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

wbportfolio/models/portfolio_cash_flow.py

@@ -5,6 +5,7 @@ from django.db import models
 from wbcore.contrib.io.mixins import ImportMixin
 from wbcore.contrib.notifications.utils import create_notification_type
 from wbcore.models import WBModel
+
 from wbportfolio.import_export.handlers.portfolio_cash_flow import (
     DailyPortfolioCashFlowImportHandler,
 )

wbportfolio/models/portfolio_relationship.py

@@ -56,7 +56,6 @@ class InstrumentPortfolioThroughModel(models.Model):
     )
 
     class Meta:
-        unique_together = ("instrument", "portfolio")
         constraints = [
             models.UniqueConstraint(fields=["instrument"], name="unique_instrument"),
             models.UniqueConstraint(fields=["instrument", "portfolio"], name="unique_portfolio_relationship"),
@@ -114,7 +113,12 @@ class PortfolioInstrumentPreferredClassificationThroughModel(models.Model):
     class Meta:
         verbose_name = "Portfolio Prefered Classification Per Instrument"
         verbose_name_plural = "Portfolio Prefered Classification Per Instruments"
-        unique_together = ("portfolio", "instrument", "classification_group")
+        constraints = [
+            models.UniqueConstraint(
+                fields=["portfolio", "instrument", "classification_group"],
+                name="unique_prefered_classification_relationship",
+            ),
+        ]
 
 
 @receiver(pre_merge, sender="wbfdm.Instrument")

wbportfolio/models/product_groups.py

@@ -6,12 +6,13 @@ from django.db.models import F, Q, Sum
 from wbcore.models import WBModel
 from wbfdm.models import InstrumentType
 from wbfdm.models.instruments.instrument_prices import InstrumentPrice
+
 from wbportfolio.models.products import FeeProductPercentage, Product
 
-from .mixins.instruments import PMSInstrument
+from .mixins.instruments import PMSInstrumentAbstractModel
 
 
-class ProductGroup(PMSInstrument):
+class ProductGroup(PMSInstrumentAbstractModel):
     class ProductGroupType(models.TextChoices):
         FUND = "Fund"
 

wbportfolio/models/products.py

@@ -6,7 +6,6 @@ from celery import shared_task
 from django.contrib import admin
 from django.contrib.postgres.constraints import ExclusionConstraint
 from django.contrib.postgres.fields import DateRangeField, RangeOperators
-from django.core.validators import MaxValueValidator, MinValueValidator
 from django.db import models
 from django.db.models import (
     BooleanField,
@@ -31,10 +30,11 @@ from wbcore.utils.enum import ChoiceEnum
 from wbcrm.models.accounts import Account
 from wbfdm.models.instruments.instrument_prices import InstrumentPrice
 from wbfdm.models.instruments.instruments import InstrumentManager, InstrumentType
+
 from wbportfolio.models.llm.wbcrm.analyze_relationship import get_holding_prompt
 from wbportfolio.models.portfolio_relationship import InstrumentPortfolioThroughModel
 
-from .mixins.instruments import PMSInstrument
+from .mixins.instruments import PMSInstrument, PMSInstrumentAbstractModel
 
 
 class TypeOfReturn(ChoiceEnum):
@@ -192,16 +192,7 @@ class FeeProductPercentage(models.Model):
         return self.percent + self.vat_deduction
 
 
-class Product(PMSInstrument):
-    price_computation = models.ForeignKey(
-        "wbportfolio.PriceComputation",
-        null=True,
-        blank=True,
-        on_delete=models.SET_NULL,
-        related_name="products",
-        verbose_name="Price Computation Method",
-    )
-
+class Product(PMSInstrumentAbstractModel):
     share_price = models.PositiveIntegerField(
         default=100,
         verbose_name="Share Price",
@@ -285,11 +276,6 @@ class Product(PMSInstrument):
         choices=Liquidy.choices(),
         verbose_name="Liquidity",
     )
-    risk_scale = models.IntegerField(
-        validators=[MinValueValidator(1), MaxValueValidator(7)],
-        default=4,
-        verbose_name="Risk Scale",
-    )
 
     jurisdiction = models.ForeignKey(
         "geography.Geography",

wbportfolio/models/reconciliations/account_reconciliation_lines.py

@@ -8,6 +8,7 @@ from django.utils.translation import gettext_lazy as _
 from wbcore.models import WBModel
 from wbcrm.models import Account
 from wbfdm.models.instruments import InstrumentPrice
+
 from wbportfolio.models.transactions.claim import Claim
 
 if TYPE_CHECKING:

wbportfolio/models/reconciliations/account_reconciliations.py

@@ -9,6 +9,7 @@ from dynamic_preferences.registries import global_preferences_registry
 from wbcore.contrib.authentication.models import User
 from wbcore.contrib.notifications.dispatch import send_notification
 from wbcore.contrib.notifications.utils import create_notification_type
+
 from wbportfolio.models.reconciliations.account_reconciliation_lines import (
     AccountReconciliationLine,
 )

wbportfolio/models/registers.py

@@ -1,6 +1,7 @@
 from django.db import models
 from wbcore.contrib.io.mixins import ImportMixin
 from wbcore.models import WBModel
+
 from wbportfolio.import_export.handlers.register import RegisterImportHandler
 
 

wbportfolio/models/transactions/__init__.py

@@ -3,5 +3,6 @@ from .dividends import DividendTransaction
 from .expiry import Expiry
 from .fees import FeeCalculation, Fees
 from .trade_proposals import TradeProposal
+from .rebalancing import RebalancingModel, Rebalancer
 from .trades import Trade
 from .transactions import Transaction

wbportfolio/models/transactions/claim.py

@@ -1,6 +1,5 @@
-from datetime import date
+from datetime import date, timedelta
 from datetime import date as date_lib
-from datetime import timedelta
 from decimal import Decimal
 
 from django.db import models
@@ -34,6 +33,7 @@ from wbcore.utils.strings import ReferenceIDMixin
 from wbcrm.models import AccountRole
 from wbcrm.models.accounts import Account
 from wbfdm.models.instruments.instrument_prices import InstrumentPrice
+
 from wbportfolio.models.llm.wbcrm.analyze_relationship import get_performances_prompt
 
 from ..custodians import Custodian
@@ -350,13 +350,13 @@ class Claim(ReferenceIDMixin, WBModel):
             and not product.valuations.filter(date=claim_date).exists()
         ):
             if (prices_qs := product.valuations.filter(date__lt=claim_date)).exists():
-                errors[
-                    "date"
-                ] = f"For product {product.name}, the latest valid valuation date before {claim_date:%Y-%m-%d} is {prices_qs.latest('date').date:%Y-%m-%d}: Please select a valid date."
+                errors["date"] = (
+                    f"For product {product.name}, the latest valid valuation date before {claim_date:%Y-%m-%d} is {prices_qs.latest('date').date:%Y-%m-%d}: Please select a valid date."
+                )
             else:
-                errors[
-                    "date"
-                ] = f"There is no valuation before {claim_date:%Y-%m-%d} for product {product.name}: Please select a valid date."
+                errors["date"] = (
+                    f"There is no valuation before {claim_date:%Y-%m-%d} for product {product.name}: Please select a valid date."
+                )
         return errors
 
     @transition(

wbportfolio/models/transactions/dividends.py

@@ -1,4 +1,5 @@
 from django.db import models
+
 from wbportfolio.import_export.handlers.dividend import DividendImportHandler
 
 from .transactions import ShareMixin, Transaction

wbportfolio/models/transactions/fees.py

@@ -6,6 +6,7 @@ from django.db import models
 from django.db.models import Exists, OuterRef, Q, QuerySet
 from django.dispatch import receiver
 from wbfdm.models.instruments.instrument_prices import InstrumentPrice
+
 from wbportfolio.import_export.handlers.fees import FeesImportHandler
 from wbportfolio.models.products import Product
 

wbportfolio/models/transactions/rebalancing.py

@@ -0,0 +1,153 @@
+from datetime import date
+
+from dateutil import rrule
+from django.core.exceptions import ObjectDoesNotExist, ValidationError
+from django.db import models
+from django.db.models.signals import post_migrate
+from django.dispatch import receiver
+from django.utils.functional import cached_property
+from django.utils.module_loading import autodiscover_modules
+from django.utils.translation import gettext_lazy as _
+from wbcore.utils.importlib import import_from_dotted_path
+from wbcore.utils.models import ComplexToStringMixin
+from wbcore.utils.rrules import convert_rrulestr_to_dict, humanize_rrule
+
+from wbportfolio.models.portfolio import Portfolio
+from wbportfolio.models.transactions.trade_proposals import TradeProposal
+from wbportfolio.pms.typing import Portfolio as PortfolioDTO
+from wbportfolio.rebalancing.base import AbstractRebalancingModel
+
+
+class RebalancingModel(models.Model):
+    name = models.CharField(max_length=64, verbose_name="Name")
+    class_path = models.CharField(max_length=512, verbose_name="Class path")
+
+    def __str__(self):
+        return self.name
+
+    class Meta:
+        verbose_name = "Rebalancing Model"
+        verbose_name_plural = "Rebalancing Models"
+
+    @cached_property
+    def model_class(self) -> type[AbstractRebalancingModel]:
+        """
+        Return the imported backend class
+        Returns:
+            The backend class
+        """
+        return import_from_dotted_path(self.class_path)
+
+    def get_target_portfolio(
+        self, portfolio: Portfolio, trade_date: date, last_effective_date: date, **kwargs
+    ) -> PortfolioDTO:
+        model = self.model_class(portfolio, trade_date, last_effective_date)
+        if not model.is_valid():
+            raise ValidationError("Rebalacing cannot applied for these parameters")
+        return model.get_target_portfolio(**kwargs)
+
+    @classmethod
+    def get_representation_endpoint(cls) -> str:
+        return "wbportfolio:rebalancingmodelrepresentation-list"
+
+    @classmethod
+    def get_representation_value_key(cls) -> str:
+        return "id"
+
+    @classmethod
+    def get_representation_label_key(cls) -> str:
+        return "{{name}}"
+
+
+class Rebalancer(ComplexToStringMixin, models.Model):
+    portfolio = models.OneToOneField(
+        "wbportfolio.Portfolio", on_delete=models.CASCADE, related_name="automatic_rebalancer"
+    )
+    rebalancing_model = models.ForeignKey(
+        RebalancingModel, on_delete=models.PROTECT, related_name="rebalancers", verbose_name="Rebalancing Model"
+    )
+    parameters = models.JSONField(default=dict, verbose_name="Parameters", blank=True)
+    approve_trade_proposal_automatically = models.BooleanField(
+        default=False, verbose_name="Apply Trade Proposal Automatically"
+    )
+    activation_date = models.DateField(verbose_name="Activation Date")
+    frequency = models.CharField(
+        default="RRULE:FREQ=MONTHLY;BYDAY=MO,TU,WE,TH,FR;BYSETPOS=1",
+        max_length=56,
+        verbose_name=_("Evaluation Frequency"),
+        help_text=_("The Evaluation Frequency in RRULE format"),
+    )
+
+    def save(self, *args, **kwargs):
+        if not self.activation_date:
+            try:
+                self.activation_date = self.portfolio.assets.earliest("date").date
+            except ObjectDoesNotExist:
+                self.activation_date = date.today()
+        super().save(*args, **kwargs)
+
+    def is_valid(self, trade_date: date) -> bool:
+        valid_dates = [_d.date() for _d in self.get_rrule(trade_date)]
+        return trade_date in valid_dates
+
+    def evaluate_rebalancing(self, trade_date: date):
+        trade_proposal, _ = TradeProposal.objects.get_or_create(
+            trade_date=trade_date,
+            portfolio=self.portfolio,
+            defaults={
+                "comment": "Automatic rebalancing",
+                "rebalancing_model": self.rebalancing_model,
+            },
+        )
+        if trade_proposal.rebalancing_model == self.rebalancing_model:
+            trade_proposal.status = TradeProposal.Status.DRAFT
+            target_portfolio = self.rebalancing_model.get_target_portfolio(
+                self.portfolio, trade_date, trade_proposal.last_effective_date, **self.parameters
+            )
+            try:
+                trade_proposal.reset_trades(target_portfolio)
+                trade_proposal.submit()
+            except ValidationError:
+                pass  # Do something
+
+            if self.approve_trade_proposal_automatically and self.portfolio.can_be_rebalanced:
+                trade_proposal.approve()
+            trade_proposal.save()
+
+        return trade_proposal
+
+    @property
+    def rrule(self):
+        return self.get_rrule()
+
+    @property
+    def frequency_repr(self):
+        return humanize_rrule(self.rrule)
+
+    def get_rrule(self, to_date: date | None = None, count: int | None = None):
+        rrule_dict = convert_rrulestr_to_dict(self.frequency, dtstart=self.activation_date, until=to_date, count=count)
+        return rrule.rrule(**rrule_dict)
+
+    def compute_str(self):
+        return f"{self.frequency_repr} {self.portfolio.name} ({self.rebalancing_model.name})"
+
+    class Meta:
+        verbose_name = "Rebalancer"
+        verbose_name_plural = "Rebalancers"
+
+    @classmethod
+    def get_endpoint_basename(cls) -> str:
+        return "wbportfolio:rebalancer"
+
+    @classmethod
+    def get_representation_endpoint(cls) -> str:
+        return "wbportfolio:rebalancerrepresentation-list"
+
+    @classmethod
+    def get_representation_value_key(cls) -> str:
+        return "id"
+
+
+@receiver(post_migrate, sender=RebalancingModel)
+def post_migrate_rebalancing_model(sender, verbosity, interactive, stdout, using, plan, apps, **kwargs):
+    autodiscover_modules("rebalancing.models")