wbportfolio 1.44.4__py2.py3-none-any.whl → 1.45.0__py2.py3-none-any.whl

wbportfolio/admin/__init__.py

@@ -3,10 +3,10 @@ from .portfolio_relationships import PortfolioInstrumentPreferredClassificationT
 from .asset import AssetPositionModelAdmin
 from .custodians import CustodianModelAdmin
 from .products import ProductAdmin
+from .indexes import IndexAdmin
 from .product_groups import ProductGroupAdmin
 from .portfolio import PortfolioModelAdmin
 from .registers import RegisterModelAdmin
 from .roles import PortfolioRoleAdmin
-from .synchronization import *
 from .transactions import DividendAdmin, FeesAdmin, TradeAdmin, TransactionModelAdmin
 from .reconciliations import AccountReconciliationAdmin

wbportfolio/admin/asset.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models import AssetPosition
 
 
@@ -41,7 +42,7 @@ class AssetPositionModelAdmin(admin.ModelAdmin):
     raw_id_fields = [
         "import_source",
         "applied_adjustment",
-        "underlying_instrument_price",
+        "underlying_quote_price",
         "currency_fx_rate_instrument_to_usd",
         "currency_fx_rate_portfolio_to_usd",
     ]

wbportfolio/admin/custodians.py

@@ -1,5 +1,6 @@
 from django.contrib import admin
 from django_better_admin_arrayfield.admin.mixins import DynamicArrayMixin
+
 from wbportfolio.models import Custodian
 
 

wbportfolio/admin/indexes.py

@@ -0,0 +1,15 @@
+from django.contrib import admin
+from wbfdm.admin import InstrumentModelAdmin
+
+from wbportfolio.models import Index
+
+
+@admin.register(Index)
+class IndexAdmin(InstrumentModelAdmin):
+    fieldsets = (
+        ("Instrument Information", InstrumentModelAdmin.fieldsets[0][1]),
+        (
+            "Index Information",
+            {"fields": (("net_asset_value_computation_method_path",),)},
+        ),
+    )

wbportfolio/admin/portfolio.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models import (
     DailyPortfolioCashFlow,
     InstrumentPortfolioThroughModel,
@@ -52,22 +53,27 @@ class PortfolioModelAdmin(admin.ModelAdmin):
             "Main Information",
             {
                 "fields": (
-                    ("name", "portfolio_synchronization", "last_synchronization"),
+                    ("name", "updated_at"),
                     ("currency", "hedged_currency"),
-                    ("invested_timespan", "is_manageable", "is_active", "is_tracked", "only_weighting"),
+                    (
+                        "invested_timespan",
+                        "is_manageable",
+                        "is_active",
+                    ),
+                    ("is_tracked", "only_weighting", "is_lookthrough"),
                 )
             },
         ),
     )
-    readonly_fields = ["last_synchronization"]
+    readonly_fields = ["updated_at"]
     list_display = (
+        "is_active",
         "name",
         "currency",
         "hedged_currency",
-        "portfolio_synchronization",
         "is_manageable",
-        "is_active",
         "is_tracked",
+        "is_lookthrough",
     )
     inlines = [
         PortfolioBankAccountThroughModelAdmin,
@@ -76,13 +82,12 @@ class PortfolioModelAdmin(admin.ModelAdmin):
         PortfolioPortfolioThroughModelInlineAdmin,
     ]
     raw_id_fields = [
-        "portfolio_synchronization",
         "depends_on",
         "preferred_instrument_classifications",
         "currency",
         "hedged_currency",
     ]
-    autocomplete_fields = ["currency", "hedged_currency", "portfolio_synchronization"]
+    autocomplete_fields = ["currency", "hedged_currency"]
 
     def get_queryset(self, request):
         return Portfolio.all_objects.all()

wbportfolio/admin/portfolio_relationships.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models import InstrumentPortfolioThroughModel
 from wbportfolio.models.portfolio_relationship import (
     PortfolioInstrumentPreferredClassificationThroughModel,

wbportfolio/admin/product_groups.py

@@ -1,5 +1,6 @@
 from django.contrib import admin
 from wbfdm.admin.instruments import InstrumentModelAdmin
+
 from wbportfolio.models import ProductGroup, ProductGroupRepresentant
 
 from .portfolio_relationships import InstrumentPortfolioThroughModelAdmin
@@ -29,6 +30,7 @@ class ProductGroupAdmin(InstrumentModelAdmin):
                     ("type", "category", "umbrella"),
                     ("management_company", "depositary", "transfer_agent", "administrator"),
                     ("investment_manager", "auditor", "paying_agent"),
+                    ("net_asset_value_computation_method_path", "risk_scale"),
                 )
             },
         ),

wbportfolio/admin/products.py

@@ -1,5 +1,6 @@
 from django.contrib import admin
 from wbfdm.admin import InstrumentModelAdmin
+
 from wbportfolio.models import FeeProductPercentage, Product
 
 from .roles import PortfolioRoleInline
@@ -36,7 +37,7 @@ class ProductAdmin(InstrumentModelAdmin):
             {
                 "fields": (
                     ("share_price", "initial_high_water_mark", "bank"),
-                    ("termsheet", "fee_calculation"),
+                    ("termsheet", "fee_calculation", "net_asset_value_computation_method_path"),
                     (
                         "white_label_customers",
                         "default_account",

wbportfolio/admin/reconciliations.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models import AccountReconciliation, AccountReconciliationLine
 
 

wbportfolio/admin/registers.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models import Register
 
 

wbportfolio/admin/roles.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models import PortfolioRole
 
 

wbportfolio/admin/transactions/__init__.py

@@ -3,3 +3,4 @@ from .claim import ClaimModelAdmin
 from .dividends import DividendAdmin
 from .fees import FeesAdmin
 from .trades import TradeAdmin
+from .rebalancing import RebalancingModelAdmin, RebalancerAdmin

wbportfolio/admin/transactions/claim.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models.transactions.claim import Claim
 
 

wbportfolio/admin/transactions/dividends.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.admin.transactions import TransactionModelAdmin
 from wbportfolio.models import DividendTransaction
 

wbportfolio/admin/transactions/fees.py

@@ -1,5 +1,6 @@
 from django.contrib import admin
 from django.db.models import Prefetch
+
 from wbportfolio.admin.transactions import TransactionModelAdmin
 from wbportfolio.models import Fees, Portfolio
 from wbportfolio.models.transactions.fees import FeeCalculation

wbportfolio/admin/transactions/rebalancing.py

@@ -0,0 +1,26 @@
+from django.contrib import admin
+
+from wbportfolio.models import Rebalancer, RebalancingModel
+
+
+@admin.register(RebalancingModel)
+class RebalancingModelAdmin(admin.ModelAdmin):
+    search_fields = ("name",)
+    list_display = (
+        "name",
+        "class_path",
+    )
+
+
+@admin.register(Rebalancer)
+class RebalancerAdmin(admin.ModelAdmin):
+    search_fields = ("rebalancing_model__name",)
+    list_display = (
+        "computed_str",
+        "rebalancing_model",
+        "portfolio",
+        "parameters",
+        "approve_trade_proposal_automatically",
+        "activation_date",
+        "frequency",
+    )

wbportfolio/admin/transactions/trades.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.admin.transactions import TransactionModelAdmin
 from wbportfolio.models import Trade, TradeProposal
 
@@ -43,7 +44,7 @@ class TradeAdmin(TransactionModelAdmin):
 
 @admin.register(TradeProposal)
 class TradeProposalAdmin(admin.ModelAdmin):
-    search_fields = ["portfolio__name", "model_portfolio__name", "comment"]
+    search_fields = ["portfolio__name", "comment"]
 
-    list_display = ("portfolio", "model_portfolio", "trade_date", "status")
-    autocomplete_fields = ["portfolio", "model_portfolio"]
+    list_display = ("portfolio", "rebalancing_model", "trade_date", "status")
+    autocomplete_fields = ["portfolio", "rebalancing_model"]

wbportfolio/admin/transactions/transactions.py

@@ -1,4 +1,5 @@
 from django.contrib import admin
+
 from wbportfolio.models import Transaction
 
 

wbportfolio/analysis/claims.py

@@ -3,7 +3,7 @@ from typing import TYPE_CHECKING
 import numpy as np
 import pandas as pd
 from django.db import connection
-from django.db.models import DecimalField, ExpressionWrapper, F, OuterRef, Subquery, DateField
+from django.db.models import DateField, DecimalField, ExpressionWrapper, F, OuterRef, Subquery
 from django.db.models.functions import Greatest
 from django.template.loader import get_template
 from jinjasql import JinjaSql
@@ -12,6 +12,7 @@ from wbcore.contrib.dataloader.utils import dictfetchall
 from wbcrm.models import Account
 from wbfdm.models import ClassificationGroup
 from wbfdm.models.instruments import Classification, InstrumentPrice
+
 from wbportfolio.models.products import Product
 
 if TYPE_CHECKING:

wbportfolio/contrib/company_portfolio/models.py

@@ -11,11 +11,12 @@ from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.contrib.directory.models import Company, CustomerStatus
 from wbcore.models import WBModel
 from wbcore.utils.importlib import import_from_dotted_path
+
 from wbportfolio.models import Claim, Product
 
 
 def get_total_assets_under_management(val_date: date) -> Decimal:
-    return sum([product.total_value(val_date) for product in Product.active_objects.all()])
+    return sum([product.get_total_aum_usd(val_date) for product in Product.active_objects.all()])
 
 
 def get_lost_client_customer_status():
@@ -136,11 +137,7 @@ class CompanyPortfolioData(models.Model):
             self.company
         ).annotate_asset_under_management_for_date(val_date).aggregate(
             invested_aum_usd=models.Sum("asset_under_management_usd")
-        )[
-            "invested_aum_usd"
-        ] or Decimal(
-            0
-        )
+        )["invested_aum_usd"] or Decimal(0)
 
     def _get_default_potential(self, val_date: date) -> Decimal:
         with suppress(CurrencyFXRates.DoesNotExist):

wbportfolio/contrib/company_portfolio/tests/conftest.py

@@ -63,13 +63,6 @@ from wbportfolio.factories import (
     TradeProposalFactory,
     WhiteLabelProductFactory,
 )
-from wbportfolio.factories.synchronization import (
-    CrontabScheduleFactory,
-    PeriodicTaskFactory,
-    PortfolioSynchronizationFactory,
-    PriceComputationFactory,
-    SynchronizationTaskFactory,
-)
 
 from ..factories import (
     AssetAllocationFactory,
@@ -129,11 +122,6 @@ register(UserFactory)
 register(SuperUserFactory, "superuser")
 register(CustodianFactory)
 
-register(CrontabScheduleFactory)
-register(PeriodicTaskFactory)
-register(SynchronizationTaskFactory)
-register(PortfolioSynchronizationFactory)
-register(PriceComputationFactory)
 register(AdjustmentFactory)
 register(IndexFactory)
 

wbportfolio/contrib/company_portfolio/tests/test_models.py

@@ -8,6 +8,7 @@ from faker import Faker
 from wbcore.contrib.currency.models import Currency
 from wbcore.contrib.directory.factories import CompanyFactory, CustomerStatusFactory
 from wbcore.contrib.directory.models import Company
+
 from wbportfolio.contrib.company_portfolio.models import (
     CompanyPortfolioData,
     get_client_customer_status,

wbportfolio/defaults/fees/default.py

@@ -1,4 +1,5 @@
 from wbfdm.models import Cash, InstrumentPrice
+
 from wbportfolio.models import FeeProductPercentage, Fees, Product
 
 

wbportfolio/factories/__init__.py

@@ -23,13 +23,7 @@ from .product_groups import ProductGroupFactory, ProductGroupRepresentantFactory
 from .products import IndexProductFactory, ProductFactory, WhiteLabelProductFactory
 from .reconciliations import AccountReconciliationFactory, AccountReconciliationLineFactory
 from .roles import ManagerPortfolioRoleFactory, ProductPortfolioRoleFactory
-from .synchronization import (
-    CrontabScheduleFactory,
-    PeriodicTaskFactory,
-    PortfolioSynchronizationFactory,
-    PriceComputationFactory,
-    SynchronizationTaskFactory,
-)
 from .trades import CustomerTradeFactory, TradeFactory, TradeProposalFactory
 from .transactions import TransactionFactory
 from .indexes import IndexFactory
+from .rebalancing import (RebalancingModelFactory, RebalancerFactory)

wbportfolio/factories/adjustments.py

@@ -1,6 +1,7 @@
 import factory
 from faker import Faker
 from pandas.tseries.offsets import BDay
+
 from wbportfolio.models import Adjustment
 
 fake = Faker()

wbportfolio/factories/assets.py

@@ -5,12 +5,14 @@ from decimal import Decimal
 import factory
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbfdm.factories import InstrumentPriceFactory
+
 from wbportfolio.models import AssetPosition
 
 
 def get_weekday(o):
-    if o.underlying_instrument.id and o.underlying_instrument.assets.exists():
-        latest_position = o.underlying_instrument.assets.latest("date").date
+    instrument = o.underlying_quote or o.underlying_instrument
+    if instrument.id and instrument.assets.exists():
+        latest_position = instrument.assets.latest("date").date
     else:
         latest_position = date(2020, 1, 1)
 
@@ -24,28 +26,32 @@ def get_weekday(o):
 class AssetPositionFactory(factory.django.DjangoModelFactory):
     class Meta:
         model = AssetPosition
-        django_get_or_create = ("portfolio", "underlying_instrument", "date", "portfolio_created")
+        django_get_or_create = ("portfolio", "underlying_quote", "date", "portfolio_created")
 
     underlying_instrument = factory.SubFactory("wbfdm.factories.instruments.InstrumentFactory")
+    underlying_quote = factory.LazyAttribute(lambda o: o.underlying_instrument)
 
     date = factory.LazyAttribute(lambda o: get_weekday(o))
     asset_valuation_date = factory.LazyAttribute(lambda o: o.date)
 
     initial_price = factory.Faker("pydecimal", min_value=100, max_value=120, right_digits=4)
-    underlying_instrument_price = factory.LazyAttribute(
+    underlying_quote_price = factory.LazyAttribute(
         lambda o: InstrumentPriceFactory.create(
-            instrument=o.underlying_instrument, calculated=False, date=o.date, net_value=o.initial_price
+            instrument=o.underlying_instrument or o.underlying_quote,
+            calculated=False,
+            date=o.date,
+            net_value=o.initial_price,
         )
     )
 
     initial_shares = factory.LazyAttribute(lambda o: Decimal(random.randint(10, 10000)))
     initial_currency_fx_rate = Decimal(1)
-    weighting = factory.LazyAttribute(lambda o: Decimal(random.random()))
+    weighting = factory.Faker("pydecimal", min_value=0.01, max_value=1.0, right_digits=4)
 
     portfolio = factory.SubFactory("wbportfolio.factories.portfolios.PortfolioFactory")
     portfolio_created = None
 
-    currency = factory.LazyAttribute(lambda o: o.underlying_instrument.currency)
+    currency = factory.LazyAttribute(lambda o: (o.underlying_instrument or o.underlying_quote).currency)
     currency_fx_rate_instrument_to_usd = factory.LazyAttribute(
         lambda o: CurrencyFXRates.objects.get_or_create(
             currency=o.currency, date=o.date, defaults={"value": Decimal(1.0)}

wbportfolio/factories/claim.py

@@ -1,6 +1,7 @@
 import factory
 from pandas.tseries.offsets import BDay
 from wbfdm.factories.instrument_prices import InstrumentPriceFactory
+
 from wbportfolio.models.transactions.claim import Claim
 
 

wbportfolio/factories/custodians.py

@@ -1,4 +1,5 @@
 import factory
+
 from wbportfolio.models import Custodian
 
 

wbportfolio/factories/dividends.py

@@ -1,6 +1,7 @@
 import random
 
 import factory
+
 from wbportfolio.models import DividendTransaction
 
 from .transactions import TransactionFactory

wbportfolio/factories/fees.py

@@ -1,5 +1,6 @@
 import factory
 from faker import Faker
+
 from wbportfolio.models import Fees
 
 from .transactions import TransactionFactory

wbportfolio/factories/indexes.py

@@ -3,6 +3,7 @@ import random
 import factory
 from faker import Faker
 from wbfdm.factories import InstrumentFactory, InstrumentTypeFactory
+
 from wbportfolio.models import Index
 
 fake = Faker()

wbportfolio/factories/portfolio_cash_flow.py

@@ -1,5 +1,6 @@
 import factory
 from faker import Faker
+
 from wbportfolio.factories.portfolios import PortfolioFactory
 from wbportfolio.models import DailyPortfolioCashFlow
 

wbportfolio/factories/portfolio_cash_targets.py

@@ -1,4 +1,5 @@
 import factory
+
 from wbportfolio.factories.portfolios import PortfolioFactory
 from wbportfolio.models import PortfolioCashTarget
 

wbportfolio/factories/portfolio_swing_pricings.py

@@ -1,4 +1,5 @@
 import factory
+
 from wbportfolio.factories.portfolios import PortfolioFactory
 from wbportfolio.models import PortfolioSwingPricing
 

wbportfolio/factories/portfolios.py

@@ -2,6 +2,7 @@ from datetime import date
 
 import factory
 from psycopg.types.range import DateRange
+
 from wbportfolio.models import (
     InstrumentPortfolioThroughModel,
     Portfolio,
@@ -18,6 +19,8 @@ class PortfolioFactory(factory.django.DjangoModelFactory):
     name = factory.Sequence(lambda n: f"Portfolio {n}")
     currency = factory.SubFactory("wbcore.contrib.currency.factories.CurrencyFactory")
     is_manageable = True
+    is_tracked = True
+    is_lookthrough = False
     invested_timespan = DateRange(date.min, date.max)
 
     @factory.post_generation

wbportfolio/factories/product_groups.py

@@ -1,5 +1,6 @@
 import factory
 from wbfdm.factories.instruments import InstrumentFactory
+
 from wbportfolio.models import ProductGroup, ProductGroupRepresentant
 
 

wbportfolio/factories/products.py

@@ -3,6 +3,7 @@ import random
 import factory
 from wbcore.contrib.directory.factories.entries import CompanyFactory
 from wbfdm.factories.instruments import InstrumentFactory, InstrumentTypeFactory
+
 from wbportfolio.models.products import (
     AssetClass,
     InvestmentIndex,

wbportfolio/factories/rebalancing.py

@@ -0,0 +1,23 @@
+import factory
+
+from wbportfolio.models import Rebalancer, RebalancingModel
+
+
+class RebalancingModelFactory(factory.django.DjangoModelFactory):
+    class Meta:
+        model = RebalancingModel
+
+    name = factory.Faker("name")
+    class_path = "wbportfolio.rebalancing.models.equally_weighted.EquallyWeightedRebalancing"
+
+
+class RebalancerFactory(factory.django.DjangoModelFactory):
+    class Meta:
+        model = Rebalancer
+
+    portfolio = factory.SubFactory("wbportfolio.factories.portfolios.PortfolioFactory")
+    rebalancing_model = factory.SubFactory(RebalancingModelFactory)
+    parameters = dict()
+    approve_trade_proposal_automatically = False
+    frequency = "RRULE:FREQ=MONTHLY;"
+    activation_date = None

wbportfolio/factories/reconciliations.py

@@ -1,4 +1,5 @@
 import factory
+
 from wbportfolio.models import AccountReconciliation, AccountReconciliationLine
 
 

wbportfolio/factories/roles.py

@@ -1,4 +1,5 @@
 import factory
+
 from wbportfolio.models import PortfolioRole
 
 

wbportfolio/factories/trades.py

@@ -1,6 +1,7 @@
 import random
 
 import factory
+
 from wbportfolio.models import Trade, TradeProposal
 
 from .transactions import TransactionFactory

wbportfolio/factories/transactions.py

@@ -2,6 +2,7 @@ import random
 from datetime import timedelta
 
 import factory
+
 from wbportfolio.models import Transaction
 
 

wbportfolio/fdm/tasks.py

@@ -1,6 +1,7 @@
 from celery import shared_task
 from tqdm import tqdm
 from wbfdm.models import Controversy, Instrument
+
 from wbportfolio.models import AssetPosition
 
 

wbportfolio/filters/__init__.py

@@ -17,7 +17,7 @@ from .performances import (
     PerformancePandasFilter,
     ProductPerformanceNetNewMoneyFilter,
 )
-from .portfolios import PortfolioFilterSet
+from .portfolios import PortfolioFilterSet, PortfolioTreeGraphChartFilterSet
 from .positions import AggregatedAssetPositionLiquidityFilter, AssetPositionPandasFilter
 from .roles import PortfolioRoleFilterSet
 from .signals import *

wbportfolio/filters/assets.py

@@ -11,6 +11,7 @@ from wbcore.pandas.filterset import PandasFilterSetMixin
 from wbcore.utils.date import current_financial_month
 from wbfdm.models import Classification, ClassificationGroup, Instrument, InstrumentType
 from wbfdm.preferences import get_default_classification_group
+
 from wbportfolio.models import AssetPosition, AssetPositionGroupBy, Portfolio, Product
 
 
@@ -278,9 +279,9 @@ class AssetPositionPortfolioFilter(AssetPositionFilter):
                 "market_share": Max("market_share"),
                 "liquidity": Max("liquidity"),
                 "currency_symbol": Max("currency__symbol"),
-                "underlying_instrument_name": Max("underlying_instrument__name"),
-                "underlying_instrument_ticker": Max("underlying_instrument__ticker"),
-                "underlying_instrument_isin": Max("underlying_instrument__isin"),
+                "underlying_quote_name": Max("underlying_quote__name"),
+                "underlying_quote_ticker": Max("underlying_quote__ticker"),
+                "underlying_quote_isin": Max("underlying_quote__isin"),
                 "portfolio_currency_symbol": Max("portfolio__currency__symbol"),
             }
             for key in self.view._metric_serializer_fields.keys():
@@ -306,9 +307,9 @@ class AssetPositionPortfolioFilter(AssetPositionFilter):
 
 
 class AssetPositionInstrumentFilter(AssetPositionFilter):
-    hide_empty_position = (
-        hide_aggregated_position
-    ) = instrument_type = portfolio_instrument = is_cash = classification = country = None
+    hide_empty_position = hide_aggregated_position = instrument_type = portfolio_instrument = is_cash = (
+        classification
+    ) = country = None
     date = wb_filters.DateFilter(
         label="Date",
         lookup_expr="exact",
@@ -476,9 +477,7 @@ class AssetPositionUnderlyingInstrumentChartFilter(DateFilterMixin, wb_filters.F
 
 
 class CompositionModelPortfolioPandasFilter(PandasFilterSetMixin, wb_filters.FilterSet):
-    date = wb_filters.DateFilter(
-        label="Date", lookup_expr="exact", field_name="date", default=get_latest_asset_position, required=True
-    )
+    date = wb_filters.DateFilter(label="Date", lookup_expr="exact", default=get_latest_asset_position, required=True)
 
     class Meta:
         model = AssetPosition

wbportfolio/filters/assets_and_net_new_money_progression.py

@@ -1,6 +1,7 @@
 from wbcore import filters
 from wbcore.utils.date import financial_year_to_date
 from wbcrm.models.accounts import Account
+
 from wbportfolio.models.products import Product
 from wbportfolio.models.transactions.claim import Claim