wbportfolio 1.46.10__tar.gz → 1.46.12__tar.gz

{wbportfolio-1.46.10 → wbportfolio-1.46.12}/PKG-INFO

@@ -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 → wbportfolio-1.46.12}/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-1.46.10 → wbportfolio-1.46.12}/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-1.46.10 → wbportfolio-1.46.12}/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
         )