wbportfolio 1.52.0__py2.py3-none-any.whl → 1.59.4__py2.py3-none-any.whl

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Files changed (273) hide show
  1. wbportfolio/admin/__init__.py +3 -1
  2. wbportfolio/admin/indexes.py +1 -1
  3. wbportfolio/admin/orders/__init__.py +2 -0
  4. wbportfolio/admin/orders/order_proposals.py +16 -0
  5. wbportfolio/admin/orders/orders.py +32 -0
  6. wbportfolio/admin/portfolio.py +11 -5
  7. wbportfolio/admin/product_groups.py +1 -1
  8. wbportfolio/admin/products.py +2 -1
  9. wbportfolio/admin/{transactions/rebalancing.py → rebalancing.py} +1 -1
  10. wbportfolio/admin/transactions/__init__.py +0 -2
  11. wbportfolio/admin/transactions/dividends.py +40 -4
  12. wbportfolio/admin/transactions/fees.py +24 -14
  13. wbportfolio/admin/transactions/trades.py +34 -27
  14. wbportfolio/analysis/claims.py +5 -6
  15. wbportfolio/api_clients/ubs.py +162 -0
  16. wbportfolio/constants.py +1 -0
  17. wbportfolio/contrib/company_portfolio/configs/display.py +22 -10
  18. wbportfolio/contrib/company_portfolio/configs/previews.py +3 -3
  19. wbportfolio/contrib/company_portfolio/filters.py +10 -10
  20. wbportfolio/contrib/company_portfolio/models.py +69 -39
  21. wbportfolio/contrib/company_portfolio/scripts.py +7 -2
  22. wbportfolio/contrib/company_portfolio/serializers.py +32 -22
  23. wbportfolio/contrib/company_portfolio/tasks.py +12 -1
  24. wbportfolio/contrib/company_portfolio/tests/conftest.py +2 -2
  25. wbportfolio/defaults/fees/default.py +7 -15
  26. wbportfolio/factories/__init__.py +2 -2
  27. wbportfolio/factories/assets.py +1 -1
  28. wbportfolio/factories/dividends.py +8 -3
  29. wbportfolio/factories/fees.py +8 -4
  30. wbportfolio/factories/orders/__init__.py +2 -0
  31. wbportfolio/factories/orders/order_proposals.py +21 -0
  32. wbportfolio/factories/orders/orders.py +34 -0
  33. wbportfolio/factories/portfolios.py +2 -1
  34. wbportfolio/factories/product_groups.py +3 -3
  35. wbportfolio/factories/products.py +3 -3
  36. wbportfolio/factories/rebalancing.py +1 -1
  37. wbportfolio/factories/trades.py +12 -16
  38. wbportfolio/filters/assets.py +18 -4
  39. wbportfolio/filters/orders/__init__.py +2 -0
  40. wbportfolio/filters/orders/order_proposals.py +55 -0
  41. wbportfolio/filters/orders/orders.py +11 -0
  42. wbportfolio/filters/portfolios.py +38 -1
  43. wbportfolio/filters/positions.py +0 -1
  44. wbportfolio/filters/transactions/__init__.py +1 -2
  45. wbportfolio/filters/transactions/fees.py +5 -12
  46. wbportfolio/filters/transactions/trades.py +16 -8
  47. wbportfolio/filters/transactions/utils.py +42 -0
  48. wbportfolio/import_export/backends/ubs/__init__.py +1 -0
  49. wbportfolio/import_export/backends/ubs/asset_position.py +6 -7
  50. wbportfolio/import_export/backends/ubs/fees.py +10 -20
  51. wbportfolio/import_export/backends/ubs/instrument_price.py +6 -6
  52. wbportfolio/import_export/backends/ubs/trade.py +48 -0
  53. wbportfolio/import_export/backends/utils.py +0 -17
  54. wbportfolio/import_export/handlers/asset_position.py +22 -10
  55. wbportfolio/import_export/handlers/dividend.py +8 -8
  56. wbportfolio/import_export/handlers/fees.py +13 -23
  57. wbportfolio/import_export/handlers/orders.py +71 -0
  58. wbportfolio/import_export/handlers/trade.py +53 -77
  59. wbportfolio/import_export/parsers/default_mapping.py +1 -1
  60. wbportfolio/import_export/parsers/jpmorgan/customer_trade.py +2 -2
  61. wbportfolio/import_export/parsers/jpmorgan/fees.py +4 -4
  62. wbportfolio/import_export/parsers/jpmorgan/strategy.py +59 -85
  63. wbportfolio/import_export/parsers/jpmorgan/valuation.py +2 -2
  64. wbportfolio/import_export/parsers/leonteq/customer_trade.py +5 -5
  65. wbportfolio/import_export/parsers/leonteq/fees.py +11 -7
  66. wbportfolio/import_export/parsers/leonteq/trade.py +2 -6
  67. wbportfolio/import_export/parsers/natixis/d1_fees.py +2 -2
  68. wbportfolio/import_export/parsers/natixis/dividend.py +4 -9
  69. wbportfolio/import_export/parsers/natixis/equity.py +22 -4
  70. wbportfolio/import_export/parsers/natixis/fees.py +7 -9
  71. wbportfolio/import_export/parsers/natixis/utils.py +13 -19
  72. wbportfolio/import_export/parsers/sg_lux/customer_trade_pending_slk.py +1 -1
  73. wbportfolio/import_export/parsers/sg_lux/equity.py +10 -10
  74. wbportfolio/import_export/parsers/sg_lux/fees.py +2 -2
  75. wbportfolio/import_export/parsers/sg_lux/perf_fees.py +2 -2
  76. wbportfolio/import_export/parsers/sg_lux/sylk.py +12 -11
  77. wbportfolio/import_export/parsers/sg_lux/utils.py +2 -2
  78. wbportfolio/import_export/parsers/sg_lux/valuation.py +4 -2
  79. wbportfolio/import_export/parsers/societe_generale/strategy.py +5 -5
  80. wbportfolio/import_export/parsers/tellco/customer_trade.py +2 -1
  81. wbportfolio/import_export/parsers/tellco/valuation.py +4 -3
  82. wbportfolio/import_export/parsers/ubs/api/fees.py +2 -2
  83. wbportfolio/import_export/parsers/ubs/api/trade.py +39 -0
  84. wbportfolio/import_export/parsers/ubs/customer_trade.py +7 -5
  85. wbportfolio/import_export/parsers/ubs/equity.py +3 -2
  86. wbportfolio/import_export/parsers/ubs/valuation.py +2 -1
  87. wbportfolio/import_export/parsers/vontobel/customer_trade.py +2 -3
  88. wbportfolio/import_export/parsers/vontobel/historical_customer_trade.py +0 -1
  89. wbportfolio/import_export/parsers/vontobel/management_fees.py +12 -20
  90. wbportfolio/import_export/parsers/vontobel/performance_fees.py +5 -8
  91. wbportfolio/import_export/parsers/vontobel/valuation_api.py +4 -1
  92. wbportfolio/import_export/resources/trades.py +3 -3
  93. wbportfolio/import_export/utils.py +3 -1
  94. wbportfolio/jinja2/wbportfolio/sql/aum_nnm.sql +2 -2
  95. wbportfolio/metric/backends/base.py +2 -2
  96. wbportfolio/migrations/0059_fees_unique_fees.py +1 -1
  97. wbportfolio/migrations/0077_remove_transaction_currency_and_more.py +622 -0
  98. wbportfolio/migrations/0078_trade_drift_factor.py +26 -0
  99. wbportfolio/migrations/0079_alter_trade_drift_factor.py +19 -0
  100. wbportfolio/migrations/0080_alter_trade_drift_factor_alter_trade_weighting.py +19 -0
  101. wbportfolio/migrations/0081_alter_trade_drift_factor.py +19 -0
  102. wbportfolio/migrations/0082_remove_tradeproposal_creator_and_more.py +93 -0
  103. wbportfolio/migrations/0083_order_alter_trade_options_and_more.py +181 -0
  104. wbportfolio/migrations/0084_orderproposal_min_order_value.py +25 -0
  105. wbportfolio/migrations/0085_order_desired_target_weight.py +26 -0
  106. wbportfolio/migrations/0086_orderproposal_total_cash_weight.py +19 -0
  107. wbportfolio/migrations/0087_product_order_routing_custodian_adapter.py +94 -0
  108. wbportfolio/migrations/0088_orderproposal_total_effective_portfolio_contribution.py +19 -0
  109. wbportfolio/migrations/0089_orderproposal_min_weighting.py +71 -0
  110. wbportfolio/migrations/0090_dividendtransaction_price_fx_portfolio_and_more.py +44 -0
  111. wbportfolio/migrations/0091_remove_order_execution_confirmed_and_more.py +32 -0
  112. wbportfolio/migrations/0092_order_quantization_error_alter_orderproposal_status.py +49 -0
  113. wbportfolio/migrations/0093_remove_portfolioportfoliothroughmodel_unique_primary_and_more.py +35 -0
  114. wbportfolio/models/__init__.py +2 -0
  115. wbportfolio/models/adjustments.py +1 -1
  116. wbportfolio/models/asset.py +28 -170
  117. wbportfolio/models/builder.py +323 -0
  118. wbportfolio/models/custodians.py +3 -3
  119. wbportfolio/models/exceptions.py +1 -1
  120. wbportfolio/models/graphs/portfolio.py +1 -1
  121. wbportfolio/models/graphs/utils.py +11 -11
  122. wbportfolio/models/mixins/instruments.py +7 -0
  123. wbportfolio/models/mixins/liquidity_stress_test.py +4 -4
  124. wbportfolio/models/orders/__init__.py +2 -0
  125. wbportfolio/models/orders/order_proposals.py +1414 -0
  126. wbportfolio/models/orders/orders.py +410 -0
  127. wbportfolio/models/portfolio.py +311 -289
  128. wbportfolio/models/portfolio_relationship.py +6 -0
  129. wbportfolio/models/products.py +12 -0
  130. wbportfolio/models/{transactions/rebalancing.py → rebalancing.py} +40 -27
  131. wbportfolio/models/roles.py +4 -10
  132. wbportfolio/models/transactions/__init__.py +0 -4
  133. wbportfolio/models/transactions/claim.py +7 -6
  134. wbportfolio/models/transactions/dividends.py +42 -5
  135. wbportfolio/models/transactions/fees.py +55 -22
  136. wbportfolio/models/transactions/trades.py +121 -442
  137. wbportfolio/models/transactions/transactions.py +78 -158
  138. wbportfolio/models/utils.py +100 -1
  139. wbportfolio/order_routing/__init__.py +35 -0
  140. wbportfolio/order_routing/adapters/__init__.py +65 -0
  141. wbportfolio/order_routing/adapters/ubs.py +195 -0
  142. wbportfolio/order_routing/router.py +33 -0
  143. wbportfolio/order_routing/tests/__init__.py +0 -0
  144. wbportfolio/order_routing/tests/test_router.py +110 -0
  145. wbportfolio/permissions.py +7 -0
  146. wbportfolio/pms/analytics/portfolio.py +17 -9
  147. wbportfolio/pms/analytics/utils.py +9 -0
  148. wbportfolio/pms/trading/__init__.py +0 -1
  149. wbportfolio/pms/trading/optimizer.py +61 -0
  150. wbportfolio/pms/typing.py +198 -63
  151. wbportfolio/rebalancing/base.py +12 -1
  152. wbportfolio/rebalancing/decorators.py +1 -1
  153. wbportfolio/rebalancing/models/composite.py +4 -8
  154. wbportfolio/rebalancing/models/equally_weighted.py +13 -11
  155. wbportfolio/rebalancing/models/market_capitalization_weighted.py +21 -14
  156. wbportfolio/rebalancing/models/model_portfolio.py +14 -18
  157. wbportfolio/risk_management/backends/__init__.py +1 -0
  158. wbportfolio/risk_management/backends/controversy_portfolio.py +2 -2
  159. wbportfolio/risk_management/backends/esg_aggregation_portfolio.py +64 -0
  160. wbportfolio/risk_management/backends/exposure_portfolio.py +4 -4
  161. wbportfolio/risk_management/backends/instrument_list_portfolio.py +3 -3
  162. wbportfolio/risk_management/tests/test_esg_aggregation_portfolio.py +49 -0
  163. wbportfolio/risk_management/tests/test_exposure_portfolio.py +1 -1
  164. wbportfolio/risk_management/tests/test_stop_loss_instrument.py +2 -2
  165. wbportfolio/risk_management/tests/test_stop_loss_portfolio.py +1 -1
  166. wbportfolio/serializers/__init__.py +1 -0
  167. wbportfolio/serializers/orders/__init__.py +2 -0
  168. wbportfolio/serializers/orders/order_proposals.py +115 -0
  169. wbportfolio/serializers/orders/orders.py +283 -0
  170. wbportfolio/serializers/portfolios.py +7 -7
  171. wbportfolio/serializers/positions.py +2 -2
  172. wbportfolio/serializers/rebalancing.py +1 -1
  173. wbportfolio/serializers/signals.py +9 -12
  174. wbportfolio/serializers/transactions/__init__.py +1 -10
  175. wbportfolio/serializers/transactions/claim.py +2 -2
  176. wbportfolio/serializers/transactions/dividends.py +37 -9
  177. wbportfolio/serializers/transactions/fees.py +39 -10
  178. wbportfolio/serializers/transactions/trades.py +55 -157
  179. wbportfolio/tasks.py +43 -5
  180. wbportfolio/tests/analysis/__init__.py +0 -0
  181. wbportfolio/tests/analysis/test_claims.py +85 -0
  182. wbportfolio/tests/conftest.py +12 -12
  183. wbportfolio/tests/models/orders/__init__.py +0 -0
  184. wbportfolio/tests/models/orders/test_order_proposals.py +1046 -0
  185. wbportfolio/tests/models/test_assets.py +7 -3
  186. wbportfolio/tests/models/test_imports.py +9 -13
  187. wbportfolio/tests/models/test_portfolios.py +102 -95
  188. wbportfolio/tests/models/test_products.py +11 -0
  189. wbportfolio/tests/models/test_splits.py +1 -6
  190. wbportfolio/tests/models/test_utils.py +140 -0
  191. wbportfolio/tests/models/transactions/test_fees.py +7 -13
  192. wbportfolio/tests/models/transactions/test_rebalancing.py +5 -5
  193. wbportfolio/tests/models/transactions/test_trades.py +0 -20
  194. wbportfolio/tests/pms/test_analytics.py +22 -3
  195. wbportfolio/tests/rebalancing/test_models.py +51 -57
  196. wbportfolio/tests/signals.py +10 -20
  197. wbportfolio/tests/tests.py +3 -1
  198. wbportfolio/tests/viewsets/test_products.py +1 -0
  199. wbportfolio/urls.py +10 -13
  200. wbportfolio/viewsets/__init__.py +9 -4
  201. wbportfolio/viewsets/assets.py +3 -204
  202. wbportfolio/viewsets/charts/__init__.py +6 -1
  203. wbportfolio/viewsets/charts/assets.py +344 -154
  204. wbportfolio/viewsets/configs/buttons/__init__.py +2 -2
  205. wbportfolio/viewsets/configs/buttons/assets.py +1 -1
  206. wbportfolio/viewsets/configs/buttons/mixins.py +4 -4
  207. wbportfolio/viewsets/configs/buttons/portfolios.py +45 -1
  208. wbportfolio/viewsets/configs/buttons/products.py +32 -2
  209. wbportfolio/viewsets/configs/display/__init__.py +2 -5
  210. wbportfolio/viewsets/configs/display/assets.py +6 -19
  211. wbportfolio/viewsets/configs/display/fees.py +3 -3
  212. wbportfolio/viewsets/configs/display/portfolios.py +5 -5
  213. wbportfolio/viewsets/configs/display/products.py +1 -1
  214. wbportfolio/viewsets/configs/display/rebalancing.py +2 -2
  215. wbportfolio/viewsets/configs/display/reconciliations.py +4 -4
  216. wbportfolio/viewsets/configs/display/trades.py +1 -189
  217. wbportfolio/viewsets/configs/endpoints/__init__.py +3 -7
  218. wbportfolio/viewsets/configs/endpoints/fees.py +2 -2
  219. wbportfolio/viewsets/configs/endpoints/trades.py +0 -41
  220. wbportfolio/viewsets/configs/menu/__init__.py +1 -1
  221. wbportfolio/viewsets/configs/menu/orders.py +11 -0
  222. wbportfolio/viewsets/configs/titles/__init__.py +2 -3
  223. wbportfolio/viewsets/configs/titles/fees.py +4 -8
  224. wbportfolio/viewsets/esg.py +3 -5
  225. wbportfolio/viewsets/mixins.py +5 -1
  226. wbportfolio/viewsets/orders/__init__.py +6 -0
  227. wbportfolio/viewsets/orders/configs/__init__.py +4 -0
  228. wbportfolio/viewsets/orders/configs/buttons/__init__.py +2 -0
  229. wbportfolio/viewsets/orders/configs/buttons/order_proposals.py +188 -0
  230. wbportfolio/viewsets/orders/configs/buttons/orders.py +113 -0
  231. wbportfolio/viewsets/orders/configs/displays/__init__.py +2 -0
  232. wbportfolio/viewsets/orders/configs/displays/order_proposals.py +157 -0
  233. wbportfolio/viewsets/orders/configs/displays/orders.py +232 -0
  234. wbportfolio/viewsets/orders/configs/endpoints/__init__.py +2 -0
  235. wbportfolio/viewsets/orders/configs/endpoints/order_proposals.py +21 -0
  236. wbportfolio/viewsets/orders/configs/endpoints/orders.py +28 -0
  237. wbportfolio/viewsets/orders/configs/titles/__init__.py +0 -0
  238. wbportfolio/viewsets/orders/configs/titles/orders.py +0 -0
  239. wbportfolio/viewsets/orders/order_proposals.py +252 -0
  240. wbportfolio/viewsets/orders/orders.py +277 -0
  241. wbportfolio/viewsets/portfolios.py +36 -12
  242. wbportfolio/viewsets/positions.py +3 -2
  243. wbportfolio/viewsets/products.py +6 -6
  244. wbportfolio/viewsets/{transactions/rebalancing.py → rebalancing.py} +2 -2
  245. wbportfolio/viewsets/transactions/__init__.py +3 -14
  246. wbportfolio/viewsets/transactions/fees.py +22 -22
  247. wbportfolio/viewsets/transactions/trades.py +1 -180
  248. {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/METADATA +3 -1
  249. {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/RECORD +252 -203
  250. {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/WHEEL +1 -1
  251. wbportfolio/admin/transactions/transactions.py +0 -38
  252. wbportfolio/factories/transactions.py +0 -22
  253. wbportfolio/fdm/tasks.py +0 -13
  254. wbportfolio/filters/transactions/transactions.py +0 -99
  255. wbportfolio/models/transactions/expiry.py +0 -7
  256. wbportfolio/models/transactions/trade_proposals.py +0 -704
  257. wbportfolio/pms/trading/handler.py +0 -161
  258. wbportfolio/serializers/transactions/expiry.py +0 -18
  259. wbportfolio/serializers/transactions/trade_proposals.py +0 -76
  260. wbportfolio/serializers/transactions/transactions.py +0 -85
  261. wbportfolio/tests/models/transactions/test_trade_proposals.py +0 -410
  262. wbportfolio/viewsets/configs/buttons/trade_proposals.py +0 -66
  263. wbportfolio/viewsets/configs/display/trade_proposals.py +0 -100
  264. wbportfolio/viewsets/configs/display/transactions.py +0 -55
  265. wbportfolio/viewsets/configs/endpoints/trade_proposals.py +0 -18
  266. wbportfolio/viewsets/configs/endpoints/transactions.py +0 -14
  267. wbportfolio/viewsets/configs/menu/transactions.py +0 -9
  268. wbportfolio/viewsets/configs/titles/transactions.py +0 -9
  269. wbportfolio/viewsets/signals.py +0 -43
  270. wbportfolio/viewsets/transactions/trade_proposals.py +0 -139
  271. wbportfolio/viewsets/transactions/transactions.py +0 -122
  272. /wbportfolio/{fdm → api_clients}/__init__.py +0 -0
  273. {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/licenses/LICENSE +0 -0
wbportfolio/tests/conftest.py CHANGED
@@ -1,7 +1,4 @@
1
- from datetime import date
2
-
3
- from faker import Faker
4
- from pandas.tseries.offsets import BDay
1
+ from pytest_factoryboy import register
5
2
  from wbcompliance.factories.risk_management import (
6
3
  RiskRuleFactory,
7
4
  RuleBackendFactory,
@@ -10,6 +7,7 @@ from wbcompliance.factories.risk_management import (
10
7
  from wbcore.contrib.authentication.factories import (
11
8
  InternalUserFactory,
12
9
  SuperUserFactory,
10
+ UserFactory
13
11
  )
14
12
  from wbcore.contrib.currency.factories import CurrencyFactory, CurrencyFXRatesFactory
15
13
  from wbcore.contrib.directory.factories.entries import (
@@ -66,17 +64,15 @@ from wbportfolio.factories import (
66
64
  ProductGroupRepresentantFactory,
67
65
  ProductPortfolioRoleFactory,
68
66
  TradeFactory,
69
- TradeProposalFactory,
67
+ OrderFactory,
68
+ OrderProposalFactory,
70
69
  WhiteLabelProductFactory,
71
70
  RebalancerFactory,
72
71
  RebalancingModelFactory
73
72
  )
74
-
73
+ from wbreport.factories import ReportFactory, ReportAssetFactory, ReportVersionFactory, ReportClassFactory, ReportCategoryFactory
75
74
  from wbcore.tests.conftest import * # isort:skip
76
75
 
77
-
78
- fake = Faker()
79
-
80
76
  register(AccountFactory)
81
77
  register(AccountWithOwnerFactory)
82
78
  register(AccountRoleFactory)
@@ -97,7 +93,8 @@ register(ModelPortfolioFactory)
97
93
  register(ModelPortfolioWithBaseProductFactory, "model_portfolio_with_base_product")
98
94
  register(TradeFactory)
99
95
  register(CustomerTradeFactory)
100
- register(TradeProposalFactory)
96
+ register(OrderProposalFactory)
97
+ register(OrderFactory)
101
98
  register(DividendTransactionsFactory)
102
99
  register(FeesFactory)
103
100
  register(WhiteLabelProductFactory, "white_label_product")
@@ -113,7 +110,6 @@ register(CurrencyFactory)
113
110
  register(CityFactory)
114
111
  register(StateFactory)
115
112
  register(CountryFactory)
116
- register(ContinentFactory)
117
113
 
118
114
  register(CompanyFactory)
119
115
  register(PersonFactory)
@@ -151,7 +147,11 @@ register(DailyPortfolioCashFlowFactory)
151
147
 
152
148
  register(AccountReconciliationFactory)
153
149
  register(AccountReconciliationLineFactory)
154
-
150
+ register(ReportFactory)
151
+ register(ReportAssetFactory)
152
+ register(ReportVersionFactory)
153
+ register(ReportClassFactory)
154
+ register(ReportCategoryFactory)
155
155
 
156
156
  pre_migrate.connect(app_pre_migration, sender=apps.get_app_config("wbportfolio"))
157
157
  from .signals import * # noqa: F401
wbportfolio/tests/models/orders/__init__.py ADDED
File without changes