wbportfolio 1.50.1__tar.gz → 1.50.3__tar.gz

{wbportfolio-1.50.1 → wbportfolio-1.50.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.50.1
+Version: 1.50.3
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.50.1 → wbportfolio-1.50.3}/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-1.50.1 → wbportfolio-1.50.3}/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,
                     )

{wbportfolio-1.50.1 → wbportfolio-1.50.3}/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-1.50.1 → wbportfolio-1.50.3}/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)