wbportfolio 1.44.5__py2.py3-none-any.whl → 1.45.0__py2.py3-none-any.whl

wbportfolio/serializers/reconciliations.py

@@ -2,14 +2,15 @@ from typing import TYPE_CHECKING, Any
 
 from rest_framework.reverse import reverse
 from wbcore import serializers
+from wbcore.contrib.authentication.models import User
 from wbcore.contrib.authentication.serializers import UserRepresentationSerializer
 from wbcore.utils.urls import new_mode
 from wbcrm.models import Account
 from wbcrm.serializers.accounts import AccountRepresentationSerializer
+
 from wbportfolio.models import AccountReconciliation
 from wbportfolio.models.reconciliations import AccountReconciliationLine
 from wbportfolio.serializers.products import ProductRepresentationSerializer
-from wbcore.contrib.authentication.models import User
 
 if TYPE_CHECKING:
     from rest_framework.request import Request

wbportfolio/serializers/registers.py

@@ -1,6 +1,7 @@
 from rest_framework.reverse import reverse
 from wbcore import serializers
 from wbcore.contrib.geography.serializers import GeographyRepresentationSerializer
+
 from wbportfolio.models import Register
 
 

wbportfolio/serializers/roles.py

@@ -2,6 +2,7 @@ from rest_framework import serializers
 from wbcore import serializers as wb_serializers
 from wbcore.contrib.directory.serializers import PersonRepresentationSerializer
 from wbfdm.serializers import InvestableInstrumentRepresentationSerializer
+
 from wbportfolio.models import PortfolioRole
 
 

wbportfolio/serializers/signals.py

@@ -11,6 +11,7 @@ from wbcore.filters.defaults import current_quarter_date_start
 from wbcore.signals import add_instance_additional_resource
 from wbcrm.serializers.accounts import AccountModelSerializer
 from wbfdm.serializers import InstrumentModelSerializer
+
 from wbportfolio.models import PortfolioRole, Trade
 from wbportfolio.serializers.products import ProductModelSerializer
 
@@ -47,9 +48,9 @@ def add_instrument_serializer_resources(sender, serializer, instance, request, u
             .exclude(transaction_subtype__in=[Trade.Type.REDEMPTION, Trade.Type.SUBSCRIPTION])
             .exists()
         ):
-            additional_resources[
-                "instrument_trades"
-            ] = f'{reverse("wbportfolio:instrument-trade-list", args=[instance.id], request=request)}?is_customer_trade=False'
+            additional_resources["instrument_trades"] = (
+                f'{reverse("wbportfolio:instrument-trade-list", args=[instance.id], request=request)}?is_customer_trade=False'
+            )
 
     if PortfolioRole.is_manager(user.profile):
         additional_resources["portfoliorole"] = reverse(
@@ -74,12 +75,6 @@ def asset_portfolio_resources(sender, serializer, instance, request, user, **kwa
                 args=[portfolio.id],
                 request=request,
             )
-        if request.user.has_perm("wbportfolio.administrate_instrument") and (
-            portfolio.portfolio_synchronization or hasattr(instance, "price_computation")
-        ):
-            additional_resources[
-                "resynchronize"
-            ] = f'{reverse("wbportfolio:portfolio-resynchronize", args=[portfolio.id], request=request)}?instrument={instance.id}'
     return additional_resources
 
 
@@ -90,12 +85,12 @@ def transactions_resources(sender, serializer, instance, request, user, **kwargs
     portfolio = instance.primary_portfolio
     if portfolio:
         if portfolio.transactions.exists() and user.profile.is_internal:
-            additional_resources[
-                "portfolio_subscriptionsredemptions"
-            ] = f'{reverse("wbportfolio:portfolio-trade-list", args=[portfolio.id], request=request)}?is_customer_trade=True'
-            additional_resources[
-                "portfolio_trades"
-            ] = f'{reverse("wbportfolio:portfolio-trade-list", args=[portfolio.id], request=request)}?is_customer_trade=False'
+            additional_resources["portfolio_subscriptionsredemptions"] = (
+                f'{reverse("wbportfolio:portfolio-trade-list", args=[portfolio.id], request=request)}?is_customer_trade=True'
+            )
+            additional_resources["portfolio_trades"] = (
+                f'{reverse("wbportfolio:portfolio-trade-list", args=[portfolio.id], request=request)}?is_customer_trade=False'
+            )
 
             additional_resources["portfolio_transactions"] = reverse(
                 "wbportfolio:portfolio-transaction-list", args=[portfolio.id], request=request

wbportfolio/serializers/transactions/__init__.py

@@ -1,3 +1,4 @@
+from .trade_proposals import TradeProposalModelSerializer, ReadOnlyTradeProposalModelSerializer
 from .claim import (
     ClaimAccountSerializer,
     ClaimAPIModelSerializer,
@@ -12,7 +13,6 @@ from .expiry import ExpiryModelSerializer, ExpiryRepresentationSerializer
 from .fees import FeesModelSerializer, FeesRepresentationSerializer
 from .trades import (
     TradeModelSerializer,
-    TradeProposalModelSerializer,
     TradeProposalRepresentationSerializer,
     TradeRepresentationSerializer,
     TradeTradeProposalModelSerializer,

wbportfolio/serializers/transactions/claim.py

@@ -6,6 +6,7 @@ from wbcore.contrib.directory.models import Person
 from wbcore.contrib.directory.serializers import EntryRepresentationSerializer
 from wbcrm.models import Account
 from wbcrm.serializers.accounts import TerminalAccountRepresentationSerializer
+
 from wbportfolio.models import Product, Trade
 from wbportfolio.models.transactions.claim import Claim
 from wbportfolio.serializers.products import (

wbportfolio/serializers/transactions/fees.py

@@ -1,4 +1,5 @@
 from wbcore import serializers as wb_serializers
+
 from wbportfolio.models import Fees
 
 from .transactions import (

wbportfolio/serializers/transactions/trade_proposals.py

@@ -0,0 +1,85 @@
+from contextlib import suppress
+
+from django.core.exceptions import ValidationError
+from rest_framework.reverse import reverse
+from wbcore import serializers as wb_serializers
+from wbcore.serializers import DefaultFromView
+
+from wbportfolio.models import Portfolio, RebalancingModel, TradeProposal
+
+from .. import PortfolioRepresentationSerializer, RebalancingModelRepresentationSerializer
+
+
+class TradeProposalModelSerializer(wb_serializers.ModelSerializer):
+    rebalancing_model = wb_serializers.PrimaryKeyRelatedField(
+        queryset=RebalancingModel.objects.all(),
+        default=DefaultFromView("portfolio.automatic_rebalancer.rebalancing_model"),
+    )
+    _rebalancing_model = RebalancingModelRepresentationSerializer(source="rebalancing_model")
+    target_portfolio = wb_serializers.PrimaryKeyRelatedField(
+        queryset=Portfolio.objects.all(), write_only=True, required=False, default=DefaultFromView("portfolio")
+    )
+    _target_portfolio = PortfolioRepresentationSerializer(source="target_portfolio")
+
+    trade_date = wb_serializers.DateField(
+        read_only=lambda view: not view.new_mode, default=DefaultFromView("default_trade_date")
+    )
+
+    def create(self, validated_data):
+        target_portfolio = validated_data.pop("target_portfolio", None)
+        rebalancing_model = validated_data.get("rebalancing_model", None)
+        if request := self.context.get("request"):
+            validated_data["creator"] = request.user.profile
+        obj = super().create(validated_data)
+
+        target_portfolio_dto = None
+        if (
+            target_portfolio
+            and not rebalancing_model
+            and (
+                last_effective_date := target_portfolio.get_latest_asset_position_date(
+                    obj.trade_date, with_estimated=True
+                )
+            )
+        ):
+            target_portfolio_dto = target_portfolio._build_dto(last_effective_date)
+        with suppress(
+            ValidationError
+        ):  # we ignore validation error at this point as the trade are automatically create for convenience
+            obj.reset_trades(target_portfolio=target_portfolio_dto)
+        return obj
+
+    @wb_serializers.register_only_instance_resource()
+    def additional_resources(self, instance, request, user, **kwargs):
+        res = {}
+        if instance.status == TradeProposal.Status.APPROVED:
+            res["replay"] = reverse("wbportfolio:tradeproposal-replay", args=[instance.id], request=request)
+        if instance.status == TradeProposal.Status.DRAFT:
+            res["reset"] = reverse("wbportfolio:tradeproposal-reset", args=[instance.id], request=request)
+        res["trades"] = reverse(
+            "wbportfolio:tradeproposal-trade-list",
+            args=[instance.id],
+            request=request,
+        )
+        return res
+
+    class Meta:
+        model = TradeProposal
+        only_fsm_transition_on_instance = True
+        fields = (
+            "id",
+            "trade_date",
+            "comment",
+            "status",
+            "portfolio",
+            "_rebalancing_model",
+            "rebalancing_model",
+            "target_portfolio",
+            "_target_portfolio",
+            "_additional_resources",
+        )
+
+
+class ReadOnlyTradeProposalModelSerializer(TradeProposalModelSerializer):
+    class Meta(TradeProposalModelSerializer.Meta):
+        read_only_fields = TradeProposalModelSerializer.Meta.fields

wbportfolio/serializers/transactions/trades.py

@@ -4,10 +4,10 @@ from decimal import Decimal
 from rest_framework import serializers
 from rest_framework.reverse import reverse
 from wbcore import serializers as wb_serializers
-from wbportfolio.models import Portfolio, PortfolioRole, Trade, TradeProposal
+
+from wbportfolio.models import PortfolioRole, Trade, TradeProposal
 from wbportfolio.models.transactions.claim import Claim
 from wbportfolio.serializers.custodians import CustodianRepresentationSerializer
-from wbportfolio.serializers.portfolios import PortfolioRepresentationSerializer
 from wbportfolio.serializers.registers import RegisterRepresentationSerializer
 
 from .transactions import (
@@ -215,6 +215,8 @@ class TradeTradeProposalModelSerializer(TradeModelSerializer):
     status = wb_serializers.ChoiceField(default=Trade.Status.DRAFT, choices=Trade.Status.choices)
     target_weight = wb_serializers.DecimalField(max_digits=16, decimal_places=6, required=False, default=0)
     effective_weight = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
+    effective_shares = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
+    target_shares = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
 
     def validate(self, data):
         if self.instance and "underlying_instrument" in data:
@@ -240,6 +242,9 @@ class TradeTradeProposalModelSerializer(TradeModelSerializer):
             "shares",
             # "underlying_instrument",
             # "_underlying_instrument",
+            "shares",
+            "effective_shares",
+            "target_shares",
         )
         fields = (
             "id",
@@ -248,64 +253,17 @@ class TradeTradeProposalModelSerializer(TradeModelSerializer):
             "_underlying_instrument",
             "transaction_subtype",
             "status",
-            # "total_value",
-            # "total_value_fx_portfolio",
-            # "total_value_gross",
-            # "total_value_gross_fx_portfolio",
             "comment",
-            # "total_value_usd",
-            # "total_value_gross_usd",
             "effective_weight",
             "target_weight",
             "weighting",
             "trade_proposal",
             "order",
+            "effective_shares",
+            "target_shares",
         )
 
 
 class ReadOnlyTradeTradeProposalModelSerializer(TradeTradeProposalModelSerializer):
     class Meta(TradeTradeProposalModelSerializer.Meta):
         read_only_fields = TradeTradeProposalModelSerializer.Meta.fields
-
-
-class TradeProposalModelSerializer(wb_serializers.ModelSerializer):
-    _model_portfolio = PortfolioRepresentationSerializer(source="model_portfolio")
-    model_portfolio = wb_serializers.PrimaryKeyRelatedField(
-        queryset=Portfolio.objects.all(),
-        default=wb_serializers.DefaultFromKwargs("portfolio_id"),
-        read_only=lambda view: not view.new_mode,
-    )
-    trade_date = wb_serializers.DateField(read_only=lambda view: not view.new_mode)
-
-    def create(self, validated_data):
-        if request := self.context.get("request"):
-            validated_data["creator"] = request.user.profile
-        return super().create(validated_data)
-
-    @wb_serializers.register_only_instance_resource()
-    def additional_resources(self, instance, request, user, **kwargs):
-        res = {}
-        if instance.status == TradeProposal.Status.APPROVED:
-            res["replay"] = reverse("wbportfolio:tradeproposal-replay", args=[instance.id], request=request)
-        if instance.model_portfolio:
-            res["reset"] = reverse("wbportfolio:tradeproposal-reset", args=[instance.id], request=request)
-        res["trades"] = reverse(
-            "wbportfolio:tradeproposal-trade-list",
-            args=[instance.id],
-            request=request,
-        )
-        return res
-
-    class Meta:
-        model = TradeProposal
-        only_fsm_transition_on_instance = True
-        fields = (
-            "id",
-            "trade_date",
-            "comment",
-            "status",
-            "portfolio",
-            "_model_portfolio",
-            "model_portfolio",
-            "_additional_resources",
-        )

wbportfolio/serializers/transactions/transactions.py

@@ -1,6 +1,7 @@
 from wbcore import serializers as wb_serializers
 from wbcore.contrib.currency.serializers import CurrencyRepresentationSerializer
-from wbfdm.serializers.instruments import InvestableInstrumentRepresentationSerializer
+from wbfdm.serializers import InvestableUniverseRepresentationSerializer
+
 from wbportfolio.models import Transaction
 from wbportfolio.serializers.portfolios import PortfolioRepresentationSerializer
 
@@ -21,7 +22,7 @@ class TransactionModelSerializer(wb_serializers.ModelSerializer):
     transaction_underlying_type = wb_serializers.CharField(read_only=True)
     transaction_url_type = wb_serializers.SerializerMethodField()
     _portfolio = PortfolioRepresentationSerializer(source="portfolio")
-    _underlying_instrument = InvestableInstrumentRepresentationSerializer(source="underlying_instrument")
+    _underlying_instrument = InvestableUniverseRepresentationSerializer(source="underlying_instrument")
     _currency = CurrencyRepresentationSerializer(source="currency")
 
     total_value = wb_serializers.DecimalField(max_digits=14, decimal_places=2, read_only=True)
@@ -54,7 +55,7 @@ class TransactionModelSerializer(wb_serializers.ModelSerializer):
             ),
             "total_value_gross_fx_portfolio": wb_serializers.decorator(
                 position="left", value="{{_portfolio.currency_symbol}}"
-            )
+            ),
             # "total_value_fx_portfolio": wb_serializers.decorator(decorator_type="text", position="left", value="{{_portfolio.currency_symbol}}}"),
             # "total_value_gross_fx_portfolio": wb_serializers.decorator(decorator_type="text", position="left", value="{{_portfolio.currency_symbol}}"),
         }

wbportfolio/tasks.py

@@ -1,23 +1,14 @@
 from contextlib import suppress
 from datetime import date, timedelta
 
-from celery import chain, chord
 from django.db.models import ProtectedError, Q
-from pandas.tseries.offsets import BDay
-from tqdm import tqdm
-from wbfdm.models import InstrumentPrice
+
 from wbportfolio.models import Portfolio, Trade
-from wbportfolio.models.portfolio import propagate_or_update_portfolio_assets_as_task
 from wbportfolio.models.products import Product, update_outstanding_shares_as_task
 
 from .fdm.tasks import *  # noqa
 
 
-@shared_task()
-def dummy_task():
-    return True
-
-
 @shared_task(queue="portfolio")
 def periodically_update_outstanding_shares_for_active_products():
     qs = Product.active_objects.all()
@@ -42,29 +33,6 @@ def periodically_clean_marked_for_deletion_trades(max_allowed_iterations: int =
         i += 1
 
 
-# Daily synchronization tasks.
-# This tasks needs to be ran at maximum once a day in order to guarantee data consitency in
-# case of change in change (e.g. reimport).
-@shared_task(queue="portfolio")
-def daily_instrument_price_statistics_synchronization(today: date = None, day_periods: int = 7):
-    if not today:
-        today = date.today()
-
-    # We query for the last 7 days unsynch instrument prices.
-    prices = (
-        InstrumentPrice.objects.filter(
-            date__gte=today - timedelta(days=day_periods), instrument__related_instruments__isnull=False
-        )
-        .filter(Q(sharpe_ratio__isnull=True) | Q(correlation__isnull=True) | Q(beta__isnull=True))
-        .distinct()
-    )
-    objs = []
-    for p in prices.iterator():
-        p.compute_and_update_statistics()
-        objs.append(p)
-    InstrumentPrice.objects.bulk_update(objs, fields=["sharpe_ratio", "correlation", "beta"])
-
-
 # A Task to run every day to update automatically the preferred classification
 # per instrument of each wbportfolio containing assets.
 @shared_task(queue="portfolio")
@@ -78,48 +46,3 @@ def update_preferred_classification_per_instrument_and_portfolio_as_task():
 # - propagate (or update) t-2 asset positions into t-1
 # - Synchronize wbportfolio at t-1
 # - Compute Instrument Price estimate at t-1
-
-
-@shared_task(queue="portfolio")
-def general_portfolio_synchronization_and_update(task_date=None):
-    if not task_date:
-        task_date = date.today()
-    t_1 = (task_date - BDay(1)).date()
-    t_2 = (t_1 - BDay(1)).date()
-
-    # We propagate or update assets position from t-2 to t-1 (Needs stainly t-1 prices)
-    subroutines_propagate_or_update_portfolio_assets = list()
-    for portfolio in Portfolio.tracked_objects.all():
-        if (
-            portfolio.assets.filter(date=t_2).exists()
-            and not portfolio.assets.filter(date=t_1, is_estimated=False).exists()
-        ):
-            subroutines_propagate_or_update_portfolio_assets.append(
-                propagate_or_update_portfolio_assets_as_task.si(portfolio.id, t_2, t_1)
-            )
-
-    # # Synchronize wbportfolio at t-1 (needs propagated data)
-    # subroutines_synchronize_computed_positions = list()
-    # for method in PortfolioSynchronization.objects.all():
-    #     for portfolio in method.portfolios.all():
-    #         subroutines_synchronize_computed_positions.append(
-    #             synchronize_portfolio_as_task.si(portfolio.id, t_1, synchronization_method_id=method.id)
-    #         )
-    #
-    # # Compute price estimate at t-1 (needs synchronized wbportfolio)
-    # subroutines_compute_price = list()
-    # for method in PriceComputation.objects.all():
-    #     for instrument in method.instruments.all():
-    #         subroutines_compute_price.append(
-    #             compute_price_as_task.si(instrument.id, t_1, price_computation_method_id=method.id)
-    #         )
-
-    subroutines_propagate_or_update_portfolio_assets_group = chord(
-        subroutines_propagate_or_update_portfolio_assets, dummy_task.si()
-    )
-
-    chain(
-        subroutines_propagate_or_update_portfolio_assets_group,
-        # subroutines_synchronize_computed_positions_group,
-        # subroutines_compute_price_group
-    ).apply_async()

wbportfolio/tests/conftest.py

@@ -21,6 +21,7 @@ from wbcore.contrib.directory.factories.entries import (
 )
 from wbcore.contrib.geography.factories import CityFactory, CountryFactory, StateFactory
 from wbcore.contrib.io.factories import (
+    CrontabScheduleFactory,
     DataBackendFactory,
     ImportSourceFactory,
     ParserHandlerFactory,
@@ -67,13 +68,8 @@ from wbportfolio.factories import (
     TradeFactory,
     TradeProposalFactory,
     WhiteLabelProductFactory,
-)
-from wbportfolio.factories.synchronization import (
-    CrontabScheduleFactory,
-    PeriodicTaskFactory,
-    PortfolioSynchronizationFactory,
-    PriceComputationFactory,
-    SynchronizationTaskFactory,
+    RebalancerFactory,
+    RebalancingModelFactory
 )
 
 from wbcore.tests.conftest import *  # isort:skip
@@ -90,7 +86,7 @@ register(DataBackendFactory)
 register(ProviderFactory)
 register(SourceFactory)
 register(ParserHandlerFactory)
-
+register(CrontabScheduleFactory)
 register(AssetPositionFactory)
 register(ProductFactory)
 register(ProductGroupFactory)
@@ -110,6 +106,8 @@ register(IndexProductFactory, "index_product")
 register(CurrencyFXRatesFactory)
 register(ProductPortfolioRoleFactory, "product_portfolio_role")
 register(ManagerPortfolioRoleFactory, "manager_portfolio_role")
+register(RebalancerFactory)
+register(RebalancingModelFactory)
 
 register(CurrencyFactory)
 register(CityFactory)
@@ -128,11 +126,6 @@ register(UserFactory)
 register(SuperUserFactory, "superuser")
 register(CustodianFactory)
 
-register(CrontabScheduleFactory)
-register(PeriodicTaskFactory)
-register(SynchronizationTaskFactory)
-register(PortfolioSynchronizationFactory)
-register(PriceComputationFactory)
 register(AdjustmentFactory)
 register(IndexFactory)
 

wbportfolio/tests/models/test_account_reconciliation.py

@@ -4,6 +4,7 @@ from typing import TYPE_CHECKING
 import pytest
 from django.db import IntegrityError
 from wbcrm.models import Account
+
 from wbportfolio.models import AccountReconciliation, Claim
 from wbportfolio.models.products import Product
 from wbportfolio.models.reconciliations.account_reconciliation_lines import (
@@ -12,6 +13,7 @@ from wbportfolio.models.reconciliations.account_reconciliation_lines import (
 
 if TYPE_CHECKING:
     from wbcore.contrib.authentication.models import User
+
     from wbportfolio.factories import AccountReconciliationLineFactory, ClaimFactory
 
 

wbportfolio/tests/models/test_assets.py

@@ -2,6 +2,7 @@ from decimal import Decimal
 
 import pytest
 from pandas.tseries.offsets import BDay
+
 from wbportfolio.models import AssetPosition, PortfolioRole
 
 
@@ -52,13 +53,13 @@ class TestAssetPositionModel:
         i2 = instrument_price_factory.create(instrument=equity_factory.create(), market_capitalization=30000000000)
         asset_position_factory.create(
             portfolio=portfolio,
-            underlying_instrument_price=i1,
+            underlying_quote_price=i1,
             currency_fx_rate_instrument_to_usd=fx_rate,
             currency_fx_rate_portfolio_to_usd=fx_rate,
         )  # small
         asset_position_factory.create(
             portfolio=portfolio,
-            underlying_instrument_price=i2,
+            underlying_quote_price=i2,
             currency_fx_rate_instrument_to_usd=fx_rate,
             currency_fx_rate_portfolio_to_usd=fx_rate,
         )  # larg
@@ -130,24 +131,24 @@ class TestAssetPositionModel:
         assert ap4.performance is None
         assert ep4._net_value_usd / ep3._net_value_usd is not None
 
-    def test_get_underlying_instrument_price(self, asset_position_factory, instrument_price_factory):
+    def test_get_underlying_quote_price(self, asset_position_factory, instrument_price_factory):
         """
-        In this test, we confirm that an asset position with no matching real price for the same date and underlying instrument will result in an empty underlying_instrument_price
+        In this test, we confirm that an asset position with no matching real price for the same date and underlying instrument will result in an empty underlying_quote_price
         """
-        a1 = asset_position_factory.create(underlying_instrument_price=None)
+        a1 = asset_position_factory.create(underlying_quote_price=None)
         a1.save()
-        assert a1.underlying_instrument_price is None
+        assert a1.underlying_quote_price is None
         p2_calculated = instrument_price_factory.create(calculated=True)
         a2 = asset_position_factory.create(
-            underlying_instrument_price=None, underlying_instrument=p2_calculated.instrument, date=p2_calculated.date
+            underlying_quote_price=None, underlying_instrument=p2_calculated.instrument, date=p2_calculated.date
         )
         a2.save()
-        assert a2.underlying_instrument_price is None
+        assert a2.underlying_quote_price is None
         p2_real = instrument_price_factory.create(
             calculated=False, date=p2_calculated.date, instrument=p2_calculated.instrument
         )
         a2.save()
-        assert a2.underlying_instrument_price == p2_real
+        assert a2.underlying_quote_price == p2_real
 
     def test_change_currency_recompute_currency_fx_rate_for_price_and_assets(
         self, weekday, instrument, currency_fx_rates_factory, instrument_price_factory, asset_position_factory
@@ -173,21 +174,28 @@ class TestAssetPositionModel:
     def test_create_price_set_assetposition(self, asset_position_factory, instrument_price_factory):
         p0 = instrument_price_factory.create()
         d1 = (p0.date + BDay(1)).date()
-        a1 = asset_position_factory.create(
-            date=d1, underlying_instrument=p0.instrument, underlying_instrument_price=None
-        )
+        a1 = asset_position_factory.create(date=d1, underlying_instrument=p0.instrument, underlying_quote_price=None)
 
         # check it is linked to the only price
-        assert a1.underlying_instrument_price == p0
+        assert a1.underlying_quote_price == p0
         p1 = instrument_price_factory.create(instrument=p0.instrument, date=d1)
         a1.refresh_from_db()
-        assert a1.underlying_instrument_price == p1
+        assert a1.underlying_quote_price == p1
 
         d_1 = (p0.date - BDay(1)).date()
-        a_1 = asset_position_factory.create(
-            date=d_1, underlying_instrument=p1.instrument, underlying_instrument_price=None
-        )
-        assert a_1.underlying_instrument_price is None
+        a_1 = asset_position_factory.create(date=d_1, underlying_instrument=p1.instrument, underlying_quote_price=None)
+        assert a_1.underlying_quote_price is None
         p_1 = instrument_price_factory.create(instrument=p1.instrument, date=d_1)
         a_1.refresh_from_db()
-        assert a_1.underlying_instrument_price == p_1
+        assert a_1.underlying_quote_price == p_1
+
+    def test_save_asset_without_instrument(self, asset_position_factory, instrument_factory):
+        parent = instrument_factory.create()
+        instrument_factory.create(parent=parent)  # noise
+        primary_quote = instrument_factory.create(parent=parent, is_primary=True)
+
+        a = asset_position_factory.create(underlying_quote=primary_quote, underlying_instrument=None)
+        assert a.underlying_instrument == parent
+
+        a = asset_position_factory.create(underlying_quote=None, underlying_instrument=parent)
+        assert a.underlying_quote == primary_quote

wbportfolio/tests/models/test_customer_trades.py

@@ -4,6 +4,7 @@ from datetime import timedelta
 import pytest
 from django.db.models import ProtectedError
 from faker import Faker
+
 from wbportfolio.models import Trade
 from wbportfolio.models.transactions.claim import Claim
 

wbportfolio/tests/models/test_imports.py

@@ -6,6 +6,7 @@ from faker import Faker
 from pandas.tseries.offsets import BDay
 from wbfdm.import_export.handlers.instrument_price import InstrumentPriceImportHandler
 from wbfdm.models import InstrumentPrice
+
 from wbportfolio.import_export.handlers.asset_position import AssetPositionImportHandler
 from wbportfolio.import_export.handlers.fees import FeesImportHandler
 from wbportfolio.import_export.handlers.trade import TradeImportHandler
@@ -181,8 +182,11 @@ class TestImportMixinModel:
         handler.process(data)
         assert AssetPosition.objects.count() == 1
 
-    def test_import_assetposition_index(self, import_source, index, currency, equity, asset_position_factory):
+    def test_import_assetposition_index(
+        self, import_source, index, portfolio, currency, equity, asset_position_factory
+    ):
         positions = asset_position_factory.build(underlying_instrument=equity)
+        index.portfolios.add(portfolio)
         data = {"data": [self._serialize_position(positions, index, equity)]}
 
         # Import non existing data

wbportfolio/tests/models/test_merge.py

@@ -3,6 +3,7 @@ from faker import Faker
 from pandas.tseries.offsets import BDay
 from wbfdm.factories import InstrumentFactory
 from wbfdm.models import InstrumentPrice
+
 from wbportfolio.models import (
     Adjustment,
     PortfolioInstrumentPreferredClassificationThroughModel,
@@ -33,16 +34,16 @@ class TestMergeInstrument:
         a1 = asset_position_factory.create(underlying_instrument=main_instrument, date=weekday)
         a2 = asset_position_factory.create(underlying_instrument=merged_instrument, date=weekday)
 
-        assert a1.underlying_instrument_price == p1
-        assert a2.underlying_instrument_price == p2
+        assert a1.underlying_quote_price == p1
+        assert a2.underlying_quote_price == p2
         main_instrument.merge(merged_instrument)
         a2.refresh_from_db()
         a1.refresh_from_db()
 
         assert a1.underlying_instrument == main_instrument  # Make sure this doesn't change
-        assert a1.underlying_instrument_price == p1  # Make sure this doesn't change
+        assert a1.underlying_quote_price == p1  # Make sure this doesn't change
         assert a2.underlying_instrument == main_instrument
-        assert a2.underlying_instrument_price == p1
+        assert a2.underlying_quote_price == p1
 
     def test_roles(self, main_instrument, merged_instrument, product_portfolio_role_factory):
         """