Hedging setup

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: