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

wbportfolio/viewsets/transactions/trades.py

@@ -2,7 +2,6 @@ from decimal import Decimal
 
 import pandas as pd
 import plotly.graph_objects as go
-from django.contrib.messages import error, warning
 from django.db.models import (
     BooleanField,
     Case,
@@ -16,16 +15,12 @@ from django.db.models import (
     When,
 )
 from django.db.models.functions import Coalesce
-from django.shortcuts import get_object_or_404
-from django.utils.functional import cached_property
 from django_filters.rest_framework import DjangoFilterBackend
 from wbcore import viewsets
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.permissions.permissions import InternalUserPermissionMixin
 from wbcore.utils.strings import format_number
-from wbcore.viewsets.mixins import OrderableMixin
 from wbcrm.models import Account
-from wbfdm.models import Cash
 
 from wbportfolio.filters import (
     SubscriptionRedemptionFilterSet,
@@ -34,15 +29,11 @@ from wbportfolio.filters import (
     TradeInstrumentFilterSet,
     TradePortfolioFilter,
 )
-from wbportfolio.import_export.resources.trades import TradeProposalTradeResource
-from wbportfolio.models import Trade, TradeProposal
+from wbportfolio.models import Trade
 from wbportfolio.models.transactions.claim import Claim
 from wbportfolio.serializers import (
-    ReadOnlyTradeTradeProposalModelSerializer,
     TradeModelSerializer,
-    TradeProposalRepresentationSerializer,
     TradeRepresentationSerializer,
-    TradeTradeProposalModelSerializer,
 )
 from wbportfolio.viewsets.configs.titles.trades import (
     CustomerDistributionInstrumentTitleConfig,
@@ -64,18 +55,10 @@ from ..configs import (
     TradePortfolioEndpointConfig,
     TradePortfolioTitleConfig,
     TradeTitleConfig,
-    TradeTradeProposalDisplayConfig,
-    TradeTradeProposalEndpointConfig,
 )
 from ..mixins import UserPortfolioRequestPermissionMixin
 
 
-class TradeProposalRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):
-    IDENTIFIER = "wbportfolio:trade"
-    queryset = TradeProposal.objects.all()
-    serializer_class = TradeProposalRepresentationSerializer
-
-
 class TradeRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):
     filterset_class = TradeFilter
 
@@ -357,165 +340,3 @@ class CustomerDistributionInstrumentChartViewSet(UserPortfolioRequestPermissionM
             )
             .filter(account_name__isnull=False)
         )
-
-
-class TradeTradeProposalModelViewSet(
-    UserPortfolioRequestPermissionMixin, InternalUserPermissionMixin, OrderableMixin, viewsets.ModelViewSet
-):
-    IMPORT_ALLOWED = True
-    ordering = (
-        "trade_proposal",
-        "order",
-    )
-    ordering_fields = (
-        "underlying_instrument__name",
-        "underlying_instrument_isin",
-        "underlying_instrument_ticker",
-        "underlying_instrument_refinitiv_identifier_code",
-        "underlying_instrument_instrument_type",
-        "target_weight",
-        "effective_weight",
-        "effective_shares",
-        "target_shares",
-        "shares",
-        "weighting",
-    )
-    IDENTIFIER = "wbportfolio:tradeproposal"
-    search_fields = ("underlying_instrument__name",)
-    filterset_fields = {"status": ["exact"]}
-    queryset = Trade.objects.all()
-
-    display_config_class = TradeTradeProposalDisplayConfig
-    endpoint_config_class = TradeTradeProposalEndpointConfig
-    serializer_class = TradeTradeProposalModelSerializer
-
-    @cached_property
-    def trade_proposal(self):
-        return get_object_or_404(TradeProposal, pk=self.kwargs["trade_proposal_id"])
-
-    def has_import_permission(self, request) -> bool:  # allow import only on draft trade proposal
-        return super().has_import_permission(request) and self.trade_proposal.status == TradeProposal.Status.DRAFT
-
-    def get_import_resource_kwargs(self):
-        resource_kwargs = super().get_import_resource_kwargs()
-        resource_kwargs["columns_mapping"] = {"underlying_instrument": "underlying_instrument__isin"}
-        return resource_kwargs
-
-    def get_resource_class(self):
-        return TradeProposalTradeResource
-
-    def get_aggregates(self, queryset, *args, **kwargs):
-        agg = {}
-        if queryset.exists():
-            cash_target_position = self.trade_proposal.get_estimated_target_cash(
-                self.trade_proposal.portfolio.currency
-            )
-            cash_target_cash_weight, cash_target_cash_shares = (
-                cash_target_position.weighting,
-                cash_target_position.initial_shares,
-            )
-            extra_existing_cash_components = Cash.objects.filter(
-                id__in=self.trade_proposal.trades.filter(underlying_instrument__is_cash=True).values(
-                    "underlying_instrument"
-                )
-            ).exclude(currency=self.trade_proposal.portfolio.currency)
-
-            for cash_component in extra_existing_cash_components:
-                extra_cash_position = self.trade_proposal.get_estimated_target_cash(cash_component.currency)
-                cash_target_cash_weight += extra_cash_position.weighting
-                cash_target_cash_shares += extra_cash_position.initial_shares
-            noncash_aggregates = queryset.filter(underlying_instrument__is_cash=False).aggregate(
-                sum_target_weight=Sum(F("target_weight")),
-                sum_effective_weight=Sum(F("effective_weight")),
-                sum_target_shares=Sum(F("target_shares")),
-                sum_effective_shares=Sum(F("effective_shares")),
-            )
-            cash_aggregates = queryset.filter(underlying_instrument__is_cash=True).aggregate(
-                sum_effective_weight=Sum(F("effective_weight")),
-                sum_effective_shares=Sum(F("effective_shares")),
-            )
-            # weights aggregates
-            cash_sum_effective_weight = cash_aggregates["sum_effective_weight"] or Decimal(0)
-            noncash_sum_effective_weight = noncash_aggregates["sum_effective_weight"] or Decimal(0)
-            noncash_sum_target_weight = noncash_aggregates["sum_target_weight"] or Decimal(0)
-            sum_buy_weight = queryset.filter(weighting__gte=0).aggregate(s=Sum(F("weighting")))["s"] or Decimal(0)
-            sum_sell_weight = queryset.filter(weighting__lt=0).aggregate(s=Sum(F("weighting")))["s"] or Decimal(0)
-
-            # shares aggregates
-            cash_sum_effective_shares = cash_aggregates["sum_effective_shares"] or Decimal(0)
-            noncash_sum_effective_shares = noncash_aggregates["sum_effective_shares"] or Decimal(0)
-            noncash_sum_target_shares = noncash_aggregates["sum_target_shares"] or Decimal(0)
-            sum_buy_shares = queryset.filter(shares__gte=0).aggregate(s=Sum(F("shares")))["s"] or Decimal(0)
-            sum_sell_shares = queryset.filter(shares__lt=0).aggregate(s=Sum(F("shares")))["s"] or Decimal(0)
-
-            agg = {
-                "effective_weight": {
-                    "Cash": format_number(cash_sum_effective_weight, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_effective_weight, decimal=6),
-                    "Total": format_number(noncash_sum_effective_weight + cash_sum_effective_weight, decimal=6),
-                },
-                "target_weight": {
-                    "Cash": format_number(cash_target_cash_weight, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_target_weight, decimal=6),
-                    "Total": format_number(cash_target_cash_weight + noncash_sum_target_weight, decimal=6),
-                },
-                "effective_shares": {
-                    "Cash": format_number(cash_sum_effective_shares, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_effective_shares, decimal=6),
-                    "Total": format_number(cash_sum_effective_shares + noncash_sum_effective_shares, decimal=6),
-                },
-                "target_shares": {
-                    "Cash": format_number(cash_target_cash_shares, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_target_shares, decimal=6),
-                    "Total": format_number(cash_target_cash_shares + noncash_sum_target_shares, decimal=6),
-                },
-                "weighting": {
-                    "Cash Flow": format_number(cash_sum_effective_weight - cash_target_cash_weight, decimal=6),
-                    "Buy": format_number(sum_buy_weight, decimal=6),
-                    "Sell": format_number(sum_sell_weight, decimal=6),
-                },
-                "shares": {
-                    "Cash Flow": format_number(cash_sum_effective_shares - cash_target_cash_shares, decimal=6),
-                    "Buy": format_number(sum_buy_shares, decimal=6),
-                    "Sell": format_number(sum_sell_shares, decimal=6),
-                },
-            }
-
-        return agg
-
-    def get_serializer_class(self):
-        if self.trade_proposal.status != TradeProposal.Status.DRAFT:
-            return ReadOnlyTradeTradeProposalModelSerializer
-        return TradeTradeProposalModelSerializer
-
-    def add_messages(self, request, queryset=None, paginated_queryset=None, instance=None, initial=False):
-        if queryset is not None and queryset.exists() and self.trade_proposal.status != TradeProposal.Status.APPROVED:
-            total_target_weight = queryset.aggregate(c=Sum(F("target_weight")))["c"] or Decimal(0)
-            if round(total_target_weight, 3) != 1:
-                warning(
-                    request,
-                    "The total target weight does not equal 1. To avoid automatic cash allocation, please adjust the trade weights to sum up to 1. Otherwise, a cash component will be added when this trade proposal is submitted.",
-                )
-            if queryset.filter(status=Trade.Status.FAILED):
-                error(
-                    request,
-                    "Some trades failed preparation. To resolve this, please revert the trade proposal to draft, review and correct the trades, and then resubmit.",
-                )
-
-    def get_queryset(self):
-        if self.is_portfolio_manager:
-            qs = super().get_queryset().filter(trade_proposal=self.kwargs["trade_proposal_id"]).annotate_base_info()
-        else:
-            qs = TradeProposal.objects.none()
-        return qs.annotate(
-            underlying_instrument_isin=F("underlying_instrument__isin"),
-            underlying_instrument_ticker=F("underlying_instrument__ticker"),
-            underlying_instrument_refinitiv_identifier_code=F("underlying_instrument__refinitiv_identifier_code"),
-            underlying_instrument_instrument_type=Case(
-                When(
-                    underlying_instrument__parent__is_security=True,
-                    then=F("underlying_instrument__parent__instrument_type__short_name"),
-                ),
-                default=F("underlying_instrument__instrument_type__short_name"),
-            ),
-        )

{wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.52.0
+Version: 1.59.4
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*
@@ -19,6 +19,8 @@ Requires-Dist: wbcompliance
 Requires-Dist: wbcore
 Requires-Dist: wbcrm
 Requires-Dist: wbfdm
+Requires-Dist: wbmailing
 Requires-Dist: wbnews
+Requires-Dist: wbreport
 Requires-Dist: xlrd==2.*
 Requires-Dist: xlsxwriter==3.*