Hedging setup

modules/purchase_trade/configuration.py

@@ -12,22 +12,42 @@ class PurchaseConfiguration(metaclass=PoolMeta):
 
     allow_modification_after_validation = fields.Boolean(
         "Autorise modification after validation")
+    auto_hedging = fields.Boolean("Auto hedge")
+    auto_hedging_over = fields.Boolean("Over hedge")
 
     @classmethod
     def default_allow_modification_after_validation(cls):
         return False
 
+    @classmethod
+    def default_auto_hedging(cls):
+        return False
+
+    @classmethod
+    def default_auto_hedging_over(cls):
+        return False
+
 
 class SaleConfiguration(metaclass=PoolMeta):
     __name__ = 'sale.configuration'
 
     allow_modification_after_validation = fields.Boolean(
         "Autorise modification after validation")
+    auto_hedging = fields.Boolean("Auto hedge")
+    auto_hedging_over = fields.Boolean("Over hedge")
 
     @classmethod
     def default_allow_modification_after_validation(cls):
         return False
 
+    @classmethod
+    def default_auto_hedging(cls):
+        return False
+
+    @classmethod
+    def default_auto_hedging_over(cls):
+        return False
+
 
 class AccountConfiguration(metaclass=PoolMeta):
     __name__ = 'account.configuration'

modules/purchase_trade/purchase.py

@@ -9,7 +9,7 @@ from trytond.pyson import Bool, Eval, Id, If, PYSONEncoder
 from trytond.model import (ModelSQL, ModelView)
 from trytond.tools import (cursor_dict, is_full_text, lstrip_wildcard)
 from trytond.transaction import Transaction, inactive_records
-from decimal import getcontext, Decimal, ROUND_HALF_UP
+from decimal import getcontext, Decimal, ROUND_CEILING, ROUND_FLOOR, ROUND_HALF_UP
 from sql.aggregate import Count, Max, Min, Sum, Avg, BoolOr
 from sql.conditionals import Case, Coalesce
 from sql import Column, Literal
@@ -2903,6 +2903,60 @@ class Line(metaclass=PoolMeta):
         lot.lot_unit = packing_unit
         Lot.save([lot])
 
+    @classmethod
+    def _auto_hedge_configuration(cls):
+        Configuration = Pool().get('purchase.configuration')
+        configurations = Configuration.search([], limit=1)
+        if configurations:
+            return configurations[0]
+
+    @classmethod
+    def _auto_hedge_contract_count(cls, line, over_hedge=False):
+        price_index = getattr(line, 'coffee_market_reference', None)
+        if not price_index or not getattr(line, 'unit', None):
+            return 0
+        quantity = Decimal(str(
+            getattr(line, 'quantity_theorical', None)
+            or getattr(line, 'quantity', None)
+            or 0))
+        if quantity <= 0:
+            return 0
+        contract_quantity = Decimal(str(price_index.get_qt(1, line.unit) or 0))
+        if contract_quantity <= 0:
+            return 0
+        rounding = ROUND_CEILING if over_hedge else ROUND_FLOOR
+        return int((quantity / contract_quantity).to_integral_value(
+            rounding=rounding))
+
+    @classmethod
+    def _ensure_auto_hedge_derivative(cls, line):
+        config = cls._auto_hedge_configuration()
+        if not config or not getattr(config, 'auto_hedging', False):
+            return
+        if getattr(line, 'derivatives', None):
+            return
+        price_index = getattr(line, 'coffee_market_reference', None)
+        nb_ct = cls._auto_hedge_contract_count(
+            line, over_hedge=getattr(config, 'auto_hedging_over', False))
+        if not price_index or nb_ct <= 0:
+            return
+        Derivative = Pool().get('derivative.derivative')
+        Date = Pool().get('ir.date')
+        quantity = price_index.get_qt(nb_ct, line.unit)
+        Derivative.create([{
+            'purchase': line.purchase.id if line.purchase else None,
+            'line': line.id,
+            'product': line.product.id if line.product else None,
+            'party': line.purchase.party.id
+                if line.purchase and line.purchase.party else None,
+            'price_index': price_index.id,
+            'nb_ct': nb_ct,
+            'price': getattr(line, 'coffee_market_price', None),
+            'direction': 'short',
+            'trade_date': Date.today(),
+            'open_qty': quantity,
+            }])
+
     @classmethod
     def write(cls, *args):
         actions = iter(args)
@@ -3135,6 +3189,7 @@ class Line(metaclass=PoolMeta):
                                 fl.line = line.id
                                 FeeLots.save([fl])
                 cls._sync_virtual_lot_packing(line)
+                cls._ensure_auto_hedge_derivative(line)
 
             if line.fee_:
                 if not line.fee_.purchase:

modules/purchase_trade/sale.py

@@ -7,7 +7,7 @@ from trytond.model import (ModelSQL, ModelView)
 from trytond.i18n import gettext
 from trytond.wizard import Button, StateTransition, StateView, Wizard, StateAction
 from trytond.transaction import Transaction, inactive_records
-from decimal import getcontext, Decimal, ROUND_HALF_UP
+from decimal import getcontext, Decimal, ROUND_CEILING, ROUND_FLOOR, ROUND_HALF_UP
 from sql.aggregate import Count, Max, Min, Sum, Avg, BoolOr
 from sql.conditionals import Case
 from sql import Column, Literal
@@ -3023,6 +3023,60 @@ class SaleLine(metaclass=PoolMeta):
         lot.lot_qt = packing_count
         lot.lot_unit = packing_unit
         Lot.save([lot])
+
+    @classmethod
+    def _auto_hedge_configuration(cls):
+        Configuration = Pool().get('sale.configuration')
+        configurations = Configuration.search([], limit=1)
+        if configurations:
+            return configurations[0]
+
+    @classmethod
+    def _auto_hedge_contract_count(cls, line, over_hedge=False):
+        price_index = getattr(line, 'coffee_market_reference', None)
+        if not price_index or not getattr(line, 'unit', None):
+            return 0
+        quantity = Decimal(str(
+            getattr(line, 'quantity_theorical', None)
+            or getattr(line, 'quantity', None)
+            or 0))
+        if quantity <= 0:
+            return 0
+        contract_quantity = Decimal(str(price_index.get_qt(1, line.unit) or 0))
+        if contract_quantity <= 0:
+            return 0
+        rounding = ROUND_CEILING if over_hedge else ROUND_FLOOR
+        return int((quantity / contract_quantity).to_integral_value(
+            rounding=rounding))
+
+    @classmethod
+    def _ensure_auto_hedge_derivative(cls, line):
+        config = cls._auto_hedge_configuration()
+        if not config or not getattr(config, 'auto_hedging', False):
+            return
+        if getattr(line, 'derivatives', None):
+            return
+        price_index = getattr(line, 'coffee_market_reference', None)
+        nb_ct = cls._auto_hedge_contract_count(
+            line, over_hedge=getattr(config, 'auto_hedging_over', False))
+        if not price_index or nb_ct <= 0:
+            return
+        Derivative = Pool().get('derivative.derivative')
+        Date = Pool().get('ir.date')
+        quantity = price_index.get_qt(nb_ct, line.unit)
+        Derivative.create([{
+            'sale': line.sale.id if line.sale else None,
+            'sale_line': line.id,
+            'product': line.product.id if line.product else None,
+            'party': line.sale.party.id
+                if line.sale and line.sale.party else None,
+            'price_index': price_index.id,
+            'nb_ct': nb_ct,
+            'price': getattr(line, 'coffee_market_price', None),
+            'direction': 'long',
+            'trade_date': Date.today(),
+            'open_qty': quantity,
+            }])
         
     @classmethod
     def validate(cls, salelines):
@@ -3083,6 +3137,7 @@ class SaleLine(metaclass=PoolMeta):
                                 fl.sale_line = line.id
                                 FeeLots.save([fl])
                 cls._sync_virtual_lot_packing(line)
+                cls._ensure_auto_hedge_derivative(line)
                 
             #generate valuation for purchase and sale
             LotQt = Pool().get('lot.qt')

modules/purchase_trade/tests/test_module.py

@@ -266,6 +266,112 @@ class PurchaseTradeTestCase(ModuleTestCase):
 
         lot_model.save.assert_not_called()
 
+    def test_purchase_auto_hedge_under_uses_floor_contract_count(self):
+        'purchase auto hedge under creates a short floor contract quantity'
+        unit = Mock()
+        price_index = Mock(id=7)
+        price_index.get_qt.side_effect = [Decimal('17'), Decimal('17')]
+        line = Mock(
+            id=12,
+            derivatives=[],
+            coffee_market_reference=price_index,
+            coffee_market_price=Decimal('300'),
+            quantity_theorical=Decimal('26.4'),
+            quantity=None,
+            unit=unit,
+            product=Mock(id=3),
+            purchase=Mock(id=4, party=Mock(id=5)))
+        config_model = Mock()
+        config_model.search.return_value = [
+            Mock(auto_hedging=True, auto_hedging_over=False)]
+        derivative_model = Mock()
+        date_model = Mock()
+        date_model.today.return_value = datetime.date(2026, 7, 16)
+        pool = Mock()
+        pool.get.side_effect = lambda name: {
+            'purchase.configuration': config_model,
+            'derivative.derivative': derivative_model,
+            'ir.date': date_model,
+            }[name]
+
+        with patch.object(purchase_module, 'Pool', return_value=pool):
+            purchase_module.Line._ensure_auto_hedge_derivative(line)
+
+        derivative_model.create.assert_called_once_with([{
+            'purchase': 4,
+            'line': 12,
+            'product': 3,
+            'party': 5,
+            'price_index': 7,
+            'nb_ct': 1,
+            'price': Decimal('300'),
+            'direction': 'short',
+            'trade_date': datetime.date(2026, 7, 16),
+            'open_qty': Decimal('17'),
+            }])
+
+    def test_sale_auto_hedge_over_uses_ceiling_contract_count(self):
+        'sale auto hedge over creates a long ceiling contract quantity'
+        unit = Mock()
+        price_index = Mock(id=8)
+        price_index.get_qt.side_effect = [Decimal('17'), Decimal('34')]
+        line = Mock(
+            id=22,
+            derivatives=[],
+            coffee_market_reference=price_index,
+            coffee_market_price=Decimal('301'),
+            quantity_theorical=Decimal('26.4'),
+            quantity=None,
+            unit=unit,
+            product=Mock(id=13),
+            sale=Mock(id=14, party=Mock(id=15)))
+        config_model = Mock()
+        config_model.search.return_value = [
+            Mock(auto_hedging=True, auto_hedging_over=True)]
+        derivative_model = Mock()
+        date_model = Mock()
+        date_model.today.return_value = datetime.date(2026, 7, 16)
+        pool = Mock()
+        pool.get.side_effect = lambda name: {
+            'sale.configuration': config_model,
+            'derivative.derivative': derivative_model,
+            'ir.date': date_model,
+            }[name]
+
+        with patch.object(sale_module, 'Pool', return_value=pool):
+            sale_module.SaleLine._ensure_auto_hedge_derivative(line)
+
+        derivative_model.create.assert_called_once_with([{
+            'sale': 14,
+            'sale_line': 22,
+            'product': 13,
+            'party': 15,
+            'price_index': 8,
+            'nb_ct': 2,
+            'price': Decimal('301'),
+            'direction': 'long',
+            'trade_date': datetime.date(2026, 7, 16),
+            'open_qty': Decimal('34'),
+            }])
+
+    def test_auto_hedge_keeps_existing_manual_derivative(self):
+        'auto hedge does not create a duplicate when a derivative exists'
+        line = Mock(derivatives=[Mock()])
+        config_model = Mock()
+        config_model.search.return_value = [
+            Mock(auto_hedging=True, auto_hedging_over=True)]
+        derivative_model = Mock()
+        pool = Mock()
+        pool.get.side_effect = lambda name: {
+            'purchase.configuration': config_model,
+            'derivative.derivative': derivative_model,
+            }[name]
+
+        with patch.object(purchase_module, 'Pool', return_value=pool):
+            purchase_module.Line._ensure_auto_hedge_derivative(line)
+
+        derivative_model.create.assert_not_called()
+
     def test_itsa_book_year_suffix_uses_april_fiscal_start(self):
         'ITSA book year changes on April 1st'
         self.assertEqual(

modules/purchase_trade/view/purchase_configuration_form.xml

@@ -4,5 +4,10 @@
         <label name="allow_modification_after_validation"/>
         <field name="allow_modification_after_validation"/>
         <newline/>
+        <label name="auto_hedging"/>
+        <field name="auto_hedging"/>
+        <label name="auto_hedging_over"/>
+        <field name="auto_hedging_over"/>
+        <newline/>
     </xpath>
 </data>

modules/purchase_trade/view/sale_configuration_form.xml

@@ -4,5 +4,10 @@
         <label name="allow_modification_after_validation"/>
         <field name="allow_modification_after_validation"/>
         <newline/>
+        <label name="auto_hedging"/>
+        <field name="auto_hedging"/>
+        <label name="auto_hedging_over"/>
+        <field name="auto_hedging_over"/>
+        <newline/>
     </xpath>
 </data>