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

wbportfolio/admin/synchronization/__init__.py

@@ -1,2 +0,0 @@
-from .portfolio_synchronization import PortfolioSynchronizationModelAdmin
-from .price_computation import PriceComputationModelAdmin

wbportfolio/admin/synchronization/admin.py

@@ -1,114 +0,0 @@
-from django_celery_beat.admin import (
-    PeriodicTaskAdmin,
-    PeriodicTaskForm,
-    _,
-    loads,
-    messages,
-    pluralize,
-)
-
-
-class SynchronizationTaskForm(PeriodicTaskForm):
-    def clean(self):
-        return self.cleaned_data
-
-
-class SynchronizationAdmin(PeriodicTaskAdmin):
-    form = SynchronizationTaskForm
-    search_fields = ("name",)
-    regtask = None
-    readonly_fields = (
-        "last_run_at",
-        # 'regtask',
-        "task",
-        "args",
-        # 'kwargs',
-        "expires",
-        "expire_seconds",
-        "queue",
-        "exchange",
-        "routing_key",
-        "priority",
-        "headers",
-    )
-    fieldsets = (
-        (
-            None,
-            {
-                "fields": (
-                    "name",
-                    "task",
-                    "enabled",
-                    "description",
-                ),
-                "classes": ("extrapretty", "wide"),
-            },
-        ),
-        (
-            "Schedule",
-            {
-                "fields": ("crontab", "start_time", "last_run_at", "one_off"),
-                "classes": ("extrapretty", "wide"),
-            },
-        ),
-        (
-            "Arguments",
-            {
-                "fields": ("args", "kwargs"),
-                "classes": ("extrapretty", "wide", "collapse", "in"),
-            },
-        ),
-        (
-            "Execution Options",
-            {
-                "fields": ("expires", "expire_seconds", "queue", "exchange", "routing_key", "priority", "headers"),
-                "classes": ("extrapretty", "wide", "collapse", "in"),
-            },
-        ),
-    )
-
-    def run_tasks(self, request, queryset):
-        def _load_kwargs(task):
-            kwargs = loads(task.kwargs)
-            kwargs["override_execution_datetime_validity"] = True
-            return kwargs
-
-        self.celery_app.loader.import_default_modules()
-
-        tasks = [
-            (self.celery_app.tasks.get(task.task), loads(task.args), _load_kwargs(task), task.queue)
-            for task in queryset
-        ]
-
-        if any(t[0] is None for t in tasks):
-            for i, t in enumerate(tasks):
-                if t[0] is None:
-                    break
-
-            # variable "i" will be set because list "tasks" is not empty
-            not_found_task_name = queryset[i].task
-
-            self.message_user(
-                request,
-                _('task "{0}" not found'.format(not_found_task_name)),
-                level=messages.ERROR,
-            )
-            return
-
-        task_ids = [
-            task.apply_async(args=args, kwargs=kwargs, queue=queue)
-            if queue and len(queue)
-            else task.apply_async(args=args, kwargs=kwargs)
-            for task, args, kwargs, queue in tasks
-        ]
-        tasks_run = len(task_ids)
-        self.message_user(
-            request,
-            _("{0} task{1} {2} successfully run").format(
-                tasks_run,
-                pluralize(tasks_run),
-                pluralize(tasks_run, _("was,were")),
-            ),
-        )
-
-    run_tasks.short_description = _("Run selected tasks")

wbportfolio/admin/synchronization/portfolio_synchronization.py

@@ -1,18 +0,0 @@
-from django.contrib import admin
-from wbportfolio.models import PortfolioSynchronization
-
-from .admin import SynchronizationAdmin
-
-
-@admin.register(PortfolioSynchronization)
-class PortfolioSynchronizationModelAdmin(SynchronizationAdmin):
-    fieldsets = (
-        *SynchronizationAdmin.fieldsets,
-        (
-            "Synchronization",
-            {
-                "fields": ("import_path", "dependent_task", "is_automatic_validation"),
-                "classes": ("extrapretty", "wide"),
-            },
-        ),
-    )

wbportfolio/admin/synchronization/price_computation.py

@@ -1,21 +0,0 @@
-from django.contrib import admin
-from wbportfolio.models import PriceComputation
-
-from .admin import SynchronizationAdmin
-
-
-@admin.register(PriceComputation)
-class PriceComputationModelAdmin(SynchronizationAdmin):
-    fieldsets = (
-        *SynchronizationAdmin.fieldsets,
-        (
-            "Synchronization",
-            {
-                "fields": (
-                    "import_path",
-                    "dependent_task",
-                ),
-                "classes": ("extrapretty", "wide"),
-            },
-        ),
-    )

wbportfolio/defaults/portfolio/default_rebalancing.py

@@ -1,45 +0,0 @@
-from datetime import date
-from decimal import Decimal
-from typing import Any, Dict, Optional
-
-import pandas as pd
-from wbportfolio.models import Portfolio
-
-
-def callback(
-    portfolio: Portfolio,
-    sync_date: date,
-    rebalancing_freq: Optional[str] = "B",
-    equally_weighted: Optional[bool] = False,
-    composite: Optional[bool] = False,
-    base_assets: Optional[Dict] = dict(),
-    **kwargs: Any,
-):
-    """Recursively calculates the position for a portfolio
-
-    Arguments:
-        portfolio {portfolio.Portfolio} -- The Portfolio on which the assets will be computed
-        sync_date {datetime.date} -- The date on which the assets will be computed
-
-    Keyword Arguments:
-        portfolio {portfolio.Portfolio} -- The core portfolio from which the computed position are created (default: {None})
-        adjusted_weighting {int} -- the adjusted weight of the current level of index (default: {1})
-        adjusted_currency_fx_rate {int} -- the adjusted currency exchange rate on the current level of index (default: {1})
-
-    Yields:
-        tuple[dict, dict] -- Two dictionaries: One with filter parameters and one with default values
-    """
-    assets = portfolio.assets.filter(date=sync_date)
-    if composite:
-        last_trade_proposals = portfolio.trade_proposals.filter(trade_date__lte=sync_date)
-        if last_trade_proposals.exists():
-            base_assets = last_trade_proposals.latest("trade_date").base_assets
-    if assets.exists() and assets.filter(date=sync_date).exists():
-        for asset in assets.all():
-            new_weight = asset.weighting
-            if pd.date_range(end=sync_date, periods=1, freq=rebalancing_freq)[0] == pd.Timestamp(sync_date):
-                if equally_weighted:
-                    new_weight = Decimal(1 / assets.count())
-                elif base_assets and (proposed_weight := base_assets.get(asset.underlying_instrument.id, None)):
-                    new_weight = proposed_weight
-            yield asset._build_dto(), asset._build_dto(new_weight)

wbportfolio/factories/pytest_utils.py

@@ -1,121 +0,0 @@
-from datetime import date
-
-import pandas as pd
-from django.utils import timezone
-from faker import Faker
-from pandas.tseries.offsets import BusinessMonthEnd
-from wbfdm.factories import (
-    CashFactory,
-    ClassificationFactory,
-    ClassificationGroupFactory,
-    EquityFactory,
-    InstrumentFactory,
-)
-from wbportfolio.factories import (
-    AssetPositionFactory,
-    InstrumentPriceFactory,
-    PortfolioFactory,
-    PortfolioSynchronizationFactory,
-    PriceComputationFactory,
-    ProductFactory,
-)
-from wbportfolio.models import (
-    InstrumentPortfolioThroughModel,
-    PortfolioPortfolioThroughModel,
-)
-
-fake = Faker()
-
-
-def setup_product(today):
-    product = ProductFactory.create()
-    product.related_instruments.add(InstrumentFactory.create())
-    primary_group = ClassificationGroupFactory.create(is_primary=True, max_depth=3)
-    classification_parent_1 = ClassificationFactory.create(group=primary_group)
-    classification_parent_2 = ClassificationFactory.create(group=primary_group)
-
-    i1 = EquityFactory.create(classifications=[classification_parent_1.children.first().children.first()])
-    i2 = EquityFactory.create(classifications=[classification_parent_2.children.first().children.first()])
-    i3 = CashFactory.create()
-    for _d in pd.date_range(
-        today - BusinessMonthEnd(1), today + BusinessMonthEnd(0), freq="B"
-    ):  # Build a complete factsheet month
-        _d = _d.date()
-        InstrumentPriceFactory.create(instrument=product, date=_d)
-        pos = [
-            AssetPositionFactory.create(
-                portfolio=product.portfolio,
-                date=_d,
-                underlying_instrument=i1,
-                underlying_instrument_price=InstrumentPriceFactory.create(instrument=i1, date=_d, calculated=False),
-            ),
-            AssetPositionFactory.create(
-                portfolio=product.portfolio,
-                date=_d,
-                underlying_instrument=i2,
-                underlying_instrument_price=InstrumentPriceFactory.create(instrument=i2, date=_d, calculated=False),
-            ),
-            AssetPositionFactory.create(
-                portfolio=product.portfolio,
-                date=_d,
-                underlying_instrument=i3,
-                underlying_instrument_price=InstrumentPriceFactory.create(instrument=i3, date=_d, calculated=False),
-            ),
-        ]
-        for p in pos:
-            InstrumentPriceFactory.create(instrument=p.underlying_instrument, date=_d)
-    return product
-
-
-class ValidTodayProductSetupMixin:
-    def setup_method(self, method=None):
-        product = setup_product(timezone.now().date())
-        self.product = product
-
-
-class ValidTodayMultiThematicProductSetupMixin:
-    def setup_method(self, method=None):
-        today = date.today()
-        main_product = ProductFactory.create(price_computation=PriceComputationFactory.create())
-        main_product.related_instruments.add(InstrumentFactory.create())
-
-        # Create two valid products that will span our portfolio
-        product1 = setup_product(today)
-        product2 = setup_product(today)
-
-        # Create a computed portfolio (model to allow automatic sync), linked throught he primary portfolio with a Thematic relationship
-        computed_portfolio = PortfolioFactory.create(
-            portfolio_synchronization=PortfolioSynchronizationFactory.create(),
-        )
-        PortfolioPortfolioThroughModel.objects.create(
-            portfolio=computed_portfolio, dependency_portfolio=main_product.primary_portfolio
-        )
-
-        InstrumentPortfolioThroughModel.objects.update_or_create(
-            instrument=main_product, defaults={"portfolio": computed_portfolio}
-        )
-
-        # Loop through the date range and create an equally weighted portfolio of products and synchronize the computed portfolio and compute the estimate NAV
-        for _d in pd.date_range(today - BusinessMonthEnd(1), today + BusinessMonthEnd(0), freq="B"):
-            _d = _d.date()
-            AssetPositionFactory.create(
-                portfolio=main_product.primary_portfolio,
-                underlying_instrument=product1,
-                date=_d,
-                weighting=0.5,
-                initial_price=product1.prices.get(date=_d).net_value,
-            )
-            AssetPositionFactory.create(
-                portfolio=main_product.primary_portfolio,
-                underlying_instrument=product2,
-                date=_d,
-                weighting=0.5,
-                initial_price=product2.prices.get(date=_d).net_value,
-            )
-            computed_portfolio.portfolio_synchronization.synchronize(
-                computed_portfolio, _d, override_execution_datetime_validity=True
-            )
-            main_product.price_computation.compute(main_product, _d, override_execution_datetime_validity=True)
-        main_product.prices.update(calculated=False)
-        self.product = main_product
-        self.theme_portfolio = main_product.primary_portfolio

wbportfolio/factories/synchronization.py

@@ -1,40 +0,0 @@
-import factory
-from django_celery_beat.models import CrontabSchedule, PeriodicTask
-from wbportfolio.models import (
-    PortfolioSynchronization,
-    PriceComputation,
-    SynchronizationTask,
-)
-
-
-class CrontabScheduleFactory(factory.django.DjangoModelFactory):
-    hour = factory.Iterator(range(0, 24))
-    minute = factory.Iterator(range(0, 60))
-
-    class Meta:
-        model = CrontabSchedule
-
-
-class PeriodicTaskFactory(factory.django.DjangoModelFactory):
-    class Meta:
-        model = PeriodicTask
-
-    name = factory.Sequence(lambda n: f"Synchronization Task {n}")
-    crontab = factory.SubFactory(CrontabScheduleFactory)
-
-
-class SynchronizationTaskFactory(PeriodicTaskFactory):
-    class Meta:
-        model = SynchronizationTask
-
-
-class PortfolioSynchronizationFactory(SynchronizationTaskFactory):
-    propagate_history = False
-
-    class Meta:
-        model = PortfolioSynchronization
-
-
-class PriceComputationFactory(SynchronizationTaskFactory):
-    class Meta:
-        model = PriceComputation

wbportfolio/models/synchronization/__init__.py

@@ -1,3 +0,0 @@
-from .portfolio_synchronization import PortfolioSynchronization
-from .price_computation import PriceComputation
-from .synchronization import SynchronizationTask

wbportfolio/models/synchronization/portfolio_synchronization.py

@@ -1,292 +0,0 @@
-import logging
-from datetime import date, datetime
-from decimal import Decimal
-from typing import Any, Optional
-
-import numpy as np
-import pandas as pd
-from celery import shared_task
-from celery.canvas import Signature
-from django.db import models
-from django.db.models import F
-from django.utils import timezone
-from wbfdm.enums import MarketData
-from wbfdm.models.instruments import Instrument
-from wbportfolio.models import Portfolio
-from wbportfolio.models.transactions.trade_proposals import TradeProposal
-from wbportfolio.pms.typing import Portfolio as PortfolioDTO
-from wbportfolio.pms.typing import Position as PositionDTO
-
-from .synchronization import SynchronizationTask
-
-
-def convert_currency(x, val_date, other_currency):
-    instrument = Instrument.objects.get(id=x)
-    try:
-        return instrument.currency.convert(val_date, other_currency)
-    except Exception:
-        return np.nan
-
-
-class PortfolioSynchronization(SynchronizationTask):
-    is_automatic_validation = models.BooleanField(
-        default=True,
-        verbose_name="Automatic validation",
-        help_text="Set to True if you want to automatically implement proposed positions",
-    )
-    propagate_history = models.BooleanField(
-        default=False,
-        verbose_name="Propagate History",
-        help_text="If true, when the depends on portfolio changes at a certain date, this method will trigger a synchronization for each date (at the scheduled frequency) from that date to the latest valid date",
-    )
-
-    def synchronize(
-        self,
-        portfolio: models.Model,
-        sync_date: date,
-        task_execution_datetime: Optional[datetime] = None,
-        override_execution_datetime_validity: Optional[bool] = False,
-        post_processing: bool = True,
-        **kwargs: Any,
-    ):
-        """
-        This function compute the new portfolio composition after synchronization (returns from `_import_method`) for a
-        given date and either update or create the portfolio or create a trade proposal given the new portfolio constituent.
-
-        :param portfolio: The portfolio to synchronize the positions from
-        :param sync_date: The date at which we need to synchronize the given portfolio
-        :param task_execution_datetime: An optional datetime specifying at which time this task was initially executed.
-        :param override_execution_datetime_validity: If true, we don't valide `task_execution_datetime`
-        :param kwargs: keyword arguments
-        """
-
-        initkwargs = {**kwargs, **self.cast_kwargs}
-        if not task_execution_datetime:
-            task_execution_datetime = timezone.now()
-        if portfolio.is_active_at_date(sync_date):
-            if self.is_valid_date(task_execution_datetime) or override_execution_datetime_validity:
-                if import_res := list(zip(*self._import_method(portfolio, sync_date, **initkwargs))):
-                    effective_positions = list(filter(lambda x: x, import_res[0]))
-                    target_positions = list(filter(lambda x: x, import_res[1]))
-                    if len(target_positions) > 0:
-                        target_portfolio = PortfolioDTO(target_positions)
-
-                        effective_portfolio = (
-                            PortfolioDTO(effective_positions) if len(effective_positions) > 0 else None
-                        )
-                        if self.is_automatic_validation:
-                            # We process these positions automatically
-                            portfolio.import_positions_at_date(
-                                target_portfolio, sync_date, post_processing=post_processing
-                            )
-                        else:
-                            trade_proposal, created = TradeProposal.objects.get_or_create(
-                                trade_date=sync_date,
-                                portfolio=portfolio,
-                                defaults={"comment": "Automatic rebalancing"},
-                            )
-                            trade_proposal.create_or_update_trades(
-                                target_portfolio=target_portfolio, effective_portfolio=effective_portfolio
-                            )
-
-                        portfolio.last_synchronization = timezone.now()
-                        portfolio.save()
-
-            else:
-                logging.info(
-                    f"Synchronization invalid: {portfolio.name} synchronization with {self.name} was triggered for {sync_date} but date not valid for crontab schedule {str(self.crontab)}"
-                )
-
-    def synchronize_as_task_si(self, portfolio: models.Model, sync_date: date, **kwargs: Any) -> Signature:
-        """
-        Utility function that returns the signature of the synchronize method
-        """
-        return synchronize_portfolio_as_task.si(self.id, portfolio.id, sync_date, **kwargs)
-
-    def _tasks_signature(self, sync_date: Optional[date] = None, **kwargs: Any) -> Signature:
-        """
-        Gather all tasks that needs to run under this synchronization job as a list of celery signatures.
-        This method is expected to be implemented at each inheriting class.
-        :param args: list
-        :param kwargs: dict
-        :return: list[signature]
-        """
-        for portfolio in self.portfolios.all():
-            portfolio_sync_dates = []
-            if sync_date:
-                portfolio_sync_dates = [sync_date]
-            elif not sync_date and portfolio.assets.exists() and (latest_asset := portfolio.assets.latest("date")):
-                portfolio_sync_dates = map(
-                    lambda x: x.date(), pd.date_range(latest_asset.date, date.today(), freq="B", inclusive="left")
-                )
-            for portfolio_sync_date in portfolio_sync_dates:
-                if portfolio.is_active_at_date(portfolio_sync_date):
-                    yield synchronize_portfolio_as_task.si(self.id, portfolio.id, portfolio_sync_date, **kwargs)
-
-    @classmethod
-    def _default_callback(
-        cls,
-        portfolio: Portfolio,
-        sync_date: date,
-        portfolio_created: Optional[Portfolio] = None,
-        adjusted_weighting: Optional[Decimal] = Decimal(1.0),
-        adjusted_currency_fx_rate: Optional[Decimal] = Decimal(1.0),
-        is_estimated: Optional[bool] = False,
-        portfolio_total_value: Optional[float] = None,
-        **kwargs: Any,
-    ):
-        """Recursively calculates the position for a portfolio
-
-        Arguments:
-            portfolio {portfolio.Portfolio} -- The Portfolio on which the assets will be computed
-            sync_date {datetime.date} -- The date on which the assets will be computed
-
-        Keyword Arguments:
-            portfolio {portfolio.Portfolio} -- The core portfolio from which the computed position are created (default: {None})
-            adjusted_weighting {int} -- the adjusted weight of the current level of index (default: {1})
-            adjusted_currency_fx_rate {int} -- the adjusted currency exchange rate on the current level of index (default: {1})
-
-        Yields:
-            tuple[dict, dict] -- Two dictionaries: One with filter parameters and one with default values
-        """
-        is_root_position_estimated = False
-        if not portfolio_created:
-            if portfolio_created := portfolio.primary_portfolio:
-                is_root_position_estimated = (
-                    portfolio_created.assets.filter(date=sync_date).count() == 1
-                    and portfolio_created.assets.filter(date=sync_date, is_estimated=True).count() == 1
-                )
-        if portfolio_created:
-            child_positions = portfolio_created.assets.filter(date=sync_date)
-            asset_positions = child_positions.all()
-            # Compute the total portfolio value based on the root position child (otherwise the value is passed as
-            # parameters in the recursion
-            if not portfolio_total_value:
-                portfolio_total_value = child_positions.aggregate(tv=models.Sum(F("total_value_fx_portfolio")))["tv"]
-                if not portfolio_total_value:
-                    portfolio_total_value = portfolio_created.get_total_value(sync_date)
-            for position in child_positions:
-                if child_portfolio := position.underlying_instrument.portfolio:
-                    if child_portfolio.assets.filter(date=sync_date).exists() and position.weighting is not None:
-                        asset_positions = asset_positions.exclude(id=position.id)
-                        yield from cls._default_callback(
-                            portfolio,
-                            sync_date,
-                            portfolio_created=child_portfolio,
-                            adjusted_weighting=position.weighting * adjusted_weighting,
-                            portfolio_total_value=portfolio_total_value,
-                            adjusted_currency_fx_rate=position.currency_fx_rate * adjusted_currency_fx_rate,
-                            is_estimated=False
-                            if is_root_position_estimated
-                            else (is_estimated and position.is_estimated),
-                        )
-            df = pd.DataFrame(
-                asset_positions.values_list(
-                    "currency_fx_rate",
-                    "price",
-                    "weighting",
-                    "shares",
-                    "is_estimated",
-                    "underlying_instrument",
-                    "currency",
-                    "exchange",
-                ),
-                columns=[
-                    "currency_fx_rate",
-                    "price",
-                    "weighting",
-                    "shares",
-                    "is_estimated",
-                    "underlying_instrument",
-                    "currency",
-                    "exchange",
-                ],
-            )
-            if not df.empty:
-                df.currency_fx_rate = df.currency_fx_rate * adjusted_currency_fx_rate
-                df.weighting = df.weighting * adjusted_weighting
-
-                df = (
-                    df.groupby(["underlying_instrument", "currency", "exchange"], dropna=False)
-                    .agg(
-                        {
-                            "currency_fx_rate": "first",
-                            "price": "first",
-                            "weighting": "sum",
-                            "shares": "sum",
-                            "is_estimated": "first",
-                        }
-                    )
-                    .reset_index()
-                )
-                df[["underlying_instrument", "currency", "exchange"]] = df[
-                    ["underlying_instrument", "currency", "exchange"]
-                ].astype("object")
-                df[["currency_fx_rate", "price", "weighting", "shares"]] = df[
-                    ["currency_fx_rate", "price", "weighting", "shares"]
-                ].astype("float")
-
-                df["actual_currency_fx_rate"] = df.underlying_instrument.apply(
-                    lambda x: convert_currency(x, sync_date, portfolio.currency)
-                ).astype("float")
-                df["actual_currency_fx_rate"] = df["actual_currency_fx_rate"].fillna(df["currency_fx_rate"])
-
-                df = df.where(pd.notnull(df), None).set_index("underlying_instrument")
-                missing_prices = df.loc[df["price"].isnull(), "price"]
-                if not missing_prices.empty:
-                    prices_df = pd.DataFrame(
-                        Instrument.objects.filter(id__in=missing_prices.index).dl.market_data(
-                            values=[MarketData.CLOSE], exact_date=sync_date
-                        )
-                    )
-                    if not prices_df.empty:
-                        prices_df = prices_df[["close", "instrument_id"]].set_index("instrument_id").astype("float")
-                        df.loc[prices_df.index, "price"] = prices_df
-
-                if portfolio_total_value is not None:
-                    df["shares"] = (df["weighting"] * float(portfolio_total_value)) / (
-                        df["price"] * df["actual_currency_fx_rate"]
-                    )
-                if is_estimated:
-                    df["is_estimated"] = True
-                for underlying_instrument, asset_position in df.to_dict("index").items():
-                    if (
-                        asset_position["weighting"] or asset_position["shares"]
-                    ):  # We don't yield empty position (pos with shares and weight equal to 0 or None)
-                        # We return the position as a serialized dictionary
-                        yield None, PositionDTO(
-                            date=sync_date,
-                            asset_valuation_date=sync_date,
-                            portfolio_created=portfolio_created.id,
-                            underlying_instrument=underlying_instrument,
-                            instrument_type=Instrument.objects.get(id=underlying_instrument).security_instrument_type,
-                            currency=asset_position["currency"],
-                            exchange=asset_position["exchange"],
-                            shares=asset_position["shares"],
-                            price=asset_position["price"],
-                            currency_fx_rate=asset_position["actual_currency_fx_rate"],
-                            weighting=asset_position["weighting"],
-                            is_estimated=asset_position["is_estimated"],
-                        )
-
-    def __str__(self) -> str:
-        return self.name
-
-    @classmethod
-    def get_representation_endpoint(cls) -> str:
-        return "wbportfolio:portfoliosynchronizationrepresentation-list"
-
-    @classmethod
-    def get_representation_value_key(cls) -> str:
-        return "id"
-
-    @classmethod
-    def get_representation_label_key(cls) -> str:
-        return "{{name}}"
-
-
-@shared_task(queue="portfolio")
-def synchronize_portfolio_as_task(synchronization_method_id: int, portfolio_id: int, sync_date: date, **kwargs: Any):
-    portfolio = Portfolio.objects.get(id=portfolio_id)
-    synchronization_method = PortfolioSynchronization.objects.get(id=synchronization_method_id)
-    synchronization_method.synchronize(portfolio, sync_date, **kwargs)