wbportfolio 1.50.4__py2.py3-none-any.whl → 1.50.6__py2.py3-none-any.whl

wbportfolio/models/asset.py

@@ -100,15 +100,16 @@ class AssetPositionIterator:
             self._instruments[instrument_id] = instrument
             return instrument
 
-    def _get_fx_rate(self, val_date: date, currency: Currency) -> CurrencyFXRates:
+    def _get_fx_rate(self, val_date: date, currency: Currency) -> CurrencyFXRates | None:
         try:
             return self._fx_rates[val_date][currency]
         except KeyError:
-            fx_rate = CurrencyFXRates.objects.get_or_create(
-                currency=currency, date=val_date, defaults={"value": Decimal(0)}
-            )[0]  # we create a fx rate anyway to not fail the position. The fx rate expect to be there later on
-            self._fx_rates[val_date][currency] = fx_rate
-            return fx_rate
+            with suppress(CurrencyFXRates.DoesNotExist):
+                fx_rate = CurrencyFXRates.objects.get(
+                    currency=currency, date=val_date
+                )  # we create a fx rate anyway to not fail the position. The fx rate expect to be there later on
+                self._fx_rates[val_date][currency] = fx_rate
+                return fx_rate
 
     def _get_price(self, val_date: date, instrument: Instrument) -> float | None:
         try:
@@ -170,7 +171,7 @@ class AssetPositionIterator:
                 position.initial_shares += existing_position.initial_shares
             # ensure the position portfolio is the iterator portfolio (could be different when computing look-through for instance)
             position.portfolio = self.portfolio
-            if position.initial_price is not None:
+            if position.initial_price is not None and position.initial_currency_fx_rate is not None:
                 self.positions[key] = position
                 self._weights[position.date][position.underlying_quote.id] = float(position.weighting)
 

wbportfolio/models/portfolio.py

@@ -687,7 +687,6 @@ class Portfolio(DeleteToDisableMixin, WBModel):
         val_date: date,
         recompute_weighting: bool = False,
         force_recompute_weighting: bool = False,
-        compute_metrics: bool = False,
         evaluate_rebalancer: bool = True,
         changed_weights: dict[int, float] | None = None,
     ):
@@ -731,10 +730,6 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                 self.initial_position_date = val_date
         self.save()
 
-        if compute_metrics:
-            compute_metrics_as_task.delay(
-                val_date, basket_id=self.id, basket_content_type_id=ContentType.objects.get_for_model(Portfolio).id
-            )
         self.handle_controlling_portfolio_change_at_date(val_date)
 
     def handle_controlling_portfolio_change_at_date(self, val_date: date):
@@ -1000,7 +995,12 @@ class Portfolio(DeleteToDisableMixin, WBModel):
         return "{{name}}"
 
     def bulk_create_positions(
-        self, positions: AssetPositionIterator, delete_leftovers: bool = False, force_save: bool = False, **kwargs
+        self,
+        positions: AssetPositionIterator,
+        delete_leftovers: bool = False,
+        force_save: bool = False,
+        compute_metrics: bool = True,
+        **kwargs,
     ):
         if positions:
             # we need to delete the existing estimated portfolio because otherwise we risk to have existing and not
@@ -1041,6 +1041,13 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                     leftover_positions_ids = list(filter(lambda i: i not in objs_ids, leftover_positions_ids))
                     logger.info(f"deleting {len(leftover_positions_ids)} leftover positions..")
                     AssetPosition.objects.filter(id__in=leftover_positions_ids).delete()
+            if compute_metrics and self.is_tracked:
+                for val_date in dates:
+                    compute_metrics_as_task.delay(
+                        val_date,
+                        basket_id=self.id,
+                        basket_content_type_id=ContentType.objects.get_for_model(Portfolio).id,
+                    )
             for update_date, changed_weights in positions.get_weights().items():
                 self.change_at_date(update_date, changed_weights=changed_weights, **kwargs)
 

wbportfolio/tests/models/test_portfolios.py

@@ -254,13 +254,10 @@ class TestPortfolioModel(PortfolioTestMixin):
         assert Decimal(res.weighting[1]) == pytest.approx((abs(short_p2.weighting)) / total_weight, rel=Decimal(1e-4))
 
     @patch.object(Portfolio, "estimate_net_asset_values", autospec=True)
-    @patch("wbportfolio.models.portfolio.compute_metrics_as_task.delay")
-    def test_change_at_date(
-        self, mock_compute_metrics, mock_estimate_net_asset_values, asset_position_factory, portfolio, weekday
-    ):
+    def test_change_at_date(self, mock_estimate_net_asset_values, asset_position_factory, portfolio, weekday):
         asset_position_factory.create_batch(10, portfolio=portfolio, date=weekday)
 
-        portfolio.change_at_date(weekday, compute_metrics=True, recompute_weighting=True)
+        portfolio.change_at_date(weekday, recompute_weighting=True)
 
         # test that change at date normalize the weighting
         total_value = AssetPosition.objects.aggregate(s=Sum("total_value_fx_portfolio"))["s"]
@@ -268,9 +265,6 @@ class TestPortfolioModel(PortfolioTestMixin):
             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(), 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, "compute_lookthrough", autospec=True)
     def test_change_at_date_with_dependent_portfolio(
@@ -1074,7 +1068,10 @@ class TestPortfolioModel(PortfolioTestMixin):
         assert portfolio.assets.get(date=rebalancing_date, underlying_instrument=i1).weighting == Decimal("0.5")
         assert portfolio.assets.get(date=rebalancing_date, underlying_instrument=i2).weighting == Decimal("0.5")
 
-    def test_bulk_create_positions(self, portfolio, weekday, asset_position_factory, instrument_factory):
+    @patch("wbportfolio.models.portfolio.compute_metrics_as_task.delay")
+    def test_bulk_create_positions(
+        self, mock_compute_metrics, portfolio, weekday, asset_position_factory, instrument_factory
+    ):
         portfolio.is_manageable = False
         portfolio.save()
         i1 = instrument_factory.create()
@@ -1087,6 +1084,10 @@ class TestPortfolioModel(PortfolioTestMixin):
         assert AssetPosition.objects.get(portfolio=portfolio, date=weekday).weighting == a1.weighting
         assert AssetPosition.objects.get(portfolio=portfolio, date=weekday).underlying_instrument == i1
 
+        mock_compute_metrics.assert_called_once_with(
+            weekday, basket_id=portfolio.id, basket_content_type_id=ContentType.objects.get_for_model(Portfolio).id
+        )
+
         # check that if we change key value, an already exising position will be updated accordingly
         a1.weighting = Decimal(0.5)
         portfolio.bulk_create_positions(AssetPositionIterator(portfolio).add([a1]))

{wbportfolio-1.50.4.dist-info → wbportfolio-1.50.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.50.4
+Version: 1.50.6
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.50.4.dist-info → wbportfolio-1.50.6.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=wwAWW2vl21nJS7RVswjvB1PAZRjJ1VzCyLF4fb7R0Gw,45264
+wbportfolio/models/asset.py,sha256=wxV8rHogMAKzWE3qEtu9EiFmK_DKHd5cVAUSsGpUKbA,45353
 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=l7YsGpei9a4yhTBPZsWk0W9YNO3WoC1EoraQFzSa79Q,55799
+wbportfolio/models/portfolio.py,sha256=253Z9K4929UVNaoXmOdcLqWM8xutYwJHdiy0GAHheUM,55967
 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
@@ -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=2VqUF3HALY1VvCksARk4XJlQL-qr2PbF2DMmw9KQzdY,53132
+wbportfolio/tests/models/test_portfolios.py,sha256=ECUAxE07KwmlHN1udMHVCmNDQrRcCbMfRQe8L3cHOX0,53111
 wbportfolio/tests/models/test_product_groups.py,sha256=AcdxhurV-n_bBuUsfD1GqVtwLFcs7VI2CRrwzsIUWbU,3337
 wbportfolio/tests/models/test_products.py,sha256=FkQLms3kXzyg6mNEEJcHUVKu8YbATY9l6lZyaRUnpjw,9314
 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=-yJ4j8NJTu2VWyhCq5BXGNND_925Ietoxx9k07SLVh0,21634
 wbportfolio/viewsets/transactions/transactions.py,sha256=ixDp-nsNA8t_A06rBCT19hOMJHy0iRmdz1XKdV1OwAs,4450
-wbportfolio-1.50.4.dist-info/METADATA,sha256=cfKIITTuvQ6HWvOoAKeVL76jQyLNAVVaxLlXmc17DRg,702
-wbportfolio-1.50.4.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.50.4.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.50.4.dist-info/RECORD,,
+wbportfolio-1.50.6.dist-info/METADATA,sha256=IzBOxYukspYaLc64HoG1si5Lq1Dgkfa1dHgbZ2DBeow,702
+wbportfolio-1.50.6.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.50.6.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.50.6.dist-info/RECORD,,