wbportfolio 1.43.1__py2.py3-none-any.whl

wbportfolio/kpi_handlers/nnm.py

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+from decimal import Decimal
+from typing import Type
+
+from django.db.models import Exists, OuterRef, Sum
+from django.db.models.expressions import F
+from django.db.models.functions import Coalesce
+from django.db.models.query import QuerySet
+from wbcore import serializers
+from wbcore.contrib.currency.models import CurrencyFXRates
+from wbcore.serializers.serializers import Serializer
+from wbcrm.models import Account
+from wbhuman_resources.models.kpi import KPI, KPIHandler
+from wbhuman_resources.serializers import KPIModelSerializer
+from wbportfolio.models.transactions.claim import Claim
+
+
+class NetNewMoneyKPISerializer(KPIModelSerializer):
+    transaction_subtype = serializers.ChoiceField(
+        default="all",
+        choices=[("SUBSCRIPTION", "Only Subscriptions"), ("REDEMPTION", "Only Redemptions"), ("all", "All")],
+    )
+    nnm_from = serializers.ChoiceField(
+        default="all",
+        label="NNM from",
+        choices=[("new_clients", "New clients"), ("existing_clients", "Existing clients"), ("all", "All")],
+    )
+    only_approved = serializers.BooleanField(
+        default=False, label="Only Approved claims", help_text="Filter only approve claims"
+    )
+
+    creator = serializers.BooleanField(
+        default=True, label="Creator of claim", help_text="NNM considered are related to the creator of claim"
+    )
+    claimant = serializers.BooleanField(
+        default=True, label="Claimant of claim", help_text="NNM considered are related to the claimant"
+    )
+    in_charge_of_customer = serializers.BooleanField(
+        default=True,
+        label="In charge of customer",
+        help_text="NNM considered are related to the persons in charge of customer",
+    )
+
+    def update(self, instance, validated_data):
+        transaction_subtype = validated_data.get(
+            "transaction_subtype",
+            instance.additional_data["serializer_data"].get("transaction_subtype", "all"),
+        )
+        only_approved = validated_data.get(
+            "only_approved",
+            instance.additional_data["serializer_data"].get("only_approved", False),
+        )
+        nnm_from = validated_data.get(
+            "nnm_from",
+            instance.additional_data["serializer_data"].get("nnm_from", "all"),
+        )
+
+        creator = validated_data.get(
+            "creator",
+            instance.additional_data["serializer_data"].get("creator", True),
+        )
+        claimant = validated_data.get(
+            "claimant",
+            instance.additional_data["serializer_data"].get("claimant", True),
+        )
+        in_charge_of_customer = validated_data.get(
+            "in_charge_of_customer",
+            instance.additional_data["serializer_data"].get("in_charge_of_customer", True),
+        )
+
+        additional_data = instance.additional_data
+        additional_data["serializer_data"]["only_approved"] = only_approved
+        additional_data["serializer_data"]["transaction_subtype"] = transaction_subtype
+        additional_data["serializer_data"]["nnm_from"] = nnm_from
+        additional_data["serializer_data"]["creator"] = creator
+        additional_data["serializer_data"]["claimant"] = claimant
+        additional_data["serializer_data"]["in_charge_of_customer"] = in_charge_of_customer
+
+        additional_data["list_data"] = instance.get_handler().get_list_data(additional_data["serializer_data"])
+        validated_data["additional_data"] = additional_data
+
+        return super().update(instance, validated_data)
+
+    class Meta(KPIModelSerializer.Meta):
+        fields = (
+            *KPIModelSerializer.Meta.fields,
+            "transaction_subtype",
+            "nnm_from",
+            "creator",
+            "claimant",
+            "in_charge_of_customer",
+            "only_approved",
+        )
+
+
+class NetNewMoneyKPI(KPIHandler):
+    def get_name(self) -> str:
+        return "Net New Money"
+
+    def get_serializer(self) -> Type[Serializer]:
+        return NetNewMoneyKPISerializer
+
+    def annotate_parameters(self, queryset: QuerySet[KPI]) -> QuerySet[KPI]:
+        return queryset.annotate(
+            transaction_subtype=F("additional_data__serializer_data__transaction_subtype"),
+            nnm_from=F("additional_data__serializer_data__nnm_from"),
+            creator=F("additional_data__serializer_data__creator"),
+            claimant=F("additional_data__serializer_data__claimant"),
+            in_charge_of_customer=F("additional_data__serializer_data__in_charge_of_customer"),
+            only_approved=F("additional_data__serializer_data__only_approved"),
+        )
+
+    def get_list_data(self, serializer_data: dict) -> list[str]:
+        return [
+            f"Claim Area: {serializer_data['transaction_subtype']}",
+            f"NNM from: {serializer_data['nnm_from']}",
+            f"Creator: {serializer_data['creator']}",
+            f"Claimant: {serializer_data['claimant']}",
+            f"In charge of customer: {serializer_data['in_charge_of_customer']}",
+            f"Only Approved: {serializer_data['only_approved']}",
+        ]
+
+    def get_display_grid(self) -> list[list[str]]:
+        return [
+            ["nnm_from"] * 3,
+            ["only_approved"] * 3,
+            ["transaction_subtype"] * 3,
+            ["creator", "claimant", "in_charge_of_customer"],
+        ]
+
+    def evaluate(self, kpi: "KPI", evaluated_person, evaluation_date=None) -> int:
+        serializer_data = kpi.additional_data.get("serializer_data")
+        to_date = evaluation_date if evaluation_date else kpi.period.upper
+        claims = (
+            Claim.objects.exclude(status=Claim.Status.WITHDRAWN)
+            .filter(date__gte=kpi.period.lower, date__lte=to_date, account__isnull=False)
+            .annotate(
+                existing_client=Exists(Claim.objects.filter(date__lte=kpi.period.lower, account=OuterRef("account")))
+            )
+        )
+
+        if serializer_data.get("only_approved") is True:
+            claims = claims.filter(status=Claim.Status.APPROVED)
+
+        if (nnm_from := serializer_data.get("nnm_from")) and (nnm_from != "all"):
+            if nnm_from == "new_clients":
+                claims = claims.filter(existing_client=False)
+            elif nnm_from == "existing_clients":
+                claims = claims.filter(existing_client=True)
+
+        # TODO This introduced duplicates and can't be removed easily with distinct("id") because of the aggregation
+        accounts_ids = list(
+            Account.get_managed_accounts_for_entry(evaluated_person.entry_ptr).values_list("id", flat=True)
+        )
+        for employer in evaluated_person.employers.all():
+            accounts_ids.extend(list(Account.get_managed_accounts_for_entry(employer).values_list("id", flat=True)))
+        accounts = Account.objects.filter(id__in=accounts_ids)
+        claims = claims.filter(account__in=accounts)
+
+        return claims.annotate(
+            net_new_money=F("trade__price") * F("shares"),
+            fx_rate=CurrencyFXRates.get_fx_rates_subquery("date", currency="product__currency", lookup_expr="exact"),
+            net_new_money_usd=Coalesce(F("net_new_money") * F("fx_rate"), Decimal(0)),
+        ).aggregate(s=Sum("net_new_money"))["s"] or Decimal(0)

wbportfolio/metric/backends/__init__.py

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+from .portfolio_base import PortfolioBaseMetricBackend
+from .portfolio_esg import PortfolioESGMetricBackend

wbportfolio/metric/backends/base.py

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+from datetime import date
+
+import numpy as np
+import pandas as pd
+from django.db.models import Exists, OuterRef, QuerySet
+from wbfdm.contrib.metric.backends.base import AbstractBackend, Metric
+from wbfdm.contrib.metric.exceptions import MetricInvalidParameterException
+from wbfdm.models import InstrumentType
+from wbportfolio.models import AssetPosition, InstrumentPortfolioThroughModel, Portfolio
+
+
+class PortfolioMetricBaseBackend(AbstractBackend[Portfolio]):
+    BASKET_MODEL_CLASS = Portfolio
+
+    def convert_df_into_metrics(
+        self,
+        df: pd.DataFrame | pd.Series,
+        key: str,
+        portfolio_id: int,
+        metric_date: date,
+        columns_map: dict[int | str, str] | None = None,
+        dependency_metrics: list["Metric"] | None = None,
+    ) -> list[Metric]:
+        if not dependency_metrics:
+            dependency_metrics = []
+        metrics = []
+        df = df.replace([np.inf, -np.inf, np.nan], None)
+        if isinstance(df, pd.DataFrame):
+            if columns_map:
+                df = df.rename(columns=columns_map)
+            for instrument_id, metric in df.to_dict("index").items():
+                metrics.append(
+                    Metric(
+                        basket_id=portfolio_id,
+                        basket_content_type_id=self.content_type.id,
+                        key=key,
+                        metrics=metric,
+                        date=metric_date,
+                        instrument_id=instrument_id,
+                        dependency_metrics=dependency_metrics,
+                    )
+                )
+        else:
+            if columns_map:
+                df = df.rename(index=columns_map)
+            metrics.append(
+                Metric(
+                    basket_id=portfolio_id,
+                    basket_content_type_id=self.content_type.id,
+                    key=key,
+                    metrics=df.to_dict(),
+                    date=metric_date,
+                    dependency_metrics=dependency_metrics,
+                )
+            )
+        return metrics
+
+    def _get_valid_date(self, portfolio):
+        qs = portfolio.assets.filter(is_estimated=False)
+        if self.val_date is not None:
+            qs = qs.filter(date__lte=self.val_date)
+        try:
+            return qs.latest("date").date
+        except AssetPosition.DoesNotExist:
+            raise MetricInvalidParameterException()
+
+    def get_queryset(self) -> QuerySet[Portfolio]:
+        product_portfolios = (
+            super()
+            .get_queryset()
+            .annotate(
+                has_product=Exists(
+                    InstrumentPortfolioThroughModel.objects.filter(
+                        instrument__instrument_type=InstrumentType.PRODUCT, portfolio=OuterRef("pk")
+                    )
+                )
+            )
+            .filter(has_product=True, is_active=True)
+        )
+        try:
+            last_position_date = (
+                AssetPosition.objects.filter(portfolio__in=product_portfolios, is_estimated=False).latest("date").date
+            )
+        except AssetPosition.DoesNotExist:
+            last_position_date = date.today()
+        return product_portfolios.filter_invested_at_date(last_position_date)

wbportfolio/metric/backends/constants.py

@@ -0,0 +1,222 @@
+from wbfdm.contrib.metric.dto import MetricField, MetricKey
+
+PORTFOLIO_EBIT = MetricKey(
+    key="portfolio_ebit",
+    label="EBIT",
+    subfields=[
+        MetricField(
+            key="fy_3",
+            label="FY-3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_2",
+            label="FY-2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_1",
+            label="FY-1",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy0",
+            label="FY0",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(key="fy1", label="FY1", decorators=[{"position": "left", "value": "$"}]),
+        MetricField(
+            key="fy2",
+            label="FY2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy3",
+            label="FY3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy4",
+            label="FY4",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+    ],
+)
+
+PORTFOLIO_TOTAL_ASSETS = MetricKey(
+    key="portfolio_total_assets",
+    label="Total Assets",
+    subfields=[
+        MetricField(
+            key="fy_3",
+            label="FY-3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_2",
+            label="FY-2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_1",
+            label="FY-1",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy0",
+            label="FY0",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(key="fy1", label="FY1", decorators=[{"position": "left", "value": "$"}]),
+        MetricField(
+            key="fy2",
+            label="FY2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy3",
+            label="FY3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy4",
+            label="FY4",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+    ],
+)
+
+PORTFOLIO_LIABILITIES = MetricKey(
+    key="portfolio_liabilities",
+    label="Liabilities",
+    subfields=[
+        MetricField(
+            key="fy_3",
+            label="FY-3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_2",
+            label="FY-2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_1",
+            label="FY-1",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy0",
+            label="FY0",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(key="fy1", label="FY1", decorators=[{"position": "left", "value": "$"}]),
+        MetricField(
+            key="fy2",
+            label="FY2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy3",
+            label="FY3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy4",
+            label="FY4",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+    ],
+)
+
+PORTFOLIO_CAPITAL_EMPLOYED = MetricKey(
+    key="portfolio_capital_employed",
+    label="Capital Employed",
+    subfields=[
+        MetricField(
+            key="fy_3",
+            label="FY-3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_2",
+            label="FY-2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy_1",
+            label="FY-1",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy0",
+            label="FY0",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(key="fy1", label="FY1", decorators=[{"position": "left", "value": "$"}]),
+        MetricField(
+            key="fy2",
+            label="FY2",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy3",
+            label="FY3",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+        MetricField(
+            key="fy4",
+            label="FY4",
+            list_display_kwargs={"show": "open"},
+            decorators=[{"position": "left", "value": "$"}],
+        ),
+    ],
+)
+
+PORTFOLIO_ROCE = MetricKey(
+    key="portfolio_roce",
+    label="ROCE",
+    subfields=[
+        MetricField(
+            key="fy_3", label="FY-3", list_display_kwargs={"show": "open"}, serializer_kwargs={"percent": True}
+        ),
+        MetricField(
+            key="fy_2", label="FY-2", list_display_kwargs={"show": "open"}, serializer_kwargs={"percent": True}
+        ),
+        MetricField(
+            key="fy_1", label="FY-1", list_display_kwargs={"show": "open"}, serializer_kwargs={"percent": True}
+        ),
+        MetricField(key="fy0", label="FY0", list_display_kwargs={"show": "open"}, serializer_kwargs={"percent": True}),
+        MetricField(key="fy1", label="FY1", serializer_kwargs={"percent": True}),
+        MetricField(key="fy2", label="FY2", list_display_kwargs={"show": "open"}, serializer_kwargs={"percent": True}),
+        MetricField(key="fy3", label="FY3", list_display_kwargs={"show": "open"}, serializer_kwargs={"percent": True}),
+        MetricField(key="fy4", label="FY4", list_display_kwargs={"show": "open"}, serializer_kwargs={"percent": True}),
+    ],
+)