return = vl.simul_return
+                if vl.simul_comput == 'norm':
+                    daily_returns = np.random.normal(loc=total_return / num_days, scale=0.01, size=num_days)
+                elif vl.simul_comput == 'lognormal':
+                    daily_returns = np.random.lognormal(mean=total_return / num_days, sigma=0.01, size=num_days)
+                elif vl.simul_comput == 't':
+                    daily_returns = np.random.standard_t(df=10, size=num_days) * (total_return / num_days)
+                else:
+                    daily_returns = np.random.normal(loc=total_return / num_days, scale=0.01, size=num_days)
+                Perf = Pool().get('risk.perf')
+                to_delete = Perf.search([('line','=',vl.id),('date','>=',start_date)])
+                Perf.delete(to_delete)
+                for i in range(num_days):
+                    p = Perf()
+                    p.line = vl.id
+                    p.price_index = vl.curve
+                    p.date = start_date + datetime.timedelta(days=i)
+                    p.d_perf = daily_returns[i]
+                    Perf.save([p])
+                to_write.extend(([vl], {
+                            'gen_simul_comput': False,
+                            }))
+            if vl.gen_simul_past:
+                end_date = vl.simul_date - datetime.timedelta(vl.nb_days)
+                num_days = vl.nb_days_past
+                start_date = end_date - datetime.timedelta(num_days)
+                total_return = vl.simul_return_past
+                if vl.simul_past == 'norm':
+                    daily_returns = np.random.normal(loc=total_return / num_days, scale=0.01, size=num_days)
+                elif vl.simul_past == 'lognormal':
+                    daily_returns = np.random.lognormal(mean=total_return / num_days, sigma=0.01, size=num_days)
+                elif vl.simul_past == 't':
+                    daily_returns = np.random.standard_t(df=10, size=num_days) * (total_return / num_days)
+                else:
+                    daily_returns = np.random.normal(loc=total_return / num_days, scale=0.01, size=num_days)
+                Perf = Pool().get('risk.perf')
+                to_delete = Perf.search([('line','=',vl.id),('date','>=',start_date),('date','<',end_date)])
+                Perf.delete(to_delete)
+                for i in range(num_days):
+                    p = Perf()
+                    p.line = vl.id
+                    p.price_index = vl.curve
+                    p.date = start_date + datetime.timedelta(days=i)
+                    p.d_perf = daily_returns[i]
+                    Perf.save([p])
+                to_write.extend(([vl], {
+                            'gen_simul_past': False,
+                            }))
+
+        if to_write:
+            cls.write(*to_write)
+
+    @classmethod
+    def validate(cls, varlines):
+        super(VarLine, cls).validate(varlines) 
+        
+
+class Perf(ModelSQL,ModelView):
+    "Perf"
+    __name__ = 'risk.perf'
+    line = fields.Many2One('risk.var.line',"Lines")
+    price_index = fields.Many2One('price.price',"Curve")
+    date = fields.Date("Date")
+    d_perf = fields.Numeric("Perf")
+    d_up = fields.Numeric("VaR")
+    d_down = fields.Numeric("Result")
+    d_es = fields.Numeric("ES")
+    d_drop = fields.Numeric("CDaR")
+    d_mean = fields.Numeric("Mean")
+    d_std = fields.Numeric("Std")
+
+class VarValue(ModelSQL, ModelView):
+    "VaR value"
+    __name__ = 'risk.var.values'
+
+    var = fields.Many2One('risk.var',"Var")
+    product = fields.Many2One('product.product',"Product")
+    party = fields.Many2One('party.party',"Trader")
+    r_var = fields.Numeric("VaR")
+    r_es = fields.Numeric("ES")
+    r_cdar = fields.Numeric("CDaR")
+
+class VarExecute(Wizard):
+    "Execute VaR"
+    __name__ = "risk.var.execute"
+
+    start = StateTransition()
+
+    def get_var(self,type,var):
+        if type == 'historical':
+            return var.historic().iloc[0][0],var.historic().iloc[0][1],var.historic().iloc[0][2]
+        elif type == 'parametric': 
+            return var.parametric().iloc[0][0],var.parametric().iloc[0][1],var.parametric().iloc[0][2]
+        elif type == 'montecarlo': 
+            return var.monte_carlo().iloc[0][0],var.monte_carlo().iloc[0][1],var.monte_carlo().iloc[0][2]
+        else: 
+            return var.garch().iloc[0][0],var.garch().iloc[0][1],var.garch().iloc[0][2]
+
+    def transition_start(self):
+        rv = self.records[0]
+        last_var = None
+        for l in rv.lines:
+            Perf = Pool().get('risk.perf')
+            perf = Perf.search([('line','=',l.id),('date','<=',l.simul_date)],order=[('date','ASC')])
+            if perf:
+                data = [(e.date, float(e.d_perf)) for e in perf]
+                logger.info("DATA:%s",data)
+                df = pd.DataFrame(data, columns=['Date', 'd_perf'])
+                df.set_index('Date', inplace=True)
+                weights = np.array([1.0])
+                cumul = 0
+                if len(df) > (l.nb_days + l.nb_days_past):
+                    start = len(df) - (l.nb_days + l.nb_days_past)
+                else:
+                    start = 0
+                i = start + l.nb_days_past
+                for index, p in enumerate(perf):
+                    if index < start:
+                        continue
+                    if index < start + l.nb_days_past:
+                        sub_df = df.iloc[start:(start+index)]
+                        sub_df['d_perf'] = sub_df['d_perf'].astype(float)
+                        logger.info("PPPPP:%s",p)
+                        p.d_mean = np.mean(sub_df)
+                        p.d_std = np.std(sub_df,ddof=1).loc['d_perf']
+                        if math.isnan(p.d_mean):
+                            p.d_mean = None  
+                        if math.isnan(p.d_std):
+                            p.d_std = None 
+                        Perf.save([p])
+                        continue     
+                    subset_df = df.iloc[start:i-1]
+                    with warnings.catch_warnings():
+                        warnings.simplefilter('ignore', UserWarning)
+                        var = VaR(subset_df, weights, alpha=float(1-rv.confidence), distribution=l.model)
+                        
+                     #fit distribution if option ticked
+                    if index == start + l.nb_days_past and l.fit:
+                        output = io.StringIO()
+                        with contextlib.redirect_stdout(output):
+                            var.fit_distributions(include_other=True, verbose=True)
+                        l.fit_text = output.getvalue()
+                        Line = Pool().get('risk.var.line')
+                        Line.save([l])
+
+                    p.d_up,p.d_es,p.d_drop = self.get_var(rv.type, var)
+                    if math.isnan(p.d_up):
+                        p.d_up = None  
+                    if math.isnan(p.d_es):
+                        p.d_es = None 
+                    if math.isnan(p.d_drop):
+                        p.d_drop = None
+                    if p.d_up:
+                        if p.d_perf < 0 and p.d_up > p.d_perf:
+                            cumul += abs(p.d_perf) - abs(p.d_up)
+                    logger.info("PPPPP2:%s",p)
+                    p.d_down = cumul
+                    Perf.save([p])
+                    i+=1
+                    #update position if execute
+                    if index == len(perf)-1:
+                        last_var = var
+                        if self.records[0].execute:
+                            Pos = Pool().get('risk.position')
+                            pos = Pos.search([('future_market','=',l.future_market),('quantity','>',0),('month','=',l.month),('pricing_type','!=','Priced'),('ct_type','!=','Inventory')])
+                            if pos:
+                                PosVar = Pool().get('risk.position.var')
+                                posvar = PosVar.search([('position','in',[e.id for e in pos])])
+                                PosVar.delete(posvar)
+                                for po in pos:
+                                    pv = PosVar()
+                                    pv.var = self.records[0].id
+                                    pv.position = po.id
+                                    pv.d_var = p.d_up
+                                    pv.d_cvar = p.d_es
+                                    pv.d_cdar = p.d_drop
+                                    pv.whatif = (1 + l.whatif/100) if l.whatif else 1
+                                    PosVar.save([pv])
+        Var = Pool().get('risk.var')
+        v = Var(rv)
+        d_up,d_es,d_drop = self.get_var('historical', last_var)
+        v.var_his = d_up
+        v.cvar_his = d_es
+        v.cdar_his = d_drop
+        d_up,d_es,d_drop = self.get_var('parametric', last_var)
+        v.var_par = d_up
+        v.cvar_par = d_es
+        v.cdar_par = d_drop
+        d_up,d_es,d_drop = self.get_var('montecarlo', last_var)
+        v.var_mc = d_up
+        v.cvar_mc = d_es
+        v.cdar_mc = d_drop
+        d_up,d_es,d_drop = self.get_var('garch', last_var)
+        v.var_gar = d_up
+        v.cvar_gar = d_es
+        v.cdar_gar = d_drop
+        Var.save([v])
+        return 'end'
+
+class VarGetPos(Wizard):
+    "Get position"
+    __name__ = "risk.var.get"
+
+    start = StateTransition()
+
+    def get_curve(self,month,market):
+        Price = Pool().get('price.price')
+        PM = Pool().get('product.month')
+        pm = PM.search([('month_name','=',month)])
+        if pm:
+            price = Price.search([('price_desc','=',market),('price_period','=',pm[0])])
+            if price:
+                return price[0].id
+
+    def transition_start(self):
+        rv = self.records[0]
+        Pos = Pool().get('risk.position.process')
+        if rv.market:
+            pos = Pos.search([('future_market','=',rv.market)])
+        else:
+            pos = Pos.search([])
+        if pos:
+            VarLine = Pool().get('risk.var.line')
+            tot_quantity = sum([e.quantity for e in pos])
+            logger.info("TOTQAUNTITY:%s",tot_quantity)
+            for p in pos:
+                vl = VarLine()
+                vl.var = rv.id
+                vl.month = p.month
+                vl.future_market = p.future_market
+                if rv.model:
+                    vl.model = rv.model
+                else:
+                    vl.model = 'norm'
+                vl.curve = self.get_curve(p.month,p.future_market)
+                # if tot_quantity > 0:
+                #     vl.weight = p.quantity / tot_quantity
+                VarLine.save([vl])
+        
+        return 'end'

modules/risk/myvar.xml

@@ -0,0 +1,128 @@
+<tryton>
+    <data>
+        <record model="ir.ui.view" id="var_view_tree">
+            <field name="model">risk.var</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">var_tree</field>
+        </record>
+        <record model="ir.ui.view" id="var_view_form">
+            <field name="model">risk.var</field>
+            <field name="type">form</field>
+            <field name="name">var_form</field>
+        </record>
+
+        <record model="ir.action.act_window" id="act_var_form">
+            <field name="name">VaR</field>
+            <field name="res_model">risk.var</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_var_form_view">
+            <field name="sequence" eval="35"/>
+            <field name="view" ref="var_view_form"/>
+            <field name="act_window" ref="act_var_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_var_form_view2">
+            <field name="sequence" eval="25"/>
+            <field name="view" ref="var_view_tree"/>
+            <field name="act_window" ref="act_var_form"/>
+        </record>
+        
+        <record model="ir.ui.view" id="perf_view_tree">
+            <field name="model">risk.perf</field>
+            <field name="type">tree</field>
+            <field name="name">perf_tree</field>
+        </record>
+        <record model="ir.ui.view" id="perf_view_graph">
+            <field name="model">risk.perf</field>
+            <field name="type">graph</field>
+            <field name="name">perf_graph</field>
+        </record>
+        <record model="ir.ui.view" id="perf_view_graph2">
+            <field name="model">risk.perf</field>
+            <field name="type">graph</field>
+            <field name="name">perf_graph2</field>
+        </record>
+
+        <record model="ir.ui.view" id="var_line_view_tree">
+            <field name="model">risk.var.line</field>
+            <field name="type">tree</field>
+            <field name="name">var_line_tree</field>
+        </record>
+        <record model="ir.ui.view" id="var_line_view_form">
+            <field name="model">risk.var.line</field>
+            <field name="type">form</field>
+            <field name="name">var_line_form</field>
+        </record>
+        <record model="ir.action.act_window" id="act_var_line_form">
+            <field name="name">Line</field>
+            <field name="res_model">risk.var.line</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_var_line_form_view1">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="var_line_view_tree"/>
+            <field name="act_window" ref="act_var_line_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_var_line_form_view2">
+            <field name="sequence" eval="20"/>
+            <field name="view" ref="var_line_view_form"/>
+            <field name="act_window" ref="act_var_line_form"/>
+        </record>
+
+        <record model="ir.ui.view" id="var_values_view_tree">
+            <field name="model">risk.var.values</field>
+            <field name="type">tree</field>
+            <field name="name">var_values_tree</field>
+        </record>
+
+        <record model="ir.action.wizard" id="act_var">
+            <field name="name">Execute VaR</field>
+            <field name="wiz_name">risk.var.execute</field>
+            <field name="model">risk.var</field>
+
+        </record>
+        <record model="ir.action.keyword" id="act_var_keyword">
+            <field name="keyword">form_action</field>
+            <field name="model">risk.var,-1</field>
+            <field name="action" ref="act_var"/>
+        </record>
+
+        <record model="ir.action.wizard" id="act_get_position">
+            <field name="name">Get position template</field>
+            <field name="wiz_name">risk.var.get</field>
+            <field name="model">risk.var</field>
+
+        </record>
+        <record model="ir.action.keyword" id="act_get_position_keyword">
+            <field name="keyword">form_action</field>
+            <field name="model">risk.var,-1</field>
+            <field name="action" ref="act_get_position"/>
+        </record>
+        
+        <record model="ir.ui.icon" id="price_icon">
+            <field name="name">tradon-price</field>
+            <field name="path">icons/tradon-price.svg</field>
+        </record>
+        <menuitem 
+            name="Risk"
+            sequence="41"
+            id="menu_risk_" 
+            icon="tradon-price"/>
+        <menuitem
+            parent="menu_risk_"
+            sequence="91"
+            action="act_var_form"
+            id="menu_var_form"/>
+        <!-- <menuitem
+            parent="menu_risk"
+            sequence="101"
+            action="act_var"
+            id="menu_var"/> -->
+        <!-- <record model="ir.module.config_wizard.item" id="config_wizard_item_var">
+            <field name="action" ref="act_var"/>
+        </record> -->
+    </data>
+</tryton>

modules/risk/position.py

@@ -0,0 +1,367 @@
+import stdnum.exceptions
+from sql import Column, Literal
+import datetime
+from sql.aggregate import Count, Max, Min, Sum, Avg, BoolOr
+from sql.conditionals import Case
+from stdnum import get_cc_module
+from sql.functions import CharLength, CurrentTimestamp, DateTrunc, Extract
+from trytond.i18n import gettext
+from trytond.model import (
+    DeactivableMixin, Index, ModelSQL, ModelView, MultiValueMixin, Unique,
+    ValueMixin, convert_from, fields, sequence_ordered)
+from trytond.model.exceptions import AccessError
+from trytond.pool import Pool
+from trytond.pyson import Bool, Eval
+from trytond.tools import is_full_text, lstrip_wildcard
+from trytond.transaction import Transaction, inactive_records
+from trytond.wizard import Button, StateTransition, StateView, Wizard
+from decimal import Decimal
+import logging
+
+logger = logging.getLogger(__name__)
+
+class PositionVar(ModelSQL, ModelView):
+    "Position var"
+    __name__ = 'risk.position.var'
+
+    var = fields.Many2One('risk.var',"Var")
+    position = fields.Many2One('risk.position',"Position")
+    d_var = fields.Numeric("VaR")
+    d_cvar = fields.Numeric("CVaR")
+    d_cdar = fields.Numeric("CDaR")
+    whatif = fields.Numeric("Whatif")
+
+    @classmethod
+    def default_whatif(cls):
+        return 1
+
+
+class Position(ModelSQL, ModelView):
+    "Position"
+    __name__ = 'risk.position'
+
+    commodity = fields.Char("Commodity")
+    type = fields.Char("Type")
+    trader = fields.Char("Trader")
+    reference = fields.Char("Reference")
+    product = fields.Char("Product")
+    origin = fields.Char("Origin")
+    future_market = fields.Char("Future market")
+    currency = fields.Char("Currency")
+    month = fields.Char("Month")
+    ct_type = fields.Char("Ct type")
+    quantity = fields.Numeric("Quantity")
+    basis = fields.Numeric("Basis")
+    price = fields.Numeric("Price")
+    pricing_type = fields.Char("Pricing type")
+    var = fields.Numeric("VaR")
+    cvar = fields.Numeric("CVaR")
+    cdar = fields.Numeric("CDaR")
+    whatif = fields.Numeric("Whatif")
+
+    @classmethod
+    def default_whatif(cls):
+        return 0
+
+    @classmethod
+    def search_rec_name(cls, name, clause):
+        _, operator, operand, *extra = clause
+        if operator.startswith('!') or operator.startswith('not '):
+            bool_op = 'AND'
+        else:
+            bool_op = 'OR'
+        code_value = operand
+        if operator.endswith('like') and is_full_text(operand):
+            code_value = lstrip_wildcard(operand)
+        return [bool_op,
+            ('commodity', operator, operand, *extra),
+            ('trader', operator, operand, *extra),
+            ('product', operator, operand, *extra),
+            ('origin', operator, operand, *extra),
+            ]
+
+class PositionReport(ModelSQL, ModelView):
+    "Position report"
+    __name__ = 'risk.position.report'
+
+    commodity = fields.Char("Commodity")
+    type = fields.Char("Type")
+    trader = fields.Char("Trader")
+    reference = fields.Char("Reference")
+    product = fields.Char("Product")
+    origin = fields.Char("Origin")
+    future_market = fields.Char("Future market")
+    currency = fields.Char("Currency")
+    month = fields.Char("Month")
+    ct_type = fields.Char("Ct type")
+    quantity = fields.Numeric("Quantity")
+    basis = fields.Numeric("Basis")
+    price = fields.Numeric("Price")
+    pricing_type = fields.Char("Pricing type")
+    var = fields.Numeric("VaR")
+    cvar = fields.Numeric("CVaR")
+    cdar = fields.Numeric("CDaR")
+    var_amount = fields.Numeric("VaR amt")
+    cvar_amount = fields.Numeric("CVaR amt")
+    cdar_amount = fields.Numeric("CDaR amt")
+    whatif = fields.Numeric("Whatif")
+
+    @classmethod
+    def table_query(cls):
+        pool = Pool()
+        Pos = pool.get('risk.position')
+        pos = Pos.__table__()
+        Pos_var = pool.get('risk.position.var')
+        pos2 = Pos_var.__table__()
+        context = Transaction().context
+        trader = context.get('trader')
+        product = context.get('product')
+        month = context.get('month')
+        market = context.get('market')
+        asof = context.get('asof')
+        todate = context.get('todate')
+        var = context.get('var')
+        groupby = context.get('groupby')
+        wh = (((pos.quantity >= 0) & (pos.create_date >= asof) & ((pos.create_date-datetime.timedelta(1)) <= todate)))
+        if trader:
+            wh &= (pos.trader == trader)
+        if product:
+            wh &= (pos.product == product)
+        if month:
+            wh &= (pos.month == month)
+        if market:
+            wh &= (pos.future_market == market)
+        if var:
+            wh &= (pos2.var == var)
+        
+        if groupby == None:
+            query = pos.join(pos2,'LEFT',condition=pos.id == pos2.position).select(
+                Literal(0).as_('create_uid'),
+                CurrentTimestamp().as_('create_date'),
+                Literal(None).as_('write_uid'),
+                Literal(None).as_('write_date'),
+                pos.id.as_('id'),
+                pos.commodity.as_('commodity'),
+                pos.type.as_('type'),
+                pos.trader.as_('trader'),
+                pos.reference.as_('reference'),
+                pos.product.as_('product'),
+                pos.origin.as_('origin'),
+                pos.future_market.as_('future_market'),
+                pos.currency.as_('currency'),
+                pos.month.as_('month'),
+                pos.ct_type.as_('ct_type'),
+                pos.quantity.as_('quantity'),
+                pos.basis.as_('basis'),
+                pos.price.as_('price'),
+                pos.pricing_type.as_('pricing_type'),
+                pos2.d_var.as_('var'),
+                pos2.d_cvar.as_('cvar'),
+                pos2.d_cdar.as_('cdar'),
+                (pos2.d_var * pos.quantity * pos.price * pos2.whatif).as_('var_amount'),
+                (pos2.d_cvar * pos.quantity * pos.price).as_('cvar_amount'),
+                (pos2.d_cdar * pos.quantity * pos.price).as_('cdar_amount'),
+                (pos.whatif).as_('whatif'),
+                where=wh)
+        elif groupby == 'commo':
+            query = pos.join(pos2,'LEFT',condition=pos.id == pos2.position).select(
+                Literal(0).as_('create_uid'),
+                CurrentTimestamp().as_('create_date'),
+                Literal(None).as_('write_uid'),
+                Literal(None).as_('write_date'),
+                Max(pos.id).as_('id'),
+                pos.commodity.as_('commodity'),
+                Max(pos.type).as_('type'),
+                Max(pos.trader).as_('trader'),
+                Max(pos.reference).as_('reference'),
+                Max(pos.product).as_('product'),
+                Max(pos.origin).as_('origin'),
+                Max(pos.future_market).as_('future_market'),
+                Max(pos.currency).as_('currency'),
+                Max(pos.month).as_('month'),
+                Max(pos.ct_type).as_('ct_type'),
+                Sum(pos.quantity).as_('quantity'),
+                Avg(pos.basis).as_('basis'),
+                Avg(pos.price).as_('price'),
+                Max(pos.pricing_type).as_('pricing_type'),
+                Avg(pos2.d_var).as_('var'),
+                Avg(pos2.d_cvar).as_('cvar'),
+                Avg(pos2.d_cdar).as_('cdar'),
+                Sum(pos2.d_var * pos.quantity * pos.price * pos2.whatif).as_('var_amount'),
+                Sum(pos2.d_cvar * pos.quantity * pos.price).as_('cvar_amount'),
+                Sum(pos2.d_cdar * pos.quantity * pos.price).as_('cdar_amount'),
+                Avg(pos.whatif).as_('whatif'),
+                where=wh,
+                group_by=[pos.commodity])
+        elif groupby == 'market':
+            query = pos.join(pos2,'LEFT',condition=pos.id == pos2.position).select(
+                Literal(0).as_('create_uid'),
+                CurrentTimestamp().as_('create_date'),
+                Literal(None).as_('write_uid'),
+                Literal(None).as_('write_date'),
+                Max(pos.id).as_('id'),
+                Max(pos.commodity).as_('commodity'),
+                Max(pos.type).as_('type'),
+                Max(pos.trader).as_('trader'),
+                Max(pos.reference).as_('reference'),
+                Max(pos.product).as_('product'),
+                Max(pos.origin).as_('origin'),
+                pos.future_market.as_('future_market'),
+                Max(pos.currency).as_('currency'),
+                Max(pos.month).as_('month'),
+                Max(pos.ct_type).as_('ct_type'),
+                Sum(pos.quantity).as_('quantity'),
+                Avg(pos.basis).as_('basis'),
+                Avg(pos.price).as_('price'),
+                Max(pos.pricing_type).as_('pricing_type'),
+                Avg(pos2.d_var).as_('var'),
+                Avg(pos2.d_cvar).as_('cvar'),
+                Avg(pos2.d_cdar).as_('cdar'),
+                Sum(pos2.d_var * pos.quantity * pos.price * pos2.whatif).as_('var_amount'),
+                Sum(pos2.d_cvar * pos.quantity * pos.price).as_('cvar_amount'),
+                Sum(pos2.d_cdar * pos.quantity * pos.price).as_('cdar_amount'),
+                Avg(pos.whatif).as_('whatif'),
+                where=wh,
+                group_by=[pos.future_market])
+        elif groupby == 'month':
+            query = pos.join(pos2,'LEFT',condition=pos.id == pos2.position).select(
+                Literal(0).as_('create_uid'),
+                CurrentTimestamp().as_('create_date'),
+                Literal(None).as_('write_uid'),
+                Literal(None).as_('write_date'),
+                Max(pos.id).as_('id'),
+                Max(pos.commodity).as_('commodity'),
+                Max(pos.type).as_('type'),
+                Max(pos.trader).as_('trader'),
+                Max(pos.reference).as_('reference'),
+                Max(pos.product).as_('product'),
+                Max(pos.origin).as_('origin'),
+                pos.future_market.as_('future_market'),
+                Max(pos.currency).as_('currency'),
+                pos.month.as_('month'),
+                Max(pos.ct_type).as_('ct_type'),
+                Sum(pos.quantity).as_('quantity'),
+                Avg(pos.basis).as_('basis'),
+                Avg(pos.price).as_('price'),
+                Max(pos.pricing_type).as_('pricing_type'),
+                Avg(pos2.d_var).as_('var'),
+                Avg(pos2.d_cvar).as_('cvar'),
+                Avg(pos2.d_cdar).as_('cdar'),
+                Sum(pos2.d_var * pos.quantity * pos.price * pos2.whatif).as_('var_amount'),
+                Sum(pos2.d_cvar * pos.quantity * pos.price).as_('cvar_amount'),
+                Sum(pos2.d_cdar * pos.quantity * pos.price).as_('cdar_amount'),
+                Avg(pos.whatif).as_('whatif'),
+                where=wh,
+                group_by=[pos.future_market,pos.month])
+        return query
+    
+    @classmethod
+    def view_attributes(cls):
+        return super().view_attributes() + [
+            ('/tree/field[@name="trader"]', 'tree_invisible',
+                (Eval('groupby')!=None)),
+            ('/tree/field[@name="product"]', 'tree_invisible',
+                (Eval('groupby')!=None)),
+            ('/tree/field[@name="future_market"]', 'tree_invisible',
+                (Eval('groupby')=='commo')),
+            ('/tree/field[@name="month"]', 'tree_invisible',
+                (Eval('groupby').in_(['market', 'commo']))),
+            ]
+
+class PositionProcess(ModelSQL, ModelView):
+    "Position process"
+    __name__ = 'risk.position.process'
+
+    future_market = fields.Char("Future market")
+    month = fields.Char("Month")
+    quantity = fields.Numeric("Quantity")
+    
+    @classmethod
+    def table_query(cls):
+        pool = Pool()
+        Pos = pool.get('risk.position')
+        pos = Pos.__table__()
+        wh = ((pos.pricing_type != 'Priced') & (pos.ct_type != 'Inventory') & (pos.quantity > 0))
+        query = pos.select(
+            Literal(0).as_('create_uid'),
+            CurrentTimestamp().as_('create_date'),
+            Literal(None).as_('write_uid'),
+            Literal(None).as_('write_date'),
+            Max(pos.id).as_('id'),
+            pos.future_market.as_('future_market'),
+            pos.month.as_('month'),
+            Sum(pos.quantity).as_('quantity'),
+            where=wh,
+            group_by=[pos.future_market,pos.month])
+        return query
+
+class PositionContext(ModelView):
+    "Lot Context"
+    __name__ = 'risk.position.context'
+
+    asof = fields.Date("As of")
+    todate = fields.Date("To")
+    trader =  fields.Selection([
+        (None, ''),
+        ("Simon Bourqui", "Simon Bourqui"),
+        ("Jean-Christophe Mani", "Jean-Christophe Mani"),
+        ("Gregoire Davidoff", "Gregoire Davidoff"),
+        ("Pablo Rapun","Pablo Rapun"),
+        ("Riccardo Zanin","Riccardo Zanin"),
+        ("Antoine Bonnot","Antoine Bonnot"),
+        ("Eric Bourgeois","Eric Bourgeois")
+        ],"Trader")
+    product =  fields.Selection([
+        (None, ''),
+        ("Coffee", "Coffee"),
+        ("Cocoa", "Cocoa"),
+        ],"Product")
+    month = fields.Selection([
+        (None, ''),
+        ("Mar-24", "Mar-24"),
+        ("Jul-24", "Jul-24"),
+        ("Mar-26", "Mar-26"),
+        ("Dec-24","Dec-24"),
+        ("Dec-23","Dec-23"),
+        ("Nov-24","Nov-24"),
+        ("Dec-25","Dec-25"),
+        ("Sep-24", "Sep-24"),
+        ("Jul-25", "Jul-25"),
+        ("Mar-25", "Mar-25"),
+        ("May-25","May-25"),
+        ("May-24","May-24"),
+        ("Sep-25","Sep-25")
+        ],"Month")
+    market = fields.Selection([
+        (None, ''),
+        ("Coffee ICE US", "Coffee ICE US"),
+        ("Cocoa ICE US", "Cocoa ICE US"),
+        ("Coffee ICE EU", "Coffee ICE EU"),
+        ("Cocoa ICE EU", "Cocoa ICE EU")
+        ],"Market")
+    var = fields.Many2One('risk.var',"VaR template",domain=[('execute','=',True)])
+    groupby = fields.Selection([
+        (None, ''),
+        ("commo", "Commodity"),
+        ("market", "Market"),
+        ("month", "Month"),
+    ],"Group by")
+    
+    @classmethod
+    def default_asof(cls):
+        pool = Pool()
+        Date = pool.get('ir.date')
+        return Date.today().replace(day=1,month=1,year=1999)
+
+    @classmethod
+    def default_todate(cls):
+        pool = Pool()
+        Date = pool.get('ir.date')
+        return Date.today()
+
+    @classmethod
+    def default_var(cls):
+        Var = Pool().get('risk.var')
+        var = Var.search([('execute','=',True)])
+        if var:
+            return var[0].id

modules/risk/position.xml

@@ -0,0 +1,67 @@
+<tryton>
+    <data>
+        <record model="ir.ui.view" id="pos_view_tree">
+            <field name="model">risk.position</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">pos_tree</field>
+        </record>
+        <record model="ir.ui.view" id="pos_view_form">
+            <field name="model">risk.position</field>
+            <field name="type">form</field>
+            <field name="name">pos_form</field>
+        </record>
+
+        <record model="ir.ui.view" id="pos_report_view_tree">
+            <field name="model">risk.position.report</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">pos_report_tree</field>
+        </record>
+        <record model="ir.ui.view" id="pos_report_context_view_form">
+            <field name="model">risk.position.context</field>
+            <field name="type">form</field>
+            <field name="priority" eval="10"/>
+            <field name="name">pos_report_context_form</field>
+        </record>
+        <record model="ir.action.act_window" id="act_pos_report_form">
+            <field name="name">Position report</field>
+            <field name="res_model">risk.position.report</field>
+            <field name="context_model">risk.position.context</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_pos_report_form_view">
+            <field name="sequence" eval="35"/>
+            <field name="view" ref="pos_report_view_tree"/>
+            <field name="act_window" ref="act_pos_report_form"/>
+        </record>
+
+        <record model="ir.action.act_window" id="act_pos_form">
+            <field name="name">Position</field>
+            <field name="res_model">risk.position</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_pos_form_view">
+            <field name="sequence" eval="35"/>
+            <field name="view" ref="pos_view_form"/>
+            <field name="act_window" ref="act_pos_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_pos_form_view2">
+            <field name="sequence" eval="25"/>
+            <field name="view" ref="pos_view_tree"/>
+            <field name="act_window" ref="act_pos_form"/>
+        </record>
+
+        <menuitem
+            parent="menu_risk_"
+            sequence="95"
+            action="act_pos_form"
+            id="menu_pos_form"/>
+        <menuitem
+            parent="menu_risk_"
+            sequence="100"
+            action="act_pos_report_form"
+            id="menu_pos_report_form"/>
+    </data>
+</tryton>

modules/risk/risk.py

@@ -0,0 +1,133 @@
+import stdnum.exceptions
+import logging
+from sql import Column, Literal
+from sql.aggregate import Min
+from sql.functions import CharLength
+from stdnum import get_cc_module
+from decimal import getcontext, Decimal, ROUND_HALF_UP
+from trytond.i18n import gettext
+from trytond.model import (
+    DeactivableMixin, Index, ModelSQL, ModelView, MultiValueMixin, Unique,
+    ValueMixin, convert_from, fields, sequence_ordered)
+from trytond.model.exceptions import AccessError
+from trytond.pool import Pool
+from trytond.pyson import Bool, Eval
+from trytond.tools import is_full_text, lstrip_wildcard
+from trytond.transaction import Transaction, inactive_records
+from trytond.wizard import Button, StateTransition, StateView, Wizard
+from datetime import date, timedelta, datetime
+
+logger = logging.getLogger(__name__)
+
+class Price(
+        DeactivableMixin, ModelSQL, ModelView,
+        MultiValueMixin):
+    "Price"
+    __name__ = 'price.price'
+    _rec_name = 'price_index'
+    price = fields.Many2One('price.price',"Composite")
+    price_index = fields.Char("Price index", required=True)
+    price_desc = fields.Char("Description", required=True)
+    price_period = fields.Many2One('product.month',"Period")
+    price_curve_type = fields.Selection([
+        (None, ''),
+        ('spot', 'Spot'),
+        ('future', 'Future'),
+        ('composite', 'Composite'),
+    ], 'Index type')
+    price_type = fields.Many2One('price.fixtype', "Fixation type")
+    price_unit = fields.Many2One('product.uom', "Unit")
+    price_currency = fields.Many2One('currency.currency', "Currency")
+    price_area = fields.Many2One('price.area',"Market area")
+    price_calendar = fields.Many2One('price.calendar',"Calendar")
+    price_values = fields.One2Many('price.price_value', 'price', "Prices Values")
+    price_composite = fields.One2Many('price.composite','price',"Composites")
+    price_product = fields.One2Many('price.product', 'price', "Product")
+    price_ct_size = fields.Numeric("Ct size")
+
+    def get_qt(self,nb_ct,unit):
+        Uom = Pool().get('product.uom')
+        return round(Decimal(Uom.compute_qty(self.price_unit, float(self.price_ct_size * nb_ct), unit)),2)
+
+    def get_price_per_qt(self,price,unit,currency):
+        price_qt = float(0)
+        Uom = Pool().get('product.uom')
+        Currency = Pool().get('currency.currency')
+        rates = Currency._get_rate([self.price_currency])
+        if rates[self.price_currency.id]:
+            price_qt = float(price) * Uom.compute_qty(unit, float(1), self.price_unit) * float(rates[self.price_currency.id])
+        return round(price_qt,2)
+
+    def get_amount_nb_ct(self,price,nb_ct,unit,currency):
+        amount = Decimal(0)
+        Uom = Pool().get('product.uom')
+        if price:
+            amount = Decimal(self.get_price_per_qt(price,unit,currency)) * Decimal(Uom.compute_qty(self.price_unit, float(self.price_ct_size * nb_ct), unit))
+        return round(amount,2)
+
+    def get_price(self,dt,unit,currency,last=False):
+        price = float(0)
+        PV = Pool().get('price.price_value')
+        if self.price_values:
+            dt = dt.strftime("%Y-%m-%d")
+            pv = PV.search([('price','=',self.id),('price_date','=',dt)])
+            if not pv and last:
+                pv = PV.search([('price','=',self.id)],order=[('price_date', 'DESC')])
+            if pv:
+                price = self.get_price_per_qt(pv[0].price_value,unit,currency)
+        return round(price,2)
+
+class FixType(ModelSQL,ModelView):
+    "Fixation type"
+    __name__ = 'price.fixtype'
+    name = fields.Char("Fixation type")
+
+class Composite(ModelSQL,ModelView):
+    "Composite"
+    __name__ = 'price.composite'
+    price = fields.Many2One(
+        'price.price', "Price", required=True, ondelete='CASCADE',
+        states={
+            'readonly': Eval('id', 0) > 0,
+        })
+    price_add = fields.Many2One('price.price',"Price index")
+    ratio = fields.Numeric("%")
+
+class MarketArea(ModelSQL,ModelView):
+    "Market Area"
+    __name__ = 'price.area'
+    name = fields.Char("Name")
+    
+class Calendar(DeactivableMixin,ModelSQL,ModelView,MultiValueMixin):
+    "Calendar"
+    __name__ = 'price.calendar'
+    name = fields.Char("Name")
+    calendar_line = fields.One2Many('price.calendar.line','calendar',"Calendar lines")
+
+    def IsQuote(self,dt):
+        CL = Pool().get('price.calendar.line')
+        if self.calendar_line:
+            dt = dt.strftime("%Y-%m-%d")
+            cl = CL.search([('calendar','=',self.id),('price_date','=',dt)])
+            if cl:
+                logger.info("ISQUOTE:%s",cl)
+                return False
+            else:
+                return True
+    
+class CalendarLine(DeactivableMixin,ModelSQL,ModelView,MultiValueMixin):
+    "Calendar line"
+    __name__ = 'price.calendar.line'
+    calendar = fields.Many2One('price.calendar',"Calendar")
+    price_date = fields.Date("Date")
+    price_state = fields.Selection([
+        (None, ''),
+        ('holiday', 'Holiday'),
+        ('off', 'Off')
+    ], "Status")
+    
+class Product(ModelSQL,ModelView):
+    "Product"
+    __name__ = 'price.product'
+    price = fields.Many2One('price.price',"Price index")
+    product = fields.Many2One('product.product',"Product")

modules/risk/risk.xml

@@ -0,0 +1,220 @@
+<tryton>
+    <data>
+        <record model="res.group" id="group_price_admin">
+            <field name="name">Price Administration</field>
+        </record>
+        <record model="res.user-res.group"
+            id="user_admin_group_price_admin">
+            <field name="user" ref="res.user_admin"/>
+            <field name="group" ref="group_price_admin"/>
+        </record>
+        <record model="ir.ui.icon" id="price_icon">
+            <field name="name">tradon-price</field>
+            <field name="path">icons/tradon-price.svg</field>
+        </record>
+        <menuitem 
+            name="Prices"
+            sequence="40"
+            id="menu_price" 
+            icon="tradon-price"/>
+        <record model="ir.ui.view" id="price_view_tree">
+            <field name="model">price.price</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">price_tree</field>
+        </record>
+        <record model="ir.ui.view" id="price_view_tree_sequence">
+            <field name="model">price.price</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="20"/>
+            <field name="name">price_tree_sequence</field>
+        </record>
+        <record model="ir.ui.view" id="price_view_form">
+            <field name="model">price.price</field>
+            <field name="type">form</field>
+            <field name="name">price_form</field>
+        </record>
+
+        <record model="ir.ui.view" id="composite_view_tree">
+            <field name="model">price.composite</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">composite_tree</field>
+        </record>
+        <record model="ir.ui.view" id="composite_view_tree_sequence">
+            <field name="model">price.composite</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="20"/>
+            <field name="name">composite_tree_sequence</field>
+        </record>
+        <record model="ir.ui.view" id="composite_view_form">
+            <field name="model">price.composite</field>
+            <field name="type">form</field>
+            <field name="name">composite_form</field>
+        </record>
+        <record model="ir.action.act_window" id="act_composite_form">
+            <field name="name">Composite</field>
+            <field name="res_model">price.composite</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_composite_form_view1">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="composite_view_tree"/>
+            <field name="act_window" ref="act_composite_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_composite_form_view2">
+            <field name="sequence" eval="20"/>
+            <field name="view" ref="composite_view_form"/>
+            <field name="act_window" ref="act_composite_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_composite_form_view3">
+          <field name="sequence" eval="30"/>
+          <field name="view" ref="composite_view_tree_sequence"/>
+          <field name="act_window" ref="act_composite_form"/>
+        </record>
+
+        <record model="ir.ui.view" id="fixtype_view_tree">
+            <field name="model">price.fixtype</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">fixtype_tree</field>
+        </record>
+        <record model="ir.ui.view" id="fixtype_view_tree_sequence">
+            <field name="model">price.fixtype</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="20"/>
+            <field name="name">fixtype_tree_sequence</field>
+        </record>
+        <record model="ir.ui.view" id="fixtype_view_form">
+            <field name="model">price.fixtype</field>
+            <field name="type">form</field>
+            <field name="name">fixtype_form</field>
+        </record>
+
+        <record model="ir.ui.view" id="area_view_tree">
+            <field name="model">price.area</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">area_tree</field>
+        </record>
+        <record model="ir.ui.view" id="area_view_tree_sequence">
+            <field name="model">price.area</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="20"/>
+            <field name="name">area_tree_sequence</field>
+        </record>
+        <record model="ir.ui.view" id="area_view_form">
+            <field name="model">price.area</field>
+            <field name="type">form</field>
+            <field name="name">area_form</field>
+        </record>
+
+        <record model="ir.ui.view" id="calendar_view_tree">
+            <field name="model">price.calendar</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">calendar_tree</field>
+        </record>
+        <record model="ir.ui.view" id="calendar_view_tree_sequence">
+            <field name="model">price.calendar</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="20"/>
+            <field name="name">calendar_tree_sequence</field>
+        </record>
+        <record model="ir.ui.view" id="calendar_view_form">
+            <field name="model">price.calendar</field>
+            <field name="type">form</field>
+            <field name="name">calendar_form</field>
+        </record>
+
+        <record model="ir.ui.view" id="calendar_line_view_calendar">
+            <field name="model">price.calendar.line</field>
+            <field name="type">calendar</field>
+            <field name="priority" eval="40"/>
+            <field name="name">calendar_line_calendar</field>
+        </record>
+        <record model="ir.ui.view" id="calendar_line_view_tree">
+            <field name="model">price.calendar.line</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">calendar_line_tree</field>
+        </record>
+        <record model="ir.ui.view" id="calendar_line_view_tree_sequence">
+            <field name="model">price.calendar.line</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="20"/>
+            <field name="name">calendar_line_tree_sequence</field>
+        </record>
+        <record model="ir.ui.view" id="calendar_line_view_form">
+            <field name="model">price.calendar.line</field>
+            <field name="type">form</field>
+            <field name="priority" eval="30"/>
+            <field name="name">calendar_line_form</field>
+        </record>
+
+        <record model="ir.ui.view" id="product_view_tree">
+            <field name="model">price.product</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="10"/>
+            <field name="name">product_tree</field>
+        </record>
+        <record model="ir.ui.view" id="product_view_tree_sequence">
+            <field name="model">price.product</field>
+            <field name="type">tree</field>
+            <field name="priority" eval="20"/>
+            <field name="name">product_tree_sequence</field>
+        </record>
+        <record model="ir.ui.view" id="product_view_form">
+            <field name="model">price.product</field>
+            <field name="type">form</field>
+            <field name="name">product_form</field>
+        </record>
+
+        <record model="ir.action.act_window" id="act_price_form">
+            <field name="name">Price</field>
+            <field name="res_model">price.price</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_price_form_view1">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="price_view_tree"/>
+            <field name="act_window" ref="act_price_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_price_form_view2">
+          <field name="sequence" eval="20"/>
+          <field name="view" ref="price_view_form"/>
+          <field name="act_window" ref="act_price_form"/>
+        </record>
+
+        <record model="ir.action.act_window" id="act_calendar_form">
+            <field name="name">Calendar</field>
+            <field name="res_model">price.calendar</field>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_calendar_form_view1">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="calendar_view_tree"/>
+            <field name="act_window" ref="act_calendar_form"/>
+        </record>
+        <record model="ir.action.act_window.view"
+            id="act_calendar_form_view2">
+          <field name="sequence" eval="20"/>
+          <field name="view" ref="calendar_view_form"/>
+          <field name="act_window" ref="act_calendar_form"/>
+        </record>
+
+        <menuitem
+            parent="menu_price"
+            sequence="80"
+            action="act_price_form"
+            id="menu_price_form"/>
+        <menuitem
+            parent="menu_price"
+            sequence="1500"
+            action="act_calendar_form"
+            id="menu_calendar_form"/>
+    </data>
+</tryton>

modules/risk/setup.py

@@ -0,0 +1,127 @@
+import io
+import os
+import re
+from configparser import ConfigParser
+
+from setuptools import find_packages, setup
+
+
+def read(fname):
+    content = io.open(
+        os.path.join(os.path.dirname(__file__), fname),
+        'r', encoding='utf-8').read()
+    content = re.sub(
+        r'(?m)^\.\. toctree::\r?\n((^$|^\s.*$)\r?\n)*', '', content)
+    return content
+
+
+def get_require_version(name):
+    require = '%s >= %s.%s, < %s.%s'
+    require %= (name, major_version, minor_version,
+        major_version, minor_version + 1)
+    return require
+
+
+config = ConfigParser()
+config.read_file(open(os.path.join(os.path.dirname(__file__), 'tryton.cfg')))
+info = dict(config.items('tryton'))
+for key in ('depends', 'extras_depend', 'xml'):
+    if key in info:
+        info[key] = info[key].strip().splitlines()
+version = info.get('version', '0.0.1')
+major_version, minor_version, _ = version.split('.', 2)
+major_version = int(major_version)
+minor_version = int(minor_version)
+name = 'trytond_risk'
+
+if minor_version % 2:
+    download_url = ''
+else:
+    download_url = 'http://downloads.tryton.org/%s.%s/' % (
+        major_version, minor_version)
+
+requires = ['python-sql >= 0.4', 'python-stdnum >= 1.15']
+for dep in info.get('depends', []):
+    if not re.match(r'(ir|res)(\W|$)', dep):
+        requires.append(get_require_version('trytond_%s' % dep))
+requires.append(get_require_version('trytond'))
+
+tests_require = [get_require_version('proteus'), 'phonenumbers']
+
+setup(name=name,
+    version=version,
+    description='Tryton module with parties and addresses',
+    author='Tryton',
+    author_email='foundation@tryton.org',
+    url='http://www.tryton.org/',
+    download_url=download_url,
+    project_urls={
+        "Bug Tracker": 'https://bugs.tryton.org/',
+        "Forum": 'https://www.tryton.org/forum',
+        "Source Code": 'https://code.tryton.org/tryton',
+        },
+    keywords='tryton risk',
+    package_dir={'trytond.modules.risk': '.'},
+    packages=(
+        ['trytond.modules.risk']
+        + ['trytond.modules.risk.%s' % p for p in find_packages()]
+        ),
+    package_data={
+        'trytond.modules.risk': (info.get('xml', [])
+            + ['tryton.cfg', 'view/*.xml', 'locale/*.po', '*.fodt',
+                'icons/*.svg', 'tests/*.rst']),
+        },
+    classifiers=[
+        'Development Status :: 5 - Production/Stable',
+        'Environment :: Plugins',
+        'Framework :: Tryton',
+        'Intended Audience :: Developers',
+        'Intended Audience :: Financial and Insurance Industry',
+        'Intended Audience :: Legal Industry',
+        'Intended Audience :: Manufacturing',
+        'License :: OSI Approved :: '
+        'GNU General Public License v3 or later (GPLv3+)',
+        'Natural Language :: Bulgarian',
+        'Natural Language :: Catalan',
+        'Natural Language :: Chinese (Simplified)',
+        'Natural Language :: Czech',
+        'Natural Language :: Dutch',
+        'Natural Language :: English',
+        'Natural Language :: Finnish',
+        'Natural Language :: French',
+        'Natural Language :: German',
+        'Natural Language :: Hungarian',
+        'Natural Language :: Indonesian',
+        'Natural Language :: Italian',
+        'Natural Language :: Persian',
+        'Natural Language :: Polish',
+        'Natural Language :: Portuguese (Brazilian)',
+        'Natural Language :: Romanian',
+        'Natural Language :: Russian',
+        'Natural Language :: Slovenian',
+        'Natural Language :: Spanish',
+        'Natural Language :: Turkish',
+        'Natural Language :: Ukrainian',
+        'Operating System :: OS Independent',
+        'Programming Language :: Python :: 3',
+        'Programming Language :: Python :: 3.8',
+        'Programming Language :: Python :: 3.9',
+        'Programming Language :: Python :: 3.10',
+        'Programming Language :: Python :: 3.11',
+        'Programming Language :: Python :: Implementation :: CPython',
+        'Topic :: Office/Business',
+        ],
+    license='GPL-3',
+    python_requires='>=3.8',
+    install_requires=requires,
+    extras_require={
+        'test': tests_require,
+        'VIES': ['python-stdnum[SOAP]'],
+        'phonenumbers': ['phonenumbers'],
+        },
+    zip_safe=False,
+    entry_points="""
+    [trytond.modules]
+    risk = trytond.modules.risk
+    """,
+    )

modules/risk/tryton.cfg

@@ -0,0 +1,15 @@
+[tryton]
+version=7.2.7
+depends:
+    ir
+    res
+    party
+    currency
+    company
+    product
+    product_month
+    price
+xml:
+    myvar.xml
+    position.xml
+    message.xml

modules/risk/trytond_risk.egg-info/PKG-INFO

@@ -0,0 +1,54 @@
+Metadata-Version: 2.1
+Name: trytond-risk
+Version: 7.2.7
+Summary: Tryton module with parties and addresses
+Home-page: http://www.tryton.org/
+Download-URL: http://downloads.tryton.org/7.2/
+Author: Tryton
+Author-email: foundation@tryton.org
+License: GPL-3
+Project-URL: Bug Tracker, https://bugs.tryton.org/
+Project-URL: Forum, https://www.tryton.org/forum
+Project-URL: Source Code, https://code.tryton.org/tryton
+Keywords: tryton risk
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Environment :: Plugins
+Classifier: Framework :: Tryton
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Legal Industry
+Classifier: Intended Audience :: Manufacturing
+Classifier: License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)
+Classifier: Natural Language :: Bulgarian
+Classifier: Natural Language :: Catalan
+Classifier: Natural Language :: Chinese (Simplified)
+Classifier: Natural Language :: Czech
+Classifier: Natural Language :: Dutch
+Classifier: Natural Language :: English
+Classifier: Natural Language :: Finnish
+Classifier: Natural Language :: French
+Classifier: Natural Language :: German
+Classifier: Natural Language :: Hungarian
+Classifier: Natural Language :: Indonesian
+Classifier: Natural Language :: Italian
+Classifier: Natural Language :: Persian
+Classifier: Natural Language :: Polish
+Classifier: Natural Language :: Portuguese (Brazilian)
+Classifier: Natural Language :: Romanian
+Classifier: Natural Language :: Russian
+Classifier: Natural Language :: Slovenian
+Classifier: Natural Language :: Spanish
+Classifier: Natural Language :: Turkish
+Classifier: Natural Language :: Ukrainian
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: Implementation :: CPython
+Classifier: Topic :: Office/Business
+Requires-Python: >=3.8
+Provides-Extra: VIES
+Provides-Extra: phonenumbers
+Provides-Extra: test

modules/risk/trytond_risk.egg-info/SOURCES.txt

@@ -0,0 +1,23 @@
+setup.py
+./__init__.py
+./ir.py
+./message.xml
+./risk.py
+./tryton.cfg
+./var.py
+./var.xml
+./icons/tradon-price.svg
+./icons/tryton-trade.svg
+./view/var_form.xml
+./view/var_line_form.xml
+./view/var_line_tree.xml
+./view/var_tree.xml
+./view/var_values_form.xml
+./view/var_values_tree.xml
+trytond_risk.egg-info/PKG-INFO
+trytond_risk.egg-info/SOURCES.txt
+trytond_risk.egg-info/dependency_links.txt
+trytond_risk.egg-info/entry_points.txt
+trytond_risk.egg-info/not-zip-safe
+trytond_risk.egg-info/requires.txt
+trytond_risk.egg-info/top_level.txt

modules/risk/trytond_risk.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

modules/risk/trytond_risk.egg-info/entry_points.txt

@@ -0,0 +1,2 @@
+[trytond.modules]
+risk = trytond.modules.risk

modules/risk/trytond_risk.egg-info/not-zip-safe

@@ -0,0 +1 @@
+

modules/risk/trytond_risk.egg-info/requires.txt

@@ -0,0 +1,19 @@
+python-sql>=0.4
+python-stdnum>=1.15
+trytond<7.3,>=7.2
+trytond_company<7.3,>=7.2
+trytond_currency<7.3,>=7.2
+trytond_party<7.3,>=7.2
+trytond_price<7.3,>=7.2
+trytond_product<7.3,>=7.2
+trytond_product_month<7.3,>=7.2
+
+[VIES]
+python-stdnum[soap]
+
+[phonenumbers]
+phonenumbers
+
+[test]
+phonenumbers
+proteus<7.3,>=7.2

modules/risk/trytond_risk.egg-info/top_level.txt

@@ -0,0 +1 @@
+trytond

modules/risk/view/perf_graph.xml

@@ -0,0 +1,15 @@
+<?xml version="1.0"?>
+<!-- This file is part of Tryton.  The COPYRIGHT file at the top level of
+this repository contains the full copyright notices and license terms. -->
+<graph type="line">
+    <x>
+        <field name="date"/>
+    </x>
+    <y>
+        <field name="d_perf" fill="1" empty="0"/>
+        <field name="d_up" fill="1" empty="0"/>
+        <field name="d_down" fill="1" empty="0"/>
+        <field name="d_es" fill="1" empty="0"/>
+        <field name="d_drop" fill="1" empty="0"/>
+    </y>
+</graph>

modules/risk/view/perf_graph2.xml

@@ -0,0 +1,13 @@
+<?xml version="1.0"?>
+<!-- This file is part of Tryton.  The COPYRIGHT file at the top level of
+this repository contains the full copyright notices and license terms. -->
+<graph type="line">
+    <x>
+        <field name="date"/>
+    </x>
+    <y>
+        <field name="d_perf" fill="1" empty="0"/>
+        <field name="d_mean" fill="1" empty="0"/>
+        <field name="d_std" fill="1" empty="0"/>
+    </y>
+</graph>

modules/risk/view/perf_tree.xml

@@ -0,0 +1,4 @@
+<tree editable="0">
+    <field name="date"/>
+    <field name="d_perf"/>
+</tree>

modules/risk/view/pos_form.xml

@@ -0,0 +1,6 @@
+<form>
+    <label name="commodity"/>
+    <field name="commodity"/>
+    <label name="type"/>
+    <field name="type"/>
+</form>

modules/risk/view/pos_report_context_form.xml

@@ -0,0 +1,21 @@
+<form>
+    <label name="asof"/>
+    <field name="asof"/>
+    <label name="todate"/>
+    <field name="todate"/>
+    <newline/>
+    <label name="trader"/>
+    <field name="trader"/>
+    <label name="product"/>
+    <field name="product"/>
+    <newline/>
+    <label name="month"/>
+    <field name="month"/>
+    <label name="market"/>
+    <field name="market"/>
+    <newline/>
+    <label name="var"/>
+    <field name="var"/>
+    <label name="groupby"/>
+    <field name="groupby"/>
+</form>

modules/risk/view/pos_report_tree.xml

@@ -0,0 +1,22 @@
+<tree>
+   <field name="commodity"/>
+   <field name="type" optional="1"/>
+   <field name="trader"/>
+   <field name="reference" optional="1"/>
+   <field name="product"/>
+   <field name="origin" optional="1"/>
+   <field name="future_market"/>
+   <field name="currency" optional="1"/>
+   <field name="month"/>
+   <field name="ct_type" optional="1"/>
+   <field name="quantity" sum="1"/>
+   <field name="basis" optional="1"/>
+   <field name="price"/>
+   <field name="pricing_type" optional="1"/>
+   <field name="var"/>
+   <field name="var_amount" sum="1"/>
+   <field name="cvar"/>
+   <field name="cvar_amount" sum="1"/>
+   <field name="cdar"/>
+   <field name="cdar_amount" sum="1"/>
+</tree>

modules/risk/view/pos_tree.xml

@@ -0,0 +1,19 @@
+<tree>
+   <field name="commodity"/>
+   <field name="type"/>
+   <field name="trader"/>
+   <field name="reference"/>
+   <field name="product"/>
+   <field name="origin"/>
+   <field name="future_market"/>
+   <field name="currency"/>
+   <field name="month"/>
+   <field name="ct_type"/>
+   <field name="quantity"/>
+   <field name="basis"/>
+   <field name="price"/>
+   <field name="pricing_type"/>
+   <field name="var" sum="1"/>
+   <field name="cvar" sum="1"/>
+   <field name="cdar" sum="1"/>
+</tree>

modules/risk/view/var_form.xml

@@ -0,0 +1,43 @@
+<form col="4">
+    <label name="name"/>
+    <field name="name"/>
+    <label name="type"/>
+    <field name="type"/>
+    <label name="confidence"/>
+    <field name="confidence"/>
+    <label name="execute"/>
+    <field name="execute"/>
+    <label name="market"/>
+    <field name="market"/>
+    <label name="model"/>
+    <field name="model"/>
+    <notebook colspan="4">
+        <page string="Distributions" id="distribution">
+            <field name="lines" mode="tree,form" colspan="4"
+                view_ids="risk.var_line_view_tree,risk.var_line_view_form"/>
+        </page>
+    </notebook>
+    <notebook colspan="4">
+        <page string="Results for:                              Var                                                                                         Cvar                                                                                          CDar" id="results">
+            <label name="var_his"/>
+            <field name="var_his"/>
+            <field name="cvar_his"/>
+            <field name="cdar_his"/>
+            <newline/>
+            <label name="var_par"/>
+            <field name="var_par"/>
+            <field name="cvar_par"/>
+            <field name="cdar_par"/>
+            <newline/>
+            <label name="var_mc"/>
+            <field name="var_mc"/>
+            <field name="cvar_mc"/>
+            <field name="cdar_mc"/>
+            <newline/>
+            <label name="var_gar"/>
+            <field name="var_gar"/>
+            <field name="cvar_gar"/>
+            <field name="cdar_gar"/>
+        </page>
+    </notebook>
+</form>

modules/risk/view/var_line_form.xml

@@ -0,0 +1,46 @@
+<form>
+    <label name="curve"/>
+    <field name="curve"/>
+    <label name="model"/>
+    <field name="model"/>
+    <newline/>
+    <label name="weight"/>
+    <field name="weight"/>
+    <label name="simul_date"/>
+    <field name="simul_date"/>
+    <newline/>
+    <label name="fit"/>
+    <field name="fit"/>
+    <label name="link"/>
+    <field name="link"/>
+    <notebook colspan="4">
+        <page string="Graphs" id="graphs">
+            <field name="perf_comput" mode="graph" colspan="4"
+                        view_ids="risk.perf_view_graph"/>
+            <field name="perf_past" mode="graph" colspan="4"
+                        view_ids="risk.perf_view_graph2"/>
+        </page>
+        <page string="Simulation parameters" id="params">
+            <label name="nb_days"/>
+            <field name="nb_days"/>
+            <label name="simul_comput"/>
+            <field name="simul_comput"/>
+            <label name="gen_simul_comput"/>
+            <field name="gen_simul_comput"/>
+            <label name="simul_return"/>
+            <field name="simul_return"/>
+            <newline/>
+            <label name="nb_days_past"/>
+            <field name="nb_days_past"/>
+            <label name="simul_past"/>
+            <field name="simul_past"/>
+            <label name="gen_simul_past"/>
+            <field name="gen_simul_past"/>
+            <label name="simul_return_past"/>
+            <field name="simul_return_past"/>
+        </page>
+        <page string="Fit results" id="results">
+            <field name="fit_text_dyn" height="400"/>
+        </page>
+    </notebook>
+</form>

modules/risk/view/var_line_tree.xml

@@ -0,0 +1,8 @@
+<tree editable="1">
+    <field name="future_market"/>
+    <field name="month"/>
+    <field name="curve"/>
+    <field name="model"/>
+    <field name="whatif"/>
+    <field name="weight"/>
+</tree>

modules/risk/view/var_tree.xml

@@ -0,0 +1,7 @@
+<tree>
+   <field name="name"/>
+   <field name="type"/>
+   <field name="confidence"/>
+   <field name="horizon"/>
+   <field name="nb_days"/>
+</tree>

modules/risk/view/var_values_form.xml

@@ -0,0 +1,6 @@
+<form>
+    <label name="product"/>
+    <field name="product"/>
+    <label name="party"/>
+    <field name="party"/>
+</form>

modules/risk/view/var_values_tree.xml

@@ -0,0 +1,7 @@
+<tree editable="1">
+   <field name="product"/>
+   <field name="party"/>
+   <field name="r_var"/>
+   <field name="r_es"/>
+   <field name="r_cdar"/>
+</tree>