GR

modules/purchase_trade/__init__.py

@@ -68,6 +68,10 @@ def register():
         ctrm_reporting.CTRMRealizedPnlContext,
         ctrm_reporting.CTRMMtmPnl,
         ctrm_reporting.CTRMMtmPnlContext,
+        ctrm_reporting.CTRMPnlExplain,
+        ctrm_reporting.CTRMPnlExplainContext,
+        ctrm_reporting.CTRMPnlDimension,
+        ctrm_reporting.CTRMPnlDimensionContext,
         configuration.Configuration,
         pricing.ImportPricesStart,
         pricing.ImportPricesResult,

modules/purchase_trade/ctrm_reporting.py

@@ -555,3 +555,198 @@ class CTRMMtmPnl(ModelSQL, ModelView):
                 'mtm_delta'),
             val.strategy.as_('strategy'),
             where=where)
+
+
+class CTRMPnlExplainContext(CTRMPnlContextMixin, ModelView):
+    "CTRM P&L Explain Context"
+    __name__ = 'ctrm.reporting.pnl.explain.context'
+
+
+class CTRMPnlExplain(ModelSQL, ModelView):
+    "CTRM P&L Explain"
+    __name__ = 'ctrm.reporting.pnl.explain'
+
+    valuation_date = fields.Date("Valuation Date")
+    product = fields.Many2One('product.product', "Product")
+    counterparty = fields.Many2One('party.party', "Counterparty")
+    currency = fields.Many2One('currency.currency', "Currency")
+    unit = fields.Many2One('product.uom', "Unit")
+    state = fields.Char("State")
+    strategy = fields.Many2One('mtm.strategy', "Strategy")
+    physical_pnl = fields.Numeric("Physical P&L", digits=(16, 2))
+    fee_pnl = fields.Numeric("Fee P&L", digits=(16, 2))
+    derivative_pnl = fields.Numeric("Derivative P&L", digits=(16, 2))
+    mtm_delta = fields.Numeric("MTM Delta", digits=(16, 2))
+    total_pnl = fields.Numeric("Total P&L", digits=(16, 2))
+
+    @classmethod
+    def table_query(cls):
+        ValuationLine = Pool().get('valuation.valuation.line')
+        val = ValuationLine.__table__()
+
+        context = Transaction().context
+        where = val.type.in_(ALL_VALUATION_TYPES)
+        if context.get('date'):
+            where &= val.date == context['date']
+        if context.get('product'):
+            where &= val.product == context['product']
+        if context.get('counterparty'):
+            where &= val.counterparty == context['counterparty']
+        if context.get('currency'):
+            where &= val.currency == context['currency']
+        if context.get('purchase'):
+            where &= val.purchase == context['purchase']
+        if context.get('sale'):
+            where &= val.sale == context['sale']
+        if context.get('strategy'):
+            where &= val.strategy == context['strategy']
+        if context.get('state'):
+            where &= val.state == context['state']
+
+        is_fee = val.type.in_([
+                'line fee',
+                'pur. fee',
+                'sale fee',
+                'shipment fee',
+                ])
+        is_derivative = val.type.in_(DERIVATIVE_VALUATION_TYPES)
+        physical_pnl = Case(
+            (is_fee | is_derivative, 0), else_=Coalesce(val.amount, 0))
+        fee_pnl = Case((is_fee, Coalesce(val.amount, 0)), else_=0)
+        derivative_pnl = Case(
+            (is_derivative, Coalesce(val.amount, 0)), else_=0)
+        mtm_delta = Coalesce(val.mtm, 0) - Coalesce(val.amount, 0)
+
+        group_by = [
+            val.date,
+            val.product,
+            val.counterparty,
+            val.currency,
+            val.unit,
+            val.state,
+            val.strategy,
+            ]
+
+        return val.select(
+            Literal(0).as_('create_uid'),
+            CurrentTimestamp().as_('create_date'),
+            Literal(None).as_('write_uid'),
+            Literal(None).as_('write_date'),
+            Min(val.id).as_('id'),
+            val.date.as_('valuation_date'),
+            val.product.as_('product'),
+            val.counterparty.as_('counterparty'),
+            val.currency.as_('currency'),
+            val.unit.as_('unit'),
+            val.state.as_('state'),
+            val.strategy.as_('strategy'),
+            Sum(physical_pnl).as_('physical_pnl'),
+            Sum(fee_pnl).as_('fee_pnl'),
+            Sum(derivative_pnl).as_('derivative_pnl'),
+            Sum(mtm_delta).as_('mtm_delta'),
+            Sum(Coalesce(val.amount, 0)).as_('total_pnl'),
+            where=where,
+            group_by=group_by)
+
+
+class CTRMPnlDimensionContext(CTRMPnlContextMixin, ModelView):
+    "CTRM P&L by Dimension Context"
+    __name__ = 'ctrm.reporting.pnl.dimension.context'
+
+    dimension = fields.Many2One('analytic.dimension', "Dimension")
+    value = fields.Many2One('analytic.dimension.value', "Value")
+
+
+class CTRMPnlDimension(ModelSQL, ModelView):
+    "CTRM P&L by Dimension"
+    __name__ = 'ctrm.reporting.pnl.dimension'
+
+    valuation_date = fields.Date("Valuation Date")
+    dimension = fields.Many2One('analytic.dimension', "Dimension")
+    value = fields.Many2One('analytic.dimension.value', "Value")
+    product = fields.Many2One('product.product', "Product")
+    counterparty = fields.Many2One('party.party', "Counterparty")
+    currency = fields.Many2One('currency.currency', "Currency")
+    unit = fields.Many2One('product.uom', "Unit")
+    state = fields.Char("State")
+    strategy = fields.Many2One('mtm.strategy', "Strategy")
+    quantity = fields.Numeric("Quantity", digits=(16, 5))
+    amount = fields.Numeric("Amount", digits=(16, 2))
+    mtm = fields.Numeric("MTM", digits=(16, 2))
+    mtm_delta = fields.Numeric("MTM Delta", digits=(16, 2))
+
+    @classmethod
+    def table_query(cls):
+        ValuationLine = Pool().get('valuation.valuation.line')
+        Assignment = Pool().get('analytic.dimension.assignment')
+        val = ValuationLine.__table__()
+        purchase_assignment = Assignment.__table__()
+        sale_assignment = Assignment.__table__()
+
+        context = Transaction().context
+        dimension_expr = Coalesce(
+            sale_assignment.dimension, purchase_assignment.dimension)
+        value_expr = Coalesce(sale_assignment.value, purchase_assignment.value)
+
+        where = val.type.in_(ALL_VALUATION_TYPES)
+        if context.get('date'):
+            where &= val.date == context['date']
+        if context.get('product'):
+            where &= val.product == context['product']
+        if context.get('counterparty'):
+            where &= val.counterparty == context['counterparty']
+        if context.get('currency'):
+            where &= val.currency == context['currency']
+        if context.get('purchase'):
+            where &= val.purchase == context['purchase']
+        if context.get('sale'):
+            where &= val.sale == context['sale']
+        if context.get('strategy'):
+            where &= val.strategy == context['strategy']
+        if context.get('state'):
+            where &= val.state == context['state']
+        if context.get('dimension'):
+            where &= dimension_expr == context['dimension']
+        if context.get('value'):
+            where &= value_expr == context['value']
+
+        group_by = [
+            val.date,
+            dimension_expr,
+            value_expr,
+            val.product,
+            val.counterparty,
+            val.currency,
+            val.unit,
+            val.state,
+            val.strategy,
+            ]
+
+        return (
+            val
+            .join(purchase_assignment, 'LEFT',
+                condition=purchase_assignment.purchase == val.purchase)
+            .join(sale_assignment, 'LEFT',
+                condition=sale_assignment.sale == val.sale)
+            .select(
+                Literal(0).as_('create_uid'),
+                CurrentTimestamp().as_('create_date'),
+                Literal(None).as_('write_uid'),
+                Literal(None).as_('write_date'),
+                Min(val.id).as_('id'),
+                val.date.as_('valuation_date'),
+                dimension_expr.as_('dimension'),
+                value_expr.as_('value'),
+                val.product.as_('product'),
+                val.counterparty.as_('counterparty'),
+                val.currency.as_('currency'),
+                val.unit.as_('unit'),
+                val.state.as_('state'),
+                val.strategy.as_('strategy'),
+                Sum(Coalesce(val.quantity, 0)).as_('quantity'),
+                Sum(Coalesce(val.amount, 0)).as_('amount'),
+                Sum(Coalesce(val.mtm, 0)).as_('mtm'),
+                Sum(Coalesce(val.mtm, 0) - Coalesce(val.amount, 0)).as_(
+                    'mtm_delta'),
+                where=where,
+                group_by=group_by))

modules/purchase_trade/ctrm_reporting.xml

@@ -100,6 +100,46 @@
             <field name="view" ref="ctrm_pnl_mtm_view_list"/>
             <field name="act_window" ref="act_ctrm_pnl_mtm"/>
         </record>
+        <record model="ir.ui.view" id="ctrm_pnl_explain_context_view_form">
+            <field name="model">ctrm.reporting.pnl.explain.context</field>
+            <field name="type">form</field>
+            <field name="name">ctrm_pnl_explain_context_form</field>
+        </record>
+        <record model="ir.ui.view" id="ctrm_pnl_explain_view_list">
+            <field name="model">ctrm.reporting.pnl.explain</field>
+            <field name="type">tree</field>
+            <field name="name">ctrm_pnl_explain_list</field>
+        </record>
+        <record model="ir.action.act_window" id="act_ctrm_pnl_explain">
+            <field name="name">P&amp;L Explain</field>
+            <field name="res_model">ctrm.reporting.pnl.explain</field>
+            <field name="context_model">ctrm.reporting.pnl.explain.context</field>
+        </record>
+        <record model="ir.action.act_window.view" id="act_ctrm_pnl_explain_view">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="ctrm_pnl_explain_view_list"/>
+            <field name="act_window" ref="act_ctrm_pnl_explain"/>
+        </record>
+        <record model="ir.ui.view" id="ctrm_pnl_dimension_context_view_form">
+            <field name="model">ctrm.reporting.pnl.dimension.context</field>
+            <field name="type">form</field>
+            <field name="name">ctrm_pnl_dimension_context_form</field>
+        </record>
+        <record model="ir.ui.view" id="ctrm_pnl_dimension_view_list">
+            <field name="model">ctrm.reporting.pnl.dimension</field>
+            <field name="type">tree</field>
+            <field name="name">ctrm_pnl_dimension_list</field>
+        </record>
+        <record model="ir.action.act_window" id="act_ctrm_pnl_dimension">
+            <field name="name">P&amp;L by Dimension</field>
+            <field name="res_model">ctrm.reporting.pnl.dimension</field>
+            <field name="context_model">ctrm.reporting.pnl.dimension.context</field>
+        </record>
+        <record model="ir.action.act_window.view" id="act_ctrm_pnl_dimension_view">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="ctrm_pnl_dimension_view_list"/>
+            <field name="act_window" ref="act_ctrm_pnl_dimension"/>
+        </record>
 
         <menuitem
             name="Positions"
@@ -151,11 +191,13 @@
             name="P&amp;L Explain"
             parent="menu_ctrm_pnl"
             sequence="30"
+            action="act_ctrm_pnl_explain"
             id="menu_ctrm_pnl_explain"/>
         <menuitem
             name="P&amp;L by Dimension"
             parent="menu_ctrm_pnl"
             sequence="40"
+            action="act_ctrm_pnl_dimension"
             id="menu_ctrm_pnl_dimension"/>
 
         <menuitem

modules/purchase_trade/view/ctrm_pnl_dimension_context_form.xml

@@ -0,0 +1,22 @@
+<form>
+    <label name="date"/>
+    <field name="date"/>
+    <label name="dimension"/>
+    <field name="dimension"/>
+    <label name="value"/>
+    <field name="value"/>
+    <label name="product"/>
+    <field name="product"/>
+    <label name="counterparty"/>
+    <field name="counterparty"/>
+    <label name="currency"/>
+    <field name="currency"/>
+    <label name="purchase"/>
+    <field name="purchase"/>
+    <label name="sale"/>
+    <field name="sale"/>
+    <label name="strategy"/>
+    <field name="strategy"/>
+    <label name="state"/>
+    <field name="state"/>
+</form>

modules/purchase_trade/view/ctrm_pnl_dimension_list.xml

@@ -0,0 +1,14 @@
+<tree>
+    <field name="valuation_date"/>
+    <field name="dimension" width="120"/>
+    <field name="value" width="140"/>
+    <field name="product" width="140"/>
+    <field name="counterparty" width="120"/>
+    <field name="state"/>
+    <field name="strategy"/>
+    <field name="quantity" symbol="unit" sum="1"/>
+    <field name="currency" width="60"/>
+    <field name="amount" sum="1"/>
+    <field name="mtm" sum="1"/>
+    <field name="mtm_delta" sum="1"/>
+</tree>

modules/purchase_trade/view/ctrm_pnl_explain_context_form.xml

@@ -0,0 +1,18 @@
+<form>
+    <label name="date"/>
+    <field name="date"/>
+    <label name="product"/>
+    <field name="product"/>
+    <label name="counterparty"/>
+    <field name="counterparty"/>
+    <label name="currency"/>
+    <field name="currency"/>
+    <label name="purchase"/>
+    <field name="purchase"/>
+    <label name="sale"/>
+    <field name="sale"/>
+    <label name="strategy"/>
+    <field name="strategy"/>
+    <label name="state"/>
+    <field name="state"/>
+</form>

modules/purchase_trade/view/ctrm_pnl_explain_list.xml

@@ -0,0 +1,13 @@
+<tree>
+    <field name="valuation_date"/>
+    <field name="product" width="140"/>
+    <field name="counterparty" width="120"/>
+    <field name="state"/>
+    <field name="strategy"/>
+    <field name="currency" width="60"/>
+    <field name="physical_pnl" sum="1"/>
+    <field name="fee_pnl" sum="1"/>
+    <field name="derivative_pnl" sum="1"/>
+    <field name="mtm_delta" sum="1"/>
+    <field name="total_pnl" sum="1"/>
+</tree>

notes/ctrm_reporting.md

@@ -34,3 +34,12 @@ Date: 2026-05-24
   - toutes les lignes valorisees.
 - `Mark-to-Market` lit la derniere valuation et compare `mtm` a `amount`
   via une colonne `MTM Delta`.
+- `P&L Explain` decompose le P&L en blocs auditables:
+  - physical;
+  - fees;
+  - derivatives;
+  - MTM delta.
+- `P&L by Dimension` joint les dimensions analytiques portees par les achats
+  et ventes. Si un contrat porte plusieurs dimensions, une ligne peut etre
+  presente sur plusieurs axes; filtrer par dimension pour une analyse sans
+  double comptage inter-axes.