wbportfolio 1.49.4__py2.py3-none-any.whl → 1.49.5__py2.py3-none-any.whl

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-1.49.4.dist-info → wbportfolio-1.49.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.49.4
+Version: 1.49.5
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.49.4.dist-info → wbportfolio-1.49.5.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=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
@@ -521,7 +521,7 @@ wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQV
 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-1.49.4.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,,
+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,,