wbportfolio 1.47.0__py2.py3-none-any.whl → 1.48.0__py2.py3-none-any.whl

wbportfolio/contrib/company_portfolio/tasks.py

@@ -1,11 +1,13 @@
 from datetime import date
 
 from celery import shared_task
+from django.db.models import Exists, OuterRef
 from tqdm import tqdm
 from wbcore.contrib.currency.models import CurrencyFXRates
-from wbcore.contrib.directory.models import Company, Entry
+from wbcore.contrib.directory.models import Company
+from wbcrm.models import Account
 
-from .models import Updater
+from .models import CompanyPortfolioData, Updater
 
 
 @shared_task(queue="portfolio")
@@ -13,7 +15,9 @@ def update_all_portfolio_data(val_date: date | None = None):
     if not val_date:
         val_date = CurrencyFXRates.objects.latest("date").date
     updater = Updater(val_date)
-    account_owners = Entry.objects.filter(accounts__isnull=False)
-    qs = Company.objects.filter(id__in=account_owners)
+    qs = Company.objects.annotate(
+        has_account=Exists(Account.objects.filter(owner=OuterRef("pk"))),
+        has_portfolio_data=Exists(CompanyPortfolioData.objects.filter(company=OuterRef("pk"))),
+    )
     for company in tqdm(qs, total=qs.count()):
         updater.update_company_data(company)

wbportfolio/dynamic_preferences_registry.py

@@ -56,3 +56,12 @@ class AccountHoldingReconciliationNotificationBodyUpdate(LongStringPreference):
     section = portfolio
     name = "account_holding_reconciliation_notification_body_update"
     default = """A reconcilation has been updated and requires your review. Please review the reconciliation for the account {account} on {reconciliation_date}."""
+
+
+@global_preferences_registry.register
+class ProductTerminationNoticePeriod(IntegerPreference):
+    section = portfolio
+    name = "product_termination_notice_period"
+    default = 6 * 30  # approx 6 months
+
+    verbose_name = "Product Termination notice period"

wbportfolio/import_export/resources/trades.py

@@ -5,7 +5,7 @@ from import_export.widgets import ForeignKeyWidget
 from wbcore.contrib.io.resources import FilterModelResource
 from wbfdm.models import Instrument
 
-from wbportfolio.models import Trade, TradeProposal
+from wbportfolio.models import Trade
 
 fake = Faker()
 
@@ -15,48 +15,37 @@ class TradeProposalTradeResource(FilterModelResource):
     Trade Resource class to use to import trade from the trade proposal
     """
 
-    def __init__(self, **kwargs):
-        self.trade_proposal = TradeProposal.objects.get(pk=kwargs["trade_proposal_id"])
-        super().__init__(**kwargs)
-
-    def before_import(self, dataset, **kwargs):
-        Trade.objects.filter(trade_proposal=self.trade_proposal).delete()
-
-    def get_or_init_instance(self, instance_loader, row):
-        try:
-            return Trade.objects.get(
-                trade_proposal=self.trade_proposal, underlying_instrument=row["underlying_instrument"]
-            )
-        except Trade.DoesNotExist:
-            return Trade(
-                trade_proposal=self.trade_proposal,
-                underlying_instrument=row["underlying_instrument"],
-                transaction_subtype=Trade.Type.BUY if row["weighting"] > 0 else Trade.Type.SELL,
-                currency=row["underlying_instrument"].currency,
-                transaction_date=self.trade_proposal.trade_date,
-                portfolio=self.trade_proposal.portfolio,
-                weighting=row["weighting"],
-                status=Trade.Status.DRAFT,
-            )
-
     DUMMY_FIELD_MAP = {
-        "underlying_instrument": lambda: rstr.xeger("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})"),
+        "underlying_instrument__isin": lambda: rstr.xeger("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})"),
+        "underlying_instrument__ticker": "AAA",
+        "underlying_instrument__name": "stock name",
         "weighting": 1.0,
         "shares": 1000.2536,
         "comment": lambda: fake.sentence(),
         "order": 1,
     }
-    underlying_instrument = fields.Field(
-        column_name="underlying_instrument",
+    underlying_instrument__isin = fields.Field(
+        column_name="underlying_instrument__isin",
         attribute="underlying_instrument",
         widget=ForeignKeyWidget(Instrument, field="isin"),
     )
+    underlying_instrument__name = fields.Field(
+        column_name="underlying_instrument__name",
+        attribute="underlying_instrument",
+        widget=ForeignKeyWidget(Instrument, field="name"),
+    )
+    underlying_instrument__ticker = fields.Field(
+        column_name="underlying_instrument__ticker",
+        attribute="underlying_instrument",
+        widget=ForeignKeyWidget(Instrument, field="ticker"),
+    )
 
     class Meta:
-        import_id_fields = ("underlying_instrument",)
         fields = (
             "id",
-            "underlying_instrument",
+            "underlying_instrument__isin",
+            "underlying_instrument__name",
+            "underlying_instrument__ticker",
             "weighting",
             "shares",
             "comment",

wbportfolio/metric/backends/base.py

@@ -2,12 +2,11 @@ from datetime import date
 
 import numpy as np
 import pandas as pd
-from django.db.models import Exists, OuterRef, QuerySet
+from django.db.models import QuerySet
 from wbfdm.contrib.metric.backends.base import AbstractBackend, Metric
 from wbfdm.contrib.metric.exceptions import MetricInvalidParameterException
-from wbfdm.models import InstrumentType
 
-from wbportfolio.models import AssetPosition, InstrumentPortfolioThroughModel, Portfolio
+from wbportfolio.models import AssetPosition, Portfolio
 
 
 class PortfolioMetricBaseBackend(AbstractBackend[Portfolio]):
@@ -66,18 +65,7 @@ class PortfolioMetricBaseBackend(AbstractBackend[Portfolio]):
             raise MetricInvalidParameterException()
 
     def get_queryset(self) -> QuerySet[Portfolio]:
-        product_portfolios = (
-            super()
-            .get_queryset()
-            .annotate(
-                has_product=Exists(
-                    InstrumentPortfolioThroughModel.objects.filter(
-                        instrument__instrument_type=InstrumentType.PRODUCT, portfolio=OuterRef("pk")
-                    )
-                )
-            )
-            .filter(has_product=True, is_active=True)
-        )
+        product_portfolios = super().get_queryset().filter_active_and_tracked()
         try:
             last_position_date = (
                 AssetPosition.objects.filter(portfolio__in=product_portfolios, is_estimated=False).latest("date").date

wbportfolio/models/__init__.py

@@ -1,5 +1,5 @@
 # Import CRM relevant data
-
+from .roles import PortfolioRole
 from .adjustments import Adjustment
 from .asset import AssetPosition, AssetPositionGroupBy
 from .custodians import Custodian
@@ -16,6 +16,5 @@ from .portfolio_cash_targets import PortfolioCashTarget
 from .portfolio_cash_flow import DailyPortfolioCashFlow
 from .portfolio_swing_pricings import PortfolioSwingPricing
 from .registers import Register
-from .roles import PortfolioRole
 from .transactions import *
 from .reconciliations import AccountReconciliation, AccountReconciliationLine

wbportfolio/models/asset.py

@@ -528,7 +528,7 @@ class AssetPosition(ImportMixin, models.Model):
             shares=self._shares,
             date=self.date,
             asset_valuation_date=self.asset_valuation_date,
-            instrument_type=self.underlying_quote.instrument_type.id,
+            instrument_type=self.underlying_quote.security_instrument_type.id,
             currency=self.underlying_quote.currency.id,
             country=self.underlying_quote.country.id if self.underlying_quote.country else None,
             is_cash=self.underlying_quote.is_cash,

wbportfolio/models/portfolio.py

@@ -129,6 +129,15 @@ class DefaultPortfolioQueryset(QuerySet):
             & (Q(invested_timespan__endswith__gt=val_date) | Q(invested_timespan__endswith__isnull=True))
         )
 
+    def filter_active_and_tracked(self):
+        return self.annotate(
+            has_product=Exists(
+                InstrumentPortfolioThroughModel.objects.filter(
+                    instrument__instrument_type=InstrumentType.PRODUCT, portfolio=OuterRef("pk")
+                )
+            )
+        ).filter((Q(has_product=True) | Q(is_manageable=True)) & Q(is_active=True) & Q(is_tracked=True))
+
     def to_dependency_iterator(self, val_date: date) -> Iterable["Portfolio"]:
         """
         A method to sort the given queryset to return undependable portfolio first. This is very useful if a routine needs to be applied sequentially on portfolios by order of dependence.
@@ -171,6 +180,9 @@ class DefaultPortfolioManager(ActiveObjectManager):
     def filter_invested_at_date(self, val_date: date):
         return self.get_queryset().filter_invested_at_date(val_date)
 
+    def filter_active_and_tracked(self):
+        return self.get_queryset().filter_active_and_tracked()
+
 
 class ActiveTrackedPortfolioManager(DefaultPortfolioManager):
     def get_queryset(self):

wbportfolio/models/products.py

@@ -1,5 +1,5 @@
 from contextlib import suppress
-from datetime import date, datetime, time
+from datetime import date, datetime, time, timedelta
 from decimal import Decimal
 
 from celery import shared_task
@@ -25,6 +25,9 @@ from pandas.tseries.offsets import BDay
 from wbcore.contrib.ai.llm.config import add_llm_prompt
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.contrib.directory.models import Entry
+from wbcore.contrib.notifications.dispatch import send_notification
+from wbcore.contrib.notifications.utils import create_notification_type
+from wbcore.permissions.shortcuts import get_internal_users
 from wbcore.signals import pre_merge
 from wbcore.utils.enum import ChoiceEnum
 from wbcrm.models.accounts import Account
@@ -34,6 +37,8 @@ from wbfdm.models.instruments.instruments import InstrumentManager, InstrumentTy
 from wbportfolio.models.llm.wbcrm.analyze_relationship import get_holding_prompt
 from wbportfolio.models.portfolio_relationship import InstrumentPortfolioThroughModel
 
+from ..preferences import get_product_termination_notice_period
+from . import PortfolioRole
 from .mixins.instruments import PMSInstrument, PMSInstrumentAbstractModel
 
 
@@ -316,6 +321,17 @@ class Product(PMSInstrumentAbstractModel):
     class Meta:
         verbose_name = "Product"
         verbose_name_plural = "Products"
+        notification_types = [
+            create_notification_type(
+                "wbportfolio.product.termination_notice",
+                "Product Termination Notice",
+                "Sends a notification when a product is expected termination in the near future",
+                True,
+                True,
+                True,
+                is_lock=True,
+            ),
+        ]
 
     def pre_save(self):
         super().pre_save()
@@ -341,6 +357,39 @@ class Product(PMSInstrumentAbstractModel):
         computed_str += f" ({self.isin})"
         return computed_str
 
+    def check_and_notify_product_termination_on_date(self, today: date) -> bool:
+        """
+        Checks if today is the expected notice date for product termination and sends notifications if applicable.
+
+        The expected notice date is calculated by subtracting the product termination notice period from the product's delisted date. Notifications are sent to users associated with the product's portfolio roles.
+
+        Args:
+            today (date): The date to check against the expected notice date.
+
+        Returns:
+            bool: True if termination is due, False otherwise.
+        """
+        if self.delisted_date:
+            product_termination_expected_notice_date = self.delisted_date - timedelta(
+                days=get_product_termination_notice_period()
+            )
+            if today == product_termination_expected_notice_date:
+                roles = PortfolioRole.objects.filter(
+                    (models.Q(instrument=self) | models.Q(instrument__isnull=True))
+                    & (models.Q(start__isnull=True) | models.Q(start__gte=today))
+                    & (models.Q(end__isnull=True) | models.Q(end__lte=today))
+                    & models.Q(person__user_account__isnull=False)
+                )
+                for user in get_internal_users().filter(is_active=True, id__in=roles.values("person__user_account")):
+                    send_notification(
+                        code="wbportfolio.product.termination_notice",
+                        title="Product Termination Notice",
+                        body=f"The product {self} will be terminated on the {self.delisted_date:%Y-%m-%d}",
+                        user=user,
+                    )
+                return True
+        return False
+
     @property
     def white_label_product(self):
         return self.white_label_customers.all().count() > 0

wbportfolio/models/transactions/trade_proposals.py

@@ -15,6 +15,7 @@ from wbcore.contrib.icons import WBIcon
 from wbcore.enums import RequestType
 from wbcore.metadata.configs.buttons import ActionButton
 from wbcore.models import WBModel
+from wbcore.utils.models import CloneMixin
 from wbfdm.models.instruments.instruments import Instrument
 
 from wbportfolio.models.roles import PortfolioRole
@@ -30,7 +31,7 @@ logger = logging.getLogger("pms")
 SelfTradeProposal = TypeVar("SelfTradeProposal", bound="TradeProposal")
 
 
-class TradeProposal(RiskCheckMixin, WBModel):
+class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
     trade_date = models.DateField(verbose_name="Trading Date")
 
     class Status(models.TextChoices):
@@ -76,17 +77,17 @@ class TradeProposal(RiskCheckMixin, WBModel):
     def save(self, *args, **kwargs):
         if not self.trade_date and self.portfolio.assets.exists():
             self.trade_date = (self.portfolio.assets.latest("date").date + BDay(1)).date()
-        if not self.rebalancing_model and (rebalancer := getattr(self.portfolio, "automatic_rebalancer", None)):
-            self.rebalancing_model = rebalancer.rebalancing_model
         super().save(*args, **kwargs)
         if self.status == TradeProposal.Status.APPROVED:
             self.portfolio.change_at_date(self.trade_date)
 
-    def _get_checked_object_field_name(self) -> str:
-        """
-        Mandatory function from the Riskcheck mixin that returns the field (aka portfolio), representing the object to check the rules against.
-        """
-        return "portfolio"
+    @property
+    def checked_object(self):
+        return self.portfolio
+
+    @property
+    def check_evaluation_date(self):
+        return self.trade_date
 
     @cached_property
     def validated_trading_service(self) -> TradingService:
@@ -154,7 +155,7 @@ class TradeProposal(RiskCheckMixin, WBModel):
         )
 
     # Start tools methods
-    def clone(self, **kwargs) -> SelfTradeProposal:
+    def _clone(self, **kwargs) -> SelfTradeProposal:
         """
         Method to clone self as a new trade proposal. It will automatically shift the trade date if a proposal already exists
         Args:
@@ -176,6 +177,11 @@ class TradeProposal(RiskCheckMixin, WBModel):
             portfolio=self.portfolio,
             creator=self.creator,
         )
+        for trade in self.trades.all():
+            trade.id = None
+            trade.trade_proposal = trade_proposal_clone
+            trade.save()
+
         return trade_proposal_clone
 
     def normalize_trades(self):
@@ -263,17 +269,19 @@ class TradeProposal(RiskCheckMixin, WBModel):
             last_trade_proposal.portfolio.assets.filter(
                 date=last_trade_proposal.trade_date
             ).delete()  # we delete the existing position and we reapply the trade proposal
-            if not last_trade_proposal.portfolio.assets.filter(date=last_trade_proposal.trade_date).exists():
-                if last_trade_proposal.status == TradeProposal.Status.APPROVED:
-                    logger.info("Reverting trade proposal ...")
-                    last_trade_proposal.revert()
-                if last_trade_proposal.status == TradeProposal.Status.DRAFT:
-                    logger.info("Submitting trade proposal ...")
-                    last_trade_proposal.submit()
-                if last_trade_proposal.status == TradeProposal.Status.SUBMIT:
-                    logger.info("Approving trade proposal ...")
-                    last_trade_proposal.approve()
-                last_trade_proposal.save()
+            if last_trade_proposal.status == TradeProposal.Status.APPROVED:
+                logger.info("Reverting trade proposal ...")
+                last_trade_proposal.revert()
+            if last_trade_proposal.status == TradeProposal.Status.DRAFT:
+                if self.rebalancing_model:  # if there is no position (for any reason) or we the trade proposal has a rebalancer model attached (trades are computed based on an aglo), we reapply this trade proposal
+                    logger.info(f"Resetting trades from rebalancer model {self.rebalancing_model} ...")
+                    self.reset_trades()
+                logger.info("Submitting trade proposal ...")
+                last_trade_proposal.submit()
+            if last_trade_proposal.status == TradeProposal.Status.SUBMIT:
+                logger.info("Approving trade proposal ...")
+                last_trade_proposal.approve()
+            last_trade_proposal.save()
             next_trade_proposal = last_trade_proposal.next_trade_proposal
             next_trade_date = (
                 next_trade_proposal.trade_date - timedelta(days=1) if next_trade_proposal else date.today()

wbportfolio/models/transactions/trades.py

@@ -487,6 +487,7 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
         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
+            self._set_transaction_subtype()
 
     def save(self, *args, **kwargs):
         if self.trade_proposal:
@@ -514,19 +515,7 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
 
         if self.transaction_subtype is None:
             # if subtype not provided, we extract it automatically from the existing data.
-            if self.underlying_instrument.instrument_type.key == "product":
-                if self.shares is not None:
-                    if self.shares > 0:
-                        self.transaction_subtype = Trade.Type.SUBSCRIPTION
-                    elif self.shares < 0:
-                        self.transaction_subtype = Trade.Type.REDEMPTION
-            elif self.weighting is not None:
-                if self.weighting > 0:
-                    self.transaction_subtype = Trade.Type.BUY
-                elif self.weighting < 0:
-                    self.transaction_subtype = Trade.Type.SELL
-            else:
-                self.transaction_subtype = Trade.Type.REBALANCE
+            self._set_transaction_subtype()
         if self.id and hasattr(self, "claims"):
             self.claimed_shares = self.trade.claims.filter(status="APPROVED").aggregate(s=Sum("shares"))[
                 "s"
@@ -535,6 +524,21 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
             self.marked_as_internal = True
         super().save(*args, **kwargs)
 
+    def _set_transaction_subtype(self):
+        if self.underlying_instrument.instrument_type.key == "product":
+            if self.shares is not None:
+                if self.shares > 0:
+                    self.transaction_subtype = Trade.Type.SUBSCRIPTION
+                elif self.shares < 0:
+                    self.transaction_subtype = Trade.Type.REDEMPTION
+        elif self.weighting is not None:
+            if self.weighting > 0:
+                self.transaction_subtype = Trade.Type.BUY
+            elif self.weighting < 0:
+                self.transaction_subtype = Trade.Type.SELL
+        else:
+            self.transaction_subtype = Trade.Type.REBALANCE
+
     def get_transaction_subtype(self) -> str:
         """
         Return the expected transaction subtype based n
@@ -560,7 +564,7 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
             underlying_instrument=self.underlying_instrument.id,
             effective_weight=self._effective_weight,
             target_weight=self._target_weight,
-            instrument_type=self.underlying_instrument.security_instrument_type,
+            instrument_type=self.underlying_instrument.security_instrument_type.id,
             currency=self.underlying_instrument.currency,
             date=self.transaction_date,
         )

wbportfolio/preferences.py

@@ -1,6 +1,11 @@
 from dynamic_preferences.registries import global_preferences_registry
 
 
-def get_monthly_nnm_target(*args, **kwargs):
+def get_monthly_nnm_target(*args, **kwargs) -> int:
     global_preferences = global_preferences_registry.manager()
     return global_preferences["wbportfolio__monthly_nnm_target"]
+
+
+def get_product_termination_notice_period(*args, **kwargs) -> int:
+    global_preferences = global_preferences_registry.manager()
+    return global_preferences["wbportfolio__product_termination_notice_period"]

wbportfolio/risk_management/backends/accounts.py

@@ -3,6 +3,7 @@ from typing import Generator
 
 import pandas as pd
 from django.contrib.contenttypes.models import ContentType
+from django.contrib.humanize.templatetags.humanize import intcomma
 from django.db import models
 from wbcompliance.models.risk_management import backend
 from wbcompliance.models.risk_management.dispatch import register
@@ -148,15 +149,22 @@ class RuleBackend(backend.AbstractRuleBackend):
                         report_details = {
                             "Period": f"{cts_generator.start_date:%d.%m.%Y} - {cts_generator.end_date:%d.%m.%Y}",
                         }
+
+                        # create report detail template
                         color = "red" if percentage < 0 else "green"
+                        number_prefix = ""
+
                         if self.field == "AUM":
-                            report_details["AUM Change"] = (
-                                f'<span style="color:{color}">{start_df.loc[breached_obj_id]:.0f} $ → {end_df.loc[breached_obj_id]:.0f} $</span>'
-                            )
+                            key = "AUM Change"
+                            number_prefix = "$"
                         else:
-                            report_details["Shares Change"] = (
-                                f"<span style='color:{color}'>{start_df.loc[breached_obj_id]:.0f} → {end_df.loc[breached_obj_id]:.0f}</span>"
-                            )
+                            key = "Shares Change"
+
+                        template = f'{number_prefix}{{}} → {number_prefix}{{}} <span style="color:{color}"><strong>Δ {number_prefix}{{}}</strong></span>'
+                        start = intcomma(int(start_df.loc[breached_obj_id].round(0)))
+                        end = intcomma(int(end_df.loc[breached_obj_id].round(0)))
+                        diff = intcomma(int((end_df.loc[breached_obj_id] - start_df.loc[breached_obj_id]).round(0)))
+                        report_details[key] = template.format(start, end, diff)
                         report_details["Group By"] = self.group_by.value
                         yield backend.IncidentResult(
                             breached_object=breached_obj,

wbportfolio/risk_management/backends/exposure_portfolio.py

@@ -137,11 +137,12 @@ class RuleBackend(
         if not (df := self._filter_df(portfolio.to_df())).empty:
             df = df[[self.group_by.value, self.field.value]].groupby(self.group_by.value).sum().astype(float)
             for threshold in self.thresholds:
-                dff = df.copy()
                 numerical_range = threshold.numerical_range
-                dff = dff[(dff[self.field.value] > numerical_range[0]) & (dff[self.field.value] < numerical_range[1])]
-                if not dff.empty:
-                    for id, row in dff.to_dict("index").items():
+                incident_df = df[
+                    (df[self.field.value] >= numerical_range[0]) & (df[self.field.value] < numerical_range[1])
+                ]
+                if not incident_df.empty:
+                    for id, row in incident_df.to_dict("index").items():
                         obj, obj_repr = self._get_obj_repr(id)
                         severity: RiskIncidentType = threshold.severity
                         if self.field == self.Field.WEIGHTING:
@@ -165,9 +166,9 @@ class RuleBackend(
             return df
         if self.is_cash is True or self.is_cash is False:
             df = df[df["is_cash"] == self.is_cash]
-
         if self.asset_classes:
             df = df[df["instrument_type"].isin(list(map(lambda o: o.id, self.asset_classes)))]
+
         if self.countries:
             df = df[(~df["country"].isnull() & df["country"].isin(list(map(lambda o: o.id, self.countries))))]
         if self.currencies:
@@ -179,6 +180,7 @@ class RuleBackend(
                     & df["primary_classification"].isin(list(map(lambda o: o.id, self.classifications)))
                 )
             ]
+
         return df
 
     def _get_obj_repr(self, pivot_object_id) -> tuple[models.Model | None, str]:

wbportfolio/serializers/transactions/trade_proposals.py

@@ -10,10 +10,7 @@ from .. import PortfolioRepresentationSerializer, RebalancingModelRepresentation
 
 
 class TradeProposalModelSerializer(wb_serializers.ModelSerializer):
-    rebalancing_model = wb_serializers.PrimaryKeyRelatedField(
-        queryset=RebalancingModel.objects.all(),
-        default=DefaultFromView("portfolio.automatic_rebalancer.rebalancing_model"),
-    )
+    rebalancing_model = wb_serializers.PrimaryKeyRelatedField(queryset=RebalancingModel.objects.all(), required=False)
     _rebalancing_model = RebalancingModelRepresentationSerializer(source="rebalancing_model")
     target_portfolio = wb_serializers.PrimaryKeyRelatedField(
         queryset=Portfolio.objects.all(), write_only=True, required=False, default=DefaultFromView("portfolio")
@@ -32,15 +29,7 @@ class TradeProposalModelSerializer(wb_serializers.ModelSerializer):
         obj = super().create(validated_data)
 
         target_portfolio_dto = None
-        if (
-            target_portfolio
-            and not rebalancing_model
-            and (
-                last_effective_date := target_portfolio.get_latest_asset_position_date(
-                    obj.trade_date, with_estimated=True
-                )
-            )
-        ):
+        if target_portfolio and not rebalancing_model and (last_effective_date := obj.last_effective_date):
             target_portfolio_dto = target_portfolio._build_dto(last_effective_date)
         try:
             obj.reset_trades(target_portfolio=target_portfolio_dto)

wbportfolio/tasks.py

@@ -10,10 +10,13 @@ from .fdm.tasks import *  # noqa
 
 
 @shared_task(queue="portfolio")
-def periodically_update_outstanding_shares_for_active_products():
+def daily_active_product_task(today: date | None = None):
+    if not today:
+        today = date.today()
     qs = Product.active_objects.all()
     for product in tqdm(qs, total=qs.count()):
         update_outstanding_shares_as_task(product.id)
+        product.check_and_notify_product_termination_on_date(today)
 
 
 @shared_task(queue="portfolio")

wbportfolio/tests/conftest.py

@@ -117,7 +117,7 @@ register(ContinentFactory)
 
 register(CompanyFactory)
 register(PersonFactory)
-register(InternalUserFactory)
+register(InternalUserFactory, "internal_user")
 register(EntryFactory)
 register(CustomerStatusFactory)
 register(CompanyTypeFactory)

wbportfolio/tests/models/test_products.py

@@ -1,5 +1,7 @@
 import datetime
+from datetime import timedelta
 from decimal import Decimal
+from unittest.mock import patch
 
 import pytest
 from faker import Faker
@@ -7,6 +9,7 @@ from wbfdm.models import Instrument
 
 from wbportfolio.models import Product, Trade
 
+from ...preferences import get_product_termination_notice_period
 from .utils import PortfolioTestMixin
 
 fake = Faker()
@@ -188,3 +191,26 @@ class TestProductModel(PortfolioTestMixin):
         product.initial_high_water_mark = 400
         product.save()
         assert product.get_high_water_mark(p4.date) == 400
+
+    @patch("wbportfolio.models.products.send_notification")
+    def test_check_and_notify_product_termination_on_date(
+        self, mock_fct, weekday, product, manager_portfolio_role_factory, internal_user
+    ):
+        assert not product.check_and_notify_product_termination_on_date(weekday)
+
+        product.delisted_date = weekday + datetime.timedelta(days=get_product_termination_notice_period())
+        product.save()
+        assert product.check_and_notify_product_termination_on_date(weekday)
+        mock_fct.assert_not_called()
+        assert not product.check_and_notify_product_termination_on_date(
+            weekday + timedelta(days=1)
+        )  # one day later is not valid anymore
+
+        manager_portfolio_role_factory.create(person=internal_user.profile)
+        product.check_and_notify_product_termination_on_date(weekday)
+        mock_fct.assert_called_with(
+            code="wbportfolio.product.termination_notice",
+            title="Product Termination Notice",
+            body=f"The product {product} will be terminated on the {product.delisted_date:%Y-%m-%d}",
+            user=internal_user,
+        )

wbportfolio/viewsets/transactions/trade_proposals.py

@@ -1,6 +1,7 @@
 from contextlib import suppress
 from datetime import date
 
+from django.contrib.messages import info, warning
 from django.shortcuts import get_object_or_404
 from django.utils.functional import cached_property
 from pandas._libs.tslibs.offsets import BDay
@@ -8,6 +9,7 @@ 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
+from wbcore import serializers as wb_serializers
 from wbcore import viewsets
 from wbcore.metadata.configs.display.instance_display import (
     Display,
@@ -60,8 +62,15 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
             return TradeProposalModelSerializer
         return ReadOnlyTradeProposalModelSerializer
 
-    @classmethod
-    def get_clone_instance_display(cls) -> Display:
+    # 2 methods to parametrize the clone button functionality
+    def get_clone_button_serializer_class(self, instance):
+        class CloneSerializer(wb_serializers.Serializer):
+            trade_date = wb_serializers.DateField(default=(instance.trade_date + BDay(1)).date(), label="Trade Date")
+            comment = wb_serializers.TextField(label="Comment")
+
+        return CloneSerializer
+
+    def get_clone_button_instance_display(self) -> Display:
         return create_simple_display(
             [
                 ["comment"],
@@ -69,6 +78,16 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
             ]
         )
 
+    def add_messages(self, request, instance=None, **kwargs):
+        if instance and instance.status == TradeProposal.Status.SUBMIT:
+            if not instance.portfolio.is_manageable:
+                info(request, "This trade proposal cannot be approved the portfolio is considered unmanaged.")
+            if not instance.has_all_check_completed_and_succeed:
+                warning(
+                    request,
+                    "This trade proposal cannot be approved because there is unsuccessful pre-trade checks. Please rectify accordingly and resubmit a valid trade proposal",
+                )
+
     @classmethod
     def _get_risk_checks_button_title(cls) -> str:
         return "Pre-Trade Checks"

{wbportfolio-1.47.0.dist-info → wbportfolio-1.48.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.47.0
+Version: 1.48.0
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.47.0.dist-info → wbportfolio-1.48.0.dist-info}/RECORD

@@ -1,9 +1,9 @@
 wbportfolio/__init__.py,sha256=J-j-u0itpEFT6irdmWmixQqYMadNl1X91TxUmoiLHMI,22
 wbportfolio/apps.py,sha256=tybcoLFiw5tLdGHYV68X96n6jNZqx4BYx7Ao8mPflH8,749
-wbportfolio/dynamic_preferences_registry.py,sha256=iPGAiCScrIADX2NA8oChpQquAmTxVLO6O6ty_1n5dFg,2030
+wbportfolio/dynamic_preferences_registry.py,sha256=SV-4JWBZBYhXt5cNMglx-yRJhxpejP_jo157ghjq2q0,2294
 wbportfolio/permissions.py,sha256=F147DXfitbw6IdMQGEFfymCJkiG5YGkWKsLdVVliPyw,320
-wbportfolio/preferences.py,sha256=yS3a7wmFdFTLJwus2dmg2oHbSSUL2lXNzHCVKGgUKGY,246
-wbportfolio/tasks.py,sha256=z_nrf60dsl3mlp_6PEJ5754k4CiAuACzVfqs_UVuJxI,1907
+wbportfolio/preferences.py,sha256=JpowIFTrnjfomogJNrYmmfv7V35bRZNNGL_zooKzEhc,465
+wbportfolio/tasks.py,sha256=LgDpHpRygwpuhjEPfX1tvur1j-UwpMKR1P-Ksopcjsc,2014
 wbportfolio/urls.py,sha256=YAd1OyvXIyHVwBY6s8E74qIQQ8Pz3Myq89GIjM1A2vY,10765
 wbportfolio/utils.py,sha256=QZ4t0j2NwKYmgWJM77yvXSp-8wVcZmFvNi5_v7YA3ac,750
 wbportfolio/admin/__init__.py,sha256=6mHM6lwUsLOlfMic0OthH_eM4VNlduYOrBptfQUoF9w,595
@@ -38,7 +38,7 @@ wbportfolio/contrib/company_portfolio/management.py,sha256=CofBifGGGKfA06uWRDWXY
 wbportfolio/contrib/company_portfolio/models.py,sha256=dfrIR6sI3He1TIHCjdAP3yIZ0cPvc97ZUX_ZzkkhzGg,12943
 wbportfolio/contrib/company_portfolio/scripts.py,sha256=THDWK967NdEOD9gtAjIgtJzZAvu1FAQjp58VIZLyQpo,2304
 wbportfolio/contrib/company_portfolio/serializers.py,sha256=Y4Osxp0M7m_wy7DSbOt7ESfbob8KrfPBCnbzAuEsmmk,12160
-wbportfolio/contrib/company_portfolio/tasks.py,sha256=fEnLS_gnxnRYWHqQyWxUTi2-dJwsEuQAhgwoV-dRGQY,651
+wbportfolio/contrib/company_portfolio/tasks.py,sha256=ZXezolvlj8_b5hvfcjH5IO5tXvwb8goNG8xPfk6YFNA,835
 wbportfolio/contrib/company_portfolio/urls.py,sha256=eyq6IpaDPG1oL8-AqPS5nC5BeFewKPA1BN_HI7M3i1c,1118
 wbportfolio/contrib/company_portfolio/viewsets.py,sha256=o-_D_bEt283xngDbsMwdRQxFyuK7rfSChI8u5dGYyLM,8312
 wbportfolio/contrib/company_portfolio/configs/__init__.py,sha256=AVH0v-uOJBPRKggz7fO7IpRyVJ1YlQiF-if_cMsOvvM,72
@@ -190,12 +190,12 @@ wbportfolio/import_export/parsers/vontobel/valuation.py,sha256=iav8_xYpTJchmTa7K
 wbportfolio/import_export/parsers/vontobel/valuation_api.py,sha256=WLkZ5z-WqhFraNorWlOhIpSx1pQ2fnjdsLHwSTA7O2o,882
 wbportfolio/import_export/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/resources/assets.py,sha256=zjgHlQWpud41jHrKdRyqGUt1KUJQm9Z7pt0uVh4qBWQ,2234
-wbportfolio/import_export/resources/trades.py,sha256=LC1SBFmoxT160s0__cYDV2i99uECVrR7OHN0vAJ2LPQ,2232
+wbportfolio/import_export/resources/trades.py,sha256=_uAI2clV_ZjStX2Gf4rl_wWo2R4AHNOsZO52g0XKcM0,1723
 wbportfolio/jinja2/wbportfolio/sql/aum_nnm.sql,sha256=BvMnLsVlXIqU5hhwLDbwZ6nBqWULIBDVcgLJ2B4sdS4,4440
 wbportfolio/kpi_handlers/nnm.py,sha256=hCn0oG0C-6dQ0G-6S4r31nAS633NZdlOT-ntZrzvXZI,7180
 wbportfolio/metric/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/metric/backends/__init__.py,sha256=jfim5By5KqXfraENRFlhXy3i3gIzmElD6sfwL3qK2KM,108
-wbportfolio/metric/backends/base.py,sha256=tGAqCRLDIYr9xISODGllptHpvNiUSdy-ngjgFoY3r3Y,3223
+wbportfolio/metric/backends/base.py,sha256=Dv9uTAPizUJtGraTPMaSnrqWpJJSr-ftPid4wttQhkI,2787
 wbportfolio/metric/backends/constants.py,sha256=NU5BlMb_HIiN9NWtw_hSfWK0y0q4W9-HQG7eJoZqI_g,7373
 wbportfolio/metric/backends/portfolio_base.py,sha256=9gC2RhBVt9R38rEIvBmWdgUC6mEOP5vFqEEew_sWIeU,10012
 wbportfolio/metric/backends/portfolio_esg.py,sha256=MSiki-ZN-7YF0gev1kGFDrbfBi8Nfw6yJeLZlSRy6tw,2442
@@ -241,19 +241,19 @@ wbportfolio/migrations/0072_trade_diff_shares.py,sha256=aTKa1SbIiwmlXaFtBg-ENrSx
 wbportfolio/migrations/0073_remove_product_price_computation_and_more.py,sha256=J4puisDFwnbnfv2VLWaiCQ7ost6PCOkin9qKVQoLIWM,18725
 wbportfolio/migrations/0074_alter_rebalancer_frequency_and_more.py,sha256=o01rBj-ADgwCRtAai3e5z27alPGEzaiNxUqCwWm6peY,918
 wbportfolio/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/models/__init__.py,sha256=PDLJry5w1zE4N4arQh20_uFi2v7gy9QyavJ_rfGE21Q,882
+wbportfolio/models/__init__.py,sha256=IIS_PNRxyX2Dcvyk1bcQOUzFt0B9SPC0WlM88CXqj04,881
 wbportfolio/models/adjustments.py,sha256=osXWkJZOiansPWYPyHtl7Z121zDWi7u1YMtrBQtbHVo,10272
-wbportfolio/models/asset.py,sha256=TEOsSlbog6Yw0PZiMxjnCccp6ApXAAJNd3BIx_wU7D8,37749
+wbportfolio/models/asset.py,sha256=yf4vBPfN1eZlWXG9SowQwr5-goG8rO1yYDitHDLZCBs,37758
 wbportfolio/models/custodians.py,sha256=owTiS2Vm5CRKzh9M_P9GOVg-s-ndQ9UvRmw3yZP7cw0,3815
 wbportfolio/models/exceptions.py,sha256=3ix0tWUO-O6jpz8f07XIwycw2x3JFRoWzjwil8FVA2Q,52
 wbportfolio/models/indexes.py,sha256=iLYF2gzNzX4GLj_Nh3fybUcAQ1TslnT0wgQ6mN164QI,728
-wbportfolio/models/portfolio.py,sha256=rpo5jUTbwrlD_Zx9_LYTy5XNgk73PTRX3yn7j8AG9DE,58447
+wbportfolio/models/portfolio.py,sha256=aBlx37tX8msuZx3OL5QqyeuBqX3marOWTQTqfFH_Fk8,58954
 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
 wbportfolio/models/portfolio_swing_pricings.py,sha256=_LqYC1VRjnnFFmVqFPRdnbgYsVxocMVpClTk2dnooig,1778
 wbportfolio/models/product_groups.py,sha256=qoT8qv6tRdD6zmNDxsHO6dtnWw1-TRnyS5NqOq_gwhI,7901
-wbportfolio/models/products.py,sha256=wUdXyh4uDo1wgTRYcMhQjE2n4FeYM2R_PuyUWWRefpc,20415
+wbportfolio/models/products.py,sha256=5z9OMLVS0ps6aOJbG3JE7gKTf3PlbC4rXIPpv55dD1A,22863
 wbportfolio/models/registers.py,sha256=qA6T33t4gxFYnabQFBMd90WGIr6wxxirDLKDFqjOfok,4667
 wbportfolio/models/roles.py,sha256=34BwZleaPMHnUqDK1nHett45xaNNsUqSHY44844itW8,7387
 wbportfolio/models/utils.py,sha256=iBdMjRCvr6aOL0nLgfSCWUKe0h39h3IGmUbYo6l9t6w,394
@@ -274,8 +274,8 @@ wbportfolio/models/transactions/dividends.py,sha256=naL5xeDQfUBf5KyGt7y-tTcHL22n
 wbportfolio/models/transactions/expiry.py,sha256=vnNHdcC1hf2HP4rAbmoGgOfagBYKNFytqOwzOI0MlVI,144
 wbportfolio/models/transactions/fees.py,sha256=ffvqo8I4A0l5rLi00jJ6sGot0jmnkoxaNsbDzdPLwCg,5712
 wbportfolio/models/transactions/rebalancing.py,sha256=3p5r6m68_7AD783hYAlDZCnUz1TOLVa9mvF5zConTMo,7036
-wbportfolio/models/transactions/trade_proposals.py,sha256=6U0BFGPrX9aOOam4xFbo8asbjzkUUh0SWMeedTXX4Lk,21386
-wbportfolio/models/transactions/trades.py,sha256=gbXvxiyh8bvg6ldyd8qBwRPv4t0Tf5cbZXBnZXPIomc,27861
+wbportfolio/models/transactions/trade_proposals.py,sha256=vLwDdHNUEJdDvqSw6s7jcabp3ldZd-NPWCxF0qzNoGQ,21531
+wbportfolio/models/transactions/trades.py,sha256=C-goHy_f9NJcZko39k3oPm7cGjznruhWyD_Hr1xoBKo,27941
 wbportfolio/models/transactions/transactions.py,sha256=4THsE4xqdigZAwWKYfTNRLPJlkmAmsgE70Ribp9Lnrk,7127
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/typing.py,sha256=WKP5tYyYt7DbMo25VM99V4IAM9oDSIPZyR3yXCzeZEA,5920
@@ -296,9 +296,9 @@ wbportfolio/reports/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSu
 wbportfolio/reports/monthly_position_report.py,sha256=e7BzjDd6eseUOwLwQJXKvWErQ58YnCsznHU2VtR6izM,2981
 wbportfolio/risk_management/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/risk_management/backends/__init__.py,sha256=4N3GYcIb0XgZUQWEHxCejOCRabUtLM6ha9UdOWJKUfI,368
-wbportfolio/risk_management/backends/accounts.py,sha256=2iQ0A3Y4X80P_522drtrKzCYGQ0f8_6pjkewqAYgldo,7629
+wbportfolio/risk_management/backends/accounts.py,sha256=VMHwhzeFV2bzobb1RlEJadTVix1lkbbfdpo-zG3YN5c,7988
 wbportfolio/risk_management/backends/controversy_portfolio.py,sha256=ncEHyJMVomv0ehx7LoWcux1YHLV6KYYmiOkIBzJ0P1M,2852
-wbportfolio/risk_management/backends/exposure_portfolio.py,sha256=wtbhOrisJ3y67OAgmCBPl5Y3l7t2S4qL6NKziZA7dl8,9261
+wbportfolio/risk_management/backends/exposure_portfolio.py,sha256=PaJYlv3OCG2ncpp0zLr0eGtUk0C9KtWTrp4pPVa7AqA,9290
 wbportfolio/risk_management/backends/instrument_list_portfolio.py,sha256=Sh8PZHHKFAl4Aw8fOlu17fUSiEFYYemb-B0iltAXc10,4186
 wbportfolio/risk_management/backends/liquidity_risk.py,sha256=cRL7ZXvrC286yXCauNatuvSYikMNB-nmAt5ELmpDg0c,3688
 wbportfolio/risk_management/backends/liquidity_stress_instrument.py,sha256=oitzsaZu-HhYn9Avku3322GtDmf6QGsfyRzGPGZoM1Y,3612
@@ -340,7 +340,7 @@ 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=n8TpI_JwVSIFhf7mhniWIehCQ7Xc3WgpjUujQbeiM0Y,3671
+wbportfolio/serializers/transactions/trade_proposals.py,sha256=fiGpL6za5ERLtdbud5wrciCVXHX6-3SjeF8Zaa6Zhzg,3410
 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
@@ -357,7 +357,7 @@ wbportfolio/templates/portfolio/email/email_base_template.html,sha256=n6DN3QV92t
 wbportfolio/templates/portfolio/email/rebalancing_report.html,sha256=Go7joPYXwF_1Q72mblOtJSw4-TbH3NqW7ww_xGBP95k,1206
 wbportfolio/templates/portfolio/macro/macro_review.html,sha256=OxliFeX9pVNKeTVTaPnfNPHmM5YxVMr77PeKC-6y0jY,2273
 wbportfolio/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/tests/conftest.py,sha256=QKH9js8W3z0rW9umC-gFP637kD2OLpCGENDp1EM6dFA,4363
+wbportfolio/tests/conftest.py,sha256=zNKZJ_ymjE0M-Q5QyVYQdStSCSdO9Gy_S_jJEBC-6JY,4380
 wbportfolio/tests/signals.py,sha256=5dTpWBO31sHF1NXN5CRnQQUTJuK_X4WR5iDcIS4-_c0,5918
 wbportfolio/tests/tests.py,sha256=utTcVQI7oA7-Yo-IDM7d7BXwXNMIWpRbZNyEWqxkyL4,1033
 wbportfolio/tests/models/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -374,7 +374,7 @@ wbportfolio/tests/models/test_portfolio_cash_targets.py,sha256=q8QWAwt-kKRkLC0E0
 wbportfolio/tests/models/test_portfolio_swing_pricings.py,sha256=kr2AOcQkyg2pX3ULjU-o9ye-NVpjMrrfoe-DVbYCbjs,1656
 wbportfolio/tests/models/test_portfolios.py,sha256=idIUT2kc6Fte-bzwOS9NtOYRVnwTBijSo7deHkRon_k,52194
 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_products.py,sha256=nBEgyUoY-4F_pfHYnAr7KXdNYvdIkSu-PWJrqp5tPHg,9482
 wbportfolio/tests/models/test_roles.py,sha256=4Cn7WyrA2ztJNeWLk5cy9kYo5XLWMbFSvo1O-9JYxeA,3323
 wbportfolio/tests/models/test_splits.py,sha256=ytKcHsI_90kj1L4s8It-KEcc24rkDcElxwQ8q0QxEvk,9689
 wbportfolio/tests/models/utils.py,sha256=ORNJq6NMo1Za22jGZXfTfKeNEnTRlfEt_8SJ6xLaQWg,325
@@ -515,10 +515,10 @@ wbportfolio/viewsets/transactions/claim.py,sha256=m_Fy4J_QZSve1VlR_sPQrVBDopgCqq
 wbportfolio/viewsets/transactions/fees.py,sha256=7VUXIogmRrXCz_D9tvDiiTae0t5j09W9zPUzxXzBGTE,7031
 wbportfolio/viewsets/transactions/mixins.py,sha256=WipvJoi5hylkpD0y9VATe30WAcwIHUIroVkK10FYw7k,636
 wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQVTN2MH1kG_yCeVkmyK8k,1263
-wbportfolio/viewsets/transactions/trade_proposals.py,sha256=gXdJJ00D6UavZfBczvZQb5cYPQlU6-xOg_-TnMBzEO0,4742
+wbportfolio/viewsets/transactions/trade_proposals.py,sha256=HyffjmSq2KZpCkzvaeEc2PZY6-cJtF7bmMTFOj95at0,5835
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