modules/purchase_trade/__init__.py

@@ -172,6 +172,11 @@ def register():
         forex.ForexCategory,
         pricing.Component,
         pricing.Mtm,
+        pricing.MtmStrategy,
+        pricing.MtmScenario,
+        pricing.MtmSnapshot,
+        pricing.PriceMatrix,
+        pricing.PriceMatrixLine,
         pricing.Estimated,
         pricing.Pricing,
         pricing.Period,

modules/purchase_trade/icons/tradon-mtm.svg

@@ -0,0 +1,13 @@
+<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24">
+  <path fill="none" d="M0 0h24v24H0z"/>
+  <path d="
+    M4 18 V6
+    H7 L12 13 L17 6
+    H20 V18
+    H17 V10.5
+    L12 16
+    L7 10.5
+    V18
+    Z
+  " fill="#267F82"/>
+</svg>

modules/purchase_trade/pricing.py

@@ -50,8 +50,6 @@ DAYS = [
     ('sunday', 'Sunday'),
     ]
 
-
-
 class Estimated(ModelSQL, ModelView):
     "Estimated date"
     __name__ = 'pricing.estimated'
@@ -59,21 +57,212 @@ class Estimated(ModelSQL, ModelView):
     trigger = fields.Selection(TRIGGERS,"Trigger")
     estimated_date = fields.Date("Estimated date")
 
+class MtmScenario(ModelSQL, ModelView):
+    "MtM Scenario"
+    __name__ = 'mtm.scenario'
+
+    name = fields.Char("Scenario", required=True)
+    valuation_date = fields.Date("Valuation Date", required=True)
+    use_last_price = fields.Boolean("Use Last Available Price")
+    calendar = fields.Many2One(
+        'price.calendar', "Calendar"
+    )
+
+class MtmStrategy(ModelSQL, ModelView):
+    "Mark to Market Strategy"
+    __name__ = 'mtm.strategy'
+
+    name = fields.Char("Name", required=True)
+    active = fields.Boolean("Active", select=True)
+
+    scenario = fields.Many2One(
+        'mtm.scenario', "Scenario", required=True
+    )
+
+    currency = fields.Many2One(
+        'currency.currency', "Valuation Currency"
+    )
+
+    components = fields.One2Many(
+        'mtm.component', 'strategy', "Components"
+    )
+
+    def compute_mtm(self):
+        pool = Pool()
+        Currency = pool.get('currency.currency')
+        total = Decimal(0)
+
+        scenario = self.scenario
+        dt = scenario.valuation_date
+
+        for comp in self.components:
+            value = Decimal(0)
+
+            if comp.price_source_type == 'curve' and comp.price_curve:
+                value = Decimal(
+                    comp.price_curve.get_price(
+                        dt,
+                        self.purchase_line.unit,
+                        self.currency,
+                        last=scenario.use_last_price
+                    )
+                )
+
+            elif comp.price_source_type == 'matrix' and comp.price_matrix:
+                value = self._get_matrix_price(comp, dt)
+
+            if comp.ratio:
+                value *= Decimal(comp.ratio)
+
+            total += value
+
+        return total
+    
+        def _get_matrix_price(self, comp, dt):
+            MatrixLine = Pool().get('price.matrix.line')
+
+            domain = [
+                ('matrix', '=', comp.price_matrix.id),
+            ]
+
+            if self.purchase_line:
+                domain += [
+                    ('origin', '=', self.purchase_line.from_location),
+                    ('destination', '=', self.purchase_line.to_location),
+                ]
+
+            lines = MatrixLine.search(domain)
+            if lines:
+                return Decimal(lines[0].price_value)
+
+            return Decimal(0)
+        
+        def run_daily_mtm():
+            Strategy = Pool().get('mtm.strategy')
+            Snapshot = Pool().get('mtm.snapshot')
+
+            for strat in Strategy.search([('active', '=', True)]):
+                amount = strat.compute_mtm()
+                Snapshot.create([{
+                    'strategy': strat.id,
+                    'valuation_date': strat.scenario.valuation_date,
+                    'amount': amount,
+                    'currency': strat.currency.id,
+                }])
+
 class Mtm(ModelSQL, ModelView):
-    "Mtm"
+    "MtM Component"
     __name__ = 'mtm.component'
 
-    fix_type = fields.Many2One('price.fixtype',"Fixation type")
+    strategy = fields.Many2One(
-    ratio = fields.Numeric("%")
+        'mtm.strategy', "Strategy",
-    price_index = fields.Many2One('price.price',"Curve")
+        required=True, ondelete='CASCADE'
-    currency = fields.Function(fields.Many2One('currency.currency',"Curr."),'get_cur')
+    )
 
-    def get_cur(self,name):
+    name = fields.Char("Component", required=True)
+
+    component_type = fields.Selection([
+        ('commodity', 'Commodity'),
+        ('freight', 'Freight'),
+        ('quality', 'Quality'),
+        ('fx', 'FX'),
+        ('storage', 'Storage'),
+        ('other', 'Other'),
+    ], "Type", required=True)
+
+    fix_type = fields.Many2One('price.fixtype', "Fixation Type")
+
+    price_source_type = fields.Selection([
+        ('curve', 'Curve'),
+        ('matrix', 'Matrix'),
+        ('manual', 'Manual'),
+    ], "Price Source", required=True)
+
+    price_index = fields.Many2One('price.price', "Price Curve")
+    price_matrix = fields.Many2One('price.matrix', "Price Matrix")
+
+    ratio = fields.Numeric("Ratio / %", digits=(16, 6))
+
+    manual_price = fields.Numeric(
+        "Manual Price",
+        digits=(16, 6),
+        help="Price set manually if price_source_type is 'manual'"
+    )
+
+    currency = fields.Many2One('currency.currency', "Currency")
+
+    def get_cur(self, name=None):
         if self.price_index:
-            PI = Pool().get('price.price')
+            return self.price_index.price_currency
-            pi = PI(self.price_index)
+        if self.price_matrix:
-            return pi.price_currency
+            return self.price_matrix.currency
-    
+        return None
+
+    @fields.depends('price_index','price_matrix')
+    def on_change_with_currency(self):
+        return self.get_cur()
+
+class PriceMatrix(ModelSQL, ModelView):
+    "Price Matrix"
+    __name__ = 'price.matrix'
+
+    name = fields.Char("Name", required=True)
+
+    matrix_type = fields.Selection([
+        ('freight', 'Freight'),
+        ('location', 'Location Spread'),
+        ('quality', 'Quality'),
+        ('storage', 'Storage'),
+        ('other', 'Other'),
+    ], "Matrix Type", required=True)
+
+    unit = fields.Many2One('product.uom', "Unit")
+    currency = fields.Many2One('currency.currency', "Currency")
+
+    calendar = fields.Many2One(
+        'price.calendar', "Calendar"
+    )
+
+    valid_from = fields.Date("Valid From")
+    valid_to = fields.Date("Valid To")
+
+    lines = fields.One2Many(
+        'price.matrix.line', 'matrix', "Lines"
+    )
+
+class PriceMatrixLine(ModelSQL, ModelView):
+    "Price Matrix Line"
+    __name__ = 'price.matrix.line'
+
+    matrix = fields.Many2One(
+        'price.matrix', "Matrix",
+        required=True, ondelete='CASCADE'
+    )
+
+    origin = fields.Many2One('stock.location', "Origin")
+    destination = fields.Many2One('stock.location', "Destination")
+
+    product = fields.Many2One('product.product', "Product")
+    quality = fields.Many2One('product.quality', "Quality")
+
+    price_value = fields.Numeric("Price", digits=(16, 6))
+
+class MtmSnapshot(ModelSQL, ModelView):
+    "MtM Snapshot"
+    __name__ = 'mtm.snapshot'
+
+    strategy = fields.Many2One(
+        'mtm.strategy', "Strategy",
+        required=True, ondelete='CASCADE'
+    )
+
+    valuation_date = fields.Date("Valuation Date", required=True)
+
+    amount = fields.Numeric("MtM Amount", digits=(16, 6))
+    currency = fields.Many2One('currency.currency', "Currency")
+
+    created_at = fields.DateTime("Created At")
+
 class Component(ModelSQL, ModelView):
     "Component"
     __name__ = 'pricing.component'

modules/purchase_trade/pricing.xml

@@ -3,6 +3,11 @@
 this repository contains the full copyright notices and license terms. -->
 <tryton>
     <data>
+        <record model="ir.ui.icon" id="mtm_icon">
+            <field name="name">tradon-mtm</field>
+            <field name="path">icons/tradon-mtm.svg</field>
+        </record>
+
         <record model="ir.ui.view" id="summary_view_tree_sequence">
             <field name="model">sale.pricing.summary</field>
             <field name="type">tree</field>
@@ -104,5 +109,84 @@ this repository contains the full copyright notices and license terms. -->
             <field name="type">form</field>
             <field name="name">period_form</field>
         </record>
+
+        <record model="ir.ui.view" id="mtm_scenario_view_form">
+            <field name="model">mtm.scenario</field>
+            <field name="type">form</field>
+            <field name="name">mtm_scenario_form</field>
+        </record>
+        <record model="ir.ui.view" id="mtm_scenario_view_list">
+            <field name="model">mtm.scenario</field>
+            <field name="type">tree</field>
+            <field name="name">mtm_scenario_tree</field>
+        </record>
+        <record model="ir.ui.view" id="mtm_strategy_view_form">
+            <field name="model">mtm.strategy</field>
+            <field name="type">form</field>
+            <field name="name">mtm_strategy_form</field>
+        </record>
+        <record model="ir.ui.view" id="mtm_strategy_view_list">
+            <field name="model">mtm.strategy</field>
+            <field name="type">tree</field>
+            <field name="name">mtm_strategy_tree</field>
+        </record>
+        <record model="ir.ui.view" id="price_matrix_view_form">
+            <field name="model">price.matrix</field>
+            <field name="type">form</field>
+            <field name="name">price_matrix_form</field>
+        </record>
+        <record model="ir.ui.view" id="price_matrix_view_list">
+            <field name="model">price.matrix</field>
+            <field name="type">tree</field>
+            <field name="name">price_matrix_tree</field>
+        </record>
+        <!-- <record model="ir.ui.view" id="price_matrix_line_view_form">
+            <field name="model">price.matrix.line</field>
+            <field name="type">form</field>
+            <field name="name">price_matrix_line_form</field>
+        </record> -->
+        <!-- <record model="ir.ui.view" id="price_matrix_view_list">
+            <field name="model">price.matrix.line</field>
+            <field name="type">tree</field>
+            <field name="name">price_matrix_line_tree</field>
+        </record>
+        <record model="ir.ui.view" id="mtm_snapshot_view_form">
+            <field name="model">mtm.snapshot</field>
+            <field name="type">form</field>
+            <field name="name">mtm_snapshot_form</field>
+        </record>
+        <record model="ir.ui.view" id="mtm_snapshot_view_list">
+            <field name="model">mtm.snapshot</field>
+            <field name="type">tree</field>
+            <field name="name">mtm_snapshot_tree</field>
+        </record> -->
+
+        <record model="ir.action.act_window" id="act_strategy_form">
+            <field name="name">Strategy</field>
+            <field name="res_model">mtm.strategy</field>
+        </record>
+        <record model="ir.action.act_window.view" id="act_mtm_form_view1">
+            <field name="sequence" eval="10"/>
+            <field name="view" ref="mtm_strategy_view_list"/>
+            <field name="act_window" ref="act_mtm_form"/>
+        </record>
+        <record model="ir.action.act_window.view" id="act_mtm_form_view2">
+            <field name="sequence" eval="20"/>
+            <field name="view" ref="mtm_strategy_view_form"/>
+            <field name="act_window" ref="act_mtm_form"/>
+        </record>
+
+        <menuitem
+            name="Mtm"
+            sequence="99"
+            id="menu_mtm"
+            icon="tradon-mtm" />
+        <menuitem
+            name="Strategy"
+            action="act_strategy_form"
+            parent="menu_mtm"
+            sequence="10"
+            id="menu_strategy" />
+        
     </data>
 </tryton>

modules/purchase_trade/purchase.py

@@ -64,7 +64,7 @@ class DocTypeTemplate(ModelSQL):
 class Mtm(metaclass=PoolMeta):
     "Mtm"
     __name__ = 'mtm.component'
-    line = fields.Many2One('purchase.line')
+    line = fields.Many2One('purchase.line',"Line",ondelete='CASCADE')
 
 class Estimated(metaclass=PoolMeta):
     "Estimated date"
@@ -422,7 +422,11 @@ class Line(metaclass=PoolMeta):
     purchase_line = fields.Many2One('purchase.line',"Lines")
     fees = fields.One2Many('fee.fee', 'line', 'Fees')#, filter=[('product.type', '=', 'service')])
     derivatives = fields.One2Many('derivative.derivative','line',"Derivatives")
-    mtm = fields.One2Many('mtm.component','line',"Mtm")
+    # mtm = fields.One2Many('mtm.component','line',"Mtm")
+    mtm = fields.One2Many(
+        'mtm.strategy', 'line',
+        "MtM Strategies"
+    )
     tol_min = fields.Numeric("Tol - in %",states={
             'readonly': (Eval('inherit_tol')),
             })

modules/purchase_trade/sale.py

@@ -55,7 +55,7 @@ class OpenPosition(metaclass=PoolMeta):
 class Mtm(metaclass=PoolMeta):
     "Mtm"
     __name__ = 'mtm.component'
-    sale_line = fields.Many2One('sale.line',"Line")
+    sale_line = fields.Many2One('sale.line',"Line",ondelete='CASCADE')
 
 class Component(metaclass=PoolMeta):
     "Component"
@@ -363,7 +363,11 @@ class SaleLine(metaclass=PoolMeta):
     from_del = fields.Date("From")
     to_del = fields.Date("To")
     price_components = fields.One2Many('pricing.component','sale_line',"Components")
-    mtm = fields.One2Many('mtm.component','sale_line',"Mtm")
+    # mtm = fields.One2Many('mtm.component','sale_line',"Mtm")
+    mtm = fields.One2Many(
+        'mtm.strategy', 'sale_line',
+        "MtM Strategies"
+    )
     derivatives = fields.One2Many('derivative.derivative','sale_line',"Derivatives")
     price_pricing = fields.One2Many('pricing.pricing','sale_line',"Pricing")
     price_summary = fields.One2Many('sale.pricing.summary','sale_line',"Summary")

modules/purchase_trade/view/mtm_scenario_tree.xml

@@ -0,0 +1,6 @@
+<tree>
+    <field name="name"/>
+    <field name="valuation_date"/>
+    <field name="use_last_price"/>
+    <field name="calendar"/>
+</tree>

modules/purchase_trade/view/mtm_strategy_form.xml

@@ -0,0 +1,10 @@
+<form col="4">
+    <label name="name"/>
+    <field name="name"/>
+    <label name="scenario"/>
+    <field name="scenario"/>
+    <label name="currency"/>
+    <field name="currency"/>
+    <newline/>
+    <field name="components" colspan="4"/>
+</form>

modules/purchase_trade/view/mtm_strategy_tree.xml

@@ -0,0 +1,5 @@
+<tree>
+    <field name="name"/>
+    <field name="scenario"/>
+    <field name="currency"/>
+</tree>

modules/purchase_trade/view/price_matrix_form.xml

@@ -0,0 +1,18 @@
+<form col="4">
+    <label name="name"/>
+    <field name="name"/>
+    <label name="matrix_type"/>
+    <field name="matrix_type"/>
+    <label name="unit"/>
+    <field name="unit"/>
+    <label name="currency"/>
+    <field name="currency"/>
+    <label name="calendar"/>
+    <field name="calendar"/>
+    <label name="valid_from"/>
+    <field name="valid_from"/>
+    <label name="valid_to"/>
+    <field name="valid_to"/>
+    <newline/>
+    <field name="lines" colspan="4"/>
+</form>

modules/purchase_trade/view/price_matrix_line_tree.xml

@@ -0,0 +1,7 @@
+<tree>
+    <field name="origin"/>
+    <field name="destination"/>
+    <field name="product"/>
+    <field name="quality"/>
+    <field name="price_value"/>
+</tree>

modules/purchase_trade/view/price_matrix_tree.xml

@@ -0,0 +1,9 @@
+<tree>
+    <field name="name"/>
+    <field name="matrix_type"/>
+    <field name="unit"/>
+    <field name="currency"/>
+    <field name="calendar"/>
+    <field name="valid_from"/>
+    <field name="valid_to"/>
+</tree>