wbportfolio 1.49.3__py2.py3-none-any.whl → 1.49.5__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/models/portfolio.py

@@ -718,10 +718,13 @@ class Portfolio(DeleteToDisableMixin, WBModel):
         for rel in PortfolioPortfolioThroughModel.objects.filter(
             dependency_portfolio=self, type=PortfolioPortfolioThroughModel.Type.PRIMARY, portfolio__is_lookthrough=True
         ):
+            lookthrough_portfolio = rel.portfolio
             portfolio_total_asset_value = (
-                self.get_total_asset_under_management(val_date) if not self.only_weighting else None
+                self.get_total_asset_under_management(val_date) if not lookthrough_portfolio.only_weighting else None
+            )
+            lookthrough_portfolio.compute_lookthrough(
+                val_date, portfolio_total_asset_value=portfolio_total_asset_value
             )
-            rel.portfolio.compute_lookthrough(val_date, portfolio_total_asset_value=portfolio_total_asset_value)
         for rel in PortfolioPortfolioThroughModel.objects.filter(
             dependency_portfolio=self, type=PortfolioPortfolioThroughModel.Type.MODEL
         ):
@@ -922,7 +925,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
         positions = []
         for val_date in pd.date_range(from_date, to_date, freq="B").date:
             portfolio_total_asset_value = (
-                self.get_total_asset_under_management(val_date) if not self.only_weighting else None
+                self.primary_portfolio.get_total_asset_under_management(val_date) if not self.only_weighting else None
             )
             positions.extend(self.primary_portfolio.get_lookthrough_positions(val_date, portfolio_total_asset_value))
         self.bulk_create_positions(list(positions), delete_leftovers=True, compute_metrics=False)

wbportfolio/tests/models/test_portfolios.py

@@ -685,7 +685,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
 
         product_base_portfolio = active_product.primary_portfolio
-        product_portfolio = portfolio_factory.create(is_lookthrough=True)
+        product_portfolio = portfolio_factory.create(is_lookthrough=True, only_weighting=True)
         instrument_portfolio_through_model_factory.create(instrument=active_product, portfolio=product_portfolio)
         trade_factory.create(
             underlying_instrument=active_product,
@@ -766,6 +766,18 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
         assert Decimal(1.0) == pytest.approx(product_portfolio.assets.aggregate(s=Sum("weighting"))["s"])
 
+        product_portfolio.is_weighting = True
+        product_portfolio.save()
+        product_portfolio.compute_lookthrough(weekday, portfolio_total_asset_value=Decimal(1_000_000))
+        position = product_portfolio.assets.get(
+            portfolio_created=index1_portfolio,
+            underlying_instrument=a1_1.underlying_instrument,
+            date=weekday,
+        )
+        assert position.initial_shares == (position.weighting * Decimal(1_000_000)) / (
+            position.initial_price * position.initial_currency_fx_rate
+        )
+
     def test_estimate_net_asset_values(
         self,
         weekday,
@@ -1144,3 +1156,24 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
         expected_returns.index = pd.to_datetime(expected_returns.index)
         pd.testing.assert_frame_equal(returns, expected_returns, check_names=False, check_freq=False, atol=1e-6)
+
+    @patch.object(Portfolio, "get_total_asset_under_management")
+    @patch.object(Portfolio, "compute_lookthrough", autospec=True)
+    def test_handle_controlling_portfolio_change_at_date(
+        self, mock_compute_lookthrough, mock_get_total_asset_under_management, weekday, portfolio_factory
+    ):
+        portfolio_total_asset_value = Decimal(1_000_000)
+        mock_get_total_asset_under_management.return_value = portfolio_total_asset_value
+
+        primary_portfolio = portfolio_factory.create(only_weighting=True)
+        lookthrough_portfolio = portfolio_factory.create(is_lookthrough=True, only_weighting=False)
+        PortfolioPortfolioThroughModel.objects.create(
+            portfolio=lookthrough_portfolio,
+            dependency_portfolio=primary_portfolio,
+            type=PortfolioPortfolioThroughModel.Type.PRIMARY,
+        )
+
+        primary_portfolio.handle_controlling_portfolio_change_at_date(weekday)
+        mock_compute_lookthrough.assert_called_once_with(
+            lookthrough_portfolio, weekday, portfolio_total_asset_value=portfolio_total_asset_value
+        )

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-1.49.3.dist-info → wbportfolio-1.49.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.49.3
+Version: 1.49.5
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.49.3.dist-info → wbportfolio-1.49.5.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
@@ -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=KtuPMWtYoKrIOwp9T_REnOjT9CI2kjtEijF3uA0Twsc,59595
+wbportfolio/models/portfolio.py,sha256=NxJVUtIUxmm_iHnO9UU0_HWmGOwExTz5NZRzHdehhj0,59718
 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
@@ -374,7 +374,7 @@ wbportfolio/tests/models/test_merge.py,sha256=sdsjiZsmR6vsUKwTa5kkvL6QTeAZqtd_EP
 wbportfolio/tests/models/test_portfolio_cash_flow.py,sha256=X8dsXexsb1b0lBiuGzu40ps_Az_1UmmKT0eo1vbXH94,5792
 wbportfolio/tests/models/test_portfolio_cash_targets.py,sha256=q8QWAwt-kKRkLC0E05GyRhF_TTQXIi8bdHjXVU0fCV0,965
 wbportfolio/tests/models/test_portfolio_swing_pricings.py,sha256=kr2AOcQkyg2pX3ULjU-o9ye-NVpjMrrfoe-DVbYCbjs,1656
-wbportfolio/tests/models/test_portfolios.py,sha256=IxJy0fLkUx3m4qKzvkqixYl_0lR7TU-cQJ_DhTkh8V8,52207
+wbportfolio/tests/models/test_portfolios.py,sha256=LFAYrfhEbcDB2fyC0q1TNUy9vWE9oQpqLNKJ5sx_aCw,53872
 wbportfolio/tests/models/test_product_groups.py,sha256=AcdxhurV-n_bBuUsfD1GqVtwLFcs7VI2CRrwzsIUWbU,3337
 wbportfolio/tests/models/test_products.py,sha256=nBEgyUoY-4F_pfHYnAr7KXdNYvdIkSu-PWJrqp5tPHg,9482
 wbportfolio/tests/models/test_roles.py,sha256=4Cn7WyrA2ztJNeWLk5cy9kYo5XLWMbFSvo1O-9JYxeA,3323
@@ -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-1.49.3.dist-info/METADATA,sha256=juDIyj3pwmZDS4xegw-suJ-JTKaEKhCfpNKFG6ubqqc,734
-wbportfolio-1.49.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.49.3.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.49.3.dist-info/RECORD,,
+wbportfolio-1.49.5.dist-info/METADATA,sha256=5rVe6Q67fXJTmyNtQe8MP7cfiBkqOQ7z-sRlfgU5f-U,734
+wbportfolio-1.49.5.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.49.5.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.49.5.dist-info/RECORD,,