wbportfolio 1.49.2__tar.gz → 1.49.4__tar.gz

{wbportfolio-1.49.2 → wbportfolio-1.49.4}/PKG-INFO

@@ -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 → wbportfolio-1.49.4}/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-1.49.2 → wbportfolio-1.49.4}/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-1.49.2 → wbportfolio-1.49.4}/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-1.49.2 → wbportfolio-1.49.4}/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