wbportfolio 1.52.0__py2.py3-none-any.whl → 1.59.4__py2.py3-none-any.whl
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- wbportfolio/admin/__init__.py +3 -1
- wbportfolio/admin/indexes.py +1 -1
- wbportfolio/admin/orders/__init__.py +2 -0
- wbportfolio/admin/orders/order_proposals.py +16 -0
- wbportfolio/admin/orders/orders.py +32 -0
- wbportfolio/admin/portfolio.py +11 -5
- wbportfolio/admin/product_groups.py +1 -1
- wbportfolio/admin/products.py +2 -1
- wbportfolio/admin/{transactions/rebalancing.py → rebalancing.py} +1 -1
- wbportfolio/admin/transactions/__init__.py +0 -2
- wbportfolio/admin/transactions/dividends.py +40 -4
- wbportfolio/admin/transactions/fees.py +24 -14
- wbportfolio/admin/transactions/trades.py +34 -27
- wbportfolio/analysis/claims.py +5 -6
- wbportfolio/api_clients/ubs.py +162 -0
- wbportfolio/constants.py +1 -0
- wbportfolio/contrib/company_portfolio/configs/display.py +22 -10
- wbportfolio/contrib/company_portfolio/configs/previews.py +3 -3
- wbportfolio/contrib/company_portfolio/filters.py +10 -10
- wbportfolio/contrib/company_portfolio/models.py +69 -39
- wbportfolio/contrib/company_portfolio/scripts.py +7 -2
- wbportfolio/contrib/company_portfolio/serializers.py +32 -22
- wbportfolio/contrib/company_portfolio/tasks.py +12 -1
- wbportfolio/contrib/company_portfolio/tests/conftest.py +2 -2
- wbportfolio/defaults/fees/default.py +7 -15
- wbportfolio/factories/__init__.py +2 -2
- wbportfolio/factories/assets.py +1 -1
- wbportfolio/factories/dividends.py +8 -3
- wbportfolio/factories/fees.py +8 -4
- wbportfolio/factories/orders/__init__.py +2 -0
- wbportfolio/factories/orders/order_proposals.py +21 -0
- wbportfolio/factories/orders/orders.py +34 -0
- wbportfolio/factories/portfolios.py +2 -1
- wbportfolio/factories/product_groups.py +3 -3
- wbportfolio/factories/products.py +3 -3
- wbportfolio/factories/rebalancing.py +1 -1
- wbportfolio/factories/trades.py +12 -16
- wbportfolio/filters/assets.py +18 -4
- wbportfolio/filters/orders/__init__.py +2 -0
- wbportfolio/filters/orders/order_proposals.py +55 -0
- wbportfolio/filters/orders/orders.py +11 -0
- wbportfolio/filters/portfolios.py +38 -1
- wbportfolio/filters/positions.py +0 -1
- wbportfolio/filters/transactions/__init__.py +1 -2
- wbportfolio/filters/transactions/fees.py +5 -12
- wbportfolio/filters/transactions/trades.py +16 -8
- wbportfolio/filters/transactions/utils.py +42 -0
- wbportfolio/import_export/backends/ubs/__init__.py +1 -0
- wbportfolio/import_export/backends/ubs/asset_position.py +6 -7
- wbportfolio/import_export/backends/ubs/fees.py +10 -20
- wbportfolio/import_export/backends/ubs/instrument_price.py +6 -6
- wbportfolio/import_export/backends/ubs/trade.py +48 -0
- wbportfolio/import_export/backends/utils.py +0 -17
- wbportfolio/import_export/handlers/asset_position.py +22 -10
- wbportfolio/import_export/handlers/dividend.py +8 -8
- wbportfolio/import_export/handlers/fees.py +13 -23
- wbportfolio/import_export/handlers/orders.py +71 -0
- wbportfolio/import_export/handlers/trade.py +53 -77
- wbportfolio/import_export/parsers/default_mapping.py +1 -1
- wbportfolio/import_export/parsers/jpmorgan/customer_trade.py +2 -2
- wbportfolio/import_export/parsers/jpmorgan/fees.py +4 -4
- wbportfolio/import_export/parsers/jpmorgan/strategy.py +59 -85
- wbportfolio/import_export/parsers/jpmorgan/valuation.py +2 -2
- wbportfolio/import_export/parsers/leonteq/customer_trade.py +5 -5
- wbportfolio/import_export/parsers/leonteq/fees.py +11 -7
- wbportfolio/import_export/parsers/leonteq/trade.py +2 -6
- wbportfolio/import_export/parsers/natixis/d1_fees.py +2 -2
- wbportfolio/import_export/parsers/natixis/dividend.py +4 -9
- wbportfolio/import_export/parsers/natixis/equity.py +22 -4
- wbportfolio/import_export/parsers/natixis/fees.py +7 -9
- wbportfolio/import_export/parsers/natixis/utils.py +13 -19
- wbportfolio/import_export/parsers/sg_lux/customer_trade_pending_slk.py +1 -1
- wbportfolio/import_export/parsers/sg_lux/equity.py +10 -10
- wbportfolio/import_export/parsers/sg_lux/fees.py +2 -2
- wbportfolio/import_export/parsers/sg_lux/perf_fees.py +2 -2
- wbportfolio/import_export/parsers/sg_lux/sylk.py +12 -11
- wbportfolio/import_export/parsers/sg_lux/utils.py +2 -2
- wbportfolio/import_export/parsers/sg_lux/valuation.py +4 -2
- wbportfolio/import_export/parsers/societe_generale/strategy.py +5 -5
- wbportfolio/import_export/parsers/tellco/customer_trade.py +2 -1
- wbportfolio/import_export/parsers/tellco/valuation.py +4 -3
- wbportfolio/import_export/parsers/ubs/api/fees.py +2 -2
- wbportfolio/import_export/parsers/ubs/api/trade.py +39 -0
- wbportfolio/import_export/parsers/ubs/customer_trade.py +7 -5
- wbportfolio/import_export/parsers/ubs/equity.py +3 -2
- wbportfolio/import_export/parsers/ubs/valuation.py +2 -1
- wbportfolio/import_export/parsers/vontobel/customer_trade.py +2 -3
- wbportfolio/import_export/parsers/vontobel/historical_customer_trade.py +0 -1
- wbportfolio/import_export/parsers/vontobel/management_fees.py +12 -20
- wbportfolio/import_export/parsers/vontobel/performance_fees.py +5 -8
- wbportfolio/import_export/parsers/vontobel/valuation_api.py +4 -1
- wbportfolio/import_export/resources/trades.py +3 -3
- wbportfolio/import_export/utils.py +3 -1
- wbportfolio/jinja2/wbportfolio/sql/aum_nnm.sql +2 -2
- wbportfolio/metric/backends/base.py +2 -2
- wbportfolio/migrations/0059_fees_unique_fees.py +1 -1
- wbportfolio/migrations/0077_remove_transaction_currency_and_more.py +622 -0
- wbportfolio/migrations/0078_trade_drift_factor.py +26 -0
- wbportfolio/migrations/0079_alter_trade_drift_factor.py +19 -0
- wbportfolio/migrations/0080_alter_trade_drift_factor_alter_trade_weighting.py +19 -0
- wbportfolio/migrations/0081_alter_trade_drift_factor.py +19 -0
- wbportfolio/migrations/0082_remove_tradeproposal_creator_and_more.py +93 -0
- wbportfolio/migrations/0083_order_alter_trade_options_and_more.py +181 -0
- wbportfolio/migrations/0084_orderproposal_min_order_value.py +25 -0
- wbportfolio/migrations/0085_order_desired_target_weight.py +26 -0
- wbportfolio/migrations/0086_orderproposal_total_cash_weight.py +19 -0
- wbportfolio/migrations/0087_product_order_routing_custodian_adapter.py +94 -0
- wbportfolio/migrations/0088_orderproposal_total_effective_portfolio_contribution.py +19 -0
- wbportfolio/migrations/0089_orderproposal_min_weighting.py +71 -0
- wbportfolio/migrations/0090_dividendtransaction_price_fx_portfolio_and_more.py +44 -0
- wbportfolio/migrations/0091_remove_order_execution_confirmed_and_more.py +32 -0
- wbportfolio/migrations/0092_order_quantization_error_alter_orderproposal_status.py +49 -0
- wbportfolio/migrations/0093_remove_portfolioportfoliothroughmodel_unique_primary_and_more.py +35 -0
- wbportfolio/models/__init__.py +2 -0
- wbportfolio/models/adjustments.py +1 -1
- wbportfolio/models/asset.py +28 -170
- wbportfolio/models/builder.py +323 -0
- wbportfolio/models/custodians.py +3 -3
- wbportfolio/models/exceptions.py +1 -1
- wbportfolio/models/graphs/portfolio.py +1 -1
- wbportfolio/models/graphs/utils.py +11 -11
- wbportfolio/models/mixins/instruments.py +7 -0
- wbportfolio/models/mixins/liquidity_stress_test.py +4 -4
- wbportfolio/models/orders/__init__.py +2 -0
- wbportfolio/models/orders/order_proposals.py +1414 -0
- wbportfolio/models/orders/orders.py +410 -0
- wbportfolio/models/portfolio.py +311 -289
- wbportfolio/models/portfolio_relationship.py +6 -0
- wbportfolio/models/products.py +12 -0
- wbportfolio/models/{transactions/rebalancing.py → rebalancing.py} +40 -27
- wbportfolio/models/roles.py +4 -10
- wbportfolio/models/transactions/__init__.py +0 -4
- wbportfolio/models/transactions/claim.py +7 -6
- wbportfolio/models/transactions/dividends.py +42 -5
- wbportfolio/models/transactions/fees.py +55 -22
- wbportfolio/models/transactions/trades.py +121 -442
- wbportfolio/models/transactions/transactions.py +78 -158
- wbportfolio/models/utils.py +100 -1
- wbportfolio/order_routing/__init__.py +35 -0
- wbportfolio/order_routing/adapters/__init__.py +65 -0
- wbportfolio/order_routing/adapters/ubs.py +195 -0
- wbportfolio/order_routing/router.py +33 -0
- wbportfolio/order_routing/tests/__init__.py +0 -0
- wbportfolio/order_routing/tests/test_router.py +110 -0
- wbportfolio/permissions.py +7 -0
- wbportfolio/pms/analytics/portfolio.py +17 -9
- wbportfolio/pms/analytics/utils.py +9 -0
- wbportfolio/pms/trading/__init__.py +0 -1
- wbportfolio/pms/trading/optimizer.py +61 -0
- wbportfolio/pms/typing.py +198 -63
- wbportfolio/rebalancing/base.py +12 -1
- wbportfolio/rebalancing/decorators.py +1 -1
- wbportfolio/rebalancing/models/composite.py +4 -8
- wbportfolio/rebalancing/models/equally_weighted.py +13 -11
- wbportfolio/rebalancing/models/market_capitalization_weighted.py +21 -14
- wbportfolio/rebalancing/models/model_portfolio.py +14 -18
- wbportfolio/risk_management/backends/__init__.py +1 -0
- wbportfolio/risk_management/backends/controversy_portfolio.py +2 -2
- wbportfolio/risk_management/backends/esg_aggregation_portfolio.py +64 -0
- wbportfolio/risk_management/backends/exposure_portfolio.py +4 -4
- wbportfolio/risk_management/backends/instrument_list_portfolio.py +3 -3
- wbportfolio/risk_management/tests/test_esg_aggregation_portfolio.py +49 -0
- wbportfolio/risk_management/tests/test_exposure_portfolio.py +1 -1
- wbportfolio/risk_management/tests/test_stop_loss_instrument.py +2 -2
- wbportfolio/risk_management/tests/test_stop_loss_portfolio.py +1 -1
- wbportfolio/serializers/__init__.py +1 -0
- wbportfolio/serializers/orders/__init__.py +2 -0
- wbportfolio/serializers/orders/order_proposals.py +115 -0
- wbportfolio/serializers/orders/orders.py +283 -0
- wbportfolio/serializers/portfolios.py +7 -7
- wbportfolio/serializers/positions.py +2 -2
- wbportfolio/serializers/rebalancing.py +1 -1
- wbportfolio/serializers/signals.py +9 -12
- wbportfolio/serializers/transactions/__init__.py +1 -10
- wbportfolio/serializers/transactions/claim.py +2 -2
- wbportfolio/serializers/transactions/dividends.py +37 -9
- wbportfolio/serializers/transactions/fees.py +39 -10
- wbportfolio/serializers/transactions/trades.py +55 -157
- wbportfolio/tasks.py +43 -5
- wbportfolio/tests/analysis/__init__.py +0 -0
- wbportfolio/tests/analysis/test_claims.py +85 -0
- wbportfolio/tests/conftest.py +12 -12
- wbportfolio/tests/models/orders/__init__.py +0 -0
- wbportfolio/tests/models/orders/test_order_proposals.py +1046 -0
- wbportfolio/tests/models/test_assets.py +7 -3
- wbportfolio/tests/models/test_imports.py +9 -13
- wbportfolio/tests/models/test_portfolios.py +102 -95
- wbportfolio/tests/models/test_products.py +11 -0
- wbportfolio/tests/models/test_splits.py +1 -6
- wbportfolio/tests/models/test_utils.py +140 -0
- wbportfolio/tests/models/transactions/test_fees.py +7 -13
- wbportfolio/tests/models/transactions/test_rebalancing.py +5 -5
- wbportfolio/tests/models/transactions/test_trades.py +0 -20
- wbportfolio/tests/pms/test_analytics.py +22 -3
- wbportfolio/tests/rebalancing/test_models.py +51 -57
- wbportfolio/tests/signals.py +10 -20
- wbportfolio/tests/tests.py +3 -1
- wbportfolio/tests/viewsets/test_products.py +1 -0
- wbportfolio/urls.py +10 -13
- wbportfolio/viewsets/__init__.py +9 -4
- wbportfolio/viewsets/assets.py +3 -204
- wbportfolio/viewsets/charts/__init__.py +6 -1
- wbportfolio/viewsets/charts/assets.py +344 -154
- wbportfolio/viewsets/configs/buttons/__init__.py +2 -2
- wbportfolio/viewsets/configs/buttons/assets.py +1 -1
- wbportfolio/viewsets/configs/buttons/mixins.py +4 -4
- wbportfolio/viewsets/configs/buttons/portfolios.py +45 -1
- wbportfolio/viewsets/configs/buttons/products.py +32 -2
- wbportfolio/viewsets/configs/display/__init__.py +2 -5
- wbportfolio/viewsets/configs/display/assets.py +6 -19
- wbportfolio/viewsets/configs/display/fees.py +3 -3
- wbportfolio/viewsets/configs/display/portfolios.py +5 -5
- wbportfolio/viewsets/configs/display/products.py +1 -1
- wbportfolio/viewsets/configs/display/rebalancing.py +2 -2
- wbportfolio/viewsets/configs/display/reconciliations.py +4 -4
- wbportfolio/viewsets/configs/display/trades.py +1 -189
- wbportfolio/viewsets/configs/endpoints/__init__.py +3 -7
- wbportfolio/viewsets/configs/endpoints/fees.py +2 -2
- wbportfolio/viewsets/configs/endpoints/trades.py +0 -41
- wbportfolio/viewsets/configs/menu/__init__.py +1 -1
- wbportfolio/viewsets/configs/menu/orders.py +11 -0
- wbportfolio/viewsets/configs/titles/__init__.py +2 -3
- wbportfolio/viewsets/configs/titles/fees.py +4 -8
- wbportfolio/viewsets/esg.py +3 -5
- wbportfolio/viewsets/mixins.py +5 -1
- wbportfolio/viewsets/orders/__init__.py +6 -0
- wbportfolio/viewsets/orders/configs/__init__.py +4 -0
- wbportfolio/viewsets/orders/configs/buttons/__init__.py +2 -0
- wbportfolio/viewsets/orders/configs/buttons/order_proposals.py +188 -0
- wbportfolio/viewsets/orders/configs/buttons/orders.py +113 -0
- wbportfolio/viewsets/orders/configs/displays/__init__.py +2 -0
- wbportfolio/viewsets/orders/configs/displays/order_proposals.py +157 -0
- wbportfolio/viewsets/orders/configs/displays/orders.py +232 -0
- wbportfolio/viewsets/orders/configs/endpoints/__init__.py +2 -0
- wbportfolio/viewsets/orders/configs/endpoints/order_proposals.py +21 -0
- wbportfolio/viewsets/orders/configs/endpoints/orders.py +28 -0
- wbportfolio/viewsets/orders/configs/titles/__init__.py +0 -0
- wbportfolio/viewsets/orders/configs/titles/orders.py +0 -0
- wbportfolio/viewsets/orders/order_proposals.py +252 -0
- wbportfolio/viewsets/orders/orders.py +277 -0
- wbportfolio/viewsets/portfolios.py +36 -12
- wbportfolio/viewsets/positions.py +3 -2
- wbportfolio/viewsets/products.py +6 -6
- wbportfolio/viewsets/{transactions/rebalancing.py → rebalancing.py} +2 -2
- wbportfolio/viewsets/transactions/__init__.py +3 -14
- wbportfolio/viewsets/transactions/fees.py +22 -22
- wbportfolio/viewsets/transactions/trades.py +1 -180
- {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/METADATA +3 -1
- {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/RECORD +252 -203
- {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/WHEEL +1 -1
- wbportfolio/admin/transactions/transactions.py +0 -38
- wbportfolio/factories/transactions.py +0 -22
- wbportfolio/fdm/tasks.py +0 -13
- wbportfolio/filters/transactions/transactions.py +0 -99
- wbportfolio/models/transactions/expiry.py +0 -7
- wbportfolio/models/transactions/trade_proposals.py +0 -704
- wbportfolio/pms/trading/handler.py +0 -161
- wbportfolio/serializers/transactions/expiry.py +0 -18
- wbportfolio/serializers/transactions/trade_proposals.py +0 -76
- wbportfolio/serializers/transactions/transactions.py +0 -85
- wbportfolio/tests/models/transactions/test_trade_proposals.py +0 -410
- wbportfolio/viewsets/configs/buttons/trade_proposals.py +0 -66
- wbportfolio/viewsets/configs/display/trade_proposals.py +0 -100
- wbportfolio/viewsets/configs/display/transactions.py +0 -55
- wbportfolio/viewsets/configs/endpoints/trade_proposals.py +0 -18
- wbportfolio/viewsets/configs/endpoints/transactions.py +0 -14
- wbportfolio/viewsets/configs/menu/transactions.py +0 -9
- wbportfolio/viewsets/configs/titles/transactions.py +0 -9
- wbportfolio/viewsets/signals.py +0 -43
- wbportfolio/viewsets/transactions/trade_proposals.py +0 -139
- wbportfolio/viewsets/transactions/transactions.py +0 -122
- /wbportfolio/{fdm → api_clients}/__init__.py +0 -0
- {wbportfolio-1.52.0.dist-info → wbportfolio-1.59.4.dist-info}/licenses/LICENSE +0 -0
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wbportfolio/viewsets/configs/titles/instrument_prices.py,sha256=1GTjfpCpqz-VGCHyegQBlBmgDOZVdB5NJrPU3gSvDZo,671
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wbportfolio/viewsets/orders/order_proposals.py,sha256=SDQkZn7xloczNufkkw2pHAxpEAGkR8KON-dGmU9CKmI,11933
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wbportfolio/viewsets/orders/orders.py,sha256=JNiPYSAfg1HPRupa9FL6lhZUcAT5bVjcALbiOKabsI4,13778
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wbportfolio/viewsets/orders/configs/__init__.py,sha256=5MU57JXiKi32_PicHtiNr7YHmMN020FrlF5NFJf_Wds,94
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wbportfolio/viewsets/orders/configs/buttons/__init__.py,sha256=EHzNmAfa0UQFITEF-wxj_s4wn3Y5DE3DCbEUmmvCTIs,106
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wbportfolio/viewsets/orders/configs/buttons/order_proposals.py,sha256=ejBl9C7RI2f8rUlFzK_DQt1KvULVDRUPbYDVKd884c0,9508
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wbportfolio/viewsets/orders/configs/displays/__init__.py,sha256=__YJBbz_ZnKpE8WMMDR2PC9Nng-EVlRpGTEQucdrhRA,108
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