wbportfolio 1.46.3__py2.py3-none-any.whl → 1.46.5__py2.py3-none-any.whl

wbportfolio/import_export/handlers/trade.py

@@ -1,4 +1,5 @@
 from datetime import datetime
+from decimal import Decimal
 from typing import Any, Dict, Optional
 
 from django.db import models
@@ -66,6 +67,10 @@ class TradeImportHandler(ImportExportHandler):
 
             data["marked_for_deletion"] = data.get("marked_for_deletion", False)
 
+        for field in self.model._meta.get_fields():
+            if not (value := data.get(field.name, None)) is None and isinstance(field, models.DecimalField):
+                data[field.name] = Decimal(value)
+
     def _create_instance(self, data: Dict[str, Any], **kwargs) -> models.Model:
         if "transaction_date" not in data:  # we might get only book date and not transaction date
             data["transaction_date"] = data["book_date"]

wbportfolio/pms/analytics/portfolio.py

@@ -1,8 +1,21 @@
+import numpy as np
 import pandas as pd
 from skfolio import Portfolio as BasePortfolio
 
 
 class Portfolio(BasePortfolio):
+    @property
+    def all_weights_per_observation(self) -> pd.DataFrame:
+        """DataFrame of the Portfolio weights containing even near zero weight per observation."""
+        weights = self.weights
+        assets = self.assets
+        df = pd.DataFrame(
+            np.ones((len(self.observations), len(assets))) * weights,
+            index=self.observations,
+            columns=assets,
+        )
+        return df
+
     def get_next_weights(self, returns: pd.Series) -> dict[int, float]:
         """
         Given the next returns, compute the next weights of this portfolio
@@ -13,7 +26,7 @@ class Portfolio(BasePortfolio):
         Returns:
             A dictionary of weights (instrument ids as keys and weights as values)
         """
-        weights = self.weights_per_observation.iloc[-1, :].T
+        weights = self.all_weights_per_observation.iloc[-1, :].T
         if weights.sum() != 0:
             weights /= weights.sum()
         contribution = weights * (returns + 1.0)

{wbportfolio-1.46.3.dist-info → wbportfolio-1.46.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.46.3
+Version: 1.46.5
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.46.3.dist-info → wbportfolio-1.46.5.dist-info}/RECORD

@@ -115,7 +115,7 @@ wbportfolio/import_export/handlers/dividend.py,sha256=tftdVdAzNpKSSvouOtvJfzWL36
 wbportfolio/import_export/handlers/fees.py,sha256=XYH752IkNGYhhhwatp8nYa1zG1-YZFDkYW15dyQgOIg,2824
 wbportfolio/import_export/handlers/portfolio_cash_flow.py,sha256=2ODaquuC83RfmNwmQ-8TdhiASObfIems_B1g0yqaYTs,2733
 wbportfolio/import_export/handlers/register.py,sha256=sYyXkE8b1DPZ5monxylZn0kjxLVdNYYZR-p61dwEoDM,2271
-wbportfolio/import_export/handlers/trade.py,sha256=LIzXNEN7-tRWCUBvisgy8eTDL85JWO5c7iN06yJA-TI,10395
+wbportfolio/import_export/handlers/trade.py,sha256=Wvj7aFzc4UXYU5dZSxqBkA9hBozHiKzwGSmF6g2-Zss,10635
 wbportfolio/import_export/parsers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/parsers/default_mapping.py,sha256=KrO-X5CvQCeQoBYzFDxavoQGriyUSeI2QDx5ar_zo7A,1405
 wbportfolio/import_export/parsers/jpmorgan/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -279,7 +279,7 @@ wbportfolio/models/transactions/transactions.py,sha256=4THsE4xqdigZAwWKYfTNRLPJl
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/typing.py,sha256=lRWh9alcstZzwA04hFSPZfOFbCjaVPWtUpWnurnsh8c,6014
 wbportfolio/pms/analytics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/pms/analytics/portfolio.py,sha256=9vB_nJHNro1E0RP3IQH3Mv76zU2vGeLIl4AGbE2NpTU,1089
+wbportfolio/pms/analytics/portfolio.py,sha256=93hcHEuBOPi534El2HVCIyjs9MBQMX7dIZ97JIpNV1c,1535
 wbportfolio/pms/statistics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/trading/__init__.py,sha256=R_yLKc54sCak8A1cW0O1Aszrcv5KV8mC_3h17Hr20e4,36
 wbportfolio/pms/trading/handler.py,sha256=Xpgo719S0jE1wUTTyGFpYccPEIg9GXghWEAdYawJbrk,7165
@@ -517,7 +517,7 @@ wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQV
 wbportfolio/viewsets/transactions/trade_proposals.py,sha256=fYTvvRk7k5xsBzbIgJvU4I4OrllF0VkhlrekD4GVgDk,4296
 wbportfolio/viewsets/transactions/trades.py,sha256=wdtEWN1V5wsmesR3mRxPmTJUIAmDmqaNsfIhOB57kqY,16330
 wbportfolio/viewsets/transactions/transactions.py,sha256=ixDp-nsNA8t_A06rBCT19hOMJHy0iRmdz1XKdV1OwAs,4450
-wbportfolio-1.46.3.dist-info/METADATA,sha256=oDO6H1uvqNe5ZlHMqFbR4LPQ2x7KfULE_ePXVkPF4pg,734
-wbportfolio-1.46.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.46.3.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.46.3.dist-info/RECORD,,
+wbportfolio-1.46.5.dist-info/METADATA,sha256=uhGKIh1jRNfdf699MnvWNcKT4X5XUDkk8e3NWtmf91o,734
+wbportfolio-1.46.5.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.46.5.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.46.5.dist-info/RECORD,,