wbportfolio 1.50.0__py2.py3-none-any.whl → 1.50.2__py2.py3-none-any.whl

wbportfolio/models/asset.py

@@ -185,8 +185,8 @@ class AssetPositionIterator:
         return dict(self._weights)
 
     def __iter__(self):
-        # return an iterable excluding the position without a valid weighting
-        yield from filter(lambda a: a.weighting, self.positions.values())
+        # return an iterable excluding the position with a null weight if the portfolio is manageable (otherwise, we assume the 0-weight position is valid)
+        yield from filter(lambda a: not a.portfolio.is_manageable or a.weighting, self.positions.values())
 
     def __getitem__(self, item: tuple[date, Instrument]) -> float:
         return self._weights[item[0]][item[1].id]

wbportfolio/models/portfolio.py

@@ -854,7 +854,9 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             not self.is_lookthrough and not is_target_portfolio_imported and self.is_active_at_date(from_date)
         ):  # we cannot propagate a new portfolio for untracked, or look-through or already imported or inactive portfolios
             positions, _ = self.drift_weights(from_date, to_date)
-            self.bulk_create_positions(positions, delete_leftovers=True, compute_metrics=True)
+            self.bulk_create_positions(
+                positions, delete_leftovers=True, compute_metrics=True, evaluate_rebalancer=False
+            )
 
     def get_lookthrough_positions(
         self,

wbportfolio/models/transactions/trade_proposals.py

@@ -260,9 +260,10 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
                     last_effective_date, self.portfolio.currency, exact_lookup=True
                 )
                 # we cannot do a bulk-create because Trade is a multi table inheritance
+                weighting = round(trade_dto.delta_weight, 6)
                 try:
                     trade = self.trades.get(underlying_instrument=instrument)
-                    trade.weighting = trade_dto.delta_weight
+                    trade.weighting = weighting
                     trade.currency_fx_rate = currency_fx_rate
                     trade.status = Trade.Status.DRAFT
                 except Trade.DoesNotExist:
@@ -273,7 +274,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
                         transaction_date=self.trade_date,
                         trade_proposal=self,
                         portfolio=self.portfolio,
-                        weighting=trade_dto.delta_weight,
+                        weighting=weighting,
                         status=Trade.Status.DRAFT,
                         currency_fx_rate=currency_fx_rate,
                     )
@@ -524,7 +525,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
 
         for trade in self.trades.all():
             with suppress(ValueError):
-                asset = trade.to_asset()
+                asset = trade.get_asset()
                 # we add the corresponding asset only if it is not the cache position (already included in estimated_cash_position)
                 if asset.underlying_quote != estimated_cash_position.underlying_quote:
                     assets.append(asset)

wbportfolio/models/transactions/trades.py

@@ -299,31 +299,9 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
             )
         },
     )
-    def to_asset(self) -> AssetPosition:
-        last_underlying_quote_price = self.last_underlying_quote_price
-        if not last_underlying_quote_price:
-            raise ValueError("No price found")
-        asset = AssetPosition(
-            underlying_quote=self.underlying_instrument,
-            portfolio_created=None,
-            portfolio=self.portfolio,
-            date=self.transaction_date,
-            initial_currency_fx_rate=self.currency_fx_rate,
-            weighting=self._target_weight,
-            initial_price=self.last_underlying_quote_price.net_value,
-            initial_shares=None,
-            underlying_quote_price=self.last_underlying_quote_price,
-            asset_valuation_date=self.transaction_date,
-            currency=self.currency,
-            is_estimated=False,
-        )
-        asset.set_weighting(self._target_weight)
-        asset.pre_save()
-        return asset
-
     def execute(self, **kwargs):
         with suppress(ValueError):
-            asset = self.to_asset()
+            asset = self.get_asset()
             AssetPosition.unannotated_objects.update_or_create(
                 underlying_quote=asset.underlying_quote,
                 portfolio_created=asset.portfolio_created,
@@ -570,6 +548,28 @@ class Trade(ShareMixin, Transaction, OrderedModel, WBModel):
 
         """
 
+    def get_asset(self) -> AssetPosition:
+        last_underlying_quote_price = self.last_underlying_quote_price
+        if not last_underlying_quote_price:
+            raise ValueError("No price found")
+        asset = AssetPosition(
+            underlying_quote=self.underlying_instrument,
+            portfolio_created=None,
+            portfolio=self.portfolio,
+            date=self.transaction_date,
+            initial_currency_fx_rate=self.currency_fx_rate,
+            weighting=self._target_weight,
+            initial_price=self.last_underlying_quote_price.net_value,
+            initial_shares=None,
+            underlying_quote_price=self.last_underlying_quote_price,
+            asset_valuation_date=self.transaction_date,
+            currency=self.currency,
+            is_estimated=False,
+        )
+        asset.set_weighting(self._target_weight)
+        asset.pre_save()
+        return asset
+
     def delete(self, **kwargs):
         pre_collection.send(sender=self.__class__, instance=self)
         super().delete(**kwargs)

wbportfolio/serializers/transactions/trades.py

@@ -4,7 +4,9 @@ from decimal import Decimal
 from rest_framework import serializers
 from rest_framework.reverse import reverse
 from wbcore import serializers as wb_serializers
+from wbfdm.models import Instrument
 from wbfdm.serializers import InvestableInstrumentRepresentationSerializer
+from wbfdm.serializers.instruments.instruments import CompanyRepresentationSerializer, SecurityRepresentationSerializer
 
 from wbportfolio.models import PortfolioRole, Trade, TradeProposal
 from wbportfolio.models.transactions.claim import Claim
@@ -212,13 +214,62 @@ class TradeModelSerializer(TransactionModelSerializer):
         )
 
 
+class GetSecurityDefault:
+    requires_context = True
+
+    def __call__(self, serializer_instance):
+        try:
+            instance = serializer_instance.view.get_object()
+            return instance.underlying_instrument.parent or instance.underlying_instrument
+        except Exception:
+            return None
+
+
+class GetCompanyDefault:
+    requires_context = True
+
+    def __call__(self, serializer_instance):
+        try:
+            instance = serializer_instance.view.get_object()
+            security = instance.underlying_instrument.parent or instance.underlying_instrument
+            return security.parent or security
+        except Exception:
+            return None
+
+
 class TradeTradeProposalModelSerializer(TradeModelSerializer):
     underlying_instrument_isin = wb_serializers.CharField(read_only=True)
     underlying_instrument_ticker = wb_serializers.CharField(read_only=True)
     underlying_instrument_refinitiv_identifier_code = wb_serializers.CharField(read_only=True)
     underlying_instrument_instrument_type = wb_serializers.CharField(read_only=True)
+
+    company = wb_serializers.PrimaryKeyRelatedField(
+        queryset=Instrument.objects.filter(level=0),
+        required=False,
+        read_only=lambda view: not view.new_mode,
+        default=GetCompanyDefault(),
+    )
+    _company = CompanyRepresentationSerializer(source="company", required=False)
+
+    security = wb_serializers.PrimaryKeyRelatedField(
+        queryset=Instrument.objects.filter(is_security=True),
+        required=False,
+        read_only=lambda view: not view.new_mode,
+        default=GetSecurityDefault(),
+    )
+    _security = SecurityRepresentationSerializer(
+        source="security",
+        optional_get_parameters={"company": "parent"},
+        depends_on=[{"field": "company", "options": {}}],
+        required=False,
+    )
+    underlying_instrument = wb_serializers.PrimaryKeyRelatedField(
+        queryset=Instrument.objects.all(), label="Quote", read_only=lambda view: not view.new_mode
+    )
     _underlying_instrument = InvestableInstrumentRepresentationSerializer(
-        source="underlying_instrument", label_key="name"
+        source="underlying_instrument",
+        optional_get_parameters={"security": "parent"},
+        depends_on=[{"field": "security", "options": {}}],
     )
 
     status = wb_serializers.ChoiceField(default=Trade.Status.DRAFT, choices=Trade.Status.choices)
@@ -228,6 +279,8 @@ class TradeTradeProposalModelSerializer(TradeModelSerializer):
     target_shares = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
 
     def validate(self, data):
+        data.pop("company", None)
+        data.pop("security", None)
         if self.instance and "underlying_instrument" in data:
             raise serializers.ValidationError(
                 {
@@ -235,13 +288,15 @@ class TradeTradeProposalModelSerializer(TradeModelSerializer):
                 }
             )
         effective_weight = self.instance._effective_weight if self.instance else Decimal(0.0)
+        weighting = data.get("weighting", self.instance.weighting if self.instance else Decimal(0.0))
         if (target_weight := data.pop("target_weight", None)) is not None:
-            data["weighting"] = target_weight - effective_weight
-        if data["weighting"] >= 0:
+            weighting = target_weight - effective_weight
+        if weighting >= 0:
             data["transaction_subtype"] = "BUY"
         else:
             data["transaction_subtype"] = "SELL"
-        return data
+        data["weighting"] = weighting
+        return super().validate(data)
 
     class Meta:
         model = Trade
@@ -262,6 +317,10 @@ class TradeTradeProposalModelSerializer(TradeModelSerializer):
             "underlying_instrument_ticker",
             "underlying_instrument_refinitiv_identifier_code",
             "underlying_instrument_instrument_type",
+            "company",
+            "_company",
+            "security",
+            "_security",
             "underlying_instrument",
             "_underlying_instrument",
             "transaction_subtype",

wbportfolio/viewsets/configs/display/trades.py

@@ -390,10 +390,13 @@ class TradeTradeProposalDisplayConfig(DisplayViewConfig):
         )
 
     def get_instance_display(self) -> Display:
-        return create_simple_display(
-            [
-                ["underlying_instrument", "target_weight", "weighting"],
-                ["effective_weight", "transaction_subtype", "shares"],
-                [repeat_field(3, "comment")],
-            ]
-        )
+        trade_proposal = get_object_or_404(TradeProposal, pk=self.view.kwargs.get("trade_proposal_id", None))
+
+        fields = [
+            ["company", "security", "underlying_instrument"],
+            ["effective_weight", "target_weight", "weighting"],
+        ]
+        if not trade_proposal.portfolio.only_weighting:
+            fields.append(["effective_shares", "target_shares", "shares"])
+        fields.append([repeat_field(3, "comment")])
+        return create_simple_display(fields)

{wbportfolio-1.50.0.dist-info → wbportfolio-1.50.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.50.0
+Version: 1.50.2
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.50.0.dist-info → wbportfolio-1.50.2.dist-info}/RECORD

@@ -245,11 +245,11 @@ 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=-bw8AoIIBy68je1vnGXYbkb7Vdp_mRBNJixd0qnCWxA,45153
+wbportfolio/models/asset.py,sha256=wwAWW2vl21nJS7RVswjvB1PAZRjJ1VzCyLF4fb7R0Gw,45264
 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=Rq9ih9aPhLC1RukrIF_wrmtRQm0-3w4i9NEtWJGZ02g,55742
+wbportfolio/models/portfolio.py,sha256=l7YsGpei9a4yhTBPZsWk0W9YNO3WoC1EoraQFzSa79Q,55799
 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
@@ -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=eWT_pTFLQ_4Eq8jVEfWhfewPVQ1Mx2viD0gAIosCNqI,30540
-wbportfolio/models/transactions/trades.py,sha256=1kCgNXWeKvkRtoe8W7vjfzvpYIDwuU0jvgyCJY-IABc,28917
+wbportfolio/models/transactions/trade_proposals.py,sha256=ppSiF8y8mzK2BREETVODTJ8iBhHwuUso_5Meculmb_o,30576
+wbportfolio/models/transactions/trades.py,sha256=4qA0cEff_hcV3kMnmJKXr0wSThpKhhm0HbzHbspBuxw,28919
 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
@@ -343,7 +343,7 @@ wbportfolio/serializers/transactions/dividends.py,sha256=EULwKDumHBv4r2HsdEGZMZG
 wbportfolio/serializers/transactions/expiry.py,sha256=K3XOSbCyef-xRzOjCr4Qg_YFJ_JuuiJ9u6tDS86l0hg,477
 wbportfolio/serializers/transactions/fees.py,sha256=uPmSWuCeoV2bwVS6RmEz3a0VRBWJHIQr0WhklYc1UAI,1068
 wbportfolio/serializers/transactions/trade_proposals.py,sha256=fiGpL6za5ERLtdbud5wrciCVXHX6-3SjeF8Zaa6Zhzg,3410
-wbportfolio/serializers/transactions/trades.py,sha256=nqldVcwcWFQaBVZE46VWo_hJ3mSPrDJ3ZaihpmvVXZE,10755
+wbportfolio/serializers/transactions/trades.py,sha256=OCm33pxy-d3YeEue3lIdEXt1utpx8ZLks4Am4XcP708,12932
 wbportfolio/serializers/transactions/transactions.py,sha256=O137zeCndK-nxIWSRLEj7bXbBZDGa4d6qK6pJIIYK3g,4170
 wbportfolio/static/wbportfolio/css/macro_review.css,sha256=FAVVO8nModxwPXcTKpcfzVxBGPZGJVK1Xn-0dkSfGyc,233
 wbportfolio/static/wbportfolio/markdown/documentation/account_holding_reconciliation.md,sha256=MabxOvOne8s5gl6osDoow6-3ghaXLAYg9THWpvy6G5I,921
@@ -454,7 +454,7 @@ wbportfolio/viewsets/configs/display/reconciliations.py,sha256=YvMAuwmpX0HExvGsu
 wbportfolio/viewsets/configs/display/registers.py,sha256=1np75exIk5rfct6UkVN_RnfJ9ozvIkcWJgFV4_4rJns,3182
 wbportfolio/viewsets/configs/display/roles.py,sha256=SFUyCdxSlHZ3NsMrJmpVBSlg-XKGaEFteV89nyLMMAQ,1815
 wbportfolio/viewsets/configs/display/trade_proposals.py,sha256=sRLSUjKlarBhnTwg7tX_Juldor3beswJlyvZfFPvNEk,4315
-wbportfolio/viewsets/configs/display/trades.py,sha256=3rvIYMCe3IOyDw5HTrXcPvstdDg6Zt13oskh1yKQyRY,16613
+wbportfolio/viewsets/configs/display/trades.py,sha256=tn7kpkzwd5AwzPznsIlRlQjjCoK1qVlTt4gtw6VHPpg,16841
 wbportfolio/viewsets/configs/display/transactions.py,sha256=DOM3eV1DxBwX6Iiw3C2sJamWh6A_3ZSYC9447Jc3Wmo,2586
 wbportfolio/viewsets/configs/endpoints/__init__.py,sha256=E13AYY3CIW4CZtmqwBVMPDYA5zNyKJeRZtiXKtad68Y,2871
 wbportfolio/viewsets/configs/endpoints/adjustments.py,sha256=9CcnfNuFcxsZ8YvfUitSeyCvpLxY-jU-gIw3GG0mIp4,697
@@ -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-1.50.0.dist-info/METADATA,sha256=NdlRGICQMfP56DoEYZOoiqLUhXqMOOjg1Rnrxl2KzVQ,734
-wbportfolio-1.50.0.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.50.0.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.50.0.dist-info/RECORD,,
+wbportfolio-1.50.2.dist-info/METADATA,sha256=-bG1N-yBGfUwXgtyNOipqJ5KLH7rKb0hB1edpIAzGYQ,734
+wbportfolio-1.50.2.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.50.2.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.50.2.dist-info/RECORD,,