wbportfolio 1.46.5__tar.gz → 1.46.6__tar.gz

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.46.5
+Version: 1.46.6
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/import_export/handlers/trade.py

@@ -144,7 +144,9 @@ class TradeImportHandler(ImportExportHandler):
 
     def _get_history(self, history: Dict[str, Any]) -> models.QuerySet:
         if trade_proposal_id := history.get("trade_proposal_id"):
-            trades = self.model.objects.filter(trade_proposal_id=trade_proposal_id)
+            # if a trade proposal is provided, we delete the existing history first as otherwise, it would mess with the target weight computation
+            self.model.objects.filter(trade_proposal_id=trade_proposal_id).delete()
+            trades = self.model.objects.none()
         else:
             trades = self.model.objects.filter(
                 exclude_from_history=False,

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/models/transactions/trade_proposals.py

@@ -184,14 +184,21 @@ class TradeProposal(RiskCheckMixin, WBModel):
         service = TradingService(self.trade_date, trades_batch=self._build_dto())
         service.normalize()
         leftovers_trades = self.trades.all()
-        for _, trade in service.trades_batch.trades_map.items():
+        total_target_weight = Decimal("0.0")
+        for underlying_instrument_id, trade_dto in service.trades_batch.trades_map.items():
             with suppress(Trade.DoesNotExist):
-                trade = Trade.objects.get(id=trade.id)
-                trade.weighting = trade.delta_weight
+                trade = self.trades.get(underlying_instrument_id=underlying_instrument_id)
+                trade.weighting = round(trade_dto.delta_weight, 6)
                 trade.shares = self.estimate_shares(trade)
                 trade.save()
+                total_target_weight += trade._target_weight
                 leftovers_trades = leftovers_trades.exclude(id=trade.id)
         leftovers_trades.delete()
+        # we handle quantization error due to the decimal max digits. In that case, we take the biggest trade (highest weight) and we remove the quantization error
+        if quantize_error := (total_target_weight - Decimal("1.0")):
+            biggest_trade = self.trades.latest("weighting")
+            biggest_trade.weighting -= quantize_error
+            biggest_trade.save()
 
     def _get_target_portfolio(self, **kwargs) -> PortfolioDTO:
         if self.rebalancing_model:

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/models/transactions/trades.py

@@ -406,7 +406,7 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
         except Product.DoesNotExist:
             return None
 
-    @cached_property
+    @property
     @admin.display(description="Last Effective Date")
     def _last_effective_date(self) -> date:
         if hasattr(self, "last_effective_date"):
@@ -420,7 +420,7 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
         ).exists():
             return assets.latest("date").date
 
-    @cached_property
+    @property
     @admin.display(description="Effective Weight")
     def _effective_weight(self) -> Decimal:
         return getattr(
@@ -434,7 +434,7 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
             or Decimal(0),
         )
 
-    @cached_property
+    @property
     @admin.display(description="Effective Shares")
     def _effective_shares(self) -> Decimal:
         return getattr(
@@ -448,12 +448,12 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
             or Decimal(0),
         )
 
-    @cached_property
+    @property
     @admin.display(description="Target Weight")
     def _target_weight(self) -> Decimal:
         return getattr(self, "target_weight", self._effective_weight + self.weighting)
 
-    @cached_property
+    @property
     @admin.display(description="Target Shares")
     def _target_shares(self) -> Decimal:
         return getattr(self, "target_shares", self._effective_shares + self.shares)
@@ -483,6 +483,11 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
         ]
         # notification_email_template = "portfolio/email/trade_notification.html"
 
+    def __init__(self, *args, target_weight: Decimal | None = None, **kwargs):
+        super().__init__(*args, **kwargs)
+        if target_weight is not None:  # if target weight is provided, we guess the corresponding weighting
+            self.weighting = Decimal(target_weight) - self._effective_weight
+
     def save(self, *args, **kwargs):
         if self.trade_proposal:
             self.portfolio = self.trade_proposal.portfolio

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/pms/typing.py

@@ -4,7 +4,6 @@ from decimal import Decimal
 
 import pandas as pd
 from django.core.exceptions import ValidationError
-from django.utils.functional import cached_property
 
 
 @dataclass(frozen=True)
@@ -60,11 +59,11 @@ class Portfolio:
                 positions_map[pos.underlying_instrument] = pos
         object.__setattr__(self, "positions_map", positions_map)
 
-    @cached_property
+    @property
     def total_weight(self):
         return round(sum([pos.weighting for pos in self.positions]), 6)
 
-    @cached_property
+    @property
     def total_shares(self):
         return sum([pos.target_shares for pos in self.positions if pos.target_shares is not None])
 
@@ -108,7 +107,7 @@ class Trade:
             },
         )
 
-    @cached_property
+    @property
     def delta_weight(self) -> Decimal:
         return self.target_weight - self.effective_weight
 
@@ -141,15 +140,15 @@ class TradeBatch:
                 trade_map[trade.underlying_instrument] = trade
         object.__setattr__(self, "trades_map", trade_map)
 
-    @cached_property
+    @property
     def total_target_weight(self) -> Decimal:
         return round(sum([trade.target_weight for trade in self.trades]), 6)
 
-    @cached_property
+    @property
     def total_effective_weight(self) -> Decimal:
         return round(sum([trade.effective_weight for trade in self.trades]), 6)
 
-    @cached_property
+    @property
     def totat_abs_delta_weight(self) -> Decimal:
         return sum([abs(trade.delta_weight) for trade in self.trades])
 

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/serializers/transactions/trade_proposals.py

@@ -56,6 +56,8 @@ class TradeProposalModelSerializer(wb_serializers.ModelSerializer):
             res["replay"] = reverse("wbportfolio:tradeproposal-replay", args=[instance.id], request=request)
         if instance.status == TradeProposal.Status.DRAFT:
             res["reset"] = reverse("wbportfolio:tradeproposal-reset", args=[instance.id], request=request)
+            res["normalize"] = reverse("wbportfolio:tradeproposal-normalize", args=[instance.id], request=request)
+            res["deleteall"] = reverse("wbportfolio:tradeproposal-deleteall", args=[instance.id], request=request)
         res["trades"] = reverse(
             "wbportfolio:tradeproposal-trade-list",
             args=[instance.id],

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/viewsets/assets.py

@@ -546,7 +546,7 @@ class CompositionModelPortfolioPandasView(
                     )
                 )
             )
-        df = pd.DataFrame(rows)
+        df = pd.DataFrame(rows, columns=["underlying_instrument", "weighting", "shares", "portfolio"])
         df = df.pivot_table(
             index="underlying_instrument",
             columns=["portfolio"],

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/viewsets/configs/buttons/__init__.py

@@ -16,8 +16,7 @@ from .registers import RegisterButtonConfig
 from .trades import (
     TradeButtonConfig,
     TradeInstrumentButtonConfig,
-    TradeProposalButtonConfig,
-    TradeTradeProposalButtonConfig,
 )
+from .trade_proposals import TradeProposalButtonConfig
 from .reconciliations import AccountReconciliationButtonViewConfig, AccountReconciliationLineButtonViewConfig
 from .signals import *

wbportfolio-1.46.6/wbportfolio/viewsets/configs/buttons/trade_proposals.py

@@ -0,0 +1,66 @@
+from wbcore.contrib.icons import WBIcon
+from wbcore.enums import RequestType
+from wbcore.metadata.configs import buttons as bt
+from wbcore.metadata.configs.buttons.view_config import ButtonViewConfig
+
+
+class TradeProposalButtonConfig(ButtonViewConfig):
+    def get_custom_list_instance_buttons(self):
+        return {
+            bt.DropDownButton(
+                label="Tools",
+                buttons=(
+                    bt.ActionButton(
+                        method=RequestType.PATCH,
+                        identifiers=("wbportfolio:tradeproposal",),
+                        key="replay",
+                        icon=WBIcon.SYNCHRONIZE.icon,
+                        label="Replay Trades",
+                        description_fields="""
+                        <p>Replay Trades. It will recompute all assets positions until next trade proposal day (or today otherwise) </p>
+                        """,
+                        action_label="Replay Trade",
+                        title="Replay Trade",
+                    ),
+                    bt.ActionButton(
+                        method=RequestType.PATCH,
+                        identifiers=("wbportfolio:tradeproposal",),
+                        key="reset",
+                        icon=WBIcon.REGENERATE.icon,
+                        label="Reset Trades",
+                        description_fields="""
+                            <p>Delete and recreate initial trades to from its associated model portfolio</p>
+                            """,
+                        action_label="Reset Trades",
+                        title="Reset Trades",
+                    ),
+                    bt.ActionButton(
+                        method=RequestType.PATCH,
+                        identifiers=("wbportfolio:tradeproposal",),
+                        key="normalize",
+                        icon=WBIcon.EDIT.icon,
+                        label="Normalize Trades",
+                        description_fields="""
+                            <p>Make sure all trades normalize to a total target weight of 100%</p>
+                            """,
+                        action_label="Normalize Trades",
+                        title="Normalize Trades",
+                    ),
+                    bt.ActionButton(
+                        method=RequestType.PATCH,
+                        identifiers=("wbportfolio:tradeproposal",),
+                        key="deleteall",
+                        icon=WBIcon.DELETE.icon,
+                        label="Delete All Trades",
+                        description_fields="""
+                    <p>Delete all trades from this trade proposal?</p>
+                    """,
+                        action_label="Delete All Trades",
+                        title="Delete All Trades",
+                    ),
+                ),
+            ),
+        }
+
+    def get_custom_instance_buttons(self):
+        return self.get_custom_list_instance_buttons()

wbportfolio-1.46.6/wbportfolio/viewsets/configs/buttons/trades.py

@@ -0,0 +1,60 @@
+from rest_framework.reverse import reverse
+from wbcore.contrib.icons import WBIcon
+from wbcore.metadata.configs import buttons as bt
+from wbcore.metadata.configs.buttons.view_config import ButtonViewConfig
+from wbfdm.models import Instrument
+
+
+class TradeButtonConfig(ButtonViewConfig):
+    def get_custom_list_instance_buttons(self):
+        return {bt.WidgetButton(key="claims", label="Claims", icon=WBIcon.TRADE.icon)}
+
+    def get_custom_instance_buttons(self):
+        btn = self.get_custom_list_instance_buttons()
+        btn.add(
+            bt.HyperlinkButton(
+                key="import_source",
+                label="Import Source",
+                icon=WBIcon.SAVE.icon,
+            )
+        )
+        return btn
+
+
+class TradeInstrumentButtonConfig(TradeButtonConfig):
+    def get_custom_buttons(self):
+        res = set()
+        if instrument_id := self.view.kwargs.get("instrument_id", None):
+            instrument = Instrument.objects.get(id=instrument_id)
+            res = {
+                bt.WidgetButton(
+                    endpoint=reverse(
+                        "wbportfolio:instrument-custodiandistribution-list", args=[instrument_id], request=self.request
+                    ),
+                    label="Custodian Distribution",
+                ),
+                bt.WidgetButton(
+                    endpoint=reverse(
+                        "wbportfolio:instrument-customerdistribution-list", args=[instrument_id], request=self.request
+                    ),
+                    label="Customer Distribution",
+                ),
+            }
+            if instrument.security_instrument_type.key == "product":
+                res.add(
+                    bt.WidgetButton(
+                        endpoint=reverse(
+                            "wbportfolio:product-nominalchart-list", args=[instrument_id], request=self.request
+                        ),
+                        label="Nominal Chart",
+                    )
+                )
+                res.add(
+                    bt.WidgetButton(
+                        endpoint=reverse(
+                            "wbportfolio:product-aumchart-list", args=[instrument_id], request=self.request
+                        ),
+                        label="AUM Chart",
+                    )
+                )
+        return res

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/viewsets/transactions/trade_proposals.py

@@ -4,6 +4,7 @@ from datetime import date
 from django.shortcuts import get_object_or_404
 from django.utils.functional import cached_property
 from pandas._libs.tslibs.offsets import BDay
+from rest_framework import status
 from rest_framework.decorators import action
 from rest_framework.response import Response
 from wbcompliance.viewsets.risk_management.mixins import RiskCheckViewSetMixin
@@ -78,6 +79,7 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
         if trade_proposal.status == TradeProposal.Status.DRAFT:
             trade_proposal.reset_trades()
             return Response({"send": True})
+        return Response({"status": "Trade proposal is not Draft"}, status=status.HTTP_400_BAD_REQUEST)
 
     @action(detail=True, methods=["PATCH"])
     def normalize(self, request, pk=None):
@@ -85,6 +87,7 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
         if trade_proposal.status == TradeProposal.Status.DRAFT:
             trade_proposal.normalize_trades()
             return Response({"send": True})
+        return Response({"status": "Trade proposal is not Draft"}, status=status.HTTP_400_BAD_REQUEST)
 
     @action(detail=True, methods=["PATCH"])
     def replay(self, request, pk=None):
@@ -92,6 +95,7 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
         if trade_proposal.portfolio.is_manageable:
             replay_as_task.delay(trade_proposal.id)
             return Response({"send": True})
+        return Response({"status": "Trade proposal is not Draft"}, status=status.HTTP_400_BAD_REQUEST)
 
     @action(detail=True, methods=["PATCH"])
     def deleteall(self, request, pk=None):
@@ -99,6 +103,7 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
         if trade_proposal.status == TradeProposal.Status.DRAFT:
             trade_proposal.trades.all().delete()
             return Response({"send": True})
+        return Response({"status": "Trade proposal is not Draft"}, status=status.HTTP_400_BAD_REQUEST)
 
 
 class TradeProposalPortfolioModelViewSet(UserPortfolioRequestPermissionMixin, TradeProposalModelViewSet):

{wbportfolio-1.46.5 → wbportfolio-1.46.6}/wbportfolio/viewsets/transactions/trades.py

@@ -63,7 +63,6 @@ from ..configs import (
     TradePortfolioEndpointConfig,
     TradePortfolioTitleConfig,
     TradeTitleConfig,
-    TradeTradeProposalButtonConfig,
     TradeTradeProposalDisplayConfig,
     TradeTradeProposalEndpointConfig,
 )
@@ -376,7 +375,6 @@ class TradeTradeProposalModelViewSet(
     display_config_class = TradeTradeProposalDisplayConfig
     endpoint_config_class = TradeTradeProposalEndpointConfig
     serializer_class = TradeTradeProposalModelSerializer
-    button_config_class = TradeTradeProposalButtonConfig
 
     @cached_property
     def trade_proposal(self):

wbportfolio-1.46.5/wbportfolio/viewsets/configs/buttons/trade_proposals.py

@@ -1,25 +0,0 @@
-from wbcore.contrib.icons import WBIcon
-from wbcore.enums import RequestType
-from wbcore.metadata.configs import buttons as bt
-from wbcore.metadata.configs.buttons.view_config import ButtonViewConfig
-
-
-class TradeProposalButtonConfig(ButtonViewConfig):
-    def get_custom_list_instance_buttons(self):
-        return {
-            bt.ActionButton(
-                method=RequestType.PATCH,
-                identifiers=("wbportfolio:tradeproposal",),
-                key="replay",
-                icon=WBIcon.SYNCHRONIZE.icon,
-                label="Replay Trades",
-                description_fields="""
-                <p>Replay Trades. It will recompute all assets positions until next trade proposal day (or today otherwise) </p>
-                """,
-                action_label="Replay Trade",
-                title="Replay Trade",
-            )
-        }
-
-    def get_custom_instance_buttons(self):
-        return self.get_custom_list_instance_buttons()

wbportfolio-1.46.5/wbportfolio/viewsets/configs/buttons/trades.py

@@ -1,145 +0,0 @@
-from rest_framework.reverse import reverse
-from wbcore.contrib.icons import WBIcon
-from wbcore.enums import RequestType
-from wbcore.metadata.configs import buttons as bt
-from wbcore.metadata.configs.buttons.view_config import ButtonViewConfig
-from wbfdm.models import Instrument
-
-from wbportfolio.models import TradeProposal
-
-
-class TradeButtonConfig(ButtonViewConfig):
-    def get_custom_list_instance_buttons(self):
-        return {bt.WidgetButton(key="claims", label="Claims", icon=WBIcon.TRADE.icon)}
-
-    def get_custom_instance_buttons(self):
-        btn = self.get_custom_list_instance_buttons()
-        btn.add(
-            bt.HyperlinkButton(
-                key="import_source",
-                label="Import Source",
-                icon=WBIcon.SAVE.icon,
-            )
-        )
-        return btn
-
-
-class TradeInstrumentButtonConfig(TradeButtonConfig):
-    def get_custom_buttons(self):
-        res = set()
-        if instrument_id := self.view.kwargs.get("instrument_id", None):
-            instrument = Instrument.objects.get(id=instrument_id)
-            res = {
-                bt.WidgetButton(
-                    endpoint=reverse(
-                        "wbportfolio:instrument-custodiandistribution-list", args=[instrument_id], request=self.request
-                    ),
-                    label="Custodian Distribution",
-                ),
-                bt.WidgetButton(
-                    endpoint=reverse(
-                        "wbportfolio:instrument-customerdistribution-list", args=[instrument_id], request=self.request
-                    ),
-                    label="Customer Distribution",
-                ),
-            }
-            if instrument.security_instrument_type.key == "product":
-                res.add(
-                    bt.WidgetButton(
-                        endpoint=reverse(
-                            "wbportfolio:product-nominalchart-list", args=[instrument_id], request=self.request
-                        ),
-                        label="Nominal Chart",
-                    )
-                )
-                res.add(
-                    bt.WidgetButton(
-                        endpoint=reverse(
-                            "wbportfolio:product-aumchart-list", args=[instrument_id], request=self.request
-                        ),
-                        label="AUM Chart",
-                    )
-                )
-        return res
-
-
-class TradeTradeProposalButtonConfig(ButtonViewConfig):
-    def get_custom_buttons(self):
-        if trade_proposal_id := self.view.kwargs.get("trade_proposal_id", None):
-            trade_proposal = TradeProposal.objects.get(id=trade_proposal_id)
-            if trade_proposal.status == TradeProposal.Status.DRAFT:
-                return {
-                    bt.DropDownButton(
-                        label="Tools",
-                        buttons=(
-                            bt.ActionButton(
-                                method=RequestType.PATCH,
-                                identifiers=("wbportfolio:tradeproposal",),
-                                endpoint=reverse(
-                                    "wbportfolio:tradeproposal-reset", args=[trade_proposal_id], request=self.request
-                                ),
-                                icon=WBIcon.REGENERATE.icon,
-                                label="Reset Trade",
-                                description_fields="""
-                                        <p>Delete and recreate initial trades to from its associated model portfolio</p>
-                                        """,
-                                action_label="Reset Trade",
-                                title="Reset Trade",
-                            ),
-                            bt.ActionButton(
-                                method=RequestType.PATCH,
-                                identifiers=("wbportfolio:tradeproposal",),
-                                endpoint=reverse(
-                                    "wbportfolio:tradeproposal-normalize",
-                                    args=[trade_proposal_id],
-                                    request=self.request,
-                                ),
-                                icon=WBIcon.EDIT.icon,
-                                label="Normalize Trades",
-                                description_fields="""
-                                        <p>Make sure all trades normalize to a total target weight of 100%</p>
-                                        """,
-                                action_label="Normalize Trades",
-                                title="Normalize Trades",
-                            ),
-                            bt.ActionButton(
-                                method=RequestType.PATCH,
-                                identifiers=("wbportfolio:tradeproposal",),
-                                endpoint=reverse(
-                                    "wbportfolio:tradeproposal-deleteall",
-                                    args=[trade_proposal_id],
-                                    request=self.request,
-                                ),
-                                icon=WBIcon.DELETE.icon,
-                                label="Delete All Trades",
-                                description_fields="""
-                                <p>Delete all trades from this trade proposal?</p>
-                                """,
-                                action_label="Delete All Trades",
-                                title="Delete All Trades",
-                            ),
-                        ),
-                    )
-                }
-        return {}
-
-
-class TradeProposalButtonConfig(ButtonViewConfig):
-    def get_custom_list_instance_buttons(self):
-        return {
-            bt.ActionButton(
-                method=RequestType.PATCH,
-                identifiers=("wbportfolio:tradeproposal",),
-                key="replay",
-                icon=WBIcon.SYNCHRONIZE.icon,
-                label="Replay Trades",
-                description_fields="""
-                <p>Replay Trades. It will recompute all assets positions until next trade proposal day (or today otherwise) </p>
-                """,
-                action_label="Replay Trade",
-                title="Replay Trade",
-            )
-        }
-
-    def get_custom_instance_buttons(self):
-        return self.get_custom_list_instance_buttons()