Initial import from Docker volume

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

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+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

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+<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

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+<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

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+# 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

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+<?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

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+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

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+[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

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+<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>