wbportfolio 1.50.13__py2.py3-none-any.whl → 1.50.15__py2.py3-none-any.whl

wbportfolio/risk_management/backends/mixins.py

@@ -1,5 +1,6 @@
 from contextlib import suppress
 from datetime import date, timedelta
+from decimal import Decimal
 from typing import Generator
 
 import pandas as pd
@@ -182,7 +183,7 @@ class StopLossMixin(backend.AbstractRuleBackend):
                     )
                     weighting = self.product.portfolio.assets.filter(
                         underlying_quote=instrument, date=previous_portfolio_date
-                    ).aggregate(s=Sum("weighting"))["s"]
+                    ).aggregate(s=Sum("weighting"))["s"] or Decimal("0.0")
                     report_details["Portfolio Impact"] = f"{float(weighting) * total_perf:+,.2%}"
                 report_details["Field"] = field_label
                 if self.benchmark:

wbportfolio/tests/models/test_imports.py

@@ -159,10 +159,13 @@ class TestImportMixinModel:
                 underlying_instrument=instrument, date=val_date, portfolio=product_portfolio.portfolio
             )
             assert a
-            # and as this is an import handle by the assetposition handler, we expect the underlying instrument price to be created from the position initial price
-            assert InstrumentPrice.objects.get(
-                instrument=instrument, date=val_date, calculated=False, net_value=a.initial_price
-            )
+            if instrument.is_cash:
+                assert InstrumentPrice.objects.get(instrument=instrument, date=val_date, calculated=False, net_value=1)
+            else:
+                # and as this is an import handle by the assetposition handler, we expect the underlying instrument price to be created from the position initial price
+                assert InstrumentPrice.objects.get(
+                    instrument=instrument, date=val_date, calculated=False, net_value=a.initial_price
+                )
 
         # Import already existing data
         data["data"][0]["initial_price"] *= 2

{wbportfolio-1.50.13.dist-info → wbportfolio-1.50.15.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.50.13
+Version: 1.50.15
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.50.13.dist-info → wbportfolio-1.50.15.dist-info}/RECORD

@@ -305,7 +305,7 @@ wbportfolio/risk_management/backends/exposure_portfolio.py,sha256=8T97J0pbnGdme_
 wbportfolio/risk_management/backends/instrument_list_portfolio.py,sha256=Sh8PZHHKFAl4Aw8fOlu17fUSiEFYYemb-B0iltAXc10,4186
 wbportfolio/risk_management/backends/liquidity_risk.py,sha256=OnuUypmN86RDnch1JOb8UJo5j1z1_X7sjazqAo7cbwM,3694
 wbportfolio/risk_management/backends/liquidity_stress_instrument.py,sha256=oitzsaZu-HhYn9Avku3322GtDmf6QGsfyRzGPGZoM1Y,3612
-wbportfolio/risk_management/backends/mixins.py,sha256=C7D8MXInl3m05GiLxQP4K5uomq4mpvi81zqsCiXq6g0,10006
+wbportfolio/risk_management/backends/mixins.py,sha256=g0hkQRjn3-S6vMIai6t2_tf6uWoG_D3WdamQwDTlMu0,10052
 wbportfolio/risk_management/backends/product_integrity.py,sha256=3BbQBYYzLdj2iuQb9QOIgPjWMz1FaPkvEJoNgxWVfz0,4598
 wbportfolio/risk_management/backends/stop_loss_instrument.py,sha256=qIzeV26TRdbgG8-Nsh5O0NPMrPmIXeaRdPR-EF_uaLo,1128
 wbportfolio/risk_management/backends/stop_loss_portfolio.py,sha256=yiDa3FkZKdrmHSf8p1XmT8RhJW6KyiMuypYpY39SiO8,1674
@@ -369,7 +369,7 @@ wbportfolio/tests/models/test_assets.py,sha256=rb9PrPuodVEnN2LcoOqNWfsb064Ar0NF4
 wbportfolio/tests/models/test_custodians.py,sha256=WnFA4R-deVL7DSKufGE0mcFUdU05otNfGvmG4psiIh4,340
 wbportfolio/tests/models/test_customer_trades.py,sha256=50By281j-nJ43jwRWK_KxNQGv6SuimT9e_ejgu6b19o,4942
 wbportfolio/tests/models/test_dividends.py,sha256=SVkIW3OqN4-9tq1HIvJm8_8rOyNTHbJKFiN075DeGGc,162
-wbportfolio/tests/models/test_imports.py,sha256=bjzUsc6jzqtqrj8c_Pz7cBeIFhDR4z_BWfySdflq8Yg,7810
+wbportfolio/tests/models/test_imports.py,sha256=B-bgiPljOvyLb8iaUGGkA8IN2JLT5GaMDwXO-yyUB1I,7999
 wbportfolio/tests/models/test_instrument_mixins.py,sha256=avX7a7Ovdzm_2v8JpSmrzqPo52qmIEa33c074D5KFCU,2206
 wbportfolio/tests/models/test_merge.py,sha256=sdsjiZsmR6vsUKwTa5kkvL6QTeAZqtd_EPWPI11FKGY,6497
 wbportfolio/tests/models/test_portfolio_cash_flow.py,sha256=X8dsXexsb1b0lBiuGzu40ps_Az_1UmmKT0eo1vbXH94,5792
@@ -522,7 +522,7 @@ 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-1.50.13.dist-info/METADATA,sha256=oZpg0l3b4-g-FGv8pIHG5APdtWAPXPpv8VFOJYK8KVg,703
-wbportfolio-1.50.13.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.50.13.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.50.13.dist-info/RECORD,,
+wbportfolio-1.50.15.dist-info/METADATA,sha256=XhkbGoCb8d0GC6Qht9v_KL2Ytc7R89GjA1VgLldo8io,703
+wbportfolio-1.50.15.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.50.15.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.50.15.dist-info/RECORD,,