admin/tradon
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Pnl

Browse Source
This commit is contained in:
laurentbarontini
2026-06-05 15:25:33 +02:00
parent 574c1a67f4
commit 77922997eb
5 changed files with 205 additions and 50 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
.gitignore vendored
View File

@@ -1,2 +1,3 @@
*.pyc
~$*
notes/accounting/excel_web_api/.env

56
modules/purchase_trade/tests/test_module.py
View File

@@ -160,6 +160,62 @@ class PurchaseTradeTestCase(ModuleTestCase):
strategy, line),
Decimal('-349167.53'))
@with_transaction()
def test_strategy_mtm_lines_split_by_curve_with_previous_price(self):
'strategy MTM creates one valuation line per curve with previous price'
Valuation = Pool().get('valuation.valuation')
valuation_date = datetime.date(2026, 6, 5)
previous_date = datetime.date(2026, 6, 4)
unit = Mock()
currency = Mock()
line = Mock(unit=unit)
curve_a = Mock(id=10)
curve_a.get_price.side_effect = [Decimal('100'), Decimal('90')]
curve_b = Mock(id=20)
curve_b.get_price.side_effect = [Decimal('50'), Decimal('45')]
strategy = Mock(
scenario=Mock(
valuation_date=valuation_date,
use_last_price=False),
currency=currency,
components=[
Mock(
price_source_type='curve',
price_index=curve_a,
ratio=Decimal('60')),
Mock(
price_source_type='curve',
price_index=curve_b,
ratio=Decimal('40')),
])
values = {
'type': 'pur. priced',
'price': Decimal('10'),
'amount': Decimal('-100'),
'base_amount': Decimal('-100'),
'quantity': Decimal('10'),
}
target = []
price_value = Mock()
price_value.search.return_value = [Mock(price_date=previous_date)]
with patch('trytond.modules.purchase_trade.valuation.Pool') as PoolMock:
PoolMock.return_value.get.return_value = price_value
Valuation._append_strategy_mtm_lines(
target, values, strategy, line)
self.assertEqual(len(target), 2)
self.assertEqual(target[0]['mtm_curve'], curve_a.id)
self.assertEqual(target[0]['amount'], Decimal('-60.00'))
self.assertEqual(target[0]['mtm_price'], Decimal('60.0000'))
self.assertEqual(target[0]['mtm_price_prev'], Decimal('54.0000'))
self.assertEqual(target[0]['mtm'], Decimal('-600.00'))
self.assertEqual(target[1]['mtm_curve'], curve_b.id)
self.assertEqual(target[1]['amount'], Decimal('-40.00'))
self.assertEqual(target[1]['mtm_price'], Decimal('20.0000'))
self.assertEqual(target[1]['mtm_price_prev'], Decimal('18.0000'))
self.assertEqual(target[1]['mtm'], Decimal('-200.00'))
@with_transaction()
def test_purchase_line_charter_conditions_inherit_header_when_empty(self):
'purchase line uses header charter conditions when it has no line terms'

182
modules/purchase_trade/valuation.py
View File

@@ -57,6 +57,8 @@ class ValuationBase(ModelSQL):
unit = fields.Many2One('product.uom',"Unit")
amount = fields.Numeric("Amount",digits=(16,2))
mtm_price = fields.Numeric("Mtm Price", digits=(16,4))
mtm_price_prev = fields.Numeric("Mtm Price -1", digits=(16,4))
mtm_curve = fields.Many2One('price.price', "Curve")
mtm = fields.Numeric("Mtm",digits=(16,2))
strategy = fields.Many2One('mtm.strategy',"Strategy")
lot = fields.Many2One('lot.lot',"Lot")
@@ -387,6 +389,122 @@ class ValuationBase(ModelSQL):
return -abs(mtm)
return abs(mtm)
@staticmethod
def _component_weight(component):
ratio = Decimal(component.ratio or 0)
return abs(ratio) if ratio else Decimal(100)
@classmethod
def _previous_curve_price(cls, curve, price_date, unit, currency):
PriceValue = Pool().get('price.price_value')
previous = PriceValue.search([
('price', '=', curve.id),
('price_date', '<', price_date),
], order=[('price_date', 'DESC')], limit=1)
if not previous:
return None
return Decimal(curve.get_price(
previous[0].price_date, unit, currency, last=False))
@classmethod
def _curve_component_price(cls, component, line, strategy):
scenario = strategy.scenario
value = Decimal(component.price_index.get_price(
scenario.valuation_date,
line.unit,
strategy.currency,
last=scenario.use_last_price))
previous = cls._previous_curve_price(
component.price_index,
scenario.valuation_date,
line.unit,
strategy.currency)
if component.ratio:
ratio = Decimal(component.ratio) / Decimal(100)
value *= ratio
if previous is not None:
previous *= ratio
return round(value, 4), (
round(previous, 4) if previous is not None else None)
@classmethod
def _split_value(cls, value, share, digits=2):
if value in (None, ''):
return value
return round(Decimal(value) * share, digits)
@classmethod
def _append_strategy_mtm_lines(cls, target, values, strategy, line):
components = list(strategy.components or [])
curve_components = [
component for component in components
if component.price_source_type == 'curve'
and component.price_index]
if not curve_components:
line_values = dict(values)
line_values['mtm_price'] = cls._get_strategy_mtm_price(
strategy, line)
line_values['mtm'] = cls._signed_strategy_mtm(
values, strategy, line)
line_values['strategy'] = strategy
target.append(line_values)
return
curve_component_ids = {id(component) for component in curve_components}
total_weight = sum(
cls._component_weight(component)
for component in components) or Decimal(100)
total_mtm_price = cls._get_strategy_mtm_price(strategy, line)
curve_mtm_price = Decimal(0)
signed_factor = Decimal(1)
amount = values.get('amount')
if amount and amount < 0:
signed_factor = Decimal(-1)
elif not amount and values.get('type') in {'pur. priced', 'pur. efp'}:
signed_factor = Decimal(-1)
for component in curve_components:
share = cls._component_weight(component) / total_weight
mtm_price, mtm_price_prev = cls._curve_component_price(
component, line, strategy)
curve_mtm_price += mtm_price
line_values = dict(values)
line_values['price'] = cls._split_value(
values.get('price'), share, digits=4)
line_values['amount'] = cls._split_value(
values.get('amount'), share)
line_values['base_amount'] = cls._split_value(
values.get('base_amount'), share)
line_values['mtm_price'] = mtm_price
line_values['mtm_price_prev'] = mtm_price_prev
line_values['mtm_curve'] = component.price_index.id
line_values['mtm'] = round(
mtm_price * Decimal(values['quantity']) * signed_factor, 2)
line_values['strategy'] = strategy
target.append(line_values)
residual_weight = sum(
cls._component_weight(component)
for component in components
if id(component) not in curve_component_ids)
if residual_weight:
share = residual_weight / total_weight
mtm_price = round(total_mtm_price - curve_mtm_price, 4)
line_values = dict(values)
line_values['price'] = cls._split_value(
values.get('price'), share, digits=4)
line_values['amount'] = cls._split_value(
values.get('amount'), share)
line_values['base_amount'] = cls._split_value(
values.get('base_amount'), share)
line_values['mtm_price'] = mtm_price
line_values['mtm_price_prev'] = None
line_values['mtm_curve'] = None
line_values['mtm'] = round(
mtm_price * Decimal(values['quantity']) * signed_factor, 2)
line_values['strategy'] = strategy
target.append(line_values)
@staticmethod
def _get_basis_component_total(record):
getter = getattr(record, '_get_basis_component_price', None)
@@ -537,12 +655,8 @@ class ValuationBase(ModelSQL):
cls._set_matched_sale_values(values, matched_sale_line)
if line.mtm and cls._supports_strategy_mtm(values):
for strat in line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, line)
else:
if values:
price_lines.append(values)
@@ -555,12 +669,8 @@ class ValuationBase(ModelSQL):
cls._set_matched_sale_values(values, matched_sale_line)
if line.mtm and cls._supports_strategy_mtm(values):
for strat in line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, line)
else:
if values:
price_lines.append(values)
@@ -578,12 +688,8 @@ class ValuationBase(ModelSQL):
cls._set_matched_sale_values(values, matched_sale_line)
if line.mtm and cls._supports_strategy_mtm(values):
for strat in line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, line)
else:
if values:
price_lines.append(values)
@@ -613,12 +719,8 @@ class ValuationBase(ModelSQL):
extra_price=premium_delta)
if sl_line.mtm and cls._supports_strategy_mtm(values):
for strat in line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, sl_line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, sl_line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, sl_line)
else:
if values:
price_lines.append(values)
@@ -635,12 +737,8 @@ class ValuationBase(ModelSQL):
)
if sl_line.mtm and cls._supports_strategy_mtm(values):
for strat in sl_line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, sl_line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, sl_line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, sl_line)
else:
if values:
price_lines.append(values)
@@ -761,12 +859,8 @@ class ValuationBase(ModelSQL):
)
if sale_line.mtm and cls._supports_strategy_mtm(values):
for strat in sale_line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, sale_line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, sale_line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, sale_line)
else:
if values:
price_lines.append(values)
@@ -778,12 +872,8 @@ class ValuationBase(ModelSQL):
extra_price=premium_delta)
if sale_line.mtm and cls._supports_strategy_mtm(values):
for strat in sale_line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, sale_line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, sale_line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, sale_line)
else:
if values:
price_lines.append(values)
@@ -801,12 +891,8 @@ class ValuationBase(ModelSQL):
)
if sale_line.mtm and cls._supports_strategy_mtm(values):
for strat in sale_line.mtm:
values['mtm_price'] = cls._get_strategy_mtm_price(strat, sale_line)
values['mtm'] = cls._signed_strategy_mtm(values, strat, sale_line)
values['strategy'] = strat
if values:
price_lines.append(values)
cls._append_strategy_mtm_lines(
price_lines, values, strat, sale_line)
else:
if values:
price_lines.append(values)

8
modules/purchase_trade/view/valuation_list.xml
View File

@@ -14,6 +14,12 @@
<field name="base_amount" sum="1"/>
<field name="rate"/>
<field name="strategy"/>
<field name="mtm_price"/>
<field name="mtm_curve"/>
<field name="mtm_price"
widget="variation"
variation_previous="mtm_price_prev"
variation_group_by="mtm_curve"
variation_summary="1"/>
<field name="mtm_price_prev" optional="1"/>
<field name="mtm" optional="0" sum="1"/>
</tree>

8
modules/purchase_trade/view/valuation_tree_sequence3.xml
View File

@@ -13,6 +13,12 @@ this repository contains the full copyright notices and license terms. -->
<field name="quantity" symbol="unit"/>
<field name="amount" sum="1"/>
<field name="strategy"/>
<field name="mtm_price"/>
<field name="mtm_curve"/>
<field name="mtm_price"
widget="variation"
variation_previous="mtm_price_prev"
variation_group_by="mtm_curve"
variation_summary="1"/>
<field name="mtm_price_prev" optional="1"/>
<field name="mtm" optional="0" sum="1"/>
</tree>