wbportfolio 1.43.2__py2.py3-none-any.whl → 1.44.1__py2.py3-none-any.whl

wbportfolio/import_export/handlers/asset_position.py

@@ -4,7 +4,10 @@ from decimal import Decimal
 from itertools import chain
 from typing import Any, Dict, List, Optional
 
+from django.core.exceptions import ObjectDoesNotExist
 from django.db import models
+from contextlib import suppress
+
 from wbcore.contrib.authentication.authentication import User
 from wbcore.contrib.currency.import_export.handlers import CurrencyImportHandler
 from wbcore.contrib.io.exceptions import DeserializationError
@@ -145,23 +148,23 @@ class AssetPositionImportHandler(ImportExportHandler):
             for val_date in sorted(dates):
                 trigger_portfolio_change_as_task.delay(portfolio.id, val_date, recompute_weighting=True)
 
-        portfolios = set([(obj.portfolio, obj.date) for obj in chain(created_objs, modified_objs)])
-
-        for portfolio, val_date in portfolios:
-            custodian = portfolio.dependency_through.filter(type="CUSTODIAN")
-            if custodian.exists():
-                differences = portfolio.check_related_portfolio_at_date(
-                    val_date, custodian.first().dependency_portfolio
-                )
-                if differences.exists():
-                    for user in User.objects.filter(
-                        profile_id__in=PortfolioRole.portfolio_managers().values_list("person", flat=True)
-                    ):
-                        send_notification(
-                            code="wbportfolio.portfolio.check_custodian_portfolio",
-                            title="There is a discrepency between two portfolios",
-                            body=f"There has been a discrepency between two portfolios: {portfolio} and {custodian.first().dependency_portfolio}.",
-                            user=user,
-                            reverse_name="wbportfolio:portfolio-modelcompositionpandas-list",
-                            reverse_args=[portfolio.id],
-                        )
+            # check if portfolio as custodian
+            latest_date = max(dates)
+            with suppress(ObjectDoesNotExist):
+                if (custodian_rel := portfolio.dependency_through.get(type="CUSTODIAN")) and portfolio.assets.latest(
+                    "date"
+                ).date >= latest_date:
+                    custodian_portfolio = custodian_rel.dependency_portfolio
+                    differences = portfolio.check_related_portfolio_at_date(latest_date, custodian_portfolio)
+                    if differences.exists():
+                        for user in User.objects.filter(
+                            profile_id__in=PortfolioRole.portfolio_managers().values_list("person", flat=True)
+                        ):
+                            send_notification(
+                                code="wbportfolio.portfolio.check_custodian_portfolio",
+                                title="There is a discrepency between two portfolios",
+                                body=f"There has been a discrepency between two portfolios: {portfolio} and {custodian_portfolio}.",
+                                user=user,
+                                reverse_name="wbportfolio:portfolio-modelcompositionpandas-list",
+                                reverse_args=[portfolio.id],
+                            )

wbportfolio/risk_management/backends/product_integrity.py

@@ -51,7 +51,7 @@ class RuleBackend(backend.AbstractRuleBackend):
         return RuleBackendSerializer
 
     def _process_dto(self, product: Product, **kwargs) -> Generator[backend.IncidentResult, None, None]:
-        for lag_threshold in self.thresholds:
+        for lag_threshold in reversed(self.thresholds):
             numerical_range = lag_threshold.numerical_range
 
             last_asset_position_date = (
@@ -77,35 +77,33 @@ class RuleBackend(backend.AbstractRuleBackend):
                 )
                 - 1
             )
-
+            breached_data_type = []
             if (
                 self.DataTypeChoices.ASSET_POSITION.value in self.data_type
                 and asset_position_lag >= numerical_range[0]
                 and asset_position_lag < numerical_range[1]
             ):
-                yield backend.IncidentResult(
-                    breached_object=product,
-                    breached_object_repr=str(product),
-                    breached_value=str(asset_position_lag),
-                    report_details={
-                        "Last Datapoint": f"{last_asset_position_date:%d.%m.%Y}",
-                        "Data Type": "Asset Position",
-                    },
-                    severity=lag_threshold.severity,
-                )
+                breached_data_type.append("Asset Position")
             if (
                 self.DataTypeChoices.INSTRUMENT_PRICE.value in self.data_type
                 and instrument_price_lag >= numerical_range[0]
                 and instrument_price_lag < numerical_range[1]
             ):
+                breached_data_type.append("Valuation")
+
+            if len(breached_data_type) > 0:
+                max_lag = max([asset_position_lag, instrument_price_lag])
                 yield backend.IncidentResult(
                     breached_object=product,
                     breached_object_repr=str(product),
-                    breached_value=str(instrument_price_lag),
+                    breached_value=str(max_lag),
                     report_details={
-                        "Lag": instrument_price_lag,
-                        "Last Datapoint": f"{last_instrument_price_date:%d.%m.%Y}",
-                        "Data Type": "Valuation",
+                        "Lag": max_lag,
+                        "Last Valuation Datapoint": f"{last_instrument_price_date:%d.%m.%Y}",
+                        "Last Asset Position Datapoint": f"{last_asset_position_date:%d.%m.%Y}",
+                        "Valuation Lag": instrument_price_lag,
+                        "Asset Position Lag": asset_position_lag,
                     },
                     severity=lag_threshold.severity,
                 )
+                break

wbportfolio/risk_management/tests/test_product_integrity.py

@@ -33,23 +33,16 @@ class TestProductRuleModel:
         asset_position_factory.create(date=weekday - BDay(2), portfolio=product.portfolio, is_estimated=False)
         instrument_price_factory.create(date=weekday - BDay(1), instrument=product, calculated=False)
 
-        res = list(product_backend.check_rule())
-        low_severity = list(filter(lambda x: x.severity.name == "LOW", res))[0]
-        high_severity = list(filter(lambda x: x.severity.name == "HIGH", res))[0]
-
-        assert high_severity.report_details["Data Type"] == "Asset Position"
-        assert low_severity.report_details["Data Type"] == "Valuation"
-        assert high_severity.report_details["Last Datapoint"] == f"{(weekday - BDay(2)).date():%d.%m.%Y}"
-        assert low_severity.report_details["Last Datapoint"] == f"{(weekday - BDay(1)).date():%d.%m.%Y}"
-
-        instrument_price_factory.create(date=weekday, instrument=product, calculated=False)
-        asset_position_factory.create(date=weekday - BDay(1), portfolio=product.portfolio, is_estimated=False)
-
         res = list(product_backend.check_rule())
         assert len(res) == 1
-        assert res[0].report_details["Data Type"] == "Asset Position"
-        assert res[0].report_details["Last Datapoint"] == f"{(weekday - BDay(1)).date():%d.%m.%Y}"
+        incident = res[0]
+        assert incident.severity.name == "HIGH"
+        assert incident.breached_value == str(2)
+        assert incident.report_details["Lag"] == 2
+        assert incident.report_details["Last Asset Position Datapoint"] == f"{(weekday - BDay(2)).date():%d.%m.%Y}"
+        assert incident.report_details["Last Valuation Datapoint"] == f"{(weekday - BDay(1)).date():%d.%m.%Y}"
 
+        instrument_price_factory.create(date=weekday, instrument=product, calculated=False)
         asset_position_factory.create(date=weekday, portfolio=product.portfolio, is_estimated=False)
         res = list(product_backend.check_rule())
         assert len(res) == 0

wbportfolio/viewsets/configs/display/esg.py

@@ -14,12 +14,12 @@ class ESGMetricAggregationPortfolioPandasDisplayConfig(DisplayViewConfig):
                 label="Portfolio Data",
                 children=[
                     dp.Field(
-                        key="underlying_instrument_repr", label="Name", width=Unit.PIXEL(300), lock_position=True
-                    ),
-                    dp.Field(key="weighting", label="Weight", width=Unit.PIXEL(100), lock_position=True),
-                    dp.Field(
-                        key="total_value_fx_usd", label="Total Asset (USD)", width=Unit.PIXEL(150), lock_position=True
+                        key="underlying_instrument_repr",
+                        label="Name",
+                        width=Unit.PIXEL(300),
                     ),
+                    dp.Field(key="weighting", label="Weight", width=Unit.PIXEL(100)),
+                    dp.Field(key="total_value_fx_usd", label="Total Asset (USD)", width=Unit.PIXEL(150)),
                 ],
             )
         ]
@@ -28,15 +28,12 @@ class ESGMetricAggregationPortfolioPandasDisplayConfig(DisplayViewConfig):
                 key="esg_data",
                 label=self.view.esg_aggregation.get_esg_code().name,
                 width=Unit.PIXEL(150),
-                lock_position=True,
             )
         ]
         for extra in self.view.dataloader.extra_esg_data_logs:
-            esg_data_fields.append(
-                dp.Field(key=extra.series.name, label=extra.label, width=Unit.PIXEL(150), lock_position=True)
-            )
+            esg_data_fields.append(dp.Field(key=extra.series.name, label=extra.label, width=Unit.PIXEL(150)))
         fields.append(
-            dp.Field(key=None, label="ESG Data", children=esg_data_fields, lock_position=True),
+            dp.Field(key=None, label="ESG Data", children=esg_data_fields),
         )
         if self.view.dataloader.intermediary_logs:
             intermediary_fields = []
@@ -47,7 +44,6 @@ class ESGMetricAggregationPortfolioPandasDisplayConfig(DisplayViewConfig):
                     key=intermediary.series.name,
                     label=intermediary.label,
                     width=Unit.PIXEL(100),
-                    lock_position=True,
                 )
                 if intermediary.group:
                     intermediary_groups[intermediary.group].append(field)
@@ -58,29 +54,23 @@ class ESGMetricAggregationPortfolioPandasDisplayConfig(DisplayViewConfig):
                             key=intermediary.series.name,
                             label=intermediary.label,
                             width=Unit.PIXEL(150),
-                            lock_position=True,
                         )
                     )
             for group_name, intermediary_groups_fields in intermediary_groups.items():
-                intermediary_fields.append(
-                    dp.Field(key=None, label=group_name, children=intermediary_groups_fields, lock_position=True)
-                )
+                intermediary_fields.append(dp.Field(key=None, label=group_name, children=intermediary_groups_fields))
             fields.append(
-                dp.Field(key=None, label="Intermediary", children=intermediary_fields, lock_position=True),
+                dp.Field(key=None, label="Intermediary", children=intermediary_fields),
             )
         fields.append(
             dp.Field(
                 key=None,
                 label="Metric",
                 children=[
-                    dp.Field(
-                        key="metric", label=self.view.esg_aggregation.value, width=Unit.PIXEL(150), lock_position=True
-                    ),
+                    dp.Field(key="metric", label=self.view.esg_aggregation.value, width=Unit.PIXEL(150)),
                     dp.Field(
                         key="weights_in_coverage",
                         label="Weight in Coverage",
                         width=Unit.PIXEL(100),
-                        lock_position=True,
                     ),
                 ],
             )

{wbportfolio-1.43.2.dist-info → wbportfolio-1.44.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.43.2
+Version: 1.44.1
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.43.2.dist-info → wbportfolio-1.44.1.dist-info}/RECORD

@@ -114,7 +114,7 @@ wbportfolio/import_export/backends/wbfdm/dividend.py,sha256=iAQXnYPXmtG_Jrc8THAJ
 wbportfolio/import_export/backends/wbfdm/mixin.py,sha256=JNtjgqGLson1nu_Chqb8MWyuiF3Ws8ox2vapxIRBYKE,400
 wbportfolio/import_export/handlers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/handlers/adjustment.py,sha256=6bdTIYFmc8_HFxcdwtnYwglMyCfAD8XrTIrEb2zWY0g,1757
-wbportfolio/import_export/handlers/asset_position.py,sha256=wqSuRb4uiTIrZh1v23JLNdn_Ixo0biZAgFhaJU_orC8,8496
+wbportfolio/import_export/handlers/asset_position.py,sha256=fj9ywxvfQfyQi7RZC5NmeKb4hb18atx0P8QHmnrc0Ks,8692
 wbportfolio/import_export/handlers/dividend.py,sha256=tftdVdAzNpKSSvouOtvJfzWL362HUPIC94F6Noha8CE,3998
 wbportfolio/import_export/handlers/fees.py,sha256=lZvxPBDHa3cmmQ4KJwBSPWfUXKdj1X8CDfNTpGQwJcI,2823
 wbportfolio/import_export/handlers/portfolio_cash_flow.py,sha256=WsDAJoBvZ_Lw4X88jYA7JbM3h7nxP-K1qT6z0AIEyy4,2732
@@ -292,7 +292,7 @@ wbportfolio/risk_management/backends/instrument_list_portfolio.py,sha256=TD8xt9H
 wbportfolio/risk_management/backends/liquidity_risk.py,sha256=KNumGhZVP82tjO_IyqTVZTLGkJFtEOQUEQsVj7ZNK0o,3687
 wbportfolio/risk_management/backends/liquidity_stress_instrument.py,sha256=PusnD3Xkmsm2E75LDWB2E9JMJikD1bX86XlgWCnr3d4,3611
 wbportfolio/risk_management/backends/mixins.py,sha256=79azRuBxCSDmLOOwOwRiAvHzsGe79K0lJW9yX6ze8sQ,9452
-wbportfolio/risk_management/backends/product_integrity.py,sha256=M6YHCXIeLcovNvcH46s5QCTMWoqaTHZpkaq3LaFVga0,4379
+wbportfolio/risk_management/backends/product_integrity.py,sha256=4U_dodoZfRtuC9WaIsHc1u_9pvixV3ReRpbK4-72HB8,4366
 wbportfolio/risk_management/backends/stop_loss_instrument.py,sha256=-RhvKJzzy1_Wd5X97ZTN-Ou8nOSc0dfp9mWAmgNS5tE,1127
 wbportfolio/risk_management/backends/stop_loss_portfolio.py,sha256=nEx5U6ao-qptuPMb75MjwFSxY9d1oLBa8LAaGOIN6jY,1673
 wbportfolio/risk_management/backends/ucits_portfolio.py,sha256=lnQNIngc9Tsni6irYIqTP_IERS1ErLlA5Te1MYsDeRw,3365
@@ -303,7 +303,7 @@ wbportfolio/risk_management/tests/test_controversy_portfolio.py,sha256=EMOn5VLNP
 wbportfolio/risk_management/tests/test_exposure_portfolio.py,sha256=PUt7ZkHKSXQ79utA-wmBjP4Onp0r8Aggosk2tgvYgVk,3511
 wbportfolio/risk_management/tests/test_instrument_list_portfolio.py,sha256=b5xiFc3O5pZ2Rsnrr6qtWPxGOpwPU7g-WiAIOUq2B3o,2762
 wbportfolio/risk_management/tests/test_liquidity_risk.py,sha256=cPBk0trd-Eo6bypPDNNERVM7dQGstcci2kmn_hd6_ss,1712
-wbportfolio/risk_management/tests/test_product_integrity.py,sha256=bww5UA6IPDwHaRNxqhuavUoMDDwZfq9E5Qj4RhpWl-U,2410
+wbportfolio/risk_management/tests/test_product_integrity.py,sha256=5xxXVvrGxdkrA7Tio7lojzva-FKe4zIe5GwqSjKqJsE,1958
 wbportfolio/risk_management/tests/test_stop_loss_instrument.py,sha256=Crt8dQjPKvmvgdd7_OMGchTHwcV8zP5-wun5P0W_-aw,4196
 wbportfolio/risk_management/tests/test_stop_loss_portfolio.py,sha256=VCsawHAVfSHvG13bFANZzJRuKfcrxVZUKsbbXEweSpY,4594
 wbportfolio/risk_management/tests/test_ucits_portfolio.py,sha256=zZLBILyWGyiYs7gsVanXWCd1i699-PujDiunj_vfkHo,1806
@@ -422,7 +422,7 @@ wbportfolio/viewsets/configs/display/adjustments.py,sha256=L91jfYhGT7g1QyK3M1f4F
 wbportfolio/viewsets/configs/display/assets.py,sha256=3rZJgLZ26fusN2Ik3O4TnXhpoGl8vSQ3BCCp6Xyyok8,10932
 wbportfolio/viewsets/configs/display/claim.py,sha256=w3CXiU2qEgyVY7NSjfsM6rF9tTm1rEmJXFWAVwTkRCw,12040
 wbportfolio/viewsets/configs/display/custodians.py,sha256=R-tnktfY48K-8Zz-Fg_M6IXKHv42J1ZeSpom7lvYVS8,801
-wbportfolio/viewsets/configs/display/esg.py,sha256=mdjTjYn_ujpPdxON3Q5CserCgrZ1d9liSt_9Ll0fNJQ,3550
+wbportfolio/viewsets/configs/display/esg.py,sha256=W8uetCPN2TjHtU2kvQjKOmkq7uoaYvzX2iLN6Nz78Pk,3111
 wbportfolio/viewsets/configs/display/fees.py,sha256=_8HDJADh5bA5VMVPkhKObPmNNdPHWR8Oz23PEgd04F0,5834
 wbportfolio/viewsets/configs/display/portfolio_cash_flow.py,sha256=CS_UGhKZSXnX-0SZ0RXzbG1WMJm6NX3GUljwIa4RWBk,5025
 wbportfolio/viewsets/configs/display/portfolio_relationship.py,sha256=8DvsYWFCX29qj5wUf1wCtjlPwzKRd_E7JDuo_CopaJ0,1294
@@ -500,7 +500,7 @@ wbportfolio/viewsets/transactions/mixins.py,sha256=i9ICaUXZfryIrbgS-bdCcoBJO-pTn
 wbportfolio/viewsets/transactions/trade_proposals.py,sha256=5mgAk60cINZHd2HfTu7StFOc882FGakNcIVZpNSwBCs,3528
 wbportfolio/viewsets/transactions/trades.py,sha256=_rZuPRDjf3MbwZ5xvdCgczCxcIbvI-RvyAf-50Y_Ga4,14744
 wbportfolio/viewsets/transactions/transactions.py,sha256=VgSBUs1g5etsXjt7zi4wQi82XwOGuHsd_zppnsbMZMs,4517
-wbportfolio-1.43.2.dist-info/METADATA,sha256=0-P8ZfUk518ciioDACBj8ooCJD2jK6xOML07WDCCVDg,645
-wbportfolio-1.43.2.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.43.2.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.43.2.dist-info/RECORD,,
+wbportfolio-1.44.1.dist-info/METADATA,sha256=C8XJhmd9qFLEqDHA1Gjxx9smfA8wIKu9PXyCSyr6xDg,645
+wbportfolio-1.44.1.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.44.1.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.44.1.dist-info/RECORD,,