wbportfolio 1.46.10__py2.py3-none-any.whl → 1.46.12__py2.py3-none-any.whl

wbportfolio/models/portfolio.py

@@ -675,7 +675,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                         asset.save()
 
         # We check if there is an instrument attached to the portfolio with calculated NAV and price computation method
-        self.estimate_net_asset_values(val_date)
+        self.estimate_net_asset_values((val_date + BDay(1)).date())  # updating weighting in t0 influence nav in t+1
         if evaluate_rebalancer:
             self.evaluate_rebalancing(val_date)
 
@@ -1217,13 +1217,17 @@ class Portfolio(DeleteToDisableMixin, WBModel):
 
 def default_estimate_net_value(val_date: date, instrument: Instrument) -> float | None:
     portfolio = instrument.portfolio
+    previous_val_date = (val_date - BDay(1)).date()
+
     if (
-        previous_date := portfolio.get_latest_asset_position_date(val_date - BDay(1), with_estimated=True)
-    ) and portfolio.assets.filter(date=val_date).exists():
-        with suppress(IndexError):
-            if last_price := instrument.get_latest_price(previous_date):
-                analytic_portfolio, _ = portfolio.get_analytic_portfolio(previous_date)
-                return analytic_portfolio.get_estimate_net_value(float(last_price.net_value))
+        portfolio.assets.filter(date=previous_val_date).exists()
+        and (  # we assume that in t-1 we will have a portfolio (with at least estimate position). If we use the latest position date before val_date, we run into the problem of being able to compute nav at every date
+            last_price := instrument.get_latest_price(previous_val_date)
+        )
+    ):
+        with suppress(IndexError):  # we silent any indexerror introduced by no returns for the past days
+            analytic_portfolio, _ = portfolio.get_analytic_portfolio(previous_val_date)
+            return analytic_portfolio.get_estimate_net_value(float(last_price.net_value))
 
 
 @receiver(post_save, sender="wbportfolio.Product")

wbportfolio/serializers/transactions/trade_proposals.py

@@ -46,7 +46,7 @@ class TradeProposalModelSerializer(wb_serializers.ModelSerializer):
             obj.reset_trades(target_portfolio=target_portfolio_dto)
         except ValidationError as e:
             if request := self.context.get("request"):
-                warning(request, str(e))
+                warning(request, str(e), extra_tags="auto_close=0")
         return obj
 
     @wb_serializers.register_only_instance_resource()

wbportfolio/tests/models/test_portfolios.py

@@ -266,7 +266,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         for pos in AssetPosition.objects.all():
             assert float(pos.weighting) == pytest.approx(float(pos.total_value_fx_portfolio / total_value), rel=1e-2)
 
-        mock_estimate_net_asset_values.assert_called_once_with(portfolio, weekday)
+        mock_estimate_net_asset_values.assert_called_once_with(portfolio, (weekday + BDay(1)).date())
         mock_compute_metrics.assert_called_once_with(
             weekday, basket_id=portfolio.id, basket_content_type_id=ContentType.objects.get_for_model(Portfolio).id
         )

{wbportfolio-1.46.10.dist-info → wbportfolio-1.46.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.46.10
+Version: 1.46.12
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.46.10.dist-info → wbportfolio-1.46.12.dist-info}/RECORD

@@ -246,7 +246,7 @@ wbportfolio/models/adjustments.py,sha256=osXWkJZOiansPWYPyHtl7Z121zDWi7u1YMtrBQt
 wbportfolio/models/asset.py,sha256=TEOsSlbog6Yw0PZiMxjnCccp6ApXAAJNd3BIx_wU7D8,37749
 wbportfolio/models/custodians.py,sha256=owTiS2Vm5CRKzh9M_P9GOVg-s-ndQ9UvRmw3yZP7cw0,3815
 wbportfolio/models/indexes.py,sha256=iLYF2gzNzX4GLj_Nh3fybUcAQ1TslnT0wgQ6mN164QI,728
-wbportfolio/models/portfolio.py,sha256=d4cWfv_mJpqvdYLYW-DFoT5wDHjCGf7UO_0QsM5NoME,57187
+wbportfolio/models/portfolio.py,sha256=eGWhPlkIMYwK10__3jU1Gy1JwpwkJWzCyv7ov17mRRI,57509
 wbportfolio/models/portfolio_cash_flow.py,sha256=2blPiXSw7dbhUVd-7LcxDBb4v0SheNOdvRK3MFYiChA,7273
 wbportfolio/models/portfolio_cash_targets.py,sha256=WmgG-etPisZsh2yaFQpz7EkpvAudKBEzqPsO715w52U,1498
 wbportfolio/models/portfolio_relationship.py,sha256=mMb18UMRWg9kx_9uIPkMktwORuXXLjKdgRPQQvB6fVE,5486
@@ -339,7 +339,7 @@ wbportfolio/serializers/transactions/claim.py,sha256=kC4E2RZRrpd9i8tGfoiV-gpWDk3
 wbportfolio/serializers/transactions/dividends.py,sha256=EULwKDumHBv4r2HsdEGZMZGFaye4dRUNNyXg6-wZXzc,520
 wbportfolio/serializers/transactions/expiry.py,sha256=K3XOSbCyef-xRzOjCr4Qg_YFJ_JuuiJ9u6tDS86l0hg,477
 wbportfolio/serializers/transactions/fees.py,sha256=uPmSWuCeoV2bwVS6RmEz3a0VRBWJHIQr0WhklYc1UAI,1068
-wbportfolio/serializers/transactions/trade_proposals.py,sha256=2-GLD70swYlLVEIiWWTNcgN83EbPtLyFSO9wKBwjUm4,3644
+wbportfolio/serializers/transactions/trade_proposals.py,sha256=n8TpI_JwVSIFhf7mhniWIehCQ7Xc3WgpjUujQbeiM0Y,3671
 wbportfolio/serializers/transactions/trades.py,sha256=pONV5NSqrXUnoTEoAxovnnQqu37cZGuB33TYvIOK3rE,10009
 wbportfolio/serializers/transactions/transactions.py,sha256=O137zeCndK-nxIWSRLEj7bXbBZDGa4d6qK6pJIIYK3g,4170
 wbportfolio/static/wbportfolio/css/macro_review.css,sha256=FAVVO8nModxwPXcTKpcfzVxBGPZGJVK1Xn-0dkSfGyc,233
@@ -371,7 +371,7 @@ wbportfolio/tests/models/test_merge.py,sha256=sdsjiZsmR6vsUKwTa5kkvL6QTeAZqtd_EP
 wbportfolio/tests/models/test_portfolio_cash_flow.py,sha256=X8dsXexsb1b0lBiuGzu40ps_Az_1UmmKT0eo1vbXH94,5792
 wbportfolio/tests/models/test_portfolio_cash_targets.py,sha256=q8QWAwt-kKRkLC0E05GyRhF_TTQXIi8bdHjXVU0fCV0,965
 wbportfolio/tests/models/test_portfolio_swing_pricings.py,sha256=kr2AOcQkyg2pX3ULjU-o9ye-NVpjMrrfoe-DVbYCbjs,1656
-wbportfolio/tests/models/test_portfolios.py,sha256=_LtxyTIZqQUB_sJ4DpdE1BNkoSssGeYPgjGaOYciW2E,52059
+wbportfolio/tests/models/test_portfolios.py,sha256=Yd3aTeg8-bKCIJHL4jy14yWVNMEwyb3lzsFyu-Br_mM,52078
 wbportfolio/tests/models/test_product_groups.py,sha256=AcdxhurV-n_bBuUsfD1GqVtwLFcs7VI2CRrwzsIUWbU,3337
 wbportfolio/tests/models/test_products.py,sha256=5YYmQreFnaKLbWmrSib103wgLalqn8u01Fnh3A0XMz8,8217
 wbportfolio/tests/models/test_roles.py,sha256=4Cn7WyrA2ztJNeWLk5cy9kYo5XLWMbFSvo1O-9JYxeA,3323
@@ -517,7 +517,7 @@ wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQV
 wbportfolio/viewsets/transactions/trade_proposals.py,sha256=gXdJJ00D6UavZfBczvZQb5cYPQlU6-xOg_-TnMBzEO0,4742
 wbportfolio/viewsets/transactions/trades.py,sha256=mo5b1wFm0twvGVp-CYnzpGLYMqPcHN8GjH4G_WwFFwc,16237
 wbportfolio/viewsets/transactions/transactions.py,sha256=ixDp-nsNA8t_A06rBCT19hOMJHy0iRmdz1XKdV1OwAs,4450
-wbportfolio-1.46.10.dist-info/METADATA,sha256=ROqtFk4aUYi22kAtL59XSN67K2FQ_81K07XqnNfugRE,735
-wbportfolio-1.46.10.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.46.10.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.46.10.dist-info/RECORD,,
+wbportfolio-1.46.12.dist-info/METADATA,sha256=7Jdv2fopJVYlVfZ7aigzy_f_wdEQD4BjpcsmKdL3CZE,735
+wbportfolio-1.46.12.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.46.12.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.46.12.dist-info/RECORD,,