Source code for kaxanuk.attribution_analysis.entities.market_data_daily_row

import dataclasses
import datetime
import decimal

from kaxanuk.attribution_analysis.exceptions import (
    EntityTypeError,
    EntityValueError
)

from kaxanuk.attribution_analysis.services import entity_helper



@dataclasses.dataclass(frozen=True, slots=True)
class MarketDataDailyRow:
    date: datetime.date
    open: decimal.Decimal
    high: decimal.Decimal
    low: decimal.Decimal
    close: decimal.Decimal
    adjusted_close: decimal.Decimal | None
    volume: int
    vwap: decimal.Decimal | None

    def __post_init__(self):
        field_type_errors = entity_helper.detect_field_type_errors(self)
        if len(field_type_errors):
            msg = " ".join([
                f"Field type errors found in {self.__class__.__name__} for date {self.date!s}:",
                "\n\t".join(field_type_errors)
            ])

            raise EntityTypeError(msg)

        for field_name in (
            'open',
            'high',
            'low',
            'close',
            'adjusted_close',
            'volume',
            'vwap'
        ):
            field_value = getattr(self, field_name)
            if (
                field_value is not None
                and field_value < decimal.Decimal(0)
            ):
                msg = f"Negative MarketDataDailyRow.{field_name} for date {self.date!s}"

                raise EntityValueError(msg)

        if self.low > self.high:
            msg = f"MarketDataDailyRow low > high for date {self.date!s}"

            raise EntityValueError(msg)