wbportfolio 1.46.11__py2.py3-none-any.whl → 1.46.12__py2.py3-none-any.whl

wbportfolio/models/portfolio.py

@@ -1217,11 +1217,16 @@ class Portfolio(DeleteToDisableMixin, WBModel):
 
 def default_estimate_net_value(val_date: date, instrument: Instrument) -> float | None:
     portfolio = instrument.portfolio
-    if (previous_date := portfolio.get_latest_asset_position_date(val_date - BDay(1), with_estimated=True)) and (
-        last_price := instrument.get_latest_price(previous_date)
+    previous_val_date = (val_date - BDay(1)).date()
+
+    if (
+        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_date)
+            analytic_portfolio, _ = portfolio.get_analytic_portfolio(previous_val_date)
             return analytic_portfolio.get_estimate_net_value(float(last_price.net_value))
 
 

{wbportfolio-1.46.11.dist-info → wbportfolio-1.46.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.46.11
+Version: 1.46.12
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.46.11.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=LIqTYuxMuYUROjMab-ng4OOqv3kzwrTJsFEvw4ckRDY,57256
+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
@@ -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-1.46.11.dist-info/METADATA,sha256=4Ygd8z8FfEEGwkwlVvFH2SFpcdSKcW_Xqgwjq-azBjE,735
-wbportfolio-1.46.11.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.46.11.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.46.11.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,,