wbportfolio 1.49.2__py2.py3-none-any.whl → 1.49.4__py2.py3-none-any.whl

wbportfolio/filters/transactions/claim.py

@@ -9,7 +9,7 @@ from wbfdm.models import Classification, ClassificationGroup
 from wbfdm.preferences import get_default_classification_group
 
 from wbportfolio.filters.transactions.mixins import OppositeSharesFieldMethodMixin
-from wbportfolio.models import Product, ProductGroup
+from wbportfolio.models import Custodian, Product, ProductGroup, Register
 from wbportfolio.models.transactions.claim import Claim, ClaimGroupbyChoice
 from wbportfolio.preferences import get_monthly_nnm_target
 
@@ -61,15 +61,13 @@ class CommissionBaseFilterSet(wb_filters.FilterSet):
 
     product = wb_filters.ModelMultipleChoiceFilter(
         label="Product",
-        method="filter_product",
         queryset=Product.objects.all(),
         endpoint=Product.get_representation_endpoint(),
         value_key=Product.get_representation_value_key(),
         label_key=Product.get_representation_label_key(),
     )
-    product_group = wb_filters.ModelChoiceFilter(
+    product__parent = wb_filters.ModelMultipleChoiceFilter(
         label="Product Group",
-        method="filter_productgroup",
         queryset=ProductGroup.objects.all(),
         endpoint=ProductGroup.get_representation_endpoint(),
         value_key=ProductGroup.get_representation_value_key(),
@@ -95,14 +93,13 @@ class CommissionBaseFilterSet(wb_filters.FilterSet):
         method="filter_manager_role",
     )
 
-    classification = wb_filters.ModelChoiceFilter(
-        label="Classification",
+    product__classifications = wb_filters.ModelMultipleChoiceFilter(
+        label="Classifications",
         queryset=Classification.objects.all(),
         endpoint=Classification.get_representation_endpoint(),
         value_key=Classification.get_representation_value_key(),
         label_key=Classification.get_representation_label_key(),
         filter_params={"instrument_type_key": "product"},
-        method="filter_classification",
     )
 
     def filter_account(self, queryset, name, value):
@@ -110,16 +107,6 @@ class CommissionBaseFilterSet(wb_filters.FilterSet):
             return queryset.filter(account__in=value.get_descendants(include_self=True).values("id"))
         return queryset
 
-    def filter_product(self, queryset, name, value):
-        if value:
-            return queryset.filter(product__in=value)
-        return queryset
-
-    def filter_productgroup(self, queryset, name, value):
-        if value:
-            return queryset.filter(product__parent=value)
-        return queryset
-
     def filter_account_owner(self, queryset, name, value):
         if value:
             return queryset.filter(account__in=Account.get_accounts_for_customer(value))
@@ -135,11 +122,6 @@ class CommissionBaseFilterSet(wb_filters.FilterSet):
             return queryset.filter(account__in=Account.get_managed_accounts_for_entry(value).values("id"))
         return queryset
 
-    def filter_classification(self, queryset, name, value):
-        if value:
-            return queryset.filter(product__classifications=value)
-        return queryset
-
 
 class ClaimFilter(OppositeSharesFieldMethodMixin, CommissionBaseFilterSet):
     # we have to redefine the mixin fields because django_filters does not allow class extension with mixin
@@ -169,6 +151,42 @@ class ClaimFilter(OppositeSharesFieldMethodMixin, CommissionBaseFilterSet):
         label_key=Person.get_representation_label_key(),
     )
 
+    # Trade related filter fields
+    trade__custodian = wb_filters.ModelChoiceFilter(
+        label="Trade Custodian",
+        queryset=Custodian.objects.all(),
+        endpoint=Custodian.get_representation_endpoint(),
+        value_key=Custodian.get_representation_value_key(),
+        label_key=Custodian.get_representation_label_key(),
+    )
+    trade__register = wb_filters.ModelChoiceFilter(
+        label="Trade Register",
+        queryset=Register.objects.all(),
+        endpoint=Register.get_representation_endpoint(),
+        value_key=Register.get_representation_value_key(),
+        label_key=Register.get_representation_label_key(),
+    )
+
+    trade_comment = wb_filters.CharFilter(lookup_expr="icontains", label="Trade Comment")
+
+    last_nav = wb_filters.NumberFilter(field_name="last_nav", lookup_expr="exact", label="Last Nav")
+    last_nav__lte = wb_filters.NumberFilter(field_name="last_nav", lookup_expr="lte", label="Last Nav")
+    last_nav__gte = wb_filters.NumberFilter(field_name="last_nav", lookup_expr="gte", label="Last Nav")
+
+    total_value = wb_filters.NumberFilter(field_name="total_value", lookup_expr="exact", label="Total Value")
+    total_value__lte = wb_filters.NumberFilter(field_name="total_value", lookup_expr="lte", label="Total Value")
+    total_value__gte = wb_filters.NumberFilter(field_name="total_value", lookup_expr="gte", label="Total Value")
+
+    total_value_usd = wb_filters.NumberFilter(
+        field_name="total_value_usd", lookup_expr="exact", label="Total Value (USD)"
+    )
+    total_value_usd__lte = wb_filters.NumberFilter(
+        field_name="total_value_usd", lookup_expr="lte", label="Total Value (USD)"
+    )
+    total_value_usd__gte = wb_filters.NumberFilter(
+        field_name="total_value_usd", lookup_expr="gte", label="Total Value (USD)"
+    )
+
     def filter_in_charge_of_customer(self, queryset, name, value):
         if value:
             return queryset.filter(

wbportfolio/filters/transactions/trades.py

@@ -3,7 +3,7 @@ from datetime import timedelta
 from django.db.models import Count, OuterRef, Subquery
 from wbcore import filters as wb_filters
 from wbcrm.models.accounts import Account
-from wbfdm.models import Instrument
+from wbfdm.models import Classification, Instrument
 
 from wbportfolio.models import Product, Trade
 from wbportfolio.models.transactions.claim import Claim
@@ -175,6 +175,14 @@ class SubscriptionRedemptionFilterSet(TradeFilter):
         value_key=Product.get_representation_value_key(),
         label_key=Product.get_representation_label_key(),
     )
+    underlying_instrument__classifications = wb_filters.ModelMultipleChoiceFilter(
+        label="Classifications",
+        queryset=Classification.objects.all(),
+        endpoint=Classification.get_representation_endpoint(),
+        value_key=Classification.get_representation_value_key(),
+        label_key=Classification.get_representation_label_key(),
+        filter_params={"instrument_type_key": "product"},
+    )
 
     class Meta:
         model = Trade

wbportfolio/rebalancing/models/market_capitalization_weighted.py

@@ -3,6 +3,7 @@ from decimal import Decimal
 import numpy as np
 import pandas as pd
 from django.db.models import QuerySet
+from pandas._libs.tslibs.offsets import BDay
 from wbfdm.enums import MarketData
 from wbfdm.models import (
     Classification,
@@ -20,13 +21,15 @@ from wbportfolio.rebalancing.decorators import register
 class MarketCapitalizationRebalancing(AbstractRebalancingModel):
     TARGET_CURRENCY: str = "USD"
 
-    def __init__(self, *args, **kwargs):
+    def __init__(self, *args, bypass_exchange_check: bool = False, ffill_market_cap_limit: int = 5, **kwargs):
         super().__init__(*args, **kwargs)
+        self.bypass_exchange_check = bypass_exchange_check
         instruments = self._get_instruments(**kwargs)
         self.market_cap_df = pd.DataFrame(
             instruments.dl.market_data(
                 values=[MarketData.MARKET_CAPITALIZATION],
-                exact_date=self.trade_date,
+                from_date=self.trade_date - BDay(ffill_market_cap_limit),
+                to_date=self.trade_date,
                 target_currency=self.TARGET_CURRENCY,
             )
         )
@@ -38,11 +41,11 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
         instrument_ids = list(instruments.values_list("id", flat=True))
         try:
             self.market_cap_df = (
-                self.market_cap_df[["market_capitalization", "instrument_id"]]
-                .set_index("instrument_id")["market_capitalization"]
-                .reindex(instrument_ids)
+                self.market_cap_df.sort_values(by="valuation_date")
+                .groupby("instrument_id")
+                .last()["market_capitalization"]
             )
-            self.market_cap_df = self.market_cap_df
+            self.market_cap_df = self.market_cap_df.reindex(instrument_ids)
         except (IndexError, KeyError):
             self.market_cap_df = pd.Series(dtype="float64", index=instrument_ids)
 
@@ -92,13 +95,17 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
             )  # if we are missing any market cap for not-delisted instrument, we consider the rebalancing not valid
             df = df.groupby("exchange", dropna=False)["market_capitalization"].any()
             missing_exchanges = Exchange.objects.filter(id__in=df[~df].index.to_list())
-            if missing_exchanges.exists():
-                setattr(
-                    self,
-                    "_validation_errors",
-                    f"Couldn't find any market capitalization for exchanges {', '.join([str(e) for e in missing_exchanges])}",
-                )
-            return df.all()
+            # if bypass exchange check is true, we do not care whether an exchange is closed we just care if there are at least one exchange open
+            if self.bypass_exchange_check:
+                return df.any()
+            else:
+                if missing_exchanges.exists():
+                    setattr(
+                        self,
+                        "_validation_errors",
+                        f"Couldn't find any market capitalization for exchanges {', '.join([str(e) for e in missing_exchanges])}",
+                    )
+                return df.all()
         return False
 
     def get_target_portfolio(self) -> Portfolio:

wbportfolio/viewsets/transactions/claim.py

@@ -150,8 +150,22 @@ class ClaimModelViewSet(ClaimPermissionMixin, wb_viewsets.ModelViewSet):
         "product__isin",
         "bank",
         "account__title",
+        "trade_comment",
     ]
-    ordering_fields = ("date", "shares", "claimant__computed_str", "product__name", "account__title", "bank")
+    ordering_fields = (
+        "date",
+        "product__name",
+        "claimant",
+        "account__title",
+        "trade_comment",
+        "shares",
+        "last_nav",
+        "total_value",
+        "total_value_usd",
+        "bank",
+        "creator",
+        "reference",
+    )
     ordering = ["id", "-date"]
 
     display_config_class = ClaimDisplayConfig

{wbportfolio-1.49.2.dist-info → wbportfolio-1.49.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.49.2
+Version: 1.49.4
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.49.2.dist-info → wbportfolio-1.49.4.dist-info}/RECORD

@@ -86,10 +86,10 @@ wbportfolio/filters/products.py,sha256=_QFL3I132q-3JUDji_Wh2Qkv45DKnQrR3N8_luGK0
 wbportfolio/filters/roles.py,sha256=-0tOl-WJDqwXAfcJePpkjQfZB9o13I99euem5XGpMjk,920
 wbportfolio/filters/signals.py,sha256=3GrsxPwZg-6bvvZ222VfF212yNTJYQP4n5hWIEnTtpA,3144
 wbportfolio/filters/transactions/__init__.py,sha256=WHAwqZLRTAS46lLscGJYtKYWyEknsY5MqeSD0ue1r-o,662
-wbportfolio/filters/transactions/claim.py,sha256=WCglwAycHGuEVVwsxeSHcxWlY2_qj7ohCjjFBqAMN1k,16641
+wbportfolio/filters/transactions/claim.py,sha256=GqWSFNro_bmUwVOLhsQEjV1kGHzQ_1iJBvmSRoCWCU8,17913
 wbportfolio/filters/transactions/fees.py,sha256=4EDmwgianx0iIIaIx7XgEjRDPI9nqBUq1zL1FpdtYAg,2134
 wbportfolio/filters/transactions/mixins.py,sha256=TEV3MUsiQTeu4NdFYHMIIMonmC7CdFF80JTpWYIvfRQ,550
-wbportfolio/filters/transactions/trades.py,sha256=87a9rPCEC0P2Hv1Mx_Tukgmm-jQIZfFkZrpTV6cOx9A,9342
+wbportfolio/filters/transactions/trades.py,sha256=wq39DQwKpSioNwcQkHQ8ydDklZRPonUiXUH7NzTJCEs,9778
 wbportfolio/filters/transactions/transactions.py,sha256=TQNusdKIit_JKWFRVk3JERmHd4YvxLq-NiyEShJ_eDI,3538
 wbportfolio/fixtures/product_factsheets.yaml,sha256=z5o-viDbgwWkssDJXZYayasFgw1nJ0uiOiYrJNDkRtg,5455
 wbportfolio/fixtures/wbportfolio.yaml.gz,sha256=902nxQZM6VcVcc0wI9AYaSedcJIfsK5letLF31j1Jdg,1479453
@@ -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=7vdr7SMNswi3Emc8RpLPJQqQw39xrznp3Ps9Pf9YEZ4,4789
+wbportfolio/rebalancing/models/market_capitalization_weighted.py,sha256=6ZsR8iJg6l89CsxHqoxJSXlTaj8Pmb8_bFPrXhnxaRs,5295
 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
@@ -514,14 +514,14 @@ wbportfolio/viewsets/configs/titles/roles.py,sha256=9LoJa3jgenXJ5UWRlIErTzdbjpSW
 wbportfolio/viewsets/configs/titles/trades.py,sha256=29XCLxvY0Xe3a2tjCno3tN2rRXCr9RWpbWnzurJfnYI,1986
 wbportfolio/viewsets/configs/titles/transactions.py,sha256=Pq9yCbEkSwidXSNsqFzQIcBuofLCSxKQNhWYZJtQ-Tg,328
 wbportfolio/viewsets/transactions/__init__.py,sha256=rJOaLqiVCzRW8zqxDC1ZIDQpfhSqT-OcVUPJeiqXATc,1294
-wbportfolio/viewsets/transactions/claim.py,sha256=m_Fy4J_QZSve1VlR_sPQrVBDopgCqqCw27L-gdFJF1Q,38773
+wbportfolio/viewsets/transactions/claim.py,sha256=IzVvCwx2g2XoX8aXzpd7bv7wb1lxbUbmn5Vn9tJ_KXM,38974
 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=iQpC_Thbj56SmM05vPRsF1JZguGBDaTUH3I-_iCHCV0,5958
 wbportfolio/viewsets/transactions/trades.py,sha256=xeEzx7GP34aBNPlDmiUmT86labsbb8_f1U2RCN1Jatg,21494
 wbportfolio/viewsets/transactions/transactions.py,sha256=ixDp-nsNA8t_A06rBCT19hOMJHy0iRmdz1XKdV1OwAs,4450
-wbportfolio-1.49.2.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,,
+wbportfolio-1.49.4.dist-info/METADATA,sha256=smy-QwtXQoL-BxaKxICXFKvRxjhBiYcuJ-zwR7b36AM,734
+wbportfolio-1.49.4.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.49.4.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.49.4.dist-info/RECORD,,