wbportfolio 1.49.9__py2.py3-none-any.whl → 1.49.11__py2.py3-none-any.whl

wbportfolio/models/portfolio_cash_flow.py

@@ -76,11 +76,11 @@ class DailyPortfolioCashFlow(ImportMixin, WBModel):
 
         with suppress(self.DoesNotExist):
             if self.total_assets is None or self.pending:
-                self.total_assets = (
-                    self.portfolio.daily_cashflows.filter(value_date__lt=self.value_date)
-                    .latest("value_date")
-                    .estimated_total_assets
-                )
+                prev = self.portfolio.daily_cashflows.filter(value_date__lt=self.value_date).latest("value_date")
+                if prev.pending:
+                    self.total_assets = prev.estimated_total_assets
+                else:
+                    self.total_assets = prev.total_assets
 
         if self.total_assets is None:
             self.total_assets = 0

wbportfolio/models/roles.py

@@ -57,11 +57,7 @@ class PortfolioRole(models.Model):
         ) or self.role_type in [
             self.RoleType.PORTFOLIO_MANAGER,
             self.RoleType.ANALYST,
-        ], self.default_error_messages[
-            "manager"
-        ].format(
-            model="instrument"
-        )
+        ], self.default_error_messages["manager"].format(model="instrument")
 
         assert (self.start and self.end and self.start < self.end) or (
             not self.start or not self.end

wbportfolio/models/transactions/trade_proposals.py

@@ -26,7 +26,7 @@ from wbportfolio.pms.trading import TradingService
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 from wbportfolio.pms.typing import TradeBatch as TradeBatchDTO
 
-from .. import AssetPosition
+from ..asset import AssetPosition, AssetPositionIterator
 from .trades import Trade
 
 logger = logging.getLogger("pms")
@@ -80,6 +80,13 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
     def save(self, *args, **kwargs):
         if not self.trade_date and self.portfolio.assets.exists():
             self.trade_date = (self.portfolio.assets.latest("date").date + BDay(1)).date()
+
+        # if a trade proposal is created before the existing earliest trade proposal, we automatically shift the linked instruments inception date to allow automatic NAV computation since the new inception date
+        if not self.portfolio.trade_proposals.filter(trade_date__lt=self.trade_date).exists():
+            new_inception_date = (self.trade_date + BDay(1)).date()
+            self.portfolio.instruments.filter(inception_date__gt=new_inception_date).update(
+                inception_date=new_inception_date
+            )
         super().save(*args, **kwargs)
 
     @property
@@ -302,9 +309,12 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
             next_trade_date = (
                 next_trade_proposal.trade_date - timedelta(days=1) if next_trade_proposal else date.today()
             )
-            overriding_trade_proposal = last_trade_proposal.portfolio.batch_portfolio(
+            positions, overriding_trade_proposal = self.portfolio.drift_weights(
                 last_trade_proposal.trade_date, next_trade_date
             )
+            self.portfolio.bulk_create_positions(
+                positions, delete_leftovers=True, compute_metrics=False, evaluate_rebalancer=False
+            )
             if overriding_trade_proposal:
                 last_trade_proposal_created = True
                 last_trade_proposal = overriding_trade_proposal
@@ -527,7 +537,9 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
             assets.append(estimated_cash_position)
 
         Trade.objects.bulk_update(trades, ["status"])
-        self.portfolio.bulk_create_positions(assets, evaluate_rebalancer=False)
+        self.portfolio.bulk_create_positions(
+            AssetPositionIterator(self.portfolio).add(assets), evaluate_rebalancer=False, force_save=True
+        )
         if replay and self.portfolio.is_manageable:
             replay_as_task.delay(self.id)
 
@@ -647,7 +659,9 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
                 asset.set_weighting(asset.weighting - trade.weighting)
                 assets.append(asset)
         Trade.objects.bulk_update(trades, ["status"])
-        self.portfolio.bulk_create_positions(assets, evaluate_rebalancer=False)
+        self.portfolio.bulk_create_positions(
+            AssetPositionIterator(self.portfolio).add(assets), evaluate_rebalancer=False, force_save=True
+        )
 
     def can_revert(self):
         errors = dict()

wbportfolio/models/transactions/trades.py

@@ -443,7 +443,7 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
         elif (
             assets := AssetPosition.unannotated_objects.filter(
                 underlying_quote=self.underlying_instrument,
-                date__lt=self.transaction_date,
+                date__lte=self.value_date,
                 portfolio=self.portfolio,
             )
         ).exists():

wbportfolio/tests/models/test_portfolios.py

@@ -20,8 +20,9 @@ from wbportfolio.models import (
     PortfolioPortfolioThroughModel,
     Trade,
 )
+from wbportfolio.models.asset import AssetPositionIterator
 
-from ...models.portfolio import PositionDictConverter, update_portfolio_after_investable_universe
+from ...models.portfolio import get_returns, update_portfolio_after_investable_universe
 from .utils import PortfolioTestMixin
 
 fake = Faker()
@@ -266,17 +267,15 @@ class TestPortfolioModel(PortfolioTestMixin):
         for pos in AssetPosition.objects.all():
             assert float(pos.weighting) == pytest.approx(float(pos.total_value_fx_portfolio / total_value), rel=1e-2)
 
-        mock_estimate_net_asset_values.assert_called_once_with(portfolio, (weekday + BDay(1)).date())
+        mock_estimate_net_asset_values.assert_called_once_with(portfolio, (weekday + BDay(1)).date(), weights=None)
         mock_compute_metrics.assert_called_once_with(
             weekday, basket_id=portfolio.id, basket_content_type_id=ContentType.objects.get_for_model(Portfolio).id
         )
 
-    @patch.object(Portfolio, "get_total_asset_under_management")
     @patch.object(Portfolio, "compute_lookthrough", autospec=True)
     def test_change_at_date_with_dependent_portfolio(
         self,
         mock_compute_lookthrough,
-        mock_get_total_asset_under_management,
         portfolio_factory,
         product_factory,
         instrument_price_factory,
@@ -284,16 +283,12 @@ class TestPortfolioModel(PortfolioTestMixin):
         weekday,
     ):
         base_portfolio = portfolio_factory.create()
-        base_portfolio_total_asset_under_management = fake.pydecimal()
-        mock_get_total_asset_under_management.return_value = base_portfolio_total_asset_under_management
 
         dependent_portfolio = portfolio_factory.create(is_lookthrough=True)
         dependent_portfolio.depends_on.add(base_portfolio)
         base_portfolio.change_at_date(weekday)
 
-        mock_compute_lookthrough.assert_called_once_with(
-            dependent_portfolio, weekday, portfolio_total_asset_value=base_portfolio_total_asset_under_management
-        )
+        mock_compute_lookthrough.assert_called_once_with(dependent_portfolio, weekday)
 
     def test_is_active_at_date(
         self,
@@ -437,14 +432,6 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
         instrument_price_factory.create(date=next_day, instrument=instrument)
 
-        # asset_position_factory.create(
-        #     portfolio=portfolio,
-        #     date=next_day,
-        #     underlying_instrument=instrument,
-        #     currency=instrument.currency,
-        #     exchange=a1.exchange,
-        #     portfolio_created=a1.portfolio_created,
-        # )
         active_product.delisted_date = weekday
         active_product.save()
         # Test1: test if unactive portfolio keep having the to date assets. (asset found at next day are suppose to be deleted when the portfolio is non active at the from date)
@@ -465,6 +452,8 @@ class TestPortfolioModel(PortfolioTestMixin):
         initial_shares = a1.initial_shares
 
         # Test that estimated shares keep being updated
+        portfolio.only_weighting = False
+        portfolio.save()
         a1.initial_shares *= 2
         a1.save()
         portfolio.propagate_or_update_assets(weekday, next_day)
@@ -491,8 +480,9 @@ class TestPortfolioModel(PortfolioTestMixin):
         a_future.is_estimated = True
         a_future.save()
         portfolio.propagate_or_update_assets(weekday, next_day)
-        a_future = AssetPosition.objects.get(portfolio=portfolio, date=next_day)
-        assert a_future.weighting == 0
+        with pytest.raises(AssetPosition.DoesNotExist):
+            AssetPosition.objects.get(portfolio=portfolio, date=next_day)
+        # assert a_future.weighting == 0
 
     def test_update_preferred_classification_per_instrument(
         self, portfolio, asset_position_factory, equity_factory, classification_factory, classification_group_factory
@@ -588,6 +578,11 @@ class TestPortfolioModel(PortfolioTestMixin):
 
         portfolio.is_tracked = False
         portfolio.save()
+        assert portfolio.is_manageable is True
+        assert Portfolio.tracked_objects.exists()
+
+        portfolio.is_manageable = False
+        portfolio.save()
         assert not Portfolio.tracked_objects.exists()
 
     def test_is_invested_at_date(self, portfolio_factory):
@@ -600,8 +595,10 @@ class TestPortfolioModel(PortfolioTestMixin):
         assert set(Portfolio.objects.filter_invested_at_date(date(2024, 1, 2))) == {portfolio}
         assert set(Portfolio.objects.filter_invested_at_date(date(2024, 1, 1))) == set()
 
+    @patch.object(Portfolio, "get_total_asset_under_management", autospec=True)
     def test_compute_lookthrough(
         self,
+        mock_fct,
         active_product,
         weekday,
         portfolio_factory,
@@ -766,9 +763,10 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
         assert Decimal(1.0) == pytest.approx(product_portfolio.assets.aggregate(s=Sum("weighting"))["s"])
 
-        product_portfolio.is_weighting = True
+        product_portfolio.only_weighting = False
         product_portfolio.save()
-        product_portfolio.compute_lookthrough(weekday, portfolio_total_asset_value=Decimal(1_000_000))
+        mock_fct.return_value = Decimal(1_000_000)
+        product_portfolio.compute_lookthrough(weekday)
         position = product_portfolio.assets.get(
             portfolio_created=index1_portfolio,
             underlying_instrument=a1_1.underlying_instrument,
@@ -891,24 +889,20 @@ class TestPortfolioModel(PortfolioTestMixin):
         assert set(portfolio.pms_instruments) == {product_group, product, index}
 
     @pytest.mark.parametrize(
-        "portfolio__is_tracked, portfolio__is_manageable, portfolio__is_lookthrough",
+        "portfolio__is_manageable, portfolio__is_lookthrough",
         [
-            (True, True, True),
-            (True, False, True),
-            (True, False, False),
-            (False, True, True),
-            (False, True, False),
-            (False, False, True),
-            (False, False, False),
+            (True, True),
+            (False, True),
+            (False, False),
         ],
     )
     def test_cannot_be_rebalanced(self, portfolio):
         assert portfolio.can_be_rebalanced is False
 
     @pytest.mark.parametrize(
-        "portfolio__is_tracked, portfolio__is_manageable, portfolio__is_lookthrough",
+        "portfolio__is_manageable, portfolio__is_lookthrough",
         [
-            (True, True, False),
+            (True, False),
         ],
     )
     def test_can_be_rebalanced(self, portfolio):
@@ -917,8 +911,8 @@ class TestPortfolioModel(PortfolioTestMixin):
     def test_get_analytic_portfolio(
         self, weekday, portfolio, asset_position_factory, instrument_factory, instrument_price_factory
     ):
-        i1 = instrument_factory.create()
-        i2 = instrument_factory.create()
+        i1 = instrument_factory.create(currency=portfolio.currency)
+        i2 = instrument_factory.create(currency=portfolio.currency)
         p10 = instrument_price_factory.create(instrument=i1, date=weekday)
         p11 = instrument_price_factory.create(instrument=i1, date=(weekday + BDay(1)).date())
         p20 = instrument_price_factory.create(instrument=i2, date=weekday)
@@ -931,7 +925,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
         a2.refresh_from_db()
 
-        analytic_portfolio, _ = portfolio.get_analytic_portfolio(weekday, convert_to_portfolio_currency=False)
+        analytic_portfolio = portfolio.get_analytic_portfolio(weekday)
         assert analytic_portfolio.weights.tolist() == [float(a1.weighting), float(a2.weighting)]
         expected_X = pd.DataFrame(
             [[float(p11.net_value / p10.net_value - Decimal(1)), float(p21.net_value / p20.net_value - Decimal(1))]],
@@ -968,7 +962,7 @@ class TestPortfolioModel(PortfolioTestMixin):
     def test_update_portfolio_after_investable_universe(
         self, mock_fct, weekday, portfolio_factory, asset_position_factory
     ):
-        untracked_portfolio = portfolio_factory.create(is_tracked=False)  # noqa
+        untracked_portfolio = portfolio_factory.create(is_tracked=False, is_manageable=False)  # noqa
         asset_position_factory.create(portfolio=untracked_portfolio)
         tracked_lookthrough_portfolio = portfolio_factory.create(is_tracked=True, is_lookthrough=True)  # noqa
         asset_position_factory.create(portfolio=tracked_lookthrough_portfolio)
@@ -1009,12 +1003,14 @@ class TestPortfolioModel(PortfolioTestMixin):
         p = instrument_price_factory.create(instrument=instrument, date=weekday)
         fx_portfolio = currency_fx_rates_factory.create(currency=portfolio.currency, date=weekday)
         fx_instrument = currency_fx_rates_factory.create(currency=instrument.currency, date=weekday)
+        instrument_id: int = instrument.id
+        weights = {instrument_id: random.random()}
+        positions = AssetPositionIterator(
+            portfolio, prices={weekday: {instrument_id: p.net_value}}, infer_underlying_quote_price=False
+        )
+        positions.add((weekday, weights))
 
-        weights = {instrument.id: random.random()}
-        prices = pd.DataFrame([{instrument.id: p.net_value, "date": weekday}]).set_index("date")
-        prices.index = pd.to_datetime(prices.index)
-        converter = PositionDictConverter(portfolio, prices)
-        res = list(converter.convert({weekday: weights}))
+        res = list(positions)
         a = res[0]
         assert len(res) == 1
         assert a.date == weekday
@@ -1029,7 +1025,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         a.save()
         assert a
 
-    def test_batch_portfolio_with_rebalancer(
+    def test_drift_weights_with_rebalancer(
         self,
         weekday,
         rebalancer_factory,
@@ -1056,15 +1052,12 @@ class TestPortfolioModel(PortfolioTestMixin):
         instrument_price_factory.create(instrument=i2, date=rebalancing_date)
 
         rebalancer_factory.create(portfolio=portfolio, frequency="RRULE:FREQ=DAILY;", activation_date=rebalancing_date)
-        rebalancing_trade_proposal = portfolio.batch_portfolio(weekday, rebalancing_date)
-
-        # check that the position before the rebalancing date were created
-        assert portfolio.assets.get(date=middle_date, underlying_instrument=i1)
-        assert portfolio.assets.get(date=middle_date, underlying_instrument=i2)
-        with pytest.raises(
-            AssetPosition.DoesNotExist
-        ):  # there is no asset position because the rebalancing stopped it:
-            portfolio.assets.get(date=rebalancing_date)
+        positions, rebalancing_trade_proposal = portfolio.drift_weights(weekday, (rebalancing_date + BDay(1)).date())
+        assert rebalancing_trade_proposal.trade_date == rebalancing_date
+        assert rebalancing_trade_proposal.status == "SUBMIT"
+        assert set(positions.get_weights().keys()) == {
+            middle_date,
+        }, "Drifting weight with a non automatic rebalancer stops the iteration"
 
         # we expect a equally rebalancing (default) so both trades needs to be created
         t1 = rebalancing_trade_proposal.trades.get(transaction_date=rebalancing_date, underlying_instrument=i1)
@@ -1090,17 +1083,17 @@ class TestPortfolioModel(PortfolioTestMixin):
         a1 = asset_position_factory.build(date=weekday, portfolio=portfolio, underlying_instrument=i1)
 
         # check initial creation
-        portfolio.bulk_create_positions([a1])
+        portfolio.bulk_create_positions(AssetPositionIterator(portfolio).add([a1]))
         assert AssetPosition.objects.get(portfolio=portfolio, date=weekday).weighting == a1.weighting
         assert AssetPosition.objects.get(portfolio=portfolio, date=weekday).underlying_instrument == i1
 
         # check that if we change key value, an already exising position will be updated accordingly
         a1.weighting = Decimal(0.5)
-        portfolio.bulk_create_positions([a1])
+        portfolio.bulk_create_positions(AssetPositionIterator(portfolio).add([a1]))
         assert AssetPosition.objects.get(portfolio=portfolio, date=weekday).weighting == Decimal(0.5)
 
         a2 = asset_position_factory.build(date=weekday, portfolio=portfolio, underlying_instrument=i2)
-        portfolio.bulk_create_positions([a2])
+        portfolio.bulk_create_positions(AssetPositionIterator(portfolio).add([a2]))
         assert (
             AssetPosition.objects.get(portfolio=portfolio, date=weekday, underlying_instrument=i1).weighting
             == a1.weighting
@@ -1111,7 +1104,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
 
         a3 = asset_position_factory.build(date=weekday, portfolio=portfolio, underlying_instrument=i3)
-        portfolio.bulk_create_positions([a3], delete_leftovers=True)
+        portfolio.bulk_create_positions(AssetPositionIterator(portfolio).add([a3]), delete_leftovers=True)
         assert AssetPosition.objects.get(portfolio=portfolio, date=weekday).weighting == a3.weighting
         assert AssetPosition.objects.get(portfolio=portfolio, date=weekday).underlying_instrument == i3
 
@@ -1146,7 +1139,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         i11.refresh_from_db()
         i12.refresh_from_db()
         i13.refresh_from_db()
-        returns, _ = portfolio.get_returns(from_date=v1, to_date=v3, convert_to_portfolio_currency=False)
+        returns = get_returns([i1.id, i2.id], from_date=v1, to_date=v3)
 
         expected_returns = pd.DataFrame(
             [[i12.net_value / i11.net_value - 1, 0.0], [i13.net_value / i12.net_value - 1, 0.0]],
@@ -1157,14 +1150,8 @@ 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
-
+    def test_handle_controlling_portfolio_change_at_date(self, mock_compute_lookthrough, weekday, portfolio_factory):
         primary_portfolio = portfolio_factory.create(only_weighting=True)
         lookthrough_portfolio = portfolio_factory.create(is_lookthrough=True, only_weighting=False)
         PortfolioPortfolioThroughModel.objects.create(
@@ -1174,6 +1161,4 @@ class TestPortfolioModel(PortfolioTestMixin):
         )
 
         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
-        )
+        mock_compute_lookthrough.assert_called_once_with(lookthrough_portfolio, weekday)

wbportfolio/tests/models/test_products.py

@@ -142,11 +142,6 @@ class TestProductModel(PortfolioTestMixin):
 
     def test_subquery_is_white_label_product(self, product, white_label_product):
         product_queryset = Product.objects.all().annotate(is_white_label=Product.subquery_is_white_label_product())
-        # for product in product_queryset:
-        #     print(product, product.is_white_label)
-
-        # print(product_queryset.filter(is_white_label=True).count())
-
         assert product_queryset.filter(is_white_label=True).count() == 1
 
     def test_annotate_aum(

wbportfolio/tests/models/transactions/test_trade_proposals.py

@@ -310,12 +310,12 @@ class TestTradeProposal:
         assert t3.weighting == Decimal("0.5")
 
     # Test replaying trade proposals
-    @patch.object(Portfolio, "batch_portfolio")
+    @patch.object(Portfolio, "drift_weights")
     def test_replay(self, mock_fct, trade_proposal_factory):
         """
-        Ensure replaying trade proposals correctly calls batch_portfolio for each period.
+        Ensure replaying trade proposals correctly calls drift_weights for each period.
         """
-        mock_fct.return_value = None
+        mock_fct.return_value = None, None
 
         # Create approved trade proposals for testing
         tp0 = trade_proposal_factory.create(status=TradeProposal.Status.APPROVED)
@@ -333,14 +333,14 @@ class TestTradeProposal:
         # Replay trade proposals
         tp0.replay()
 
-        # Expected calls to batch_portfolio
+        # Expected calls to drift_weights
         expected_calls = [
             call(tp0.trade_date, tp1.trade_date - timedelta(days=1)),
             call(tp1.trade_date, tp2.trade_date - timedelta(days=1)),
             call(tp2.trade_date, date.today()),
         ]
 
-        # Assert batch_portfolio was called as expected
+        # Assert drift_weights was called as expected
         mock_fct.assert_has_calls(expected_calls)
 
         # Test stopping replay on a non-approved proposal
@@ -396,3 +396,15 @@ class TestTradeProposal:
         target_cash_position = trade_proposal.get_estimated_target_cash(trade_proposal.portfolio.currency)
         assert target_cash_position.weighting == Decimal("0.2") + Decimal("1.0") - (Decimal("0.7") + Decimal("0.2"))
         assert target_cash_position.initial_shares == Decimal(1_000_000) * Decimal("0.3")
+
+    def test_trade_proposal_update_inception_date(self, trade_proposal_factory, portfolio, instrument_factory):
+        # Check that if we create a prior trade proposal, the instrument inception date is updated accordingly
+        instrument = instrument_factory.create(inception_date=None)
+        instrument.portfolios.add(portfolio)
+        tp = trade_proposal_factory.create(portfolio=portfolio)
+        instrument.refresh_from_db()
+        assert instrument.inception_date == (tp.trade_date + BDay(1)).date()
+
+        tp2 = trade_proposal_factory.create(portfolio=portfolio, trade_date=tp.trade_date - BDay(1))
+        instrument.refresh_from_db()
+        assert instrument.inception_date == (tp2.trade_date + BDay(1)).date()

wbportfolio/viewsets/portfolios.py

@@ -27,7 +27,7 @@ from wbportfolio.models import (
     RebalancingModel,
     TradeProposal,
 )
-from wbportfolio.models.portfolio import batch_recompute_lookthrough_as_task
+from wbportfolio.models.portfolio import compute_lookthrough_as_task
 from wbportfolio.serializers import (
     PortfolioModelSerializer,
     PortfolioPortfolioThroughModelSerializer,
@@ -173,7 +173,7 @@ class PortfolioModelViewSet(UserPortfolioRequestPermissionMixin, InternalUserPer
             with suppress(KeyError):
                 start = datetime.strptime(request.POST["start"], "%Y-%m-%d")
                 end = datetime.strptime(request.POST["end"], "%Y-%m-%d")
-                batch_recompute_lookthrough_as_task.delay(portfolio.id, start, end)
+                compute_lookthrough_as_task.delay(portfolio.id, start, end)
             return HttpResponse("Ok", status=200)
 
         return HttpResponse("Bad arguments", status=400)

{wbportfolio-1.49.9.dist-info → wbportfolio-1.49.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.49.9
+Version: 1.49.11
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.49.9.dist-info → wbportfolio-1.49.11.dist-info}/RECORD

@@ -138,7 +138,7 @@ wbportfolio/import_export/parsers/natixis/d1_trade.py,sha256=jhUa35DGfN5pvGuGhnc
 wbportfolio/import_export/parsers/natixis/d1_valuation.py,sha256=O6L-tCjfSApBTUTe2-azBJqyG3YfnhZvGjNhIFFx3A8,1290
 wbportfolio/import_export/parsers/natixis/dividend.py,sha256=h_J7ZH724BkO_WtDo0Ycn9GfqtNEX9Wnjdf-iq52dOQ,2368
 wbportfolio/import_export/parsers/natixis/equity.py,sha256=Aam3aI7rE3dTO4SrzctMnzCxQSYacRjkZsHrZyaBA-0,2474
-wbportfolio/import_export/parsers/natixis/fees.py,sha256=LdtT-z8PiRGeWQ85DtYbgPSeVENFXB7_CKiRcngoGq0,1917
+wbportfolio/import_export/parsers/natixis/fees.py,sha256=P3vicaOXAx_7zISlsyB3hezM6-skg4Hi8F59djYEsoY,1918
 wbportfolio/import_export/parsers/natixis/trade.py,sha256=oIQGwL7k6T4H8d_XvhirvHsctCynsg_Ws1zbcJspfSE,2530
 wbportfolio/import_export/parsers/natixis/utils.py,sha256=aCl14mKhm0PamlHI2gd9GQjpHKd-prH-iNRhsuY8yxQ,2910
 wbportfolio/import_export/parsers/natixis/valuation.py,sha256=mLjIw1GBlPPlzHJkxg14kJddnKlOZjX8hL-bT227H_k,1538
@@ -148,7 +148,7 @@ wbportfolio/import_export/parsers/sg_lux/__init__.py,sha256=47DEQpj8HBSa-_TImW-5
 wbportfolio/import_export/parsers/sg_lux/custodian_positions.py,sha256=hl-LqJbwojQOe0zGEH7W31i4hNTVme5L7nwXwyk6XBY,2483
 wbportfolio/import_export/parsers/sg_lux/customer_trade.py,sha256=gTEUIaxlZvXXCgYyg9FD3D3aQhffhruYmeZlaAghrK8,2617
 wbportfolio/import_export/parsers/sg_lux/customer_trade_pending_slk.py,sha256=4KSxUGyflf3kY5BVJqMAF1aFkeSWEJegfDtLiA1BM6c,5065
-wbportfolio/import_export/parsers/sg_lux/customer_trade_slk.py,sha256=24e-vonaBAkvX-F_Gw4hLg4FBjgbpCTUbiFC_dZ-czw,2958
+wbportfolio/import_export/parsers/sg_lux/customer_trade_slk.py,sha256=D_1c0v6lTXkopjZzr9pQb575HxrMFe91tKk8xT1X3Ns,3604
 wbportfolio/import_export/parsers/sg_lux/customer_trade_without_pw.py,sha256=nMYV9-OwY_TagU36Ab0dOweZYzVriFWHXPYjauBg2Yk,2034
 wbportfolio/import_export/parsers/sg_lux/equity.py,sha256=w13LAMNWReZzqmdFyXdazVnpGr1UUNLG-pJgn5c16gI,6116
 wbportfolio/import_export/parsers/sg_lux/fees.py,sha256=xyPO9sYQyJW5w-1XhUMizY2RbH1Pr4n7LAUE-E67Yj4,1911
@@ -245,19 +245,19 @@ wbportfolio/migrations/0076_alter_dividendtransaction_price_and_more.py,sha256=4
 wbportfolio/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/models/__init__.py,sha256=IIS_PNRxyX2Dcvyk1bcQOUzFt0B9SPC0WlM88CXqj04,881
 wbportfolio/models/adjustments.py,sha256=osXWkJZOiansPWYPyHtl7Z121zDWi7u1YMtrBQtbHVo,10272
-wbportfolio/models/asset.py,sha256=H4UvrEstrCCbRG_poF68Ih4JFgHE08guMkyhNCZ7QFQ,38636
+wbportfolio/models/asset.py,sha256=-bw8AoIIBy68je1vnGXYbkb7Vdp_mRBNJixd0qnCWxA,45153
 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=dUj1iPZke17qYk2zSSL-6Mcjr7cKAoq_wIrZtEmTmLg,58666
-wbportfolio/models/portfolio_cash_flow.py,sha256=2blPiXSw7dbhUVd-7LcxDBb4v0SheNOdvRK3MFYiChA,7273
+wbportfolio/models/portfolio.py,sha256=Rq9ih9aPhLC1RukrIF_wrmtRQm0-3w4i9NEtWJGZ02g,55742
+wbportfolio/models/portfolio_cash_flow.py,sha256=uElG7IJUBY8qvtrXftOoskX6EA-dKgEG1JJdvHeWV7g,7336
 wbportfolio/models/portfolio_cash_targets.py,sha256=WmgG-etPisZsh2yaFQpz7EkpvAudKBEzqPsO715w52U,1498
 wbportfolio/models/portfolio_relationship.py,sha256=mMb18UMRWg9kx_9uIPkMktwORuXXLjKdgRPQQvB6fVE,5486
 wbportfolio/models/portfolio_swing_pricings.py,sha256=_LqYC1VRjnnFFmVqFPRdnbgYsVxocMVpClTk2dnooig,1778
 wbportfolio/models/product_groups.py,sha256=qoT8qv6tRdD6zmNDxsHO6dtnWw1-TRnyS5NqOq_gwhI,7901
 wbportfolio/models/products.py,sha256=5z9OMLVS0ps6aOJbG3JE7gKTf3PlbC4rXIPpv55dD1A,22863
 wbportfolio/models/registers.py,sha256=qA6T33t4gxFYnabQFBMd90WGIr6wxxirDLKDFqjOfok,4667
-wbportfolio/models/roles.py,sha256=34BwZleaPMHnUqDK1nHett45xaNNsUqSHY44844itW8,7387
+wbportfolio/models/roles.py,sha256=wF5Atp0xsJxDrYjmFw9XHgEOe_4C-lm4pppeYdymOrA,7343
 wbportfolio/models/utils.py,sha256=iBdMjRCvr6aOL0nLgfSCWUKe0h39h3IGmUbYo6l9t6w,394
 wbportfolio/models/graphs/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/models/graphs/portfolio.py,sha256=NwkehWvTcyTYrKO5ku3eNNaYLuBwuLdSbTEuugGuSIU,6541
@@ -276,8 +276,8 @@ 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=obzgewWKOD4kJbCoF5fhtfDk502QkbrjPKh8T9KDGew,7355
-wbportfolio/models/transactions/trade_proposals.py,sha256=a4bxSn6xGuURwsE-WqCJN5gBdwu9TpCf2E8kKn4_RiY,29659
-wbportfolio/models/transactions/trades.py,sha256=NA_hUpFKQ4H-w3B0gMZ5IFkZo6WJTH2S7GBUQC1jUpU,28922
+wbportfolio/models/transactions/trade_proposals.py,sha256=eWT_pTFLQ_4Eq8jVEfWhfewPVQ1Mx2viD0gAIosCNqI,30540
+wbportfolio/models/transactions/trades.py,sha256=1kCgNXWeKvkRtoe8W7vjfzvpYIDwuU0jvgyCJY-IABc,28917
 wbportfolio/models/transactions/transactions.py,sha256=fWoDf0TSV0L0gLUDOQpCRLzjMt1H4MUvUHGEaMsilCc,7027
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/typing.py,sha256=b2pBWYt1E8ok-Kqm0lEFIakSnWJ6Ib57z-VX3C3gkQc,6081
@@ -374,9 +374,9 @@ 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=LFAYrfhEbcDB2fyC0q1TNUy9vWE9oQpqLNKJ5sx_aCw,53872
+wbportfolio/tests/models/test_portfolios.py,sha256=2VqUF3HALY1VvCksARk4XJlQL-qr2PbF2DMmw9KQzdY,53132
 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_products.py,sha256=FkQLms3kXzyg6mNEEJcHUVKu8YbATY9l6lZyaRUnpjw,9314
 wbportfolio/tests/models/test_roles.py,sha256=4Cn7WyrA2ztJNeWLk5cy9kYo5XLWMbFSvo1O-9JYxeA,3323
 wbportfolio/tests/models/test_splits.py,sha256=ytKcHsI_90kj1L4s8It-KEcc24rkDcElxwQ8q0QxEvk,9689
 wbportfolio/tests/models/utils.py,sha256=ORNJq6NMo1Za22jGZXfTfKeNEnTRlfEt_8SJ6xLaQWg,325
@@ -384,7 +384,7 @@ wbportfolio/tests/models/transactions/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCe
 wbportfolio/tests/models/transactions/test_claim.py,sha256=NG3BKB-FVcIDgHSJHCjImxgMM3ISVUMl24xUPmEcPec,5570
 wbportfolio/tests/models/transactions/test_fees.py,sha256=1gp_h_CCC4Z_cWHUgrZCjGAxYuT2u8FZdw0krDpESiY,2801
 wbportfolio/tests/models/transactions/test_rebalancing.py,sha256=fZ5tx6kByEGXD6nhapYdvk9HOjYlmjhU2w6KlQJ6QE4,4061
-wbportfolio/tests/models/transactions/test_trade_proposals.py,sha256=P05F1RC53xjkp8BFq8D57k-86eAOkRQw6doLVX5SQlM,17945
+wbportfolio/tests/models/transactions/test_trade_proposals.py,sha256=AhPI3XEjxzZxEUSzatCs6cOBnRHRig55NnV__PYubcQ,18675
 wbportfolio/tests/models/transactions/test_trades.py,sha256=vqvOqUY_uXvBp8YOKR0Wq9ycA2oeeEBhO3dzV7sbXEU,9863
 wbportfolio/tests/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/pms/test_analytics.py,sha256=fAuY1zcXibttFpBh2GhKVyzdYfi1kz_b7SPa9xZQXY0,1086
@@ -409,7 +409,7 @@ wbportfolio/viewsets/portfolio_cash_flow.py,sha256=jkBfdZRQ3KsxGMJpltRjmdrZ2qEFJ
 wbportfolio/viewsets/portfolio_cash_targets.py,sha256=CvHlrDE8qnnnfRpTYnFu-Uu15MDbF5d5gTmEKth2S24,322
 wbportfolio/viewsets/portfolio_relationship.py,sha256=RGyvxd8NfFEs8YdqEvVD3VbrISvAO5UtCTlocSIuWQw,2109
 wbportfolio/viewsets/portfolio_swing_pricing.py,sha256=-57l3WLQZRslIV67OT0ucHE5JXTtTtLvd3t7MppdVn8,357
-wbportfolio/viewsets/portfolios.py,sha256=1POzE9jrt2iLVMnIY_BWDr0A_zpOlO3Z8tM80TaXkhk,14454
+wbportfolio/viewsets/portfolios.py,sha256=FFK8Vt7Mk5ttS9FzGcRlKhTg0suX1wa8H35h4xZEe8Y,14438
 wbportfolio/viewsets/positions.py,sha256=2rzFHB_SI09rXC_EYi58G_eqvzONbk8z61JDkkjt3Ew,13207
 wbportfolio/viewsets/product_groups.py,sha256=YvmuXPPy98K1J_rz6YPsx9gNK-tCS2P-wc1uRYgfyo0,2399
 wbportfolio/viewsets/product_performance.py,sha256=dRfRgifjGS1RgZSu9uJRM0SmB7eLnNUkPuqARMO4gyo,28371
@@ -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=-yJ4j8NJTu2VWyhCq5BXGNND_925Ietoxx9k07SLVh0,21634
 wbportfolio/viewsets/transactions/transactions.py,sha256=ixDp-nsNA8t_A06rBCT19hOMJHy0iRmdz1XKdV1OwAs,4450
-wbportfolio-1.49.9.dist-info/METADATA,sha256=5SEVaByFm-DP4vkkCTwnfqOBfF3edgboFG-Eoyx70oA,734
-wbportfolio-1.49.9.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.49.9.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.49.9.dist-info/RECORD,,
+wbportfolio-1.49.11.dist-info/METADATA,sha256=vbQQ5UCTEyqLH-YcOOF6BVCDXb3ujdegBOUX6k_iQ-8,735
+wbportfolio-1.49.11.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.49.11.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.49.11.dist-info/RECORD,,