wbportfolio 1.44.5__py2.py3-none-any.whl → 1.45.1__py2.py3-none-any.whl

wbportfolio/risk_management/backends/accounts.py

@@ -11,6 +11,7 @@ from wbcore.contrib.directory.models import Entry
 from wbcrm.models import Account
 from wbfdm.models import Classification
 from wbfdm.preferences import get_default_classification_group
+
 from wbportfolio.analysis.claims import ConsolidatedTradeSummary
 from wbportfolio.models import Product, ProductGroup
 from wbportfolio.models.transactions.claim import Claim, ClaimGroupbyChoice
@@ -149,13 +150,13 @@ class RuleBackend(backend.AbstractRuleBackend):
                         }
                         color = "red" if percentage < 0 else "green"
                         if self.field == "AUM":
-                            report_details[
-                                "AUM Change"
-                            ] = f'<span style="color:{color}">{start_df.loc[breached_obj_id]:.0f} $ → {end_df.loc[breached_obj_id]:.0f} $</span>'
+                            report_details["AUM Change"] = (
+                                f'<span style="color:{color}">{start_df.loc[breached_obj_id]:.0f} $ → {end_df.loc[breached_obj_id]:.0f} $</span>'
+                            )
                         else:
-                            report_details[
-                                "Shares Change"
-                            ] = f"<span style='color:{color}'>{start_df.loc[breached_obj_id]:.0f} → {end_df.loc[breached_obj_id]:.0f}</span>"
+                            report_details["Shares Change"] = (
+                                f"<span style='color:{color}'>{start_df.loc[breached_obj_id]:.0f} → {end_df.loc[breached_obj_id]:.0f}</span>"
+                            )
                         report_details["Group By"] = self.group_by.value
                         yield backend.IncidentResult(
                             breached_object=breached_obj,

wbportfolio/risk_management/backends/controversy_portfolio.py

@@ -7,6 +7,7 @@ from wbcore import serializers as wb_serializers
 from wbfdm.enums import ESGControveryFlag
 from wbfdm.models import Instrument
 from wbfdm.models.esg.controversies import Controversy
+
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 
 from .mixins import ActivePortfolioRelationshipMixin

wbportfolio/risk_management/backends/exposure_portfolio.py

@@ -14,6 +14,7 @@ from wbfdm.serializers import (
     ClassificationRepresentationSerializer,
     InstrumentTypeRepresentationSerializer,
 )
+
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 
 from .mixins import ActivePortfolioRelationshipMixin

wbportfolio/risk_management/backends/instrument_list_portfolio.py

@@ -8,6 +8,7 @@ from wbfdm.models import Instrument, InstrumentList, InstrumentListThroughModel
 from wbfdm.serializers.instruments.instrument_lists import (
     InstrumentListRepresentationSerializer,
 )
+
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 
 from .mixins import ActivePortfolioRelationshipMixin

wbportfolio/risk_management/backends/liquidity_risk.py

@@ -9,6 +9,7 @@ from wbcompliance.models.risk_management import backend
 from wbcompliance.models.risk_management.dispatch import register
 from wbcore import serializers as wb_serializers
 from wbfdm.models import Instrument, InstrumentPrice
+
 from wbportfolio.models import AssetPosition
 
 

wbportfolio/risk_management/backends/liquidity_stress_instrument.py

@@ -6,6 +6,7 @@ from wbcompliance.models.risk_management.dispatch import register
 from wbcore import serializers as wb_serializers
 from wbcore.serializers.fields.number import percent_decorator
 from wbfdm.models import Instrument
+
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 
 from .mixins import ActiveProductRelationshipMixin

wbportfolio/risk_management/backends/mixins.py

@@ -13,6 +13,7 @@ from wbfdm.serializers import (
     InstrumentTypeRepresentationSerializer,
     SecurityRepresentationSerializer,
 )
+
 from wbportfolio.models import InstrumentPortfolioThroughModel, Portfolio
 
 

wbportfolio/risk_management/backends/product_integrity.py

@@ -7,6 +7,7 @@ from wbcompliance.models.risk_management import backend
 from wbcompliance.models.risk_management.dispatch import register
 from wbcore import serializers as wb_serializers
 from wbfdm.models import InstrumentPrice
+
 from wbportfolio.models import AssetPosition, Product
 
 
@@ -21,7 +22,11 @@ class RuleBackend(backend.AbstractRuleBackend):
     product: Product
 
     def is_passive_evaluation_valid(self) -> bool:
-        return self.product.is_active_at_date(self.evaluation_date)
+        return (
+            self.product.is_active_at_date(self.evaluation_date)
+            and AssetPosition.objects.filter(is_estimated=False, portfolio=self.product.portfolio).exists()
+            and InstrumentPrice.objects.filter(calculated=False, instrument=self.product).exists()
+        )
 
     @classmethod
     def get_allowed_content_type(cls) -> "ContentType":

wbportfolio/risk_management/backends/stop_loss_instrument.py

@@ -2,6 +2,7 @@ from typing import Generator
 
 from wbcompliance.models.risk_management import backend
 from wbcompliance.models.risk_management.dispatch import register
+
 from wbportfolio.pms.typing import Valuation as ValuationDTO
 
 from .mixins import ActiveProductRelationshipMixin, StopLossMixin

wbportfolio/risk_management/backends/stop_loss_portfolio.py

@@ -2,6 +2,7 @@ from typing import Generator
 
 from wbcompliance.models.risk_management import backend
 from wbcompliance.models.risk_management.dispatch import register
+
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 from wbportfolio.pms.typing import Valuation as ValuationDTO
 

wbportfolio/risk_management/backends/ucits_portfolio.py

@@ -7,6 +7,7 @@ from wbcompliance.models.risk_management.dispatch import register
 from wbcore import serializers as wb_serializers
 from wbcore.serializers.fields.number import percent_decorator
 from wbfdm.models import Instrument
+
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 
 from .mixins import ActivePortfolioRelationshipMixin
@@ -45,19 +46,25 @@ class RuleBackend(ActivePortfolioRelationshipMixin, backend.AbstractRuleBackend)
     def _process_dto(self, portfolio: PortfolioDTO, **kwargs) -> Generator[backend.IncidentResult, None, None]:
         if not (df := self._filter_df(pd.DataFrame(portfolio.to_df()).astype({"weighting": float}))).empty:
             df = df[["underlying_instrument", "weighting"]].groupby("underlying_instrument").sum()
-            total_weight_threshold_1_2 = df.loc[df["weighting"] < self.threshold_2, "weighting"].sum()
+            total_weight_threshold_1_2 = df["weighting"].sum()
             highest_incident_type = RiskIncidentType.objects.order_by("-severity_order").first()
+
             for id, row in df.to_dict("index").items():
                 if (row["weighting"] > self.threshold_2) or (total_weight_threshold_1_2 > self.threshold_3):
                     instrument = Instrument.objects.get(id=id)
+                    breached_value = f"""
+                    Sum >= {self.threshold_1:.2%}: {total_weight_threshold_1_2:+.2%}
+                    """
+                    if row["weighting"] > self.threshold_2:
+                        breached_value += f"<br>Instrument >= {self.threshold_2:.2%}: {instrument.name_repr}"
                     yield backend.IncidentResult(
                         breached_object=instrument,
                         breached_object_repr=str(instrument),
-                        breached_value=f'∑[0%, {self.threshold_2:.2%}]:  {row["weighting"]:+.2%} | ∑[{self.threshold_1:.2%}, {self.threshold_2:.2%}]: {total_weight_threshold_1_2:+.2%}',
+                        breached_value=breached_value,
                         report_details={
-                            "Breach Thresholds": f"{self.threshold_1}|{self.threshold_2}|{self.threshold_3}",
-                            "Weighting": f"{row['weighting']:.3f}",
-                            f"Sum of positions whose weight are between {self.threshold_1:.2%} and {self.threshold_2:.2%}": f"{total_weight_threshold_1_2:.3f}",
+                            "Breach Thresholds": f"{self.threshold_1:.2%}|{self.threshold_2:.2%}|{self.threshold_3:.2%}",
+                            "Weighting": f"{row['weighting']:+.2%}",
+                            f"Sum of positions > {self.threshold_1:.2%}": f"{total_weight_threshold_1_2:+.2%}",
                         },
                         severity=highest_incident_type,
                     )

wbportfolio/risk_management/tests/test_accounts.py

@@ -3,6 +3,7 @@ from faker import Faker
 from pandas.tseries.offsets import BDay
 from psycopg.types.range import NumericRange
 from wbcompliance.factories.risk_management import RuleThresholdFactory
+
 from wbportfolio.models.transactions.claim import ClaimGroupbyChoice
 from wbportfolio.risk_management.backends.accounts import (
     RuleBackend as AccountRuleBackend,

wbportfolio/risk_management/tests/test_controversy_portfolio.py

@@ -1,6 +1,7 @@
 import pytest
 from faker import Faker
 from wbfdm.enums import ESGControveryFlag
+
 from wbportfolio.risk_management.backends.controversy_portfolio import (
     RuleBackend as ControversyPortfolio,
 )

wbportfolio/risk_management/tests/test_exposure_portfolio.py

@@ -4,6 +4,7 @@ import pytest
 from faker import Faker
 from psycopg.types.range import NumericRange
 from wbcompliance.factories.risk_management import RuleThresholdFactory
+
 from wbportfolio.risk_management.backends.exposure_portfolio import (
     RuleBackend as ExposurePortfolioRuleBackend,
 )

wbportfolio/risk_management/tests/test_instrument_list_portfolio.py

@@ -1,6 +1,7 @@
 import pytest
 from faker import Faker
 from wbfdm.models.instruments.instrument_lists import InstrumentListThroughModel
+
 from wbportfolio.risk_management.backends.instrument_list_portfolio import (
     RuleBackend as InstrumentListPortfolio,
 )

wbportfolio/risk_management/tests/test_liquidity_risk.py

@@ -2,6 +2,7 @@ import pytest
 from faker import Faker
 from psycopg.types.range import NumericRange
 from wbcompliance.factories.risk_management import RuleThresholdFactory
+
 from wbportfolio.risk_management.backends.liquidity_risk import (
     RuleBackend as LiquidityRiskRuleBackend,
 )

wbportfolio/risk_management/tests/test_product_integrity.py

@@ -3,6 +3,7 @@ from faker import Faker
 from pandas.tseries.offsets import BDay
 from psycopg.types.range import NumericRange
 from wbcompliance.factories.risk_management import RuleThresholdFactory
+
 from wbportfolio.risk_management.backends.product_integrity import (
     RuleBackend as ProductRuleBackend,
 )

wbportfolio/risk_management/tests/test_stop_loss_instrument.py

@@ -6,6 +6,7 @@ from faker import Faker
 from psycopg.types.range import NumericRange
 from wbcompliance.factories.risk_management import RuleThresholdFactory
 from wbfdm.models import RelatedInstrumentThroughModel
+
 from wbportfolio.risk_management.backends.stop_loss_instrument import (
     RuleBackend as StopLossInstrumentRuleBackend,
 )

wbportfolio/risk_management/tests/test_stop_loss_portfolio.py

@@ -5,6 +5,7 @@ import pytest
 from faker import Faker
 from psycopg.types.range import NumericRange
 from wbcompliance.factories.risk_management import RuleThresholdFactory
+
 from wbportfolio.risk_management.backends.stop_loss_instrument import (
     RuleBackend as StopLossInstrumentRuleBackend,
 )

wbportfolio/risk_management/tests/test_ucits_portfolio.py

@@ -1,5 +1,6 @@
 import pytest
 from faker import Faker
+
 from wbportfolio.risk_management.backends.ucits_portfolio import (
     RuleBackend as UCITPortfolioRuleBackend,
 )
@@ -18,7 +19,7 @@ class TestUcitsRuleModel(PortfolioTestMixin):
         #  Check No single asset can represent more than 10% of the fund's assets;
         asset_position_factory.create(date=weekday, weighting=0.05, portfolio=portfolio)
         asset_position_factory.create(date=weekday, weighting=0.05, portfolio=portfolio)
-        a3 = asset_position_factory.create(date=weekday, weighting=0.90, portfolio=portfolio)
+        a3 = asset_position_factory.create(date=weekday, weighting=0.15, portfolio=portfolio)
 
         res = list(ucits_backend.check_rule())
         assert len(res) == 1

wbportfolio/serializers/__init__.py

@@ -1,3 +1,8 @@
+from .rebalancing import (
+    RebalancingModelRepresentationSerializer,
+    RebalancerRepresentationSerializer,
+    RebalancerModelSerializer,
+)
 from .assets import (
     AssetPositionInstrumentModelSerializer,
     AssetPositionModelSerializer,
@@ -11,7 +16,6 @@ from .portfolio_relationship import (
     InstrumentPortfolioThroughModelSerializer,
 )
 from .portfolios import (
-    ModelPortfolioModelSerializer,
     PortfolioModelSerializer,
     PortfolioPortfolioThroughModelSerializer,
     PortfolioRepresentationSerializer,
@@ -22,10 +26,6 @@ from .positions import AggregatedAssetPositionModelSerializer
 from .registers import RegisterModelSerializer, RegisterRepresentationSerializer
 from .roles import PortfolioRoleModelSerializer, PortfolioRoleProjectModelSerializer
 from .signals import *
-from .synchronization import (
-    PortfolioSynchronizationRepresentationSerializer,
-    PriceComputationRepresentationSerializer,
-)
 from .transactions import *
 from .products import (
     ProductRepresentationSerializer,

wbportfolio/serializers/adjustments.py

@@ -1,6 +1,7 @@
 from wbcore import serializers as wb_serializers
 from wbcore.contrib.directory.serializers import PersonRepresentationSerializer
 from wbfdm.serializers import SecurityRepresentationSerializer
+
 from wbportfolio.models import Adjustment
 
 

wbportfolio/serializers/assets.py

@@ -2,18 +2,17 @@ from wbcore import serializers as wb_serializers
 from wbcore.contrib.currency.serializers import CurrencyRepresentationSerializer
 from wbfdm.serializers import InvestableInstrumentRepresentationSerializer
 from wbfdm.serializers.exchanges import ExchangeRepresentationSerializer
+
 from wbportfolio.models import AssetPosition, Portfolio
 
 from .portfolios import PortfolioRepresentationSerializer
 
 
 class AssetPositionModelSerializer(wb_serializers.ModelSerializer):
-    underlying_instrument_isin = wb_serializers.CharField(read_only=True)
-    underlying_instrument_ticker = wb_serializers.CharField(read_only=True)
-    underlying_instrument_name = wb_serializers.CharField(read_only=True)
-    _underlying_instrument = InvestableInstrumentRepresentationSerializer(
-        source="underlying_instrument", label_key="name"
-    )
+    underlying_quote_isin = wb_serializers.CharField(read_only=True)
+    underlying_quote_ticker = wb_serializers.CharField(read_only=True)
+    underlying_quote_name = wb_serializers.CharField(read_only=True)
+    _underlying_quote = InvestableInstrumentRepresentationSerializer(source="underlying_quote", label_key="name")
     _currency = CurrencyRepresentationSerializer(source="currency")
     _portfolio = PortfolioRepresentationSerializer(source="portfolio")
     _exchange = ExchangeRepresentationSerializer(source="exchange")
@@ -70,11 +69,11 @@ class AssetPositionModelSerializer(wb_serializers.ModelSerializer):
             "total_value_fx_portfolio",
             "liquidity",
             "is_estimated",
-            "underlying_instrument_name",
-            "underlying_instrument_isin",
-            "underlying_instrument_ticker",
-            "underlying_instrument",
-            "_underlying_instrument",
+            "underlying_quote_name",
+            "underlying_quote_isin",
+            "underlying_quote_ticker",
+            "underlying_quote",
+            "_underlying_quote",
             "_portfolio",
             "_portfolio_created",
             "_exchange",
@@ -93,11 +92,11 @@ class AssetPositionPortfolioModelSerializer(AssetPositionModelSerializer):
         fields = (
             "id",
             "is_estimated",
-            "underlying_instrument_name",
-            "underlying_instrument_isin",
-            "underlying_instrument_ticker",
-            "underlying_instrument",
-            "_underlying_instrument",
+            "underlying_quote_name",
+            "underlying_quote_isin",
+            "underlying_quote_ticker",
+            "underlying_quote",
+            "_underlying_quote",
             "currency",
             "_currency",
             "exchange",
@@ -128,9 +127,9 @@ class AssetPositionAggregatedPortfolioModelSerializer(AssetPositionPortfolioMode
         fields = (
             "id",
             "is_estimated",
-            "underlying_instrument_isin",
-            "underlying_instrument_ticker",
-            "underlying_instrument_name",
+            "underlying_quote_isin",
+            "underlying_quote_ticker",
+            "underlying_quote_name",
             "currency",
             "price",
             "shares",

wbportfolio/serializers/custodians.py

@@ -1,5 +1,6 @@
 from rest_framework.reverse import reverse
 from wbcore import serializers as wb_serializers
+
 from wbportfolio.models import Custodian
 
 

wbportfolio/serializers/portfolio_cash_flow.py

@@ -2,6 +2,7 @@ from datetime import date, timedelta
 
 from rest_framework.exceptions import ValidationError
 from wbcore import serializers
+
 from wbportfolio.models.portfolio_cash_flow import DailyPortfolioCashFlow
 from wbportfolio.serializers.portfolios import PortfolioRepresentationSerializer
 

wbportfolio/serializers/portfolio_cash_targets.py

@@ -1,4 +1,5 @@
 from wbcore import serializers
+
 from wbportfolio.models.portfolio_cash_targets import PortfolioCashTarget
 from wbportfolio.serializers.portfolios import PortfolioRepresentationSerializer
 

wbportfolio/serializers/portfolio_relationship.py

@@ -7,6 +7,7 @@ from wbfdm.serializers import (
 from wbfdm.serializers.instruments.classifications import (
     ClassificationGroupRepresentationSerializer,
 )
+
 from wbportfolio.models.portfolio_relationship import (
     InstrumentPortfolioThroughModel,
     PortfolioInstrumentPreferredClassificationThroughModel,

wbportfolio/serializers/portfolio_swing_pricing.py

@@ -1,4 +1,5 @@
 from wbcore import serializers
+
 from wbportfolio.models.portfolio_swing_pricings import PortfolioSwingPricing
 from wbportfolio.serializers.portfolios import PortfolioRepresentationSerializer
 

wbportfolio/serializers/portfolios.py

@@ -2,13 +2,15 @@ from rest_framework.reverse import reverse
 from wbcore import serializers as wb_serializers
 from wbcore.contrib.currency.serializers import CurrencyRepresentationSerializer
 from wbcore.contrib.directory.models import BankingContact
+
 from wbportfolio.models import Portfolio, PortfolioPortfolioThroughModel
-from wbportfolio.serializers.synchronization import (
-    PortfolioSynchronizationRepresentationSerializer,
-)
+from wbportfolio.serializers.rebalancing import RebalancerRepresentationSerializer
 
 
 class PortfolioRepresentationSerializer(wb_serializers.RepresentationSerializer):
+    def get_filter_params(self, request):
+        return {"is_tracked": True}
+
     _detail = wb_serializers.HyperlinkField(reverse_name="wbportfolio:portfolio-detail")
     _detail_preview = wb_serializers.HyperlinkField(reverse_name="wbportfolio:portfolio-detail")
 
@@ -20,11 +22,17 @@ class PortfolioRepresentationSerializer(wb_serializers.RepresentationSerializer)
 class PortfolioModelSerializer(wb_serializers.ModelSerializer):
     _currency = CurrencyRepresentationSerializer(source="currency")
     _depends_on = PortfolioRepresentationSerializer(source="depends_on", many=True)
-    _portfolio_synchronization = PortfolioSynchronizationRepresentationSerializer(source="portfolio_synchronization")
-    dependent_portfolios = wb_serializers.PrimaryKeyRelatedField(
-        many=True, read_only=True, label="Dependency Portfolios"
-    )
-    _dependent_portfolios = PortfolioSynchronizationRepresentationSerializer(many=True, source="dependent_portfolios")
+    automatic_rebalancer = wb_serializers.PrimaryKeyRelatedField(read_only=True)
+    _automatic_rebalancer = RebalancerRepresentationSerializer(source="automatic_rebalancer")
+
+    create_index = wb_serializers.BooleanField(write_only=True, default=False)
+
+    def create(self, validated_data):
+        create_index = validated_data.pop("create_index", False)
+        obj = super().create(validated_data)
+        if create_index:
+            obj.get_or_create_index()
+        return obj
 
     @wb_serializers.register_only_instance_resource()
     def cash_management(self, instance, request, user, **kwargs):
@@ -36,9 +44,9 @@ class PortfolioModelSerializer(wb_serializers.ModelSerializer):
         b = BankingContact.objects.filter(wbportfolio_products__id__in=instance.instruments.all().values("id"))
         if b.exists():
             base_url = reverse("wbaccounting:futurecashflow-list", request=request)
-            additional_resources[
-                "cash_flow"
-            ] = f'{base_url}?banking_contact={",".join([str(i) for i in b.distinct("id").values_list("id", flat=True)])}'
+            additional_resources["cash_flow"] = (
+                f'{base_url}?banking_contact={",".join([str(i) for i in b.distinct("id").values_list("id", flat=True)])}'
+            )
 
         return additional_resources
 
@@ -67,22 +75,11 @@ class PortfolioModelSerializer(wb_serializers.ModelSerializer):
                 request=request,
             )
 
-        if instance.portfolio_synchronization:
-            additional_resources["resynchronize"] = reverse(
-                "wbportfolio:portfolio-resynchronize",
-                args=[instance.id],
-                request=request,
-            )
         additional_resources["dependencyportfolios"] = reverse(
             "wbportfolio:portfolio-dependencyportfolio-list",
             args=[instance.id],
             request=request,
         )
-        additional_resources["trade_proposals"] = reverse(
-            "wbportfolio:portfolio-tradeproposal-list",
-            args=[instance.id],
-            request=request,
-        )
 
         additional_resources["preferredclassification"] = reverse(
             "wbportfolio:portfolio-preferredclassification-list",
@@ -94,7 +91,38 @@ class PortfolioModelSerializer(wb_serializers.ModelSerializer):
             args=[instance.id],
             request=request,
         )
-
+        additional_resources["trade_proposals"] = reverse(
+            "wbportfolio:portfolio-tradeproposal-list",
+            args=[instance.id],
+            request=request,
+        )
+        additional_resources["rebalance"] = reverse(
+            "wbportfolio:portfolio-rebalance",
+            args=[instance.id],
+            request=request,
+        )
+        if not getattr(instance, "automatic_rebalancer", None):
+            additional_resources["add_automatic_rebalancer"] = reverse(
+                "wbportfolio:portfolio-attachrebalancer",
+                args=[instance.id],
+                request=request,
+            )
+        if user.is_superuser and instance.is_lookthrough:
+            additional_resources["recompute_lookthrough"] = reverse(
+                "wbportfolio:portfolio-recomputelookthrough",
+                args=[instance.id],
+                request=request,
+            )
+        additional_resources["treegraphchart"] = reverse(
+            "wbportfolio:portfolio-treegraphchart-list",
+            args=[instance.id],
+            request=request,
+        )
+        additional_resources["topdowncomposition"] = reverse(
+            "wbportfolio:portfolio-topdowncomposition-list",
+            args=[instance.id],
+            request=request,
+        )
         return additional_resources
 
     class Meta:
@@ -102,31 +130,24 @@ class PortfolioModelSerializer(wb_serializers.ModelSerializer):
         fields = (
             "id",
             "name",
-            "last_synchronization",
+            "updated_at",
             "_depends_on",
-            "_portfolio_synchronization",
             "depends_on",
-            "portfolio_synchronization",
-            "_dependent_portfolios",
-            "dependent_portfolios",
             "_currency",
             "currency",
+            "automatic_rebalancer",
+            "_automatic_rebalancer",
+            "invested_timespan",
+            "is_manageable",
+            "is_tracked",
+            "only_weighting",
+            "is_lookthrough",
+            "is_composition",
             "_additional_resources",
+            "create_index",
         )
 
 
-class ModelPortfolioModelSerializer(PortfolioModelSerializer):
-    @wb_serializers.register_only_instance_resource()
-    def rebalance(self, instance, request, user, **kwargs):
-        return {
-            "modelcomposition": reverse(
-                "wbportfolio:portfolio-modelcompositionpandas-list",
-                args=[instance.id],
-                request=request,
-            )
-        }
-
-
 class PortfolioPortfolioThroughModelSerializer(wb_serializers.ModelSerializer):
     _portfolio = PortfolioRepresentationSerializer(source="portfolio")
     _dependency_portfolio = PortfolioRepresentationSerializer(source="dependency_portfolio")

wbportfolio/serializers/positions.py

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

wbportfolio/serializers/product_group.py

@@ -3,6 +3,7 @@ from wbcore.contrib.directory.models import Company
 from wbcore.contrib.directory.serializers import CompanyRepresentationSerializer
 from wbcore.contrib.geography.serializers import GeographyRepresentationSerializer
 from wbfdm.serializers.instruments import InstrumentModelSerializer
+
 from wbportfolio.models import ProductGroup, ProductGroupRepresentant
 from wbportfolio.serializers.portfolios import PortfolioRepresentationSerializer
 

wbportfolio/serializers/products.py

@@ -11,11 +11,11 @@ from wbcore.contrib.directory.serializers import (
 from wbcore.contrib.geography.serializers import GeographyRepresentationSerializer
 from wbfdm.models import Instrument
 from wbfdm.serializers.instruments.instruments import InstrumentModelSerializer
+
 from wbportfolio.models import Portfolio, Product
 from wbportfolio.serializers.portfolios import PortfolioRepresentationSerializer
 
 from .product_group import ProductGroupRepresentationSerializer
-from .synchronization import PriceComputationRepresentationSerializer
 
 
 class ProductRepresentationSerializer(wb_serializers.RepresentationSerializer):
@@ -179,16 +179,15 @@ class ProductModelSerializer(ProductListModelSerializer):
     is_next_factsheet_available = wb_serializers.BooleanField(default=False, read_only=True)
 
     _portfolios = PortfolioRepresentationSerializer(source="portfolios", many=True)
-    _price_computation = PriceComputationRepresentationSerializer(source="price_computation")
 
     @wb_serializers.register_resource()
     def additional_resources(self, instance, request, user):
         additional_resources = dict()
 
         if user.profile.is_internal or user.is_superuser:
-            additional_resources[
-                "aum"
-            ] = f'{reverse("wbportfolio:aumtable-list", args=[], request=request)}?product={instance.id}&group_by=ACCOUNT'
+            additional_resources["aum"] = (
+                f'{reverse("wbportfolio:aumtable-list", args=[], request=request)}?product={instance.id}&group_by=ACCOUNT'
+            )
             additional_resources["claims"] = reverse(
                 "wbportfolio:product-claim-list",
                 args=[instance.id],
@@ -248,8 +247,6 @@ class ProductModelSerializer(ProductListModelSerializer):
             "_parent",
             "_portfolios",
             "portfolios",
-            "_price_computation",
-            "price_computation",
         ) + InstrumentModelSerializer.Meta.fields