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

wbportfolio/filters/custodians.py

@@ -1,4 +1,5 @@
 from wbcore import filters as wb_filters
+
 from wbportfolio.models import Custodian
 
 

wbportfolio/filters/esg.py

@@ -1,5 +1,6 @@
 from wbcore import filters as wb_filters
 from wbfdm.analysis.esg.enums import ESGAggregation
+
 from wbportfolio.models import AssetPosition
 
 from .assets import get_latest_asset_position

wbportfolio/filters/performances.py

@@ -5,6 +5,7 @@ from wbcore.pandas.filterset import PandasFilterSetMixin
 from wbcore.utils.date import current_financial_month
 from wbfdm.filters.utils import last_period_date_range
 from wbfdm.models import Instrument
+
 from wbportfolio.models import Product
 
 from .products import BaseProductFilterSet
@@ -38,9 +39,9 @@ class PerformancePandasFilter(PandasFilterSetMixin, BaseProductFilterSet):
         clearable=False,
         required=True,
     )
-    white_label_customers = (
-        classifications
-    ) = classifications_neq = unclassified = invested = portfolio = content_type = tags = None
+    white_label_customers = classifications = classifications_neq = unclassified = invested = portfolio = (
+        content_type
+    ) = tags = None
 
     class Meta:
         model = Product
@@ -136,9 +137,9 @@ class ProductPerformanceNetNewMoneyFilter(PandasFilterSetMixin, BaseProductFilte
 
         return queryset
 
-    white_label_customers = (
-        classifications
-    ) = classifications_neq = unclassified = invested = portfolio = content_type = tags = None
+    white_label_customers = classifications = classifications_neq = unclassified = invested = portfolio = (
+        content_type
+    ) = tags = None
 
     class Meta:
         model = Product

wbportfolio/filters/portfolios.py

@@ -1,9 +1,12 @@
 from wbcore import filters as wb_filters
 from wbfdm.models import Instrument
+
+from wbportfolio.filters.assets import get_latest_asset_position
 from wbportfolio.models import Portfolio
 
 
 class PortfolioFilterSet(wb_filters.FilterSet):
+    is_tracked = wb_filters.BooleanFilter(default=True, label="Is tracked")
     instrument = wb_filters.ModelChoiceFilter(
         label="Instrument",
         queryset=Instrument.objects.all(),
@@ -21,4 +24,21 @@ class PortfolioFilterSet(wb_filters.FilterSet):
 
     class Meta:
         model = Portfolio
-        fields = {"currency": ["exact"], "is_manageable": ["exact"]}
+        fields = {
+            "currency": ["exact"],
+            "hedged_currency": ["exact"],
+            "is_manageable": ["exact"],
+            "only_weighting": ["exact"],
+            "is_lookthrough": ["exact"],
+            "is_composition": ["exact"],
+            "bank_accounts": ["exact"],
+            "depends_on": ["exact"],
+        }
+
+
+class PortfolioTreeGraphChartFilterSet(wb_filters.FilterSet):
+    date = wb_filters.DateFilter(method="fake_filter", default=get_latest_asset_position, required=True)
+
+    class Meta:
+        model = Portfolio
+        fields = {}

wbportfolio/filters/positions.py

@@ -6,6 +6,7 @@ from wbcore import filters as wb_filters
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.pandas.filterset import PandasFilterSetMixin
 from wbcore.utils.date import current_financial_month
+
 from wbportfolio.filters.assets import (
     DateFilterMixin,
     get_latest_end_quarter_date_asset_position,

wbportfolio/filters/products.py

@@ -4,6 +4,7 @@ from wbcore.contrib.directory.models import Company, Entry
 from wbfdm.filters.instruments import InstrumentFilterSet
 from wbfdm.filters.utils import last_period_date_range
 from wbfdm.models import Classification
+
 from wbportfolio.models import Product, ProductGroup
 
 

wbportfolio/filters/roles.py

@@ -1,6 +1,7 @@
 from django.db.models import Q
 from django.utils import timezone
 from wbcore import filters as wb_filters
+
 from wbportfolio.models import PortfolioRole
 
 

wbportfolio/filters/signals.py

@@ -6,6 +6,7 @@ from wbcore import filters as wb_filters
 from wbcore.signals.filters import add_filters
 from wbfdm.filters import BaseClassifiedInstrumentFilterSet, ClassificationFilter
 from wbfdm.models import InstrumentClassificationThroughModel
+
 from wbportfolio.models import AssetPosition, Portfolio
 
 

wbportfolio/filters/transactions/claim.py

@@ -7,6 +7,7 @@ from wbcore.utils.date import current_financial_quarter
 from wbcrm.models.accounts import Account, AccountRole
 from wbfdm.models import Classification, ClassificationGroup
 from wbfdm.preferences import get_default_classification_group
+
 from wbportfolio.filters.transactions.mixins import OppositeSharesFieldMethodMixin
 from wbportfolio.models import Product, ProductGroup
 from wbportfolio.models.transactions.claim import Claim, ClaimGroupbyChoice

wbportfolio/filters/transactions/fees.py

@@ -1,6 +1,7 @@
 from wbcore import filters as wb_filters
 from wbcore.filters.defaults import current_quarter_date_range
 from wbcore.pandas.filterset import PandasFilterSetMixin
+
 from wbportfolio.models import Fees
 
 from .transactions import TransactionFilterSet, get_transaction_default_date_range

wbportfolio/filters/transactions/trades.py

@@ -4,10 +4,11 @@ from django.db.models import Count, OuterRef, Subquery
 from wbcore import filters as wb_filters
 from wbcrm.models.accounts import Account
 from wbfdm.models import Instrument
+
 from wbportfolio.models import Product, Trade
 from wbportfolio.models.transactions.claim import Claim
-from .mixins import OppositeSharesFieldMethodMixin
 
+from .mixins import OppositeSharesFieldMethodMixin
 from .transactions import TransactionFilterSet
 
 

wbportfolio/filters/transactions/transactions.py

@@ -2,6 +2,7 @@ from datetime import date, timedelta
 
 from psycopg.types.range import DateRange
 from wbcore import filters as wb_filters
+
 from wbportfolio.models import Fees, Portfolio, Trade, Transaction
 
 

wbportfolio/import_export/backends/ubs/mixin.py

@@ -1,6 +1,7 @@
 from datetime import date
 
 from django.db import models
+
 from wbportfolio.models.products import Product
 
 

wbportfolio/import_export/backends/wbfdm/adjustment.py

@@ -6,6 +6,7 @@ from django.core.serializers.json import DjangoJSONEncoder
 from pandas.tseries.offsets import BDay
 from wbcore.contrib.io.backends import AbstractDataBackend, register
 from wbfdm.models import Instrument
+
 from wbportfolio.import_export.backends.utils import (
     get_timedelta_import_instrument_price,
 )

wbportfolio/import_export/handlers/asset_position.py

@@ -1,4 +1,5 @@
 from collections import defaultdict
+from contextlib import suppress
 from datetime import datetime
 from decimal import Decimal
 from itertools import chain
@@ -6,8 +7,6 @@ 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
@@ -16,6 +15,7 @@ from wbcore.contrib.notifications.dispatch import send_notification
 from wbfdm.import_export.handlers.instrument import InstrumentImportHandler
 from wbfdm.import_export.handlers.instrument_price import InstrumentPriceImportHandler
 from wbfdm.models.exchanges import Exchange
+
 from wbportfolio.models.roles import PortfolioRole
 
 
@@ -34,7 +34,7 @@ class AssetPositionImportHandler(ImportExportHandler):
         from wbportfolio.models import Portfolio
 
         portfolio_data = data.pop("portfolio", None)
-        underlying_instrument_data = data.pop("underlying_instrument", None)
+        underlying_quote_data = data.pop("underlying_quote", data.pop("underlying_instrument", None))
         if "currency" in data:
             data["currency"] = self.currency_handler.process_object(data["currency"], read_only=True)[0]
         data["date"] = datetime.strptime(data["date"], "%Y-%m-%d").date()
@@ -49,8 +49,8 @@ class AssetPositionImportHandler(ImportExportHandler):
                 data["exchange"] = Exchange.dict_to_model(sanitized_dict)
 
         data["portfolio"] = Portfolio._get_or_create_portfolio(self.instrument_handler, portfolio_data)
-        data["underlying_instrument"] = self.instrument_handler.process_object(
-            underlying_instrument_data, only_security=False, read_only=True
+        data["underlying_quote"] = self.instrument_handler.process_object(
+            underlying_quote_data, only_security=False, read_only=True
         )[0]
 
         # number type deserialization and sanitization
@@ -69,13 +69,13 @@ class AssetPositionImportHandler(ImportExportHandler):
         # if the initial price is not provided, we try to get it directly from the dataloader
         if data.get("initial_price") is None:
             try:
-                data["initial_price"] = data["underlying_instrument"].get_price(
+                data["initial_price"] = data["underlying_quote"].get_price(
                     data["date"], price_date_timedelta=self.PRICE_DATE_TIMEDELTA
                 )
             except ValueError:
                 # If we cannot find a price with the default timedelta, we try with a bigger range (in case the instrument stopped trading for some time for instance)
                 try:
-                    data["initial_price"] = data["underlying_instrument"].get_price(
+                    data["initial_price"] = data["underlying_quote"].get_price(
                         data["date"], price_date_timedelta=self.MAX_PRICE_DATE_TIMEDELTA
                     )
                 except ValueError:
@@ -88,9 +88,7 @@ class AssetPositionImportHandler(ImportExportHandler):
 
     def _get_instance(self, data: Dict[str, Any], history: Optional[models.QuerySet] = None, **kwargs) -> models.Model:
         self.import_source.log += "\nTrying to get asset position instance"
-        position = data["portfolio"].assets.filter(
-            date=data["date"], underlying_instrument=data["underlying_instrument"]
-        )
+        position = data["portfolio"].assets.filter(date=data["date"], underlying_quote=data["underlying_quote"])
         if position.exists():
             self.import_source.log += "\nAsset Position found."
             if position.count() > 1:
@@ -104,7 +102,7 @@ class AssetPositionImportHandler(ImportExportHandler):
     def _create_instance(self, data: Dict[str, Any], **kwargs) -> models.Model:
         instance = self.model(
             portfolio=data["portfolio"],
-            underlying_instrument=data["underlying_instrument"],
+            underlying_quote=data["underlying_quote"],
             date=data["date"],
             asset_valuation_date=data["asset_valuation_date"],
             weighting=data.get("weighting", None),
@@ -118,10 +116,10 @@ class AssetPositionImportHandler(ImportExportHandler):
         return self._save_object(instance, **kwargs)
 
     def _save_object(self, _object, **kwargs):
-        _object.underlying_instrument_price = (
+        _object.underlying_quote_price = (
             None  # detech possibly already attached instrument price to retrigger the save mechanism
         )
-        _object.save(create_underlying_instrument_price_if_missing=True)
+        _object.save(create_underlying_quote_price_if_missing=True)
         return _object
 
     def _post_processing_objects(

wbportfolio/import_export/handlers/fees.py

@@ -3,6 +3,7 @@ from datetime import datetime
 from wbcore.contrib.currency.import_export.handlers import CurrencyImportHandler
 from wbcore.contrib.io.imports import ImportExportHandler
 from wbfdm.models.instruments import Cash
+
 from wbportfolio.models.products import Product
 
 

wbportfolio/import_export/handlers/portfolio_cash_flow.py

@@ -7,6 +7,7 @@ from django.contrib.auth import get_user_model
 from django.db.models import Q
 from wbcore.contrib.io.imports import ImportExportHandler
 from wbcore.contrib.notifications.dispatch import send_notification
+
 from wbportfolio.models import Portfolio
 
 if TYPE_CHECKING:

wbportfolio/import_export/handlers/trade.py

@@ -9,6 +9,7 @@ from wbcore.contrib.io.exceptions import DeserializationError
 from wbcore.contrib.io.imports import ImportExportHandler
 from wbfdm.import_export.handlers.instrument import InstrumentImportHandler
 from wbfdm.models import InstrumentType
+
 from wbportfolio.models.portfolio import Portfolio
 from wbportfolio.models.products import update_outstanding_shares_as_task
 from wbportfolio.utils import string_matching

wbportfolio/import_export/parsers/jpmorgan/customer_trade.py

@@ -3,6 +3,7 @@ import re
 
 import numpy as np
 import pandas as pd
+
 from wbportfolio.import_export.utils import convert_string_to_number
 from wbportfolio.models import Product, Trade
 

wbportfolio/import_export/parsers/jpmorgan/fees.py

@@ -4,6 +4,7 @@ import re
 
 import numpy as np
 import pandas as pd
+
 from wbportfolio.import_export.utils import convert_string_to_number
 from wbportfolio.models import Fees, Product
 

wbportfolio/import_export/parsers/jpmorgan/strategy.py

@@ -4,6 +4,7 @@ import re
 
 import numpy as np
 import pandas as pd
+
 from wbportfolio.import_export.utils import convert_string_to_number
 
 logger = logging.getLogger("importers.parsers.jp_morgan.strategy")
@@ -30,7 +31,7 @@ def manually_create_100_position(parent_strategies, valuation_date):
                     last_price = float(valuations.latest("date").net_value)
                 data.append(
                     {
-                        "underlying_instrument": index.id,
+                        "underlying_quote": index.id,
                         "portfolio": {"instrument_type": "product", "id": product.id},
                         "currency__key": index.currency.key,
                         "initial_currency_fx_rate": 1.0,
@@ -84,7 +85,7 @@ def parse(import_source):
             weighting = convert_string_to_number(strategy_data["Weight In Percent"].replace("%", "")) / 100
         except Exception:
             weighting = 0.0
-        underlying_instrument = {
+        underlying_quote = {
             "ticker": ticker,
             "exchange": exchange,
             "isin": isin,
@@ -93,10 +94,10 @@ def parse(import_source):
             "instrument_type": instrument_type.lower(),
         }
         if isin:
-            underlying_instrument["isin"] = isin
+            underlying_quote["isin"] = isin
         data.append(
             {
-                "underlying_instrument": underlying_instrument,
+                "underlying_quote": underlying_quote,
                 "portfolio": {
                     "instrument_type": "index",
                     "ticker": strategy,

wbportfolio/import_export/parsers/jpmorgan/valuation.py

@@ -4,6 +4,7 @@ import re
 
 import numpy as np
 import pandas as pd
+
 from wbportfolio.import_export.utils import convert_string_to_number
 from wbportfolio.models import Product
 

wbportfolio/import_export/parsers/leonteq/customer_trade.py

@@ -1,6 +1,7 @@
 from contextlib import suppress
 
 import pandas as pd
+
 from wbportfolio.models import Product, Trade
 
 

wbportfolio/import_export/parsers/leonteq/equity.py

@@ -4,6 +4,7 @@ from io import BytesIO
 
 import numpy as np
 import pandas as pd
+
 from wbportfolio.models import Product
 
 FIELD_MAP = {
@@ -11,9 +12,9 @@ FIELD_MAP = {
     "CURRENT PRICE": "initial_price",
     "FX": "initial_currency_fx_rate",
     "TOTAL UNITS": "initial_shares",
-    "TYPE": "underlying_instrument__instrument_type",
-    "NAME": "underlying_instrument__name",
-    "ISIN": "underlying_instrument__isin",
+    "TYPE": "underlying_quote__instrument_type",
+    "NAME": "underlying_quote__name",
+    "ISIN": "underlying_quote__isin",
     "WEIGHT (%)": "weighting",
 }
 
@@ -34,11 +35,11 @@ def parse(import_source):
                 df = df.rename(columns=df.iloc[0]).drop(df.index[0]).dropna(how="all").rename(columns=FIELD_MAP)
 
                 df = df[
-                    (df["underlying_instrument__instrument_type"].isin(["CASH", "SHARE"]))
+                    (df["underlying_quote__instrument_type"].isin(["CASH", "SHARE"]))
                     & (df["N"].astype("str").str.isnumeric())
                 ]
 
-                equities_index = df["underlying_instrument__instrument_type"] == "SHARE"
+                equities_index = df["underlying_quote__instrument_type"] == "SHARE"
                 df.loc[~equities_index, "initial_shares"] = df.loc[~equities_index, "TOTAL VALUE"]
                 df.loc[~equities_index, "initial_price"] = 1.0
                 df.initial_currency_fx_rate = df.initial_currency_fx_rate.fillna(1.0)
@@ -46,25 +47,25 @@ def parse(import_source):
                 # df["weighting"] = df.weighting / df.weighting.sum()
                 product = Product.objects.get(isin=sheet_name)
                 for position in df.to_dict("records"):
-                    if position["underlying_instrument__instrument_type"] == "CASH":
+                    if position["underlying_quote__instrument_type"] == "CASH":
                         ticker = exchange = "CASH"
                     else:
                         ticker, exchange, _ = str(position["BBG TICKER / IDENTIFIER"]).split(" ")
 
-                    if position["underlying_instrument__instrument_type"] == "SHARE":
-                        underlying_instrument = {
+                    if position["underlying_quote__instrument_type"] == "SHARE":
+                        underlying_quote = {
                             "ticker": ticker,
                             "exchange": {"bbg_exchange_codes": exchange},
-                            "name": position["underlying_instrument__name"],
+                            "name": position["underlying_quote__name"],
                             "currency__key": position["currency__key"],
                             "instrument_type": "equity",
-                            "isin": position["underlying_instrument__isin"],
+                            "isin": position["underlying_quote__isin"],
                         }
                     else:
-                        underlying_instrument = {"currency__key": position["currency__key"], "instrument_type": "cash"}
+                        underlying_quote = {"currency__key": position["currency__key"], "instrument_type": "cash"}
                     data.append(
                         {
-                            "underlying_instrument": underlying_instrument,
+                            "underlying_quote": underlying_quote,
                             "currency__key": position["currency__key"],
                             "is_estimated": False,
                             "date": valuation_date.strftime("%Y-%m-%d"),

wbportfolio/import_export/parsers/leonteq/fees.py

@@ -1,4 +1,5 @@
 import pandas as pd
+
 from wbportfolio.models import Fees, Product
 
 

wbportfolio/import_export/parsers/leonteq/trade.py

@@ -3,6 +3,7 @@ from io import BytesIO
 
 import numpy as np
 import pandas as pd
+
 from wbportfolio.models import Product
 
 

wbportfolio/import_export/parsers/leonteq/valuation.py

@@ -2,6 +2,7 @@ from io import BytesIO
 
 import numpy as np
 import pandas as pd
+
 from wbportfolio.models import Product
 
 

wbportfolio/import_export/parsers/natixis/customer_trade.py

@@ -1,5 +1,6 @@
 import numpy as np
 import pandas as pd
+
 from wbportfolio.models import Trade
 
 from .utils import file_name_parse

wbportfolio/import_export/parsers/natixis/d1_customer_trade.py

@@ -1,6 +1,7 @@
 import datetime
 
 import xlrd
+
 from wbportfolio.models import Product, Trade
 
 

wbportfolio/import_export/parsers/natixis/d1_equity.py

@@ -1,4 +1,5 @@
 import xlrd
+
 from wbportfolio.models import Product
 
 
@@ -45,7 +46,7 @@ def parse(import_source):
 
                 data.append(
                     {
-                        "underlying_instrument": {"instrument_type": "product", "ticker": ticker},
+                        "underlying_quote": {"instrument_type": "product", "ticker": ticker},
                         "currency__key": currency_key,
                         "date": valuation_date.strftime("%Y-%m-%d"),
                         "asset_valuation_date": valuation_date.strftime("%Y-%m-%d"),
@@ -58,7 +59,7 @@ def parse(import_source):
 
             data.append(
                 {
-                    "underlying_instrument": {
+                    "underlying_quote": {
                         "instrument_type": "cash",
                         "ticker": "CASH",
                         "name": f"1 {product.currency.key} AMC",

wbportfolio/import_export/parsers/natixis/d1_fees.py

@@ -1,4 +1,5 @@
 import xlrd
+
 from wbportfolio.models import Fees, Product
 
 

wbportfolio/import_export/parsers/natixis/d1_trade.py

@@ -1,4 +1,5 @@
 import xlrd
+
 from wbportfolio.models import Product, Trade
 
 

wbportfolio/import_export/parsers/natixis/d1_valuation.py

@@ -1,4 +1,5 @@
 import xlrd
+
 from wbportfolio.models import Product
 
 

wbportfolio/import_export/parsers/natixis/equity.py

@@ -10,7 +10,7 @@ FIELD_MAP = {
     "Valuation Date": "asset_valuation_date",
     "Quoted Crncy": "currency__key",
     "exchange": "exchange",
-    "underlying_instrument": "underlying_instrument",
+    "underlying_quote": "underlying_quote",
 }
 
 
@@ -20,7 +20,7 @@ def _apply_adjusting_factor(row):
 
     No idea why though
     """
-    if row["underlying_instrument"]["instrument_type"] == "product":
+    if row["underlying_quote"]["instrument_type"] == "product":
         return pd.Series([row["initial_price"], row["initial_shares"] * row["Quotity/Adj. factor"]])
     else:
         return pd.Series([row["initial_price"] * row["Quotity/Adj. factor"], row["initial_shares"]])
@@ -39,14 +39,14 @@ def parse(import_source):
     df = df.rename(columns=FIELD_MAP)
     df = df.dropna(subset=["initial_price"])
     df["initial_price"] = df["initial_price"].astype("str").str.replace(" ", "").astype("float")
-    df["underlying_instrument"] = df[["Ticker", "Name", "currency__key"]].apply(
+    df["underlying_quote"] = df[["Ticker", "Name", "currency__key"]].apply(
         lambda x: _get_underlying_instrument(*x), axis=1
     )
     df["initial_price"] = df["initial_price"].replace(0, np.nan).fillna(1.0)
     df[["initial_price", "initial_shares"]] = df[
-        ["initial_price", "initial_shares", "Quotity/Adj. factor", "underlying_instrument"]
+        ["initial_price", "initial_shares", "Quotity/Adj. factor", "underlying_quote"]
     ].apply(lambda x: _apply_adjusting_factor(x), axis=1)
-    df["exchange"] = df.underlying_instrument.apply(lambda x: x.get("exchange", None))
+    df["exchange"] = df.underlying_quote.apply(lambda x: x.get("exchange", None))
     df = df.drop(columns=df.columns.difference(FIELD_MAP.values()))
 
     df["portfolio__instrument_type"] = "product"

wbportfolio/import_export/parsers/natixis/trade.py

@@ -1,4 +1,5 @@
 import pandas as pd
+
 from wbportfolio.models import Trade
 
 from .utils import _get_underlying_instrument, file_name_parse

wbportfolio/import_export/parsers/natixis/utils.py

@@ -2,6 +2,7 @@ import datetime
 import re
 
 from django.db.models import Q
+
 from wbportfolio.models import Product
 
 INSTRUMENT_MAP_NAME = {"EDA23_AtonRa Z class": Product.objects.get(isin="LU2170995018")}
@@ -28,9 +29,9 @@ def _get_underlying_instrument(bbg_code, name, currency, instrument_type="equity
 
     cash_position = cash_position or "CASH" == bbg_code or len(re.findall("(CASH [A-Z]{3})", bbg_code)) > 0
     if cash_position:
-        underlying_instrument = {"instrument_type": "cash", "currency__key": currency}
+        underlying_quote = {"instrument_type": "cash", "currency__key": currency}
     else:
-        underlying_instrument = {
+        underlying_quote = {
             "exchange": {"bbg_exchange_codes": exchange},
             "currency__key": currency,
             "name": name.split(" @")[0].split("/")[
@@ -44,13 +45,13 @@ def _get_underlying_instrument(bbg_code, name, currency, instrument_type="equity
             if len(isin_re) > 0:
                 isin = isin_re[0]
                 # Natixis gives us ISIN as ticker for product. in that case, we registered the isin but we remove the ticker
-                underlying_instrument["instrument_type"] = "product"
-                del underlying_instrument["ticker"]
+                underlying_quote["instrument_type"] = "product"
+                del underlying_quote["ticker"]
             elif Product.objects.filter(ticker=ticker).exists():
-                underlying_instrument["instrument_type"] = "product"
+                underlying_quote["instrument_type"] = "product"
         if isin:
-            underlying_instrument["isin"] = isin
-    return underlying_instrument
+            underlying_quote["isin"] = isin
+    return underlying_quote
 
 
 def file_name_parse(file_name):

wbportfolio/import_export/parsers/sg_lux/custodian_positions.py

@@ -3,6 +3,7 @@ from typing import TYPE_CHECKING
 import pandas as pd
 from pandas.tseries.offsets import BDay
 from schwifty import IBAN
+
 from wbportfolio.models.portfolio import Portfolio
 
 if TYPE_CHECKING:

wbportfolio/import_export/parsers/sg_lux/customer_trade.py

@@ -4,6 +4,7 @@ from io import BytesIO
 import msoffcrypto
 import numpy as np
 import pandas as pd
+
 from wbportfolio.models import Product, Trade
 
 

wbportfolio/import_export/parsers/sg_lux/customer_trade_pending_slk.py

@@ -5,9 +5,10 @@ from io import StringIO
 import numpy as np
 import pandas as pd
 from wbfdm.models import InstrumentPrice
-from wbportfolio.models import Product, Register, Trade
 from xlrd import xldate_as_datetime
 
+from wbportfolio.models import Product, Register, Trade
+
 from .sylk import SYLK
 from .utils import assemble_transaction_reference, get_portfolio_id