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

wbportfolio/viewsets/transactions/rebalancing.py

@@ -0,0 +1,31 @@
+from wbcore import viewsets
+from wbcore.permissions.permissions import InternalUserPermissionMixin
+
+from wbportfolio.models import Rebalancer, RebalancingModel
+from wbportfolio.serializers import (
+    RebalancerModelSerializer,
+    RebalancerRepresentationSerializer,
+    RebalancingModelRepresentationSerializer,
+)
+
+from ..configs.display import RebalancerDisplayConfig
+from ..configs.endpoints import RebalancerEndpointConfig
+
+
+class RebalancingModelRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):
+    IDENTIFIER = "wbportfolio:rebalancingmodel"
+    queryset = RebalancingModel.objects.all()
+    serializer_class = RebalancingModelRepresentationSerializer
+
+
+class RebalancerRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):
+    IDENTIFIER = "wbportfolio:rebalancingmodel"
+    queryset = Rebalancer.objects.all()
+    serializer_class = RebalancerRepresentationSerializer
+
+
+class RebalancerModelViewSet(InternalUserPermissionMixin, viewsets.ModelViewSet):
+    queryset = Rebalancer.objects.select_related("rebalancing_model", "portfolio")
+    serializer_class = RebalancerModelSerializer
+    display_config_class = RebalancerDisplayConfig
+    endpoint_config_class = RebalancerEndpointConfig

wbportfolio/viewsets/transactions/trade_proposals.py

@@ -1,4 +1,9 @@
+from contextlib import suppress
+from datetime import date
+
 from django.shortcuts import get_object_or_404
+from django.utils.functional import cached_property
+from pandas._libs.tslibs.offsets import BDay
 from rest_framework.decorators import action
 from rest_framework.response import Response
 from wbcompliance.viewsets.risk_management.mixins import RiskCheckViewSetMixin
@@ -9,11 +14,13 @@ from wbcore.metadata.configs.display.instance_display import (
 )
 from wbcore.permissions.permissions import InternalUserPermissionMixin
 from wbcore.utils.views import CloneMixin
-from wbportfolio.models import TradeProposal
+
+from wbportfolio.models import AssetPosition, TradeProposal
 from wbportfolio.models.transactions.trade_proposals import (
-    apply_trades_proposal_as_task,
+    replay_as_task,
 )
 from wbportfolio.serializers import (
+    ReadOnlyTradeProposalModelSerializer,
     TradeProposalModelSerializer,
     TradeProposalRepresentationSerializer,
 )
@@ -24,6 +31,7 @@ from ..configs import (
     TradeProposalEndpointConfig,
     TradeProposalPortfolioEndpointConfig,
 )
+from ..mixins import UserPortfolioRequestPermissionMixin
 
 
 class TradeProposalRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):
@@ -38,12 +46,19 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
     search_fields = ("comment",)
     filterset_fields = {"trade_date": ["exact", "gte", "lte"], "status": ["exact"]}
 
-    queryset = TradeProposal.objects.select_related("model_portfolio", "portfolio")
+    queryset = TradeProposal.objects.select_related("rebalancing_model", "portfolio")
     serializer_class = TradeProposalModelSerializer
     display_config_class = TradeProposalDisplayConfig
     button_config_class = TradeProposalButtonConfig
     endpoint_config_class = TradeProposalEndpointConfig
 
+    def get_serializer_class(self):
+        if self.new_mode or (
+            "pk" in self.kwargs and (obj := self.get_object()) and obj.status == TradeProposal.Status.DRAFT
+        ):
+            return TradeProposalModelSerializer
+        return ReadOnlyTradeProposalModelSerializer
+
     @classmethod
     def get_clone_instance_display(cls) -> Display:
         return create_simple_display(
@@ -75,7 +90,7 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
     def replay(self, request, pk=None):
         trade_proposal = get_object_or_404(TradeProposal, pk=pk)
         if trade_proposal.portfolio.is_manageable:
-            apply_trades_proposal_as_task.delay(trade_proposal.id)
+            replay_as_task.delay(trade_proposal.id)
             return Response({"send": True})
 
     @action(detail=True, methods=["PATCH"])
@@ -86,8 +101,13 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
             return Response({"send": True})
 
 
-class TradeProposalPortfolioModelViewSet(TradeProposalModelViewSet):
+class TradeProposalPortfolioModelViewSet(UserPortfolioRequestPermissionMixin, TradeProposalModelViewSet):
     endpoint_config_class = TradeProposalPortfolioEndpointConfig
 
+    @cached_property
+    def default_trade_date(self) -> date | None:
+        with suppress(AssetPosition.DoesNotExist):
+            return (self.portfolio.assets.latest("date").date + BDay(1)).date()
+
     def get_queryset(self):
         return TradeProposal.objects.filter(portfolio=self.kwargs["portfolio_id"])

wbportfolio/viewsets/transactions/trades.py

@@ -2,18 +2,18 @@ from decimal import Decimal
 
 import pandas as pd
 import plotly.graph_objects as go
-from django.contrib.messages import warning
+from django.contrib.messages import error, warning
 from django.db.models import (
     BooleanField,
     Case,
+    DecimalField,
+    ExpressionWrapper,
     F,
     OuterRef,
     Subquery,
     Sum,
     Value,
     When,
-    DecimalField,
-    ExpressionWrapper,
 )
 from django.db.models.functions import Coalesce
 from django.shortcuts import get_object_or_404
@@ -23,8 +23,9 @@ from wbcore import viewsets
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.permissions.permissions import InternalUserPermissionMixin
 from wbcore.utils.strings import format_number
-from wbcrm.models import Account
 from wbcore.viewsets.mixins import OrderableMixin
+from wbcrm.models import Account
+
 from wbportfolio.filters import (
     SubscriptionRedemptionFilterSet,
     SubscriptionRedemptionPortfolioFilterSet,
@@ -365,6 +366,7 @@ class TradeTradeProposalModelViewSet(
         "trade_proposal",
         "order",
     )
+    ordering_fields = ("target_weight", "effective_weight", "effective_shares", "target_shares", "shares", "weighting")
     IDENTIFIER = "wbportfolio:tradeproposal"
     search_fields = ("underlying_instrument__name",)
     filterset_fields = {}
@@ -376,8 +378,8 @@ class TradeTradeProposalModelViewSet(
     button_config_class = TradeTradeProposalButtonConfig
 
     @cached_property
-    def trade_proposal_status(self):
-        return get_object_or_404(TradeProposal, pk=self.kwargs["trade_proposal_id"]).status
+    def trade_proposal(self):
+        return get_object_or_404(TradeProposal, pk=self.kwargs["trade_proposal_id"])
 
     def get_resource_class(self):
         return TradeProposalTradeResource
@@ -397,15 +399,20 @@ class TradeTradeProposalModelViewSet(
         return {}
 
     def get_serializer_class(self):
-        if self.trade_proposal_status != TradeProposal.Status.DRAFT:
+        if self.trade_proposal.status != TradeProposal.Status.DRAFT:
             return ReadOnlyTradeTradeProposalModelSerializer
         return TradeTradeProposalModelSerializer
 
     def add_messages(self, request, queryset=None, paginated_queryset=None, instance=None, initial=False):
-        if queryset:
-            total_target_weight = float(queryset.aggregate(c=Sum(F("target_weight")))["c"]) or 0
+        if queryset is not None:
+            total_target_weight = queryset.aggregate(c=Sum(F("target_weight")))["c"] or Decimal(0)
             if round(total_target_weight, 3) != 1:
                 warning(request, "The total target weight does not equals to 1")
+            if queryset.filter(status=Trade.Status.FAILED):
+                error(
+                    request,
+                    "Some Trades couldn't be succesfully prepared. Please revert back to draft and correct these trades accordingly.",
+                )
 
     def get_queryset(self):
         if self.is_portfolio_manager:

wbportfolio/viewsets/transactions/transactions.py

@@ -14,6 +14,7 @@ from wbcore import viewsets
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.permissions.permissions import InternalUserPermissionMixin
 from wbcore.utils.strings import format_number
+
 from wbportfolio.filters import TransactionFilterSet, TransactionPortfolioFilterSet
 from wbportfolio.models import Fees, Trade, Transaction
 from wbportfolio.serializers import (

{wbportfolio-1.44.5.dist-info → wbportfolio-1.45.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.44.5
+Version: 1.45.0
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*
@@ -9,9 +9,12 @@ Requires-Dist: django-storages==1.14.*
 Requires-Dist: fuzzywuzzy==0.*
 Requires-Dist: jinjasql2==0.1.*
 Requires-Dist: msoffcrypto-tool==4.10.*
+Requires-Dist: networkx>=3.4.2
+Requires-Dist: pydot>=3.0.4
 Requires-Dist: python-levenshtein==0.*
 Requires-Dist: reportlab==3.*
 Requires-Dist: scipy>=1
+Requires-Dist: skfolio==0.6.*
 Requires-Dist: wbcompliance
 Requires-Dist: wbcore
 Requires-Dist: wbcrm