wbportfolio 1.50.8__tar.gz → 1.50.10__tar.gz

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.50.8
+Version: 1.50.10
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/assets.py

@@ -123,7 +123,7 @@ class DateFilterMixin:
 
 class AssetPositionFilter(wb_filters.FilterSet):
     date = wb_filters.DateFilter(
-        label="Date", lookup_expr="exact", field_name="date", default=get_latest_asset_position, required=True
+        label="Date", lookup_expr="exact", field_name="date", initial=get_latest_asset_position, required=True
     )
 
     underlying_instrument__is_cash = wb_filters.BooleanFilter(
@@ -178,7 +178,7 @@ class AssetPositionFilter(wb_filters.FilterSet):
         filter_params=get_asset_filter_param,
     )
     hide_empty_position = wb_filters.BooleanFilter(
-        default=False, method="boolean_hide_empty_position", label="Hide Empty Position"
+        initial=False, method="boolean_hide_empty_position", label="Hide Empty Position"
     )
 
     total_value_fx_usd = wb_filters.NumberFilter(label="Total Value ($)")
@@ -261,7 +261,7 @@ class AssetPositionFilter(wb_filters.FilterSet):
 
 class AssetPositionPortfolioFilter(AssetPositionFilter):
     portfolio_instrument = portfolio = None
-    aggregate = wb_filters.BooleanFilter(default=False, label="Aggregate", method="filter_aggregate")
+    aggregate = wb_filters.BooleanFilter(initial=False, required=True, label="Aggregate", method="filter_aggregate")
 
     def filter_aggregate(self, queryset, name, value):
         if value:
@@ -314,14 +314,14 @@ class AssetPositionInstrumentFilter(AssetPositionFilter):
         label="Date",
         lookup_expr="exact",
         field_name="date",
-        default=get_latest_asset_position,
+        initial=get_latest_asset_position,
         method="filter_date",
         required=True,
     )
     filter_last_positions = wb_filters.BooleanFilter(label="Fetch last position", method="fake_filter")
 
     hide_aggregated_position = wb_filters.BooleanFilter(
-        default=False, method="boolean_hide_aggregated_position", label="Hide Position from Aggregated Product"
+        initial=False, method="boolean_hide_aggregated_position", label="Hide Position from Aggregated Product"
     )
 
     def boolean_hide_aggregated_position(self, queryset, name, value):
@@ -368,7 +368,7 @@ class CashPositionPortfolioFilterSet(wb_filters.FilterSet):
     )
 
     date = wb_filters.DateFilter(
-        label="Date", lookup_expr="exact", field_name="date", default=get_latest_asset_position, required=True
+        label="Date", lookup_expr="exact", field_name="date", initial=get_latest_asset_position, required=True
     )
 
     class Meta:
@@ -394,14 +394,14 @@ class DistributionFilter(wb_filters.FilterSet):
         label="Date",
         lookup_expr="exact",
         field_name="date",
-        default=latest_portfolio_date_based_on_instrument,
+        initial=latest_portfolio_date_based_on_instrument,
         required=True,
     )
 
     group_by = wb_filters.ChoiceFilter(
         label="Group By",
         choices=AssetPositionGroupBy.choices(),
-        default=AssetPositionGroupBy.INDUSTRY.name,
+        initial=AssetPositionGroupBy.INDUSTRY.name,
         method="fake_filter",
         clearable=False,
         required=True,
@@ -414,13 +414,13 @@ class DistributionFilter(wb_filters.FilterSet):
         value_key=Portfolio.get_representation_value_key(),
         label_key=Portfolio.get_representation_label_key(),
         filter_params=get_portfolio_filter_params,
-        default=get_portfolio_default,
+        initial=get_portfolio_default,
         required=True,
         clearable=False,
     )
 
     group_by_classification_group = wb_filters.ModelChoiceFilter(
-        default=lambda k, v, f: get_default_classification_group().id,
+        initial=lambda k, v, f: get_default_classification_group().id,
         method=lambda queryset, label, value: queryset,
         label="Group by Classification Group",
         queryset=ClassificationGroup.objects.all(),
@@ -445,7 +445,7 @@ class ContributionChartFilter(wb_filters.FilterSet):
         label="Date Range",
         required=True,
         clearable=False,
-        default=current_financial_month,
+        initial=current_financial_month,
     )
     hedged_currency = wb_filters.ModelChoiceFilter(
         label="Hedged Currency",
@@ -454,7 +454,7 @@ class ContributionChartFilter(wb_filters.FilterSet):
         value_key=Currency.get_representation_value_key(),
         label_key=Currency.get_representation_label_key(),
         method=lambda queryset, label, value: queryset,
-        default=get_default_hedged_currency,
+        initial=get_default_hedged_currency,
     )
 
     class Meta:
@@ -463,7 +463,9 @@ class ContributionChartFilter(wb_filters.FilterSet):
 
 
 class CompositionContributionChartFilter(ContributionChartFilter):
-    show_lookthrough = wb_filters.BooleanFilter(label="Show Lookthrough", default=False, method="fake_filter")
+    show_lookthrough = wb_filters.BooleanFilter(
+        label="Show Lookthrough", initial=False, required=True, method="fake_filter"
+    )
 
 
 class AssetPositionUnderlyingInstrumentChartFilter(DateFilterMixin, wb_filters.FilterSet):
@@ -481,7 +483,7 @@ class AssetPositionUnderlyingInstrumentChartFilter(DateFilterMixin, wb_filters.F
 
 
 class CompositionModelPortfolioPandasFilter(PandasFilterSetMixin, wb_filters.FilterSet):
-    date = wb_filters.DateFilter(label="Date", lookup_expr="exact", default=get_latest_asset_position, required=True)
+    date = wb_filters.DateFilter(label="Date", lookup_expr="exact", initial=get_latest_asset_position, required=True)
 
     class Meta:
         model = AssetPosition

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/assets_and_net_new_money_progression.py

@@ -12,7 +12,7 @@ class AssetsAndNetNewMoneyProgressionFilterSet(filters.FilterSet):
         method=lambda queryset, label, value: queryset,
         required=True,
         clearable=False,
-        default=financial_year_to_date,
+        initial=financial_year_to_date,
     )
 
     product = filters.ModelChoiceFilter(

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/esg.py

@@ -8,12 +8,12 @@ from .assets import get_latest_asset_position
 
 class ESGMetricAggregationPortfolioPandasFilterSet(wb_filters.FilterSet):
     date = wb_filters.DateFilter(
-        label="Date", lookup_expr="exact", field_name="date", default=get_latest_asset_position, required=True
+        label="Date", lookup_expr="exact", field_name="date", initial=get_latest_asset_position, required=True
     )
 
     esg_aggregation = wb_filters.ChoiceFilter(
         choices=ESGAggregation.choices(),
-        default=ESGAggregation.GHG_EMISSIONS_SCOPE_1.name,
+        initial=ESGAggregation.GHG_EMISSIONS_SCOPE_1.name,
         required=True,
         method="fake_filter",
     )

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/performances.py

@@ -21,20 +21,20 @@ class PerformancePandasFilter(PandasFilterSetMixin, BaseProductFilterSet):
         AUM = "AUM", "AUM"
         PRICE = "PRICE", "Price"
 
-    is_forex_fix = wb_filters.BooleanFilter(label="Fix Forex rate", method="fake_filter", default=False)
+    is_forex_fix = wb_filters.BooleanFilter(label="Fix Forex rate", method="fake_filter", initial=False, required=True)
 
     date = wb_filters.FinancialPerformanceDateRangeFilter(
         label="Date Range",
         method=lambda queryset, label, value: queryset,
         required=True,
         clearable=False,
-        default=current_financial_month,
+        initial=current_financial_month,
     )
 
     performance_by = wb_filters.ChoiceFilter(
         label="Performance By",
         choices=PerformanceBy.choices,
-        default=PerformanceBy.PRICE.name,
+        initial=PerformanceBy.PRICE.name,
         method="fake_filter",
         clearable=False,
         required=True,
@@ -91,7 +91,7 @@ class PerformancePandasFilter(PandasFilterSetMixin, BaseProductFilterSet):
 
 
 class ProductPerformanceNetNewMoneyFilter(PandasFilterSetMixin, BaseProductFilterSet):
-    is_active = wb_filters.BooleanFilter(label="Is Active", method="filter_active_products", default=True)
+    is_active = wb_filters.BooleanFilter(label="Is Active", method="filter_active_products", initial=True)
     net_negative_money__gte = wb_filters.NumberFilter(
         label="Net Negative money", lookup_expr="gte", field_name="net_negative_money"
     )
@@ -126,7 +126,7 @@ class ProductPerformanceNetNewMoneyFilter(PandasFilterSetMixin, BaseProductFilte
         method=lambda queryset, label, value: queryset,
         required=True,
         clearable=False,
-        default=last_period_date_range,
+        initial=last_period_date_range,
     )
 
     def filter_active_products(self, queryset, name, value):
@@ -164,7 +164,7 @@ class PerformanceComparisonFilter(PandasFilterSetMixin, BaseProductFilterSet):
         method="fake_filter",
     )
     compare_primary_benchmark = wb_filters.BooleanFilter(
-        default=False, label="Compare against primary benchmark", method="fake_filter"
+        initial=False, label="Compare against primary benchmark", method="fake_filter"
     )
 
     class Meta:

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/portfolios.py

@@ -6,7 +6,7 @@ from wbportfolio.models import Portfolio
 
 
 class PortfolioFilterSet(wb_filters.FilterSet):
-    is_tracked = wb_filters.BooleanFilter(default=True, label="Is tracked")
+    is_tracked = wb_filters.BooleanFilter(initial=True, label="Is tracked")
     instrument = wb_filters.ModelChoiceFilter(
         label="Instrument",
         queryset=Instrument.objects.all(),
@@ -37,7 +37,7 @@ class PortfolioFilterSet(wb_filters.FilterSet):
 
 
 class PortfolioTreeGraphChartFilterSet(wb_filters.FilterSet):
-    date = wb_filters.DateFilter(method="fake_filter", default=get_latest_asset_position, required=True)
+    date = wb_filters.DateFilter(method="fake_filter", initial=get_latest_asset_position, required=True)
 
     class Meta:
         model = Portfolio

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/positions.py

@@ -80,20 +80,20 @@ class AssetPositionPandasFilter(DateFilterMixin, PandasFilterSetMixin, wb_filter
         label="Date Range",
         required=True,
         clearable=False,
-        default=current_financial_month,
+        initial=current_financial_month,
     )
 
     group_by = wb_filters.ChoiceFilter(
         label="Group By",
         choices=GroupbyChoice.choices,
-        default=GroupbyChoice.UNDERLYING_INSTRUMENT,
+        initial=GroupbyChoice.UNDERLYING_INSTRUMENT,
         method="fake_filter",
         clearable=False,
         required=True,
     )
 
     groupby_classification_height = wb_filters.NumberFilter(
-        method="fake_filter", label="Classification Height (groupby)", default=0, clearable=False, required=True
+        method="fake_filter", label="Classification Height (groupby)", initial=0, clearable=False, required=True
     )
 
     class Meta:
@@ -168,17 +168,17 @@ class AggregatedAssetPositionLiquidityFilter(PandasFilterSetMixin, wb_filters.Fi
     historic_date = wb_filters.DateFilter(
         label="Historic Date",
         method=lambda queryset, label, value: queryset,
-        default=get_latest_date_based_on_multiple_models,
+        initial=get_latest_date_based_on_multiple_models,
         required=True,
     )
     compared_date = wb_filters.DateFilter(
         label="Compared Date",
         method=lambda queryset, label, value: queryset,
-        default=get_latest_end_quarter_date_asset_position,
+        initial=get_latest_end_quarter_date_asset_position,
         required=True,
     )
     bigger_than_x = wb_filters.NumberFilter(
-        label="Bigger Than..", method=lambda queryset, label, value: queryset, default=1.00, required=True, precision=2
+        label="Bigger Than..", method=lambda queryset, label, value: queryset, initial=1.00, required=True, precision=2
     )
 
     class Meta:

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/products.py

@@ -42,7 +42,7 @@ class BaseProductFilterSet(InstrumentFilterSet):
         label_key=ProductGroup.get_representation_label_key(),
     )
     is_invested = wb_filters.BooleanFilter(label="Invested")
-    is_active = wb_filters.BooleanFilter(label="Only Active", method="filter_is_active", default=True)
+    is_active = wb_filters.BooleanFilter(label="Only Active", method="filter_is_active", initial=True)
 
     class Meta:
         model = Product
@@ -141,7 +141,7 @@ class ProductFeeFilter(BaseProductFilterSet):
         method=lambda queryset, label, value: queryset,
         required=True,
         clearable=False,
-        default=last_period_date_range(),
+        initial=last_period_date_range(),
     )
 
     def filter_active_products(self, queryset, name, value):

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/roles.py

@@ -6,7 +6,7 @@ from wbportfolio.models import PortfolioRole
 
 
 class PortfolioRoleFilterSet(wb_filters.FilterSet):
-    is_active = wb_filters.BooleanFilter(method="filter_is_active", default=True, label="Is Active")
+    is_active = wb_filters.BooleanFilter(method="filter_is_active", initial=True, label="Is Active")
 
     def filter_is_active(self, queryset, name, value):
         if value is True:

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/signals.py

@@ -68,6 +68,6 @@ def add_classification_instrument_filter(sender, request=None, *args, **kwargs):
 
     return {
         "only_invested": wb_filters.BooleanFilter(
-            method=_filter_invested, label="Invested Instruments (last date)", default=False
+            method=_filter_invested, label="Invested Instruments (last date)", initial=False
         )
     }

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/transactions/claim.py

@@ -231,7 +231,7 @@ class ClaimGroupByFilter(CommissionBaseFilterSet):
     group_by = wb_filters.ChoiceFilter(
         label="Group By",
         choices=ClaimGroupbyChoice.choices(),
-        default=ClaimGroupbyChoice.PRODUCT.name,
+        initial=ClaimGroupbyChoice.PRODUCT.name,
         method=lambda queryset, label, value: queryset,
         required=True,
         clearable=False,
@@ -242,11 +242,11 @@ class ClaimGroupByFilter(CommissionBaseFilterSet):
         method=lambda queryset, label, value: queryset,
         required=True,
         clearable=False,
-        default=year_to_date_range,
+        initial=year_to_date_range,
     )
 
     groupby_classification_group = wb_filters.ModelChoiceFilter(
-        default=lambda k, v, f: get_default_classification_group().id,
+        initial=lambda k, v, f: get_default_classification_group().id,
         method=lambda queryset, label, value: queryset,
         label="Group by Classification Group",
         queryset=ClassificationGroup.objects.all(),
@@ -324,7 +324,8 @@ class ConsolidatedTradeSummaryTableFilterSet(PandasFilterSetMixin, ClaimGroupByF
 class DistributionNNMChartFilter(ClaimGroupByFilter):
     percent = wb_filters.BooleanFilter(
         method="fake_filter",
-        default=False,
+        initial=False,
+        required=True,
         help_text="True if the value are displayed in percentage of the initial total AUM",
         label="Show percentage",
     )
@@ -338,10 +339,10 @@ class CumulativeNNMChartFilter(ClaimGroupByFilter):
     groupby_classification_group = group_by = None
 
     hide_projected_monthly_nnm_target = wb_filters.BooleanFilter(
-        default=True, label="Hide Target line", method=lambda queryset, label, value: queryset
+        initial=True, required=True, label="Hide Target line", method=lambda queryset, label, value: queryset
     )
     projected_monthly_nnm_target = wb_filters.NumberFilter(
-        default=lambda k, v, f: get_monthly_nnm_target(),
+        initial=lambda k, v, f: get_monthly_nnm_target(),
         method=lambda queryset, label, value: queryset,
         label="Projected Monthly NNM Target",
     )
@@ -369,7 +370,7 @@ class ProfitAndLossPandasFilter(PandasFilterSetMixin, ClaimFilter):
         method=lambda queryset, label, value: queryset,
         required=True,
         clearable=False,
-        default=current_financial_quarter,
+        initial=current_financial_quarter,
     )
 
     class Meta:
@@ -426,7 +427,7 @@ class NegativeTermimalAccountPerProductFilterSet(wb_filters.FilterSet):
     sum_shares__lte = wb_filters.NumberFilter(lookup_expr="lte", field_name="sum_shares", label="Total Shares")
 
     only_approved = wb_filters.BooleanFilter(
-        default=False, label="Only Approved claims", method="filter_only_approve_claims"
+        initial=False, label="Only Approved claims", method="filter_only_approve_claims"
     )
 
     def filter_only_approve_claims(self, queryset, name, value):

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/transactions/fees.py

@@ -18,7 +18,8 @@ class FeesFilter(TransactionFilterSet):
     fee_date = wb_filters.DateRangeFilter(
         method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
-        default=get_transaction_default_date_range,
+        initial=get_transaction_default_date_range,
+        required=True,
     )
     total_value_usd__gte = total_value_usd__lte = transaction_underlying_type = transaction_date = None
 
@@ -59,7 +60,7 @@ class FeesAggregatedFilter(PandasFilterSetMixin, wb_filters.FilterSet):
         method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         required=True,
         clearable=False,
-        default=current_quarter_date_range,
+        initial=current_quarter_date_range,
     )
 
     class Meta:

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/transactions/trades.py

@@ -71,7 +71,7 @@ class TradeFilter(OppositeSharesFieldMethodMixin, TransactionFilterSet):
     # )
     total_value_usd__gte = total_value_usd__lte = transaction_underlying_type = None
     marked_for_deletion = wb_filters.BooleanFilter(
-        label="Marked For Deletion", default=False, field_name="marked_for_deletion", lookup_expr="exact"
+        label="Marked For Deletion", initial=False, field_name="marked_for_deletion", lookup_expr="exact"
     )
     pivot_date = wb_filters.DateFilter(hidden=True, method="filter_pivot_date")
 

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/filters/transactions/transactions.py

@@ -47,7 +47,7 @@ class TransactionFilterSet(wb_filters.FilterSet):
     transaction_date = wb_filters.DateRangeFilter(
         method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
-        default=get_transaction_default_date_range,
+        initial=get_transaction_default_date_range,
     )
 
     portfolio = wb_filters.ModelChoiceFilter(
@@ -94,6 +94,6 @@ class TransactionPortfolioFilterSet(TransactionFilterSet):
         label="Transaction Date",
         lookup_expr="exact",
         field_name="transaction_date",
-        default=get_transaction_lte_default,
+        initial=get_transaction_lte_default,
         required=True,
     )

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/models/llm/wbcrm/analyze_relationship.py

@@ -1,5 +1,4 @@
-import json
-from typing import TYPE_CHECKING
+from typing import TYPE_CHECKING, Any
 
 from django.db.models import F, FloatField, Sum
 from django.db.models.functions import Cast, ExtractYear
@@ -11,7 +10,7 @@ if TYPE_CHECKING:
     from wbcrm.models import Account
 
 
-def get_holding_prompt(account: "Account") -> list["BaseMessage"]:
+def get_holding_prompt(account: "Account") -> tuple[list["BaseMessage"], dict[str, Any]]:
     from wbportfolio.models import Product
     from wbportfolio.models.transactions.claim import Claim
 
@@ -23,19 +22,21 @@ def get_holding_prompt(account: "Account") -> list["BaseMessage"]:
 
     performances = {}
     for product_id, product_name in products:
-        performances[product_name] = Instrument.extract_annual_performance_df(
-            Product.objects.get(id=product_id).get_prices_df()
-        ).to_dict()
+        performances[product_name] = (
+            Instrument.extract_annual_performance_df(Product.objects.get(id=product_id).get_prices_df())
+            .set_index("year")["performance"]
+            .to_dict()
+        )
 
     return [
         SystemMessage(
             "The following products are held by the account holder. Analyze their performances and check correlations between the holdings and their performances/interactions."
         ),
-        HumanMessage(json.dumps(performances)),
-    ]
+        HumanMessage("Performances per product ISIN per year: {performances}"),
+    ], {"performances": performances}
 
 
-def get_performances_prompt(account: "Account") -> list["BaseMessage"]:
+def get_performances_prompt(account: "Account") -> tuple[list["BaseMessage"], dict[str, Any]]:
     from wbportfolio.models.transactions.claim import Claim
 
     holdings = (
@@ -48,11 +49,11 @@ def get_performances_prompt(account: "Account") -> list["BaseMessage"]:
             product_isin=F("product__isin"),
         )
         .values("product_name", "product_isin", "sum_shares", "year")
-    )
+    ).order_by("year", "product")
 
     return [
         SystemMessage(
             "The following holdings (subscriptions/redemptions) have been found for this account. Please include this data in the analysis and check if there is any correlation between the holding data and the interactions."
         ),
-        HumanMessage(json.dumps(list(holdings.order_by("year", "product")))),
-    ]
+        HumanMessage("List of holdings for the account: {holdings}"),
+    ], {"holdings": list(holdings)}

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/models/products.py

@@ -34,11 +34,11 @@ from wbcrm.models.accounts import Account
 from wbfdm.models.instruments.instrument_prices import InstrumentPrice
 from wbfdm.models.instruments.instruments import InstrumentManager, InstrumentType
 
-from wbportfolio.models.llm.wbcrm.analyze_relationship import get_holding_prompt
 from wbportfolio.models.portfolio_relationship import InstrumentPortfolioThroughModel
 
 from ..preferences import get_product_termination_notice_period
 from . import PortfolioRole
+from .llm.wbcrm.analyze_relationship import get_holding_prompt
 from .mixins.instruments import PMSInstrument, PMSInstrumentAbstractModel
 
 

{wbportfolio-1.50.8 → wbportfolio-1.50.10}/wbportfolio/models/transactions/claim.py

@@ -35,9 +35,8 @@ from wbcrm.models import AccountRole
 from wbcrm.models.accounts import Account
 from wbfdm.models.instruments.instrument_prices import InstrumentPrice
 
-from wbportfolio.models.llm.wbcrm.analyze_relationship import get_performances_prompt
-
 from ..custodians import Custodian
+from ..llm.wbcrm.analyze_relationship import get_performances_prompt
 from ..roles import PortfolioRole
 from .trades import Trade