Files
tradon/modules/purchase_trade/valuation.py
2026-04-01 21:48:31 +02:00

1331 lines
50 KiB
Python

from trytond.model import fields
from trytond.report import Report
from trytond.pool import Pool, PoolMeta
from trytond.pyson import Bool, Eval, Id, If, PYSONEncoder
from trytond.model import (ModelSQL, ModelView)
from trytond.tools import is_full_text, lstrip_wildcard
from trytond.transaction import Transaction, inactive_records
from decimal import getcontext, Decimal, ROUND_HALF_UP
from sql.aggregate import Count, Max, Min, Sum, Avg, BoolOr
from sql.conditionals import Case
from sql import Column, Literal
from sql.functions import CurrentTimestamp, DateTrunc
from trytond.wizard import Button, StateAction, StateTransition, StateView, Wizard
from itertools import chain, groupby
from operator import itemgetter
import datetime
import logging
import re
from collections import defaultdict
from trytond.exceptions import UserWarning, UserError
logger = logging.getLogger(__name__)
VALTYPE = [
('priced', 'Price'),
('pur. priced', 'Pur. price'),
('pur. efp', 'Pur. efp'),
('sale priced', 'Sale price'),
('sale efp', 'Sale efp'),
('line fee', 'Line fee'),
('pur. fee', 'Pur. fee'),
('sale fee', 'Sale fee'),
('shipment fee', 'Shipment fee'),
('market', 'Market'),
('derivative', 'Derivative'),
]
VALUATION_TYPE_GROUPS = [
('all', 'All'),
('fees', 'PnL Fees'),
('goods', 'PnL Goods'),
('derivatives', 'PnL Derivatives'),
]
class ValuationBase(ModelSQL):
purchase = fields.Many2One('purchase.purchase',"Purchase")
line = fields.Many2One('purchase.line',"Purch. Line")
date = fields.Date("Date")
type = fields.Selection(VALTYPE, "Type")
reference = fields.Char("Reference")
counterparty = fields.Many2One('party.party',"Counterparty")
product = fields.Many2One('product.product',"Product")
state = fields.Char("State")
price = fields.Numeric("Price",digits=(16,4))
currency = fields.Many2One('currency.currency',"Cur")
quantity = fields.Numeric("Quantity",digits=(16,5))
unit = fields.Many2One('product.uom',"Unit")
amount = fields.Numeric("Amount",digits=(16,2))
mtm_price = fields.Numeric("Mtm Price", digits=(16,4))
mtm = fields.Numeric("Mtm",digits=(16,2))
strategy = fields.Many2One('mtm.strategy',"Strategy")
lot = fields.Many2One('lot.lot',"Lot")
base_amount = fields.Numeric("Base Amount",digits=(16,2))
rate = fields.Numeric("Rate", digits=(16,6))
@classmethod
def _get_generate_types(cls, valuation_type='all'):
type_map = {
'all': None,
'fees': {'line fee', 'pur. fee', 'sale fee', 'shipment fee'},
'goods': {
'priced', 'pur. priced', 'pur. efp',
'sale priced', 'sale efp', 'market',
},
'derivatives': {'derivative'},
}
return type_map.get(valuation_type, None)
@classmethod
def _filter_values_by_types(cls, values, selected_types):
if selected_types is None:
return values
return [value for value in values if value.get('type') in selected_types]
@classmethod
def _delete_existing(cls, line, selected_types=None):
Date = Pool().get('ir.date')
Valuation = Pool().get('valuation.valuation')
ValuationLine = Pool().get('valuation.valuation.line')
valuation_domain = [
('line', '=', line.id),
('date', '=', Date.today()),
]
valuation_line_domain = [('line', '=', line.id)]
if selected_types is not None:
valuation_domain.append(('type', 'in', list(selected_types)))
valuation_line_domain.append(('type', 'in', list(selected_types)))
valuations = Valuation.search(valuation_domain)
if valuations:
Valuation.delete(valuations)
valuation_lines = ValuationLine.search(valuation_line_domain)
if valuation_lines:
ValuationLine.delete(valuation_lines)
@classmethod
def _delete_existing_sale_line(cls, sale_line, selected_types=None):
Date = Pool().get('ir.date')
Valuation = Pool().get('valuation.valuation')
ValuationLine = Pool().get('valuation.valuation.line')
valuation_domain = [
('sale_line', '=', sale_line.id),
('date', '=', Date.today()),
]
valuation_line_domain = [('sale_line', '=', sale_line.id)]
if selected_types is not None:
valuation_domain.append(('type', 'in', list(selected_types)))
valuation_line_domain.append(('type', 'in', list(selected_types)))
valuations = Valuation.search(valuation_domain)
if valuations:
Valuation.delete(valuations)
valuation_lines = ValuationLine.search(valuation_line_domain)
if valuation_lines:
ValuationLine.delete(valuation_lines)
@classmethod
def _base_pnl(cls, *, line, lot, pnl_type, sale=None, sale_line=None):
Date = Pool().get('ir.date')
values = {
'purchase': line.purchase.id,
'line': line.id,
'type': pnl_type,
'date': Date.today(),
'lot': lot.id,
}
if sale:
values['sale'] = sale.id
if sale_line:
values['sale_line'] = sale_line.id
return values
@classmethod
def _base_sale_pnl(cls, *, sale_line, lot, pnl_type):
Date = Pool().get('ir.date')
return {
'sale': sale_line.sale.id,
'sale_line': sale_line.id,
'type': pnl_type,
'date': Date.today(),
'lot': lot.id,
}
@classmethod
def _get_strategy_mtm_price(cls, strategy, line):
total = Decimal(0)
scenario = getattr(strategy, 'scenario', None)
if not scenario:
return None
for comp in strategy.components or []:
value = Decimal(0)
if comp.price_source_type == 'curve' and comp.price_index:
value = Decimal(comp.price_index.get_price(
scenario.valuation_date,
line.unit,
strategy.currency,
last=scenario.use_last_price
))
elif comp.price_source_type == 'matrix' and comp.price_matrix:
value = Decimal(strategy._get_matrix_price(
comp, line, scenario.valuation_date))
total += value
return round(total, 4)
@staticmethod
def _supports_strategy_mtm(values):
return values and values.get('type') in {'pur. priced', 'sale priced'}
@staticmethod
def _get_basis_component_total(record):
getter = getattr(record, '_get_basis_component_price', None)
if getter:
return Decimal(getter() or 0)
return Decimal(0)
@classmethod
def _get_basis_premium_delta(cls, record):
premium_getter = getattr(record, '_get_premium_price', None)
if premium_getter:
return round(Decimal(premium_getter() or 0), 4)
total = Decimal(record.get_basis_price() or 0)
components = cls._get_basis_component_total(record)
return round(total - components, 4)
@classmethod
def _build_basis_pnl(cls, *, line, lot, sale_line, pc, sign, extra_price=Decimal(0)):
Currency = Pool().get('currency.currency')
Date = Pool().get('ir.date')
values = cls._base_pnl(
line=line,
lot=lot,
sale=sale_line.sale if sale_line else None,
sale_line=sale_line if sale_line else None,
pnl_type='sale priced' if sale_line else 'pur. priced'
)
qty = lot.get_current_quantity_converted()
price = pc.price
logger.info("TERMS:%s",line.terms)
if line.terms:
c = [t for t in line.terms if t.component == pc.price_component]
logger.info("COMPONENTS:%s",c)
if c:
price = c[0].manual_price
price = Decimal(price or 0) + Decimal(extra_price or 0)
values.update({
'reference': f"{pc.get_name()} / {pc.ratio}%",
'price': round(price, 4),
'counterparty': sale_line.sale.party.id if sale_line else line.purchase.party.id,
'product': sale_line.product.id if sale_line else line.product.id,
})
# State
if pc.unfixed_qt == 0:
values['state'] = 'fixed'
elif pc.fixed_qt == 0:
values['state'] = 'unfixed'
else:
base = sale_line.quantity_theorical if sale_line else line.quantity_theorical
values['state'] = f"part. fixed {round(pc.fixed_qt / Decimal(base) * 100, 0)}%"
if price != None:
amount = round(price * qty * Decimal(sign), 2)
base_amount = amount
currency = sale_line.sale.currency.id if sale_line else line.purchase.currency.id
rate = Decimal(1)
if line.purchase.company.currency != currency:
with Transaction().set_context(date=Date.today()):
base_amount = Currency.compute(currency,amount, line.purchase.company.currency)
rate = round(amount / (base_amount if base_amount else 1),6)
last_price = pc.get_last_price()
# mtm = round(Decimal(last_price) * qty * Decimal(sign), 2) if last_price else Decimal(0)
values.update({
'quantity': round(qty, 5),
'amount': amount,
'base_amount': base_amount,
'rate': rate,
'mtm_price': None,
'mtm': None, #round(amount - (mtm * pc.ratio / 100), 2),
'unit': sale_line.unit.id if sale_line else line.unit.id,
'currency': currency,
})
return values
@classmethod
def _build_simple_pnl(cls, *, line, lot, sale_line, price, state, sign, pnl_type):
Currency = Pool().get('currency.currency')
Date = Pool().get('ir.date')
values = cls._base_pnl(
line=line,
lot=lot,
sale=sale_line.sale if sale_line else None,
sale_line=sale_line if sale_line else None,
pnl_type=pnl_type
)
qty = lot.get_current_quantity_converted()
amount = round(price * qty * Decimal(sign), 2)
base_amount = amount
currency = sale_line.sale.currency.id if sale_line else line.purchase.currency.id
company_currency = sale_line.sale.company.currency if sale_line else line.purchase.company.currency
rate = Decimal(1)
if line.purchase.company.currency != currency:
with Transaction().set_context(date=Date.today()):
base_amount = Currency.compute(currency,amount, company_currency)
if base_amount and amount:
rate = round(amount / base_amount,6)
values.update({
'price': round(price, 4),
'quantity': round(qty, 5),
'amount': amount,
'base_amount': base_amount,
'rate': rate,
'mtm_price': None,
'mtm': Decimal(0),
'state': state,
'unit': sale_line.unit.id if sale_line else line.unit.id,
'currency': currency,
'counterparty': sale_line.sale.party.id if sale_line else line.purchase.party.id,
'product': sale_line.product.id if sale_line else line.product.id,
'reference': (
('Sale/Physic' if lot.lot_type == 'physic' else 'Sale/Open')
if sale_line else
('Purchase/Physic' if lot.lot_type == 'physic' else 'Purchase/Open')
),
})
return values
@classmethod
def create_pnl_price_from_line(cls, line):
price_lines = []
LotQt = Pool().get('lot.qt')
for lot in line.lots:
if line.price_type == 'basis':
premium_delta = cls._get_basis_premium_delta(line)
summaries = line.price_summary or []
if not summaries:
values = cls._build_simple_pnl(
line=line,
lot=lot,
sale_line=None,
price=Decimal(line.unit_price or 0) + premium_delta,
state='unfixed',
sign=-1,
pnl_type='pur. priced'
)
if values and lot.sale_line:
values['sale'] = lot.sale_line.sale.id
values['sale_line'] = lot.sale_line.id
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'] = strat.get_mtm(line, values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
continue
for pc in summaries:
values = cls._build_basis_pnl(
line=line, lot=lot, sale_line=None, pc=pc, sign=-1,
extra_price=premium_delta)
if values and lot.sale_line:
values['sale'] = lot.sale_line.sale.id
values['sale_line'] = lot.sale_line.id
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'] = strat.get_mtm(line,values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
elif line.price_type in ('priced', 'efp') and lot.lot_price:
values = cls._build_simple_pnl(
line=line,
lot=lot,
sale_line=None,
price=lot.lot_price,
state='fixed' if line.price_type == 'priced' else 'not fixed',
sign=-1,
pnl_type=f'pur. {line.price_type}'
)
if values and lot.sale_line:
values['sale'] = lot.sale_line.sale.id
values['sale_line'] = lot.sale_line.id
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'] = strat.get_mtm(line,values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
sale_lots = [lot] if lot.sale_line else [
lqt.lot_s for lqt in LotQt.search([
('lot_p', '=', lot.id),
('lot_s', '>', 0),
('lot_quantity', '>', 0),
])
]
for sl in sale_lots:
sl_line = sl.sale_line
if not sl_line:
continue
if sl_line.price_type == 'basis':
premium_delta = cls._get_basis_premium_delta(sl_line)
for pc in sl_line.price_summary or []:
values = cls._build_basis_pnl(
line=line, lot=sl, sale_line=sl_line, pc=pc, sign=+1,
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'] = strat.get_mtm(sl_line,values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
elif sl_line.price_type in ('priced', 'efp'):
values = cls._build_simple_pnl(
line=line,
lot=sl,
sale_line=sl_line,
price=sl.lot_price_sale,
state='fixed' if sl_line.price_type == 'priced' else 'not fixed',
sign=+1,
pnl_type=f'sale {sl_line.price_type}'
)
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'] = strat.get_mtm(sl_line,values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
return price_lines
@classmethod
def _build_basis_pnl_from_sale_line(cls, *, sale_line, lot, pc, extra_price=Decimal(0)):
Currency = Pool().get('currency.currency')
Date = Pool().get('ir.date')
values = cls._base_sale_pnl(
sale_line=sale_line,
lot=lot,
pnl_type='sale priced'
)
qty = lot.get_current_quantity_converted()
price = Decimal(pc.price or 0) + Decimal(extra_price or 0)
values.update({
'reference': f"{pc.get_name()} / {pc.ratio}%",
'price': round(price, 4),
'counterparty': sale_line.sale.party.id,
'product': sale_line.product.id,
})
if pc.unfixed_qt == 0:
values['state'] = 'fixed'
elif pc.fixed_qt == 0:
values['state'] = 'unfixed'
else:
base = sale_line.quantity_theorical
values['state'] = f"part. fixed {round(pc.fixed_qt / Decimal(base) * 100, 0)}%"
if price is not None:
amount = round(price * qty, 2)
base_amount = amount
currency = sale_line.sale.currency.id
rate = Decimal(1)
if sale_line.sale.company.currency != currency:
with Transaction().set_context(date=Date.today()):
base_amount = Currency.compute(
currency, amount, sale_line.sale.company.currency)
rate = round(amount / (base_amount if base_amount else 1), 6)
values.update({
'quantity': round(qty, 5),
'amount': amount,
'base_amount': base_amount,
'rate': rate,
'mtm_price': None,
'mtm': None,
'unit': sale_line.unit.id,
'currency': currency,
})
return values
@classmethod
def _build_simple_pnl_from_sale_line(cls, *, sale_line, lot, price, state, pnl_type):
Currency = Pool().get('currency.currency')
Date = Pool().get('ir.date')
values = cls._base_sale_pnl(
sale_line=sale_line,
lot=lot,
pnl_type=pnl_type
)
qty = lot.get_current_quantity_converted()
amount = round(price * qty, 2)
base_amount = amount
currency = sale_line.sale.currency.id
company_currency = sale_line.sale.company.currency
rate = Decimal(1)
if sale_line.sale.company.currency != currency:
with Transaction().set_context(date=Date.today()):
base_amount = Currency.compute(currency, amount, company_currency)
if base_amount and amount:
rate = round(amount / base_amount, 6)
values.update({
'price': round(price, 4),
'quantity': round(qty, 5),
'amount': amount,
'base_amount': base_amount,
'rate': rate,
'mtm_price': None,
'mtm': Decimal(0),
'state': state,
'unit': sale_line.unit.id,
'currency': currency,
'counterparty': sale_line.sale.party.id,
'product': sale_line.product.id,
'reference': 'Sale/Physic' if lot.lot_type == 'physic' else 'Sale/Open',
})
return values
@classmethod
def _get_sale_lot_price(cls, sale_line, lot):
if lot.lot_price_sale is not None:
return lot.lot_price_sale
return sale_line.unit_price
@classmethod
def create_pnl_price_from_sale_line(cls, sale_line):
price_lines = []
for lot in sale_line.lots or []:
if sale_line.price_type == 'basis':
summaries = sale_line.price_summary or []
premium_delta = cls._get_basis_premium_delta(sale_line)
if not summaries:
values = cls._build_simple_pnl_from_sale_line(
sale_line=sale_line,
lot=lot,
price=Decimal(sale_line.unit_price or 0) + premium_delta,
state='unfixed',
pnl_type='sale priced'
)
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'] = strat.get_mtm(sale_line, values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
continue
for pc in summaries:
values = cls._build_basis_pnl_from_sale_line(
sale_line=sale_line, lot=lot, pc=pc,
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'] = strat.get_mtm(sale_line, values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
elif sale_line.price_type in ('priced', 'efp'):
price = cls._get_sale_lot_price(sale_line, lot)
if price is None:
continue
values = cls._build_simple_pnl_from_sale_line(
sale_line=sale_line,
lot=lot,
price=price,
state='fixed' if sale_line.price_type == 'priced' else 'not fixed',
pnl_type=f'sale {sale_line.price_type}'
)
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'] = strat.get_mtm(sale_line, values['quantity'])
values['strategy'] = strat
if values:
price_lines.append(values)
else:
if values:
price_lines.append(values)
return price_lines
@classmethod
def group_fees_by_type_supplier(cls,line,fees):
grouped = defaultdict(list)
# Regrouper par (type, supplier)
for fee in fees:
key = (fee.product, fee.supplier)
grouped[key].append(fee)
result = []
for key, fee_list in grouped.items():
ordered_fees = [f for f in fee_list if f.type == 'ordered']
if ordered_fees:
result.extend(ordered_fees)
else:
budgeted_fees = [f for f in fee_list if f.type == 'budgeted']
result.extend(budgeted_fees)
return result
@classmethod
def create_pnl_fee_from_line(cls, line):
fee_lines = []
Date = Pool().get('ir.date')
Currency = Pool().get('currency.currency')
FeeLots = Pool().get('fee.lots')
#if line is matched with sale_line we should add the open sale side
sale_lines = line.get_matched_lines() or []
sale_open_lots = tuple(s.lot_s for s in sale_lines if s.lot_s)
all_lots = (line.lots or ()) + sale_open_lots
for lot in all_lots:
fl = FeeLots.search([('lot', '=', lot.id)])
if not fl:
continue
fees = [e.fee for e in fl]
for sf in cls.group_fees_by_type_supplier(line, fees):
sign = -1 if sf.p_r == 'pay' else 1
qty = round(lot.get_current_quantity_converted(), 5)
if sf.mode == 'ppack' or sf.mode == 'rate':
price = sf.price
amount = sf.amount * sign
elif sf.mode == 'lumpsum':
price = sf.price
amount = sf.price * sign
qty = 1
else:
price = Decimal(sf.get_price_per_qt())
amount = round(price * lot.get_current_quantity_converted() * sign, 2)
if sf.currency != line.purchase.currency:
with Transaction().set_context(date=Date.today()):
price = Currency.compute(sf.currency, price, line.purchase.currency)
fee_lines.append({
'lot': lot.id,
'sale': lot.sale_line.sale.id if lot.sale_line else None,
'purchase': line.purchase.id,
'line': line.id,
'type': (
'shipment fee' if sf.shipment_in
else 'sale fee' if sf.sale_line
else 'pur. fee'
),
'date': Date.today(),
'price': price,
'counterparty': sf.supplier.id,
'reference': f"{sf.product.name}/{'Physic' if lot.lot_type == 'physic' else 'Open'}",
'product': sf.product.id,
'state': sf.type,
'quantity': qty,
'amount': amount,
'mtm_price': None,
'mtm': None,
'strategy': None,
'unit': sf.unit.id if sf.unit else line.unit.id,
'currency': sf.currency.id,
})
return fee_lines
@classmethod
def create_pnl_fee_from_sale_line(cls, sale_line):
fee_lines = []
Date = Pool().get('ir.date')
Currency = Pool().get('currency.currency')
FeeLots = Pool().get('fee.lots')
for lot in sale_line.lots or ():
fl = FeeLots.search([('lot', '=', lot.id)])
if not fl:
continue
fees = [
e.fee for e in fl
if e.fee and (not e.fee.sale_line or e.fee.sale_line.id == sale_line.id)
]
for sf in cls.group_fees_by_type_supplier(sale_line, fees):
sign = -1 if sf.p_r == 'pay' else 1
qty = round(lot.get_current_quantity_converted(), 5)
if sf.mode == 'ppack' or sf.mode == 'rate':
price = sf.price
amount = sf.amount * sign
elif sf.mode == 'lumpsum':
price = sf.price
amount = sf.price * sign
qty = 1
else:
price = Decimal(sf.get_price_per_qt())
amount = round(price * lot.get_current_quantity_converted() * sign, 2)
if sf.currency != sale_line.sale.currency:
with Transaction().set_context(date=Date.today()):
price = Currency.compute(sf.currency, price, sale_line.sale.currency)
fee_lines.append({
'lot': lot.id,
'sale': sale_line.sale.id,
'sale_line': sale_line.id,
'type': (
'shipment fee' if sf.shipment_in
else 'sale fee'
),
'date': Date.today(),
'price': price,
'counterparty': sf.supplier.id,
'reference': f"{sf.product.name}/{'Physic' if lot.lot_type == 'physic' else 'Open'}",
'product': sf.product.id,
'state': sf.type,
'quantity': qty,
'amount': amount,
'mtm_price': None,
'mtm': None,
'strategy': None,
'unit': sf.unit.id if sf.unit else sale_line.unit.id,
'currency': sf.currency.id,
})
return fee_lines
@classmethod
def create_pnl_der_from_line(cls, line):
Date = Pool().get('ir.date')
der_lines = []
for d in line.derivatives or []:
price = Decimal(d.price_index.get_price_per_qt(
d.price, line.unit, line.purchase.currency
))
mtm_price = Decimal(d.price_index.get_price(
Date.today(), line.unit, line.purchase.currency, True
))
der_lines.append({
'purchase': line.purchase.id,
'line': line.id,
'type': 'derivative',
'date': Date.today(),
'reference': d.price_index.price_index,
'price': round(price, 4),
'counterparty': d.party.id,
'product': d.product.id,
'state': 'fixed',
'quantity': round(d.quantity, 5),
'amount': round(price * d.quantity * Decimal(-1), 2),
'mtm_price': round(mtm_price, 4),
'mtm': round((price * d.quantity * Decimal(-1)) - (mtm_price * d.quantity * Decimal(-1)), 2),
'unit': line.unit.id,
'currency': line.purchase.currency.id,
})
return der_lines
@classmethod
def create_pnl_der_from_sale_line(cls, sale_line):
Date = Pool().get('ir.date')
der_lines = []
for d in sale_line.derivatives or []:
price = Decimal(d.price_index.get_price_per_qt(
d.price, sale_line.unit, sale_line.sale.currency
))
mtm_price = Decimal(d.price_index.get_price(
Date.today(), sale_line.unit, sale_line.sale.currency, True
))
der_lines.append({
'sale': sale_line.sale.id,
'sale_line': sale_line.id,
'type': 'derivative',
'date': Date.today(),
'reference': d.price_index.price_index,
'price': round(price, 4),
'counterparty': d.party.id,
'product': d.product.id,
'state': 'fixed',
'quantity': round(d.quantity, 5),
'amount': round(price * d.quantity * Decimal(-1), 2),
'mtm_price': round(mtm_price, 4),
'mtm': round((price * d.quantity * Decimal(-1)) - (mtm_price * d.quantity * Decimal(-1)), 2),
'unit': sale_line.unit.id,
'currency': sale_line.sale.currency.id,
})
return der_lines
@classmethod
def generate(cls, line, valuation_type='all'):
selected_types = cls._get_generate_types(valuation_type)
cls._delete_existing(line, selected_types=selected_types)
values = []
values.extend(cls.create_pnl_fee_from_line(line))
values.extend(cls.create_pnl_price_from_line(line))
values.extend(cls.create_pnl_der_from_line(line))
values = cls._filter_values_by_types(values, selected_types)
if values:
Valuation = Pool().get('valuation.valuation')
ValuationLine = Pool().get('valuation.valuation.line')
Valuation.create(values)
ValuationLine.create(values)
@classmethod
def generate_from_sale_line(cls, sale_line, valuation_type='all'):
selected_types = cls._get_generate_types(valuation_type)
cls._delete_existing_sale_line(sale_line, selected_types=selected_types)
values = []
values.extend(cls.create_pnl_fee_from_sale_line(sale_line))
values.extend(cls.create_pnl_price_from_sale_line(sale_line))
values.extend(cls.create_pnl_der_from_sale_line(sale_line))
values = cls._filter_values_by_types(values, selected_types)
if values:
Valuation = Pool().get('valuation.valuation')
ValuationLine = Pool().get('valuation.valuation.line')
Valuation.create(values)
ValuationLine.create(values)
class Valuation(ValuationBase, ModelView):
"Valuation"
__name__ = 'valuation.valuation'
@classmethod
def get_totals(cls):
cursor = Transaction().connection.cursor()
table = cls.__table__()
sql = f"""
WITH totals AS (
SELECT
date,
SUM(amount) AS total_amount
FROM {table}
WHERE line IS NOT NULL
OR sale_line IS NOT NULL
GROUP BY date
),
ranked AS (
SELECT
date,
total_amount,
LAG(total_amount) OVER (ORDER BY date) AS previous_total,
ROW_NUMBER() OVER (ORDER BY date DESC) AS rn
FROM totals
)
SELECT
total_amount AS last_total,
total_amount - previous_total AS last_variation
FROM ranked
WHERE rn = 1;
"""
cursor.execute(sql)
row = cursor.fetchone()
if not row:
return Decimal(0), Decimal(0)
last_total, last_variation = row
return last_total or Decimal(0), last_variation or Decimal(0)
class ValuationLine(ValuationBase, ModelView):
"Last Valuation"
__name__ = 'valuation.valuation.line'
class ValuationDyn(ModelSQL,ModelView):
"Valuation"
__name__ = 'valuation.valuation.dyn'
r_purchase = fields.Many2One('purchase.purchase',"Purchase")
r_line = fields.Many2One('purchase.line',"Line")
r_date = fields.Date("Date")
r_type = fields.Selection(VALTYPE, "Type")
r_reference = fields.Char("Reference")
r_counterparty = fields.Many2One('party.party',"Counterparty")
r_product = fields.Many2One('product.product',"Product")
r_state = fields.Char("State")
r_price = fields.Numeric("Price",digits='r_unit')
r_currency = fields.Many2One('currency.currency',"Cur")
r_quantity = fields.Numeric("Quantity",digits='r_unit')
r_unit = fields.Many2One('product.uom',"Unit")
r_amount = fields.Numeric("Amount",digits='r_unit')
r_base_amount = fields.Numeric("Base Amount",digits='r_unit')
r_rate = fields.Numeric("Rate",digits=(16,6))
r_mtm_price = fields.Numeric("Mtm Price",digits='r_unit')
r_mtm = fields.Numeric("Mtm",digits='r_unit')
r_strategy = fields.Many2One('mtm.strategy',"Strategy")
r_lot = fields.Many2One('lot.lot',"Lot")
@classmethod
def table_query(cls):
Valuation = Pool().get('valuation.valuation.line')
val = Valuation.__table__()
context = Transaction().context
group_pnl = context.get('group_pnl')
wh = (val.id > 0)
query = val.select(
Literal(0).as_('create_uid'),
CurrentTimestamp().as_('create_date'),
Literal(None).as_('write_uid'),
Literal(None).as_('write_date'),
Max(val.id).as_('id'),
Max(val.purchase).as_('r_purchase'),
Max(val.line).as_('r_line'),
Max(val.date).as_('r_date'),
val.type.as_('r_type'),
Max(val.reference).as_('r_reference'),
val.counterparty.as_('r_counterparty'),
Max(val.product).as_('r_product'),
val.state.as_('r_state'),
Avg(val.price).as_('r_price'),
Max(val.currency).as_('r_currency'),
Sum(val.quantity).as_('r_quantity'),
Max(val.unit).as_('r_unit'),
Sum(val.amount).as_('r_amount'),
Sum(val.base_amount).as_('r_base_amount'),
Sum(val.rate).as_('r_rate'),
Avg(val.mtm_price).as_('r_mtm_price'),
Sum(val.mtm).as_('r_mtm'),
Max(val.strategy).as_('r_strategy'),
Max(val.lot).as_('r_lot'),
where=wh,
group_by=[val.type,val.counterparty,val.state])
return query
class ValuationReport(ValuationBase, ModelView):
"Valuation Report"
__name__ = 'valuation.report'
@classmethod
def table_query(cls):
Valuation = Pool().get('valuation.valuation')
Date = Pool().get('ir.date')
val = Valuation.__table__()
context = Transaction().context
valuation_date = context.get('valuation_date')
strategy = context.get('strategy')
if not valuation_date:
valuation_date = Date.today()
wh = (val.date == valuation_date)
if strategy:
wh &= (val.strategy == strategy)
query = val.select(
Literal(0).as_('create_uid'),
CurrentTimestamp().as_('create_date'),
Literal(None).as_('write_uid'),
Literal(None).as_('write_date'),
val.id.as_('id'),
val.purchase.as_('purchase'),
val.sale.as_('sale'),
val.sale_line.as_('sale_line'),
val.line.as_('line'),
val.date.as_('date'),
val.type.as_('type'),
val.reference.as_('reference'),
val.counterparty.as_('counterparty'),
val.product.as_('product'),
val.state.as_('state'),
val.price.as_('price'),
val.currency.as_('currency'),
val.quantity.as_('quantity'),
val.unit.as_('unit'),
val.amount.as_('amount'),
val.base_amount.as_('base_amount'),
val.rate.as_('rate'),
val.mtm_price.as_('mtm_price'),
val.mtm.as_('mtm'),
val.strategy.as_('strategy'),
val.lot.as_('lot'),
where=wh)
return query
class ValuationReportContext(ModelView):
"Valuation Report Context"
__name__ = 'valuation.report.context'
valuation_date = fields.Date("Valuation date")
supplier = fields.Many2One('party.party',"Supplier")
client = fields.Many2One('party.party',"Client")
product = fields.Many2One('product.product',"Product")
purchase = fields.Many2One('purchase.purchase', "Purchase")
sale = fields.Many2One('sale.sale',"Sale")
state = fields.Selection([
('all', 'All'),
('open', 'Open'),
('fixed', 'Fixed'),
('hedged', 'Hedged')
], 'State')
strategy = fields.Many2One('mtm.strategy',"Strategy")
@classmethod
def default_valuation_date(cls):
pool = Pool()
Date = pool.get('ir.date')
return Date.today()
@classmethod
def default_state(cls):
return 'all'
class ValuationProcessDimension(ModelView):
"Valuation Process Dimension"
__name__ = 'valuation.process.dimension'
start = fields.Many2One('valuation.process.start', "Start")
dimension = fields.Many2One(
'analytic.dimension',
'Dimension',
required=True
)
value = fields.Many2One(
'analytic.dimension.value',
'Value',
required=True,
domain=[
('dimension', '=', Eval('dimension')),
],
depends=['dimension']
)
class ValuationProcessStart(ModelView):
"Valuation Process Start"
__name__ = 'valuation.process.start'
purchase_from_date = fields.Date("Purchase From Date")
purchase_to_date = fields.Date("Purchase To Date")
sale_from_date = fields.Date("Sale From Date")
sale_to_date = fields.Date("Sale To Date")
purchase_numbers = fields.Char("Purchase Numbers")
sale_numbers = fields.Char("Sale Numbers")
analytic_dimensions = fields.One2Many(
'valuation.process.dimension',
'start',
'Analytic Dimensions'
)
valuation_type = fields.Selection(
VALUATION_TYPE_GROUPS,
"Type",
required=True
)
@classmethod
def default_valuation_type(cls):
return 'all'
class ValuationProcessResult(ModelView):
"Valuation Process Result"
__name__ = 'valuation.process.result'
message = fields.Text("Message", readonly=True)
class ValuationProcess(Wizard):
"Process Valuation"
__name__ = 'valuation.process'
start = StateView(
'valuation.process.start',
'purchase_trade.valuation_process_start_view_form',
[
Button('Cancel', 'end', 'tryton-cancel'),
Button('Process', 'process', 'tryton-ok', default=True),
]
)
process = StateTransition()
result = StateView(
'valuation.process.result',
'purchase_trade.valuation_process_result_view_form',
[
Button('Close', 'end', 'tryton-cancel'),
Button('See Valuation', 'open_report', 'tryton-go-next', default=True),
]
)
open_report = StateAction('purchase_trade.act_valuation_form')
_result_message = None
@staticmethod
def _parse_numbers(text):
if not text:
return []
return [item for item in re.split(r'[\s,;]+', text) if item]
@staticmethod
def _matches_dimensions(record, dimension_filters):
assignments = getattr(record, 'analytic_dimensions', []) or []
assignment_pairs = {
(assignment.dimension.id, assignment.value.id)
for assignment in assignments
if assignment.dimension and assignment.value
}
return all(
(dimension.id, value.id) in assignment_pairs
for dimension, value in dimension_filters
)
@classmethod
def _get_dimension_filters(cls, start):
return [
(line.dimension, line.value)
for line in start.analytic_dimensions or []
if line.dimension and line.value
]
@classmethod
def _search_purchase_ids(cls, start, dimension_filters):
Purchase = Pool().get('purchase.purchase')
domain = []
numbers = cls._parse_numbers(start.purchase_numbers)
if start.purchase_from_date:
domain.append(('purchase_date', '>=', start.purchase_from_date))
if start.purchase_to_date:
domain.append(('purchase_date', '<=', start.purchase_to_date))
if numbers:
domain.append(('number', 'in', numbers))
purchases = Purchase.search(domain)
if dimension_filters:
purchases = [
purchase for purchase in purchases
if cls._matches_dimensions(purchase, dimension_filters)
]
return {purchase.id for purchase in purchases}
@classmethod
def _search_sale_ids(cls, start, dimension_filters):
Sale = Pool().get('sale.sale')
domain = []
numbers = cls._parse_numbers(start.sale_numbers)
if start.sale_from_date:
domain.append(('sale_date', '>=', start.sale_from_date))
if start.sale_to_date:
domain.append(('sale_date', '<=', start.sale_to_date))
if numbers:
domain.append(('number', 'in', numbers))
sales = Sale.search(domain)
if dimension_filters:
sales = [sale for sale in sales if cls._matches_dimensions(sale, dimension_filters)]
return {sale.id for sale in sales}
@classmethod
def _purchase_line_ids_from_purchase_ids(cls, purchase_ids):
if not purchase_ids:
return set()
PurchaseLine = Pool().get('purchase.line')
return {
line.id for line in PurchaseLine.search([('purchase', 'in', list(purchase_ids))])
}
@classmethod
def _purchase_line_ids_from_sale_ids(cls, sale_ids):
if not sale_ids:
return set()
SaleLine = Pool().get('sale.line')
purchase_line_ids = set()
sale_lines = SaleLine.search([('sale', 'in', list(sale_ids))])
for sale_line in sale_lines:
for matched_line in sale_line.get_matched_lines() or []:
if matched_line.lot_p and matched_line.lot_p.line:
purchase_line_ids.add(matched_line.lot_p.line.id)
return purchase_line_ids
@classmethod
def _sale_line_is_unmatched(cls, sale_line):
for matched_line in sale_line.get_matched_lines() or []:
if matched_line.lot_p and matched_line.lot_p.line:
return False
return True
@classmethod
def _sale_line_ids_from_sale_ids(cls, sale_ids, unmatched_only=False):
if not sale_ids:
return set()
SaleLine = Pool().get('sale.line')
sale_lines = SaleLine.search([('sale', 'in', list(sale_ids))])
if unmatched_only:
sale_lines = [
sale_line for sale_line in sale_lines
if cls._sale_line_is_unmatched(sale_line)
]
return {sale_line.id for sale_line in sale_lines}
@classmethod
def _get_target_sale_line_ids(cls, start):
Sale = Pool().get('sale.sale')
dimension_filters = cls._get_dimension_filters(start)
has_purchase_filters = bool(
start.purchase_from_date
or start.purchase_to_date
or cls._parse_numbers(start.purchase_numbers)
)
has_sale_filters = bool(
start.sale_from_date
or start.sale_to_date
or cls._parse_numbers(start.sale_numbers)
)
if has_sale_filters:
sale_ids = cls._search_sale_ids(start, dimension_filters)
return cls._sale_line_ids_from_sale_ids(sale_ids, unmatched_only=True)
if dimension_filters and not has_purchase_filters:
sale_ids = cls._search_sale_ids(start, dimension_filters)
return cls._sale_line_ids_from_sale_ids(sale_ids, unmatched_only=True)
if not has_purchase_filters and not has_sale_filters and not dimension_filters:
sale_ids = {sale.id for sale in Sale.search([])}
return cls._sale_line_ids_from_sale_ids(sale_ids, unmatched_only=True)
return set()
@classmethod
def _get_target_purchase_line_ids(cls, start):
PurchaseLine = Pool().get('purchase.line')
dimension_filters = cls._get_dimension_filters(start)
has_purchase_filters = bool(
start.purchase_from_date
or start.purchase_to_date
or cls._parse_numbers(start.purchase_numbers)
)
has_sale_filters = bool(
start.sale_from_date
or start.sale_to_date
or cls._parse_numbers(start.sale_numbers)
)
purchase_side_ids = cls._purchase_line_ids_from_purchase_ids(
cls._search_purchase_ids(
start,
dimension_filters if (dimension_filters and (has_purchase_filters or not has_sale_filters)) else [],
)
) if (has_purchase_filters or (dimension_filters and not has_sale_filters)) else set()
sale_side_ids = cls._purchase_line_ids_from_sale_ids(
cls._search_sale_ids(
start,
dimension_filters if (dimension_filters and (has_sale_filters or not has_purchase_filters)) else [],
)
) if (has_sale_filters or (dimension_filters and not has_purchase_filters)) else set()
if has_purchase_filters and has_sale_filters:
target_ids = purchase_side_ids & sale_side_ids
elif has_purchase_filters:
target_ids = purchase_side_ids
elif has_sale_filters:
target_ids = sale_side_ids
elif dimension_filters:
target_ids = purchase_side_ids | sale_side_ids
else:
target_ids = {line.id for line in PurchaseLine.search([])}
return target_ids
def transition_process(self):
PurchaseLine = Pool().get('purchase.line')
SaleLine = Pool().get('sale.line')
target_ids = self._get_target_purchase_line_ids(self.start)
target_sale_line_ids = self._get_target_sale_line_ids(self.start)
lines = PurchaseLine.browse(list(target_ids))
sale_lines = SaleLine.browse(list(target_sale_line_ids))
purchase_ids = {line.purchase.id for line in lines if line.purchase}
sale_ids = set()
for line in lines:
for matched_line in line.get_matched_lines() or []:
if matched_line.lot_s and matched_line.lot_s.sale_line:
sale_ids.add(matched_line.lot_s.sale_line.sale.id)
Valuation.generate(line, valuation_type=self.start.valuation_type)
for sale_line in sale_lines:
sale_ids.add(sale_line.sale.id)
Valuation.generate_from_sale_line(
sale_line, valuation_type=self.start.valuation_type)
self._result_message = (
f"Processed {len(lines)} purchase line(s) "
f"and {len(sale_lines)} unmatched sale line(s) "
f"from {len(purchase_ids)} purchase(s) "
f"and {len(sale_ids)} sale(s)."
)
return 'result'
def default_result(self, fields):
return {
'message': self._result_message or 'No valuation was processed.',
}
def do_open_report(self, action):
Date = Pool().get('ir.date')
action['pyson_context'] = PYSONEncoder().encode({
'valuation_date': Date.today(),
})
return action, {}