wbportfolio 1.49.1__py2.py3-none-any.whl → 1.49.2__py2.py3-none-any.whl

wbportfolio/models/portfolio.py

@@ -853,7 +853,6 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             adjusted_weighting,
             adjusted_currency_fx_rate,
             adjusted_is_estimated,
-            portfolio_created=None,
             path=None,
         ):
             if not path:
@@ -866,7 +865,18 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                 position.is_estimated = (adjusted_is_estimated or position.is_estimated) and not (
                     position.weighting == 1.0
                 )
-                position.portfolio_created = portfolio_created
+                # to get from which portfolio this position is created, we need to differantiate between:
+                # * Composition portfolio: where the portfolio created is the second encountered portfolio
+                # * Other: portfolio created is the last encountered portfolio
+                # If `path` is empty, we use None as portfolio_created
+                try:
+                    if self.is_composition:
+                        position.portfolio_created = path[1]
+                    else:
+                        position.portfolio_created = path[-1]
+                except IndexError:
+                    position.portfolio_created = None
+
                 setattr(position, "path", path)
                 position.initial_shares = None
                 if portfolio_total_asset_value:
@@ -881,7 +891,6 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                         position.weighting,
                         position.currency_fx_rate,
                         position.is_estimated,
-                        portfolio_created=child_portfolio,
                         path=path.copy(),
                     )
                 elif position.weighting:  # we do not yield position with weight 0 because of issue with certain multi-thematic portfolios which contain duplicates

wbportfolio/models/transactions/trade_proposals.py

@@ -167,7 +167,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
         Returns:
             The cloned trade proposal
         """
-        trade_date = kwargs.get("trade_date", self.trade_date)
+        trade_date = kwargs.get("clone_date", self.trade_date)
 
         # Find the next valid trade date
         while TradeProposal.objects.filter(portfolio=self.portfolio, trade_date=trade_date).exists():
@@ -175,7 +175,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
 
         trade_proposal_clone = TradeProposal.objects.create(
             trade_date=trade_date,
-            comment=kwargs.get("comment", self.comment),
+            comment=kwargs.get("clone_comment", self.comment),
             status=TradeProposal.Status.DRAFT,
             rebalancing_model=self.rebalancing_model,
             portfolio=self.portfolio,

wbportfolio/rebalancing/models/market_capitalization_weighted.py

@@ -2,13 +2,12 @@ from decimal import Decimal
 
 import numpy as np
 import pandas as pd
-from django.db.models import Q, QuerySet
+from django.db.models import QuerySet
 from wbfdm.enums import MarketData
 from wbfdm.models import (
     Classification,
     Exchange,
     Instrument,
-    InstrumentClassificationThroughModel,
     InstrumentListThroughModel,
 )
 
@@ -31,9 +30,11 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
                 target_currency=self.TARGET_CURRENCY,
             )
         )
-        self.exchange_df = pd.DataFrame(
-            instruments.values_list("id", "exchange"), columns=["id", "exchange"]
-        ).set_index("id")
+        self.exchange_df = (
+            pd.DataFrame(instruments.values_list("id", "exchange"), columns=["id", "exchange"])
+            .set_index("id")
+            .replace({np.nan: None})
+        )
         instrument_ids = list(instruments.values_list("id", flat=True))
         try:
             self.market_cap_df = (
@@ -41,6 +42,7 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
                 .set_index("instrument_id")["market_capitalization"]
                 .reindex(instrument_ids)
             )
+            self.market_cap_df = self.market_cap_df
         except (IndexError, KeyError):
             self.market_cap_df = pd.Series(dtype="float64", index=instrument_ids)
 
@@ -59,17 +61,10 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
         if not instrument_ids:
             instrument_ids = []
         if classification_ids:
-            classifications = set()
             for classification in Classification.objects.filter(id__in=classification_ids):
                 for children in classification.get_descendants(include_self=True):
-                    classifications.add(children)
-            instrument_ids.extend(
-                list(
-                    InstrumentClassificationThroughModel.objects.filter(
-                        classification__in=classifications
-                    ).values_list("id", flat=True)
-                )
-            )
+                    for company in children.instruments.all():
+                        instrument_ids.append(company.get_primary_quote().id)
         if instrument_list_id:
             instrument_ids.extend(
                 list(
@@ -84,8 +79,10 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
                 self.portfolio.assets.filter(date=self.trade_date).values_list("underlying_instrument", flat=True)
             )
 
-        return Instrument.objects.filter(id__in=instrument_ids).filter(
-            (Q(delisted_date__isnull=True) | Q(delisted_date__gt=self.trade_date))
+        return (
+            Instrument.objects.filter(id__in=instrument_ids)
+            .filter(exchange__isnull=False)
+            .filter_active_at_date(self.trade_date)
         )
 
     def is_valid(self) -> bool:

wbportfolio/serializers/portfolios.py

@@ -85,7 +85,7 @@ class PortfolioModelSerializer(wb_serializers.ModelSerializer):
                 request=request,
             )
         if user.profile.is_internal:
-            additional_resources["instruments"] = reverse(
+            additional_resources["instruments_list"] = reverse(
                 "wbportfolio:portfolio-instrument-list",
                 args=[instance.id],
                 request=request,

wbportfolio/tests/rebalancing/test_models.py

@@ -136,8 +136,8 @@ class TestMarketCapitalizationRebalancing:
 
         last_effective_date = (weekday - BDay(1)).date()
 
-        i1 = instrument_factory()
-        i2 = instrument_factory()
+        i1 = instrument_factory(inception_date=weekday)
+        i2 = instrument_factory(inception_date=weekday)
         instrument_price_factory.create(instrument=i1, date=weekday)
         instrument_price_factory.create(instrument=i2, date=weekday)
         return MarketCapitalizationRebalancing(portfolio, weekday, last_effective_date, instrument_ids=[i1.id, i2.id])

wbportfolio/viewsets/assets.py

@@ -323,7 +323,7 @@ class CashPositionPortfolioPandasAPIView(
                 val_date = datetime.strptime(date_str, "%Y-%m-%d").date()
             else:
                 val_date = date.today()
-            active_products = Product.active_objects.get_queryset_at_date(val_date)
+            active_products = Product.active_objects.filter_active_at_date(val_date)
             return (
                 super()
                 .get_queryset()

wbportfolio/viewsets/configs/display/portfolios.py

@@ -103,8 +103,8 @@ class PortfolioDisplayConfig(DisplayViewConfig):
                                 create_simple_section(
                                     "instruments_section",
                                     _("Linked Instruments"),
-                                    [["instruments"]],
-                                    "instruments",
+                                    [["instruments_list"]],
+                                    "instruments_list",
                                     collapsed=True,
                                 ),
                                 create_simple_section(

wbportfolio/viewsets/transactions/trade_proposals.py

@@ -65,16 +65,18 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
     # 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")
+            clone_date = wb_serializers.DateField(
+                default=(instance.trade_date + BDay(1)).date(), label="Trade Date"
+            )  # we need to change the field name from the trade proposa fields, otherwise fontend conflicts
+            clone_comment = wb_serializers.TextField(label="Comment")
 
         return CloneSerializer
 
     def get_clone_button_instance_display(self) -> Display:
         return create_simple_display(
             [
-                ["comment"],
-                ["trade_date"],
+                ["clone_comment"],
+                ["clone_date"],
             ]
         )
 

wbportfolio/viewsets/transactions/trades.py

@@ -382,7 +382,7 @@ class TradeTradeProposalModelViewSet(
     )
     IDENTIFIER = "wbportfolio:tradeproposal"
     search_fields = ("underlying_instrument__name",)
-    filterset_fields = {}
+    filterset_fields = {"status": ["exact"]}
     queryset = Trade.objects.all()
 
     display_config_class = TradeTradeProposalDisplayConfig

{wbportfolio-1.49.1.dist-info → wbportfolio-1.49.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.49.1
+Version: 1.49.2
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.49.1.dist-info → wbportfolio-1.49.2.dist-info}/RECORD

@@ -249,7 +249,7 @@ wbportfolio/models/asset.py,sha256=yf4vBPfN1eZlWXG9SowQwr5-goG8rO1yYDitHDLZCBs,3
 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=cW27PFaQDpdd-UxHNgJ6sUBzit013-Rkr2J3aULoITo,59086
+wbportfolio/models/portfolio.py,sha256=KtuPMWtYoKrIOwp9T_REnOjT9CI2kjtEijF3uA0Twsc,59595
 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
@@ -276,7 +276,7 @@ wbportfolio/models/transactions/dividends.py,sha256=92-jG8bZN9nU9oDubpu-UDH43Ri7
 wbportfolio/models/transactions/expiry.py,sha256=vnNHdcC1hf2HP4rAbmoGgOfagBYKNFytqOwzOI0MlVI,144
 wbportfolio/models/transactions/fees.py,sha256=ffvqo8I4A0l5rLi00jJ6sGot0jmnkoxaNsbDzdPLwCg,5712
 wbportfolio/models/transactions/rebalancing.py,sha256=nrBi6x6PssCtkLtOpV-2OoAHDUKnnYyrM6xH1PmnjSo,7240
-wbportfolio/models/transactions/trade_proposals.py,sha256=CMeo_5KM58j1VU8bgA_r2uhvi3z6X_jqey4WKzwN8_E,26724
+wbportfolio/models/transactions/trade_proposals.py,sha256=9ggUkwzDgMKa8cC8dNZ4IHlleiGpRN0WU-oXGDSiuaw,26730
 wbportfolio/models/transactions/trades.py,sha256=P9cSTEpZBsqKBvw25XY_RNctTiOBEzCvcuy0r8IkedE,28013
 wbportfolio/models/transactions/transactions.py,sha256=fWoDf0TSV0L0gLUDOQpCRLzjMt1H4MUvUHGEaMsilCc,7027
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -292,7 +292,7 @@ wbportfolio/rebalancing/decorators.py,sha256=JhQ2vkcIuGBTGvNmpkQerdw2-vLq-RAb0KA
 wbportfolio/rebalancing/models/__init__.py,sha256=AQjG7Tu5vlmhqncVoYOjpBKU2UIvgo9FuP2_jD2w-UI,232
 wbportfolio/rebalancing/models/composite.py,sha256=uyF1n3NAFprnAZ3Gl5pNJl0GajelqJspC2NufZ7Tf0s,1636
 wbportfolio/rebalancing/models/equally_weighted.py,sha256=U29MOHJMQMIg7Y7W_8t5K3nXjaznzt4ArIxQSiv0Xok,863
-wbportfolio/rebalancing/models/market_capitalization_weighted.py,sha256=LvzV7a8fNbpsRahysvKbE6oNSQccWpnnne-rlDj3uzU,4928
+wbportfolio/rebalancing/models/market_capitalization_weighted.py,sha256=7vdr7SMNswi3Emc8RpLPJQqQw39xrznp3Ps9Pf9YEZ4,4789
 wbportfolio/rebalancing/models/model_portfolio.py,sha256=XQdvs03-0M9YUnL4DidwZC4E6k-ANCNcZ--T_aaOXTQ,1233
 wbportfolio/reports/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/reports/monthly_position_report.py,sha256=e7BzjDd6eseUOwLwQJXKvWErQ58YnCsznHU2VtR6izM,2981
@@ -328,7 +328,7 @@ wbportfolio/serializers/portfolio_cash_flow.py,sha256=vBRZnUKq4XAqcvjyk-xMsw5v4x
 wbportfolio/serializers/portfolio_cash_targets.py,sha256=_GdsFXoBda1JHJnfZbaVlNFdnXlvGuy_FEcEZH-UThY,605
 wbportfolio/serializers/portfolio_relationship.py,sha256=UR_GIF2LHw82a8mv6L8OXYvoCp5-QWtubt33Y4mqFow,1933
 wbportfolio/serializers/portfolio_swing_pricing.py,sha256=a21st7MmcugbAO_xc90QWSeXwU1ivk-y2PWlMGKySJY,655
-wbportfolio/serializers/portfolios.py,sha256=ZowvB0T38tuXVQI-O9pEsPdLfG1hrW6aMZ1DBVnPbuE,7679
+wbportfolio/serializers/portfolios.py,sha256=qEbrTAVepeVIPcs9XaWCDJ0ZxSQX8-M9HmRh6ky4KuY,7684
 wbportfolio/serializers/positions.py,sha256=UK9dvE1wiILw2E209InrsUhme52vfUYDDERBeKCcn_k,2415
 wbportfolio/serializers/product_group.py,sha256=klPGmAb1MvJpyiKKMRb8uYFIMm6SCZkMFQDu5EH-mkY,3680
 wbportfolio/serializers/products.py,sha256=BDMizM77Iohe7JEUncll2ET4GtU8hicQ6c4Vm0srqd4,12374
@@ -389,7 +389,7 @@ wbportfolio/tests/models/transactions/test_trades.py,sha256=vqvOqUY_uXvBp8YOKR0W
 wbportfolio/tests/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/pms/test_analytics.py,sha256=fAuY1zcXibttFpBh2GhKVyzdYfi1kz_b7SPa9xZQXY0,1086
 wbportfolio/tests/rebalancing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/tests/rebalancing/test_models.py,sha256=mhhuIWPZF2SQHzVdotp90eIrfmnMGQNu5YTGcMDjlIY,7505
+wbportfolio/tests/rebalancing/test_models.py,sha256=qyZkNG1WF1lZdYwvjUElkkNey8b5ZMGSlWpzxujCuNg,7549
 wbportfolio/tests/serializers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/serializers/test_claims.py,sha256=vQrg73xQXRFEgvx3KI9ivFre_wpBFzdO0p0J13PkvdY,582
 wbportfolio/tests/viewsets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -400,7 +400,7 @@ wbportfolio/tests/viewsets/transactions/__init__.py,sha256=47DEQpj8HBSa-_TImW-5J
 wbportfolio/tests/viewsets/transactions/test_claims.py,sha256=QEZfMAW07dyoZ63t2umSwGOqvaTULfYfbN_F4ZoSAcw,6368
 wbportfolio/viewsets/__init__.py,sha256=3kUaQ66ybvROwejd3bEcSt4XKzfOlPDaeoStMvlz7qY,2294
 wbportfolio/viewsets/adjustments.py,sha256=5hWCjxSgUIsrPOmJKoDYK3gywdMTI0aYDorEj1FXRVc,1429
-wbportfolio/viewsets/assets.py,sha256=vwfrJaws7aVOUd-4FTlZVahpiMGgIEt1rcUumvWIKss,22734
+wbportfolio/viewsets/assets.py,sha256=CrAMuyJDyUcSZlckrhy5D6-vVRXD7I4EG9C3ZKA5Z08,22735
 wbportfolio/viewsets/assets_and_net_new_money_progression.py,sha256=Jl4vEQP4N2OFL5IGBXoKcj-0qaPviU0I8npvQLw4Io0,4464
 wbportfolio/viewsets/custodians.py,sha256=CTFqkqVP1R3AV7lhdvcdICxB5DfwDYCyikNSI5kbYEo,2322
 wbportfolio/viewsets/esg.py,sha256=27MxxdXQH3Cq_1UEYmcrF7htUOg6i81fUpbVQXAAKJI,6985
@@ -444,7 +444,7 @@ wbportfolio/viewsets/configs/display/esg.py,sha256=W8uetCPN2TjHtU2kvQjKOmkq7uoaY
 wbportfolio/viewsets/configs/display/fees.py,sha256=_8HDJADh5bA5VMVPkhKObPmNNdPHWR8Oz23PEgd04F0,5834
 wbportfolio/viewsets/configs/display/portfolio_cash_flow.py,sha256=CS_UGhKZSXnX-0SZ0RXzbG1WMJm6NX3GUljwIa4RWBk,5025
 wbportfolio/viewsets/configs/display/portfolio_relationship.py,sha256=8DvsYWFCX29qj5wUf1wCtjlPwzKRd_E7JDuo_CopaJ0,1294
-wbportfolio/viewsets/configs/display/portfolios.py,sha256=ke60jc2yUjEHjkyt4yruM3LXnKC63oO2RMmaj_4ljks,10716
+wbportfolio/viewsets/configs/display/portfolios.py,sha256=HFUFYajD7l-7WhwsxEeBp8QvJ5ZZY03EA8Am-DQ6f6w,10726
 wbportfolio/viewsets/configs/display/positions.py,sha256=yolWLxzGPIpSQSiVhVQChURqbomPt5kSjkYrmXT1Mik,3123
 wbportfolio/viewsets/configs/display/product_groups.py,sha256=PwI-A0_ofShT2pub9-C1HqreiqpHxKMHd51JYwEzvbM,2500
 wbportfolio/viewsets/configs/display/product_performance.py,sha256=6Mme48JBn_okwClR44dBK2OK26ejvdasDvBa5DI33_0,10070
@@ -518,10 +518,10 @@ 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=nZsomopPfeLg1owPpOdIbhdHfCFa3-Qh-uyqoSATOjw,5821
-wbportfolio/viewsets/transactions/trades.py,sha256=D5-Qk8_OJze_6aNqeMCNjgcAz5B9dIP2M_8m_PCAtXI,21475
+wbportfolio/viewsets/transactions/trade_proposals.py,sha256=iQpC_Thbj56SmM05vPRsF1JZguGBDaTUH3I-_iCHCV0,5958
+wbportfolio/viewsets/transactions/trades.py,sha256=xeEzx7GP34aBNPlDmiUmT86labsbb8_f1U2RCN1Jatg,21494
 wbportfolio/viewsets/transactions/transactions.py,sha256=ixDp-nsNA8t_A06rBCT19hOMJHy0iRmdz1XKdV1OwAs,4450
-wbportfolio-1.49.1.dist-info/METADATA,sha256=HuQ5d8oOm9My1liVRK4vyUE6Z3ZbSlmiNHPloBz_5Yg,734
-wbportfolio-1.49.1.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.49.1.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.49.1.dist-info/RECORD,,
+wbportfolio-1.49.2.dist-info/METADATA,sha256=cFNyn_eGy7Dwxdfb_oqZH6Z2zj79fYUOsKj6cTy5XNo,734
+wbportfolio-1.49.2.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.49.2.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.49.2.dist-info/RECORD,,