wbportfolio 1.48.0__py2.py3-none-any.whl → 1.49.0__py2.py3-none-any.whl

wbportfolio/tests/models/transactions/test_trade_proposals.py

@@ -0,0 +1,381 @@
+# Import necessary modules
+from datetime import date, timedelta
+from decimal import Decimal
+from unittest.mock import call, patch
+
+import pytest
+from faker import Faker
+from pandas._libs.tslibs.offsets import BDay, MonthEnd
+
+from wbportfolio.models import Portfolio, RebalancingModel, TradeProposal
+from wbportfolio.pms.typing import Portfolio as PortfolioDTO
+from wbportfolio.pms.typing import Position
+
+fake = Faker()
+
+
+# Mark tests to use Django's database
+@pytest.mark.django_db
+class TestTradeProposal:
+    # Test that the checked object is correctly set to the portfolio
+    def test_checked_object(self, trade_proposal):
+        """
+        Verify that the checked object is the portfolio associated with the trade proposal.
+        """
+        assert trade_proposal.checked_object == trade_proposal.portfolio
+
+    # Test that the evaluation date matches the trade date
+    def test_check_evaluation_date(self, trade_proposal):
+        """
+        Ensure the evaluation date is the same as the trade date.
+        """
+        assert trade_proposal.check_evaluation_date == trade_proposal.trade_date
+
+    # Test the validated trading service functionality
+    def test_validated_trading_service(self, trade_proposal, asset_position_factory, trade_factory):
+        """
+        Validate that the effective and target portfolios are correctly calculated.
+        """
+        effective_date = (trade_proposal.trade_date - BDay(1)).date()
+
+        # Create asset positions for testing
+        a1 = asset_position_factory.create(
+            portfolio=trade_proposal.portfolio, date=effective_date, weighting=Decimal("0.3")
+        )
+        a2 = asset_position_factory.create(
+            portfolio=trade_proposal.portfolio, date=effective_date, weighting=Decimal("0.7")
+        )
+
+        # Create trades for testing
+        t1 = trade_factory.create(
+            trade_proposal=trade_proposal,
+            weighting=Decimal("0.05"),
+            portfolio=trade_proposal.portfolio,
+            transaction_date=trade_proposal.trade_date,
+            underlying_instrument=a1.underlying_quote,
+        )
+        t2 = trade_factory.create(
+            trade_proposal=trade_proposal,
+            weighting=Decimal("-0.05"),
+            portfolio=trade_proposal.portfolio,
+            transaction_date=trade_proposal.trade_date,
+            underlying_instrument=a2.underlying_quote,
+        )
+
+        # Get the validated trading service
+        validated_trading_service = trade_proposal.validated_trading_service
+
+        # Assert effective and target portfolios are as expected
+        assert validated_trading_service.effective_portfolio.to_dict() == {
+            a1.underlying_quote.id: a1.weighting,
+            a2.underlying_quote.id: a2.weighting,
+        }
+        assert validated_trading_service.target_portfolio.to_dict() == {
+            a1.underlying_quote.id: a1.weighting + t1.weighting,
+            a2.underlying_quote.id: a2.weighting + t2.weighting,
+        }
+
+    # Test the calculation of the last effective date
+    def test_last_effective_date(self, trade_proposal, asset_position_factory):
+        """
+        Verify the last effective date is correctly determined based on asset positions.
+        """
+        # Without any positions, it should be the day before the trade date
+        assert (
+            trade_proposal.last_effective_date == (trade_proposal.trade_date - BDay(1)).date()
+        ), "Last effective date without position should be t-1"
+
+        # Create an asset position before the trade date
+        a1 = asset_position_factory.create(
+            portfolio=trade_proposal.portfolio, date=(trade_proposal.trade_date - BDay(5)).date()
+        )
+        a_noise = asset_position_factory.create(portfolio=trade_proposal.portfolio, date=trade_proposal.trade_date)  # noqa
+
+        # The last effective date should still be the day before the trade date due to caching
+        assert (
+            trade_proposal.last_effective_date == (trade_proposal.trade_date - BDay(1)).date()
+        ), "last effective date is cached, so it won't change as is"
+
+        # Reset the cache property to recalculate
+        del trade_proposal.last_effective_date
+
+        # Now it should be the date of the latest position before the trade date
+        assert (
+            trade_proposal.last_effective_date == a1.date
+        ), "last effective date is the latest position strictly lower than trade date"
+
+    # Test finding the previous trade proposal
+    def test_previous_trade_proposal(self, trade_proposal_factory):
+        """
+        Ensure the previous trade proposal is correctly identified as the last approved proposal before the current one.
+        """
+        tp = trade_proposal_factory.create()
+        tp_previous_submit = trade_proposal_factory.create(  # noqa
+            portfolio=tp.portfolio, status=TradeProposal.Status.SUBMIT, trade_date=(tp.trade_date - BDay(1)).date()
+        )
+        tp_previous_approve = trade_proposal_factory.create(
+            portfolio=tp.portfolio, status=TradeProposal.Status.APPROVED, trade_date=(tp.trade_date - BDay(2)).date()
+        )
+        tp_next_approve = trade_proposal_factory.create(  # noqa
+            portfolio=tp.portfolio, status=TradeProposal.Status.APPROVED, trade_date=(tp.trade_date + BDay(1)).date()
+        )
+
+        # The previous valid trade proposal should be the approved one strictly before the current proposal
+        assert (
+            tp.previous_trade_proposal == tp_previous_approve
+        ), "the previous valid trade proposal is the strictly before and approved trade proposal"
+
+    # Test finding the next trade proposal
+    def test_next_trade_proposal(self, trade_proposal_factory):
+        """
+        Verify the next trade proposal is correctly identified as the first approved proposal after the current one.
+        """
+        tp = trade_proposal_factory.create()
+        tp_next_submit = trade_proposal_factory.create(  # noqa
+            portfolio=tp.portfolio, status=TradeProposal.Status.SUBMIT, trade_date=(tp.trade_date + BDay(1)).date()
+        )
+        tp_next_approve = trade_proposal_factory.create(
+            portfolio=tp.portfolio, status=TradeProposal.Status.APPROVED, trade_date=(tp.trade_date + BDay(2)).date()
+        )
+        tp_previous_approve = trade_proposal_factory.create(  # noqa
+            portfolio=tp.portfolio, status=TradeProposal.Status.APPROVED, trade_date=(tp.trade_date - BDay(1)).date()
+        )
+
+        # The next valid trade proposal should be the approved one strictly after the current proposal
+        assert (
+            tp.next_trade_proposal == tp_next_approve
+        ), "the next valid trade proposal is the strictly after and approved trade proposal"
+
+    # Test getting the default target portfolio
+    def test__get_default_target_portfolio(self, trade_proposal, asset_position_factory):
+        """
+        Ensure the default target portfolio is set to the effective portfolio from the day before the trade date.
+        """
+        effective_date = (trade_proposal.trade_date - BDay(1)).date()
+
+        # Create asset positions for testing
+        a1 = asset_position_factory.create(
+            portfolio=trade_proposal.portfolio, date=effective_date, weighting=Decimal("0.3")
+        )
+        a2 = asset_position_factory.create(
+            portfolio=trade_proposal.portfolio, date=effective_date, weighting=Decimal("0.7")
+        )
+        asset_position_factory.create(portfolio=trade_proposal.portfolio, date=trade_proposal.trade_date)  # noise
+
+        # The default target portfolio should match the effective portfolio
+        assert trade_proposal._get_default_target_portfolio().to_dict() == {
+            a1.underlying_quote.id: a1.weighting,
+            a2.underlying_quote.id: a2.weighting,
+        }
+
+    # Test getting the default target portfolio with a rebalancing model
+    @patch.object(RebalancingModel, "get_target_portfolio")
+    def test__get_default_target_portfolio_with_rebalancer_model(self, mock_fct, trade_proposal, rebalancer_factory):
+        """
+        Verify that the target portfolio is correctly obtained from a rebalancing model.
+        """
+        # Expected target portfolio from the rebalancing model
+        expected_target_portfolio = PortfolioDTO(
+            positions=(Position(underlying_instrument=1, weighting=Decimal(1), date=trade_proposal.trade_date),)
+        )
+        mock_fct.return_value = expected_target_portfolio
+
+        # Create a rebalancer for testing
+        rebalancer = rebalancer_factory.create(
+            portfolio=trade_proposal.portfolio, parameters={"rebalancer_parameter": "A"}
+        )
+        trade_proposal.rebalancing_model = rebalancer.rebalancing_model
+        trade_proposal.save()
+
+        # Additional keyword arguments for the rebalancing model
+        extra_kwargs = {"test": "test"}
+
+        # Combine rebalancer parameters with extra keyword arguments
+        expected_kwargs = rebalancer.parameters
+        expected_kwargs.update(extra_kwargs)
+
+        # Assert the target portfolio matches the expected output from the rebalancing model
+        assert (
+            trade_proposal._get_default_target_portfolio(**extra_kwargs) == expected_target_portfolio
+        ), "We expect the target portfolio to be whatever is returned by the rebalancer model"
+        mock_fct.assert_called_once_with(
+            trade_proposal.portfolio, trade_proposal.trade_date, trade_proposal.last_effective_date, **expected_kwargs
+        )
+
+    # Test normalizing trades
+    def test_normalize_trades(self, trade_proposal, trade_factory):
+        """
+        Ensure trades are normalized to sum up to 1, handling quantization errors.
+        """
+        # Create trades for testing
+        t1 = trade_factory.create(
+            trade_proposal=trade_proposal,
+            transaction_date=trade_proposal.trade_date,
+            portfolio=trade_proposal.portfolio,
+            weighting=Decimal(0.2),
+        )
+        t2 = trade_factory.create(
+            trade_proposal=trade_proposal,
+            transaction_date=trade_proposal.trade_date,
+            portfolio=trade_proposal.portfolio,
+            weighting=Decimal(0.26),
+        )
+        t3 = trade_factory.create(
+            trade_proposal=trade_proposal,
+            transaction_date=trade_proposal.trade_date,
+            portfolio=trade_proposal.portfolio,
+            weighting=Decimal(0.14),
+        )
+
+        # Normalize trades
+        trade_proposal.normalize_trades()
+
+        # Refresh trades from the database
+        t1.refresh_from_db()
+        t2.refresh_from_db()
+        t3.refresh_from_db()
+
+        # Expected normalized weights
+        normalized_t1_weight = Decimal("0.333333")
+        normalized_t2_weight = Decimal("0.433333")
+        normalized_t3_weight = Decimal("0.233333")
+
+        # Calculate quantization error
+        quantize_error = Decimal(1) - (normalized_t1_weight + normalized_t2_weight + normalized_t3_weight)
+
+        # Assert quantization error exists and weights are normalized correctly
+        assert quantize_error
+        assert t1.weighting == normalized_t1_weight
+        assert t2.weighting == normalized_t2_weight + quantize_error  # Add quantize error to the largest position
+        assert t3.weighting == normalized_t3_weight
+
+    # Test resetting trades
+    def test_reset_trades(self, trade_proposal, instrument_factory, asset_position_factory):
+        """
+        Verify trades are correctly reset based on effective and target portfolios.
+        """
+        effective_date = trade_proposal.last_effective_date
+
+        # Create instruments for testing
+        i1 = instrument_factory.create(currency=trade_proposal.portfolio.currency)
+        i2 = instrument_factory.create(currency=trade_proposal.portfolio.currency)
+        i3 = instrument_factory.create(currency=trade_proposal.portfolio.currency)
+
+        # Build initial effective portfolio constituting only from two positions of i1 and i2
+        asset_position_factory.create(
+            portfolio=trade_proposal.portfolio, date=effective_date, underlying_instrument=i1, weighting=Decimal("0.7")
+        )
+        asset_position_factory.create(
+            portfolio=trade_proposal.portfolio, date=effective_date, underlying_instrument=i2, weighting=Decimal("0.3")
+        )
+
+        # build the target portfolio
+        target_portfolio = PortfolioDTO(
+            positions=(
+                Position(underlying_instrument=i2.id, date=trade_proposal.trade_date, weighting=Decimal("0.4")),
+                Position(underlying_instrument=i3.id, date=trade_proposal.trade_date, weighting=Decimal("0.6")),
+            )
+        )
+
+        # Reset trades
+        trade_proposal.reset_trades(target_portfolio=target_portfolio)
+
+        # Get trades for each instrument
+        t1 = trade_proposal.trades.get(underlying_instrument=i1)
+        t2 = trade_proposal.trades.get(underlying_instrument=i2)
+        t3 = trade_proposal.trades.get(underlying_instrument=i3)
+
+        # Assert trade weights are correctly reset
+        assert t1.weighting == Decimal("-0.7")
+        assert t2.weighting == Decimal("0.1")
+        assert t3.weighting == Decimal("0.6")
+
+    # Test replaying trade proposals
+    @patch.object(Portfolio, "batch_portfolio")
+    def test_replay(self, mock_fct, trade_proposal_factory):
+        """
+        Ensure replaying trade proposals correctly calls batch_portfolio for each period.
+        """
+        mock_fct.return_value = None
+
+        # Create approved trade proposals for testing
+        tp0 = trade_proposal_factory.create(status=TradeProposal.Status.APPROVED)
+        tp1 = trade_proposal_factory.create(
+            portfolio=tp0.portfolio,
+            status=TradeProposal.Status.APPROVED,
+            trade_date=(tp0.trade_date + MonthEnd(1)).date(),
+        )
+        tp2 = trade_proposal_factory.create(
+            portfolio=tp0.portfolio,
+            status=TradeProposal.Status.APPROVED,
+            trade_date=(tp1.trade_date + MonthEnd(1)).date(),
+        )
+
+        # Replay trade proposals
+        tp0.replay()
+
+        # Expected calls to batch_portfolio
+        expected_calls = [
+            call(tp0.trade_date, tp1.trade_date - timedelta(days=1)),
+            call(tp1.trade_date, tp2.trade_date - timedelta(days=1)),
+            call(tp2.trade_date, date.today()),
+        ]
+
+        # Assert batch_portfolio was called as expected
+        mock_fct.assert_has_calls(expected_calls)
+
+        # Test stopping replay on a non-approved proposal
+        tp1.status = TradeProposal.Status.FAILED
+        tp1.save()
+        expected_calls = [call(tp0.trade_date, tp1.trade_date - timedelta(days=1))]
+        mock_fct.assert_has_calls(expected_calls)
+
+    # Test estimating shares for a trade
+    @patch.object(Portfolio, "get_total_asset_value")
+    def test_get_estimated_shares(
+        self, mock_fct, trade_proposal, trade_factory, instrument_price_factory, instrument_factory
+    ):
+        """
+        Verify shares estimation based on trade weighting and instrument price.
+        """
+        portfolio = trade_proposal.portfolio
+        instrument = instrument_factory.create(currency=portfolio.currency)
+        trade = trade_factory.create(
+            trade_proposal=trade_proposal,
+            transaction_date=trade_proposal.trade_date,
+            portfolio=portfolio,
+            underlying_instrument=instrument,
+        )
+        trade.refresh_from_db()
+        underlying_quote_price = instrument_price_factory.create(instrument=instrument, date=trade.transaction_date)
+        mock_fct.return_value = Decimal(1_000_000)  # 1 million cash
+
+        # Assert estimated shares are correctly calculated
+        assert (
+            trade_proposal.get_estimated_shares(trade.weighting, trade.underlying_instrument)
+            == Decimal(1_000_000) * trade.weighting / underlying_quote_price.net_value
+        )
+
+    @patch.object(Portfolio, "get_total_asset_value")
+    def test_get_estimated_target_cash(self, mock_fct, trade_proposal, trade_factory, cash_factory):
+        mock_fct.return_value = Decimal(1_000_000)  # 1 million cash
+        cash = cash_factory.create(currency=trade_proposal.portfolio.currency)
+        trade_factory.create(  # equity trade
+            trade_proposal=trade_proposal,
+            transaction_date=trade_proposal.trade_date,
+            portfolio=trade_proposal.portfolio,
+            weighting=Decimal("0.7"),
+        )
+        trade_factory.create(  # cash trade
+            trade_proposal=trade_proposal,
+            transaction_date=trade_proposal.trade_date,
+            portfolio=trade_proposal.portfolio,
+            underlying_instrument=cash,
+            weighting=Decimal("0.2"),
+        )
+
+        target_cash_weight, total_target_shares = trade_proposal.get_estimated_target_cash(
+            trade_proposal.portfolio.currency
+        )
+        assert target_cash_weight == Decimal("0.2") + Decimal("1.0") - (Decimal("0.7") + Decimal("0.2"))
+        assert total_target_shares == Decimal(1_000_000) * Decimal("0.3")

wbportfolio/tests/models/transactions/test_trades.py

@@ -3,6 +3,7 @@ from decimal import Decimal
 
 import pytest
 from faker import Faker
+from pandas._libs.tslibs.offsets import BDay
 
 from wbportfolio.models import Product, Trade
 
@@ -203,3 +204,16 @@ class TestTradeInstrumentPrice:
         subscription_trade1.refresh_from_db()
         assert subscription_trade1.internal_trade == internal_trade
         assert subscription_trade1.marked_as_internal is True
+
+    def test_last_underlying_quote_price(self, weekday, trade_factory, instrument_price_factory):
+        trade = trade_factory.create(transaction_date=weekday, value_date=(weekday - BDay(1)).date())
+        assert trade.last_underlying_quote_price is None
+        del trade.last_underlying_quote_price
+
+        # test that underlying quote price returns any price found at transaction_date, or then at value_date (in that order)
+        p0 = instrument_price_factory.create(instrument=trade.underlying_instrument, date=trade.value_date)
+        assert trade.last_underlying_quote_price == p0
+        del trade.last_underlying_quote_price
+
+        p1 = instrument_price_factory.create(instrument=trade.underlying_instrument, date=trade.transaction_date)
+        assert trade.last_underlying_quote_price == p1

wbportfolio/tests/signals.py

@@ -2,10 +2,10 @@ from django.dispatch import receiver
 from wbcore.contrib.currency.factories import CurrencyFXRatesFactory
 from wbcore.contrib.directory.factories import CompanyFactory
 from wbcore.test.signals import custom_update_kwargs, get_custom_factory
+from wbfdm.factories import InstrumentPriceFactory
 
 from wbportfolio.factories import (
     CustomerTradeFactory,
-    InstrumentPriceFactory,
     ProductFactory,
     ProductPortfolioRoleFactory,
     TradeProposalFactory,

wbportfolio/tests/viewsets/test_performances.py

@@ -6,8 +6,9 @@ from faker import Faker
 from pandas.tseries.offsets import BDay, BMonthEnd, BYearEnd
 from rest_framework.reverse import reverse
 from rest_framework.test import force_authenticate
+from wbfdm.factories import InstrumentPriceFactory
 
-from wbportfolio.factories import InstrumentPriceFactory, ProductFactory
+from wbportfolio.factories import ProductFactory
 from wbportfolio.viewsets.product_performance import PerformanceComparisonPandasView
 
 fake = Faker()

wbportfolio/viewsets/configs/display/portfolios.py

@@ -1,6 +1,7 @@
 from typing import Optional
 
 from django.utils.translation import gettext_lazy as _
+from wbcore.enums import Unit
 from wbcore.metadata.configs import display as dp
 from wbcore.metadata.configs.display import Layout, Page, default
 from wbcore.metadata.configs.display.instance_display.shortcuts import (
@@ -17,17 +18,60 @@ class PortfolioDisplayConfig(DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
         return dp.ListDisplay(
             fields=[
-                dp.Field(key="name", label="Name"),
-                dp.Field(key="currency", label="Currency"),
-                dp.Field(key="updated_at", label="Updated At"),
-                dp.Field(key="depends_on", label="Depends on"),
-                dp.Field(key="automatic_rebalancer", label="Rebalancer"),
-                dp.Field(key="invested_timespan", label="Invested"),
-                dp.Field(key="is_manageable", label="Managed"),
-                dp.Field(key="is_tracked", label="Tracked"),
-                dp.Field(key="only_weighting", label="Only-Weight"),
-                dp.Field(key="is_lookthrough", label="Lookthrough"),
-                dp.Field(key="is_composition", label="Composition"),
+                dp.Field(
+                    label="Information",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="name", label="Name", width=Unit.PIXEL(300)),
+                        dp.Field(key="currency", label="CCY", width=Unit.PIXEL(75)),
+                        dp.Field(key="hedged_currency", label="Hedged CCY", width=Unit.PIXEL(100), show="open"),
+                        dp.Field(key="updated_at", label="Updated At", width=Unit.PIXEL(150)),
+                        dp.Field(key="depends_on", label="Depends on", show="open", width=Unit.PIXEL(300)),
+                        dp.Field(key="invested_timespan", label="Invested", show="open"),
+                        dp.Field(key="instruments", label="Instruments", width=Unit.PIXEL(250)),
+                    ],
+                ),
+                dp.Field(
+                    label="Valuation & Position",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="initial_position_date", label="Issue Date", width=Unit.PIXEL(150)),
+                        dp.Field(key="last_position_date", label="Last Position Date", width=Unit.PIXEL(150)),
+                        dp.Field(
+                            key="last_asset_under_management_usd", label="AUM ($)", width=Unit.PIXEL(100), show="open"
+                        ),
+                        dp.Field(key="last_positions", label="Position", width=Unit.PIXEL(100), show="open"),
+                    ],
+                ),
+                dp.Field(
+                    label="Rebalancing",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="automatic_rebalancer", label="Automatic Rebalancer"),
+                        dp.Field(key="last_trade_proposal_date", label="Last Rebalance", width=Unit.PIXEL(250)),
+                        dp.Field(
+                            key="next_expected_trade_proposal_date",
+                            label="Next Rebalancing",
+                            width=Unit.PIXEL(250),
+                            show="open",
+                        ),
+                    ],
+                ),
+                dp.Field(
+                    label="Administration",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="is_manageable", label="Managed", width=Unit.PIXEL(100)),
+                        dp.Field(key="is_tracked", label="Tracked", width=Unit.PIXEL(100), show="open"),
+                        dp.Field(key="only_weighting", label="Only-Weight", width=Unit.PIXEL(100), show="open"),
+                        dp.Field(key="is_lookthrough", label="Look through", width=Unit.PIXEL(100), show="open"),
+                        dp.Field(key="is_composition", label="Composition", width=Unit.PIXEL(100), show="open"),
+                    ],
+                ),
             ]
         )
 
@@ -156,14 +200,14 @@ class TopDownPortfolioCompositionPandasDisplayConfig(DisplayViewConfig):
         rebalancing_column_label = "Last Rebalancing"
         effective_column_label = "Actual"
         if self.view.last_rebalancing_date:
-            rebalancing_column_label += f" ({self.view.last_rebalancing_date:%Y-ok, %m-%d})"
+            rebalancing_column_label += f" ({self.view.last_rebalancing_date:%Y-%m-%d})"
         if self.view.last_effective_date:
             effective_column_label += f" ({self.view.last_effective_date:%Y-%m-%d})"
         return dp.ListDisplay(
             fields=[
                 dp.Field(key="instrument", label="Instrument"),
-                dp.Field(key="effective_weights", label=rebalancing_column_label),
-                dp.Field(key="rebalancing_weights", label=effective_column_label),
+                dp.Field(key="rebalancing_weights", label=rebalancing_column_label),
+                dp.Field(key="effective_weights", label=effective_column_label),
             ],
             tree=True,
             tree_group_pinned="left",

wbportfolio/viewsets/configs/display/trades.py

@@ -300,14 +300,26 @@ class TradeTradeProposalDisplayConfig(DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
         trade_proposal = get_object_or_404(TradeProposal, pk=self.view.kwargs.get("trade_proposal_id", None))
         fields = [
-            dp.Field(key="underlying_instrument", label="Instrument"),
+            dp.Field(
+                label="Instrument",
+                open_by_default=True,
+                key=None,
+                children=[
+                    dp.Field(key="underlying_instrument", label="Name", width=Unit.PIXEL(250)),
+                    dp.Field(key="underlying_instrument_isin", label="ISIN", width=Unit.PIXEL(125)),
+                    dp.Field(key="underlying_instrument_ticker", label="Ticker", width=Unit.PIXEL(100)),
+                    dp.Field(
+                        key="underlying_instrument_refinitiv_identifier_code", label="RIC", width=Unit.PIXEL(100)
+                    ),
+                ],
+            ),
             dp.Field(
                 label="Weight",
                 open_by_default=False,
                 key=None,
                 children=[
-                    dp.Field(key="effective_weight", label="Effective Weight", show="open"),
-                    dp.Field(key="target_weight", label="Target Weight", show="open"),
+                    dp.Field(key="effective_weight", label="Effective Weight", show="open", width=Unit.PIXEL(150)),
+                    dp.Field(key="target_weight", label="Target Weight", show="open", width=Unit.PIXEL(150)),
                     dp.Field(
                         key="weighting",
                         label="Delta Weight",
@@ -321,6 +333,7 @@ class TradeTradeProposalDisplayConfig(DisplayViewConfig):
                                 condition=(">", 0),
                             ),
                         ],
+                        width=Unit.PIXEL(150),
                     ),
                 ],
             ),
@@ -332,8 +345,8 @@ class TradeTradeProposalDisplayConfig(DisplayViewConfig):
                     open_by_default=False,
                     key=None,
                     children=[
-                        dp.Field(key="effective_shares", label="Effective Shares", show="open"),
-                        dp.Field(key="target_shares", label="Target Shares", show="open"),
+                        dp.Field(key="effective_shares", label="Effective Shares", show="open", width=Unit.PIXEL(150)),
+                        dp.Field(key="target_shares", label="Target Shares", show="open", width=Unit.PIXEL(150)),
                         dp.Field(
                             key="shares",
                             label="Shares",
@@ -347,6 +360,7 @@ class TradeTradeProposalDisplayConfig(DisplayViewConfig):
                                     condition=(">", 0),
                                 ),
                             ],
+                            width=Unit.PIXEL(150),
                         ),
                     ],
                 )
@@ -370,16 +384,17 @@ class TradeTradeProposalDisplayConfig(DisplayViewConfig):
                                 condition=("==", Trade.Type.BUY.name),
                             ),
                         ],
+                        width=Unit.PIXEL(125),
                     ),
-                    dp.Field(key="comment", label="Comment"),
-                    dp.Field(key="order", label="Order", show="open"),
+                    dp.Field(key="comment", label="Comment", width=Unit.PIXEL(250)),
+                    dp.Field(key="order", label="Order", show="open", width=Unit.PIXEL(100)),
                 ],
             )
         )
         return dp.ListDisplay(
             fields=fields,
             legends=[TRADE_STATUS_LEGENDS],
-            formatting=[SHARE_FORMATTING, TRADE_STATUS_FORMATTING],
+            formatting=[TRADE_STATUS_FORMATTING],
         )
 
     def get_instance_display(self) -> Display:

wbportfolio/viewsets/configs/endpoints/trades.py

@@ -1,3 +1,5 @@
+from contextlib import suppress
+
 from django.shortcuts import get_object_or_404
 from rest_framework.reverse import reverse
 from wbcore.metadata.configs.endpoints import EndpointViewConfig
@@ -77,6 +79,13 @@ class TradeTradeProposalEndpointConfig(EndpointViewConfig):
                 return self.get_list_endpoint()
         return None
 
+    def get_delete_endpoint(self, **kwargs):
+        with suppress(AttributeError, AssertionError):
+            trade = self.view.get_object()
+            if trade._effective_weight:  # we make sure trade with a valid effective position cannot be deleted
+                return None
+        return super().get_delete_endpoint(**kwargs)
+
 
 class SubscriptionRedemptionEndpointConfig(TradeEndpointConfig):
     def get_endpoint(self, **kwargs):