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

wbportfolio/import_export/parsers/sg_lux/sylk.py

@@ -10,6 +10,7 @@ files generated by other spreadsheets.
 """
 
 import re
+from ast import literal_eval
 
 
 class Table:
@@ -185,7 +186,7 @@ class SYLK:
                 self.cury = int(val)
 
             elif ftd == "K":
-                val = eval(self.escape(val))
+                val = literal_eval(self.escape(val))
                 # if type(val) == int:
                 #     if self.currenttype == "date":
                 #         # value is offset in days from datebase
@@ -208,20 +209,20 @@ class SYLK:
                 self.printformats.append((format, self.knownformats[format]))
             else:
                 # hack to guess type...
-                hasY = "y" in format
-                hasD = "d" in format
-                hasH = "h" in format
-                hasZ = "0" in format
-                hasP = "." in format
-                if (hasD or hasY) and hasH:
+                has_y = "y" in format
+                has_d = "d" in format
+                has_h = "h" in format
+                has_z = "0" in format
+                has_p = "." in format
+                if (has_d or has_y) and has_h:
                     dtype = "datetime"
-                elif hasD or hasY:
+                elif has_d or has_y:
                     dtype = "date"
-                elif hasH:
+                elif has_h:
                     dtype = "time"
-                elif hasP and hasZ:
+                elif has_p and has_z:
                     dtype = "float"
-                elif hasZ:
+                elif has_z:
                     dtype = "int"
                 else:
                     dtype = "string"

wbportfolio/import_export/parsers/sg_lux/utils.py

@@ -17,7 +17,7 @@ def parse_transaction_reference(trans_ref: str) -> tuple[str, str, bool]:
 
 
 def assemble_transaction_reference(data: Dict[str, Any]) -> str:
-    transaction_ref = data["external_identifier2"]
+    transaction_ref = data["external_id_alternative"]
     register_reference = data["register__register_reference"]
     if data.get("TRANSFER_REGISTER", None):
         register_reference = data["TRANSFER_REGISTER"]
@@ -29,7 +29,7 @@ def assemble_transaction_reference(data: Dict[str, Any]) -> str:
 
 
 def create_transaction_reference(customer_trade: "Trade") -> str:
-    transaction_id = customer_trade.external_identifier2
+    transaction_id = customer_trade.external_id_alternative
     outlet_id = customer_trade.register.clearing_reference
     credit_debit = "C" if customer_trade.initial_shares > 0 else "D"
 

wbportfolio/import_export/parsers/sg_lux/valuation.py

@@ -10,8 +10,10 @@ def file_name_parse(file_name):
     dates = re.findall(r"([0-9]{4}-[0-9]{2}-[0-9]{2})", file_name)
     isin = re.findall(r"\.([a-zA-Z0-9]*)_", file_name)
 
-    assert len(dates) == 2, "Not 2 dates found in the filename"
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(dates) != 2:
+        raise ValueError("Not 2 dates found in the filename")
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {
         "isin": isin[0],

wbportfolio/import_export/parsers/societe_generale/strategy.py

@@ -14,8 +14,8 @@ logger = logging.getLogger("importers.parsers.jp_morgan.strategy")
 def file_name_parse(file_name):
     dates = re.findall("([0-9]{8})", file_name)
 
-    assert len(dates) == 1, "Not exactly 1 date found in the filename"
-
+    if len(dates) != 1:
+        raise ValueError("Not exactly 1 date found in the filename")
     return {"valuation_date": datetime.datetime.strptime(dates[0], "%Y%m%d").date()}
 
 
@@ -23,7 +23,7 @@ def parse(import_source):
     data = list()
     prices = list()
     df_dict = pd.read_excel(BytesIO(import_source.file.read()), engine="openpyxl", sheet_name=None)
-    for sheet_name, df in df_dict.items():
+    for df in df_dict.values():
         xx, yy = np.where(df == "Ticker")
         if len(xx) == 1 and len(yy) == 1:
             df_info = df.iloc[: xx[0] - 1, :].transpose()
@@ -73,8 +73,8 @@ def parse(import_source):
                         "exchange": exchange,
                         "asset_type": "equity",
                         "currency__key": position["currency__key"],
-                        "initial_currency_fx_rate": round(position["initial_currency_fx_rate"], 6),
-                        "weighting": round(position["weighting"], 6),
+                        "initial_currency_fx_rate": round(position["initial_currency_fx_rate"], 14),
+                        "weighting": round(position["weighting"], 8),
                         "initial_price": round(position["initial_price"], 6),
                         "date": valuation_date.strftime("%Y-%m-%d"),
                     }

wbportfolio/import_export/parsers/tellco/customer_trade.py

@@ -20,7 +20,8 @@ product_mapping = {
 
 def file_name_parse(file_name):
     identifier = re.findall("([0-9]{4}).*", file_name)
-    assert len(identifier) == 1, "Not exactly one identifier was found."
+    if len(identifier) != 1:
+        raise ValueError("Not exactly 1 identifier found in the filename")
     return identifier[0]
 
 

wbportfolio/import_export/parsers/tellco/valuation.py

@@ -7,9 +7,10 @@ import re
 def file_name_parse(file_name):
     dates = re.findall(r"([0-9]{4}-[0-9]{2}-[0-9]{2})", file_name)
     isin = re.findall(r"\.([a-zA-Z0-9]*)_", file_name)
-
-    assert len(dates) == 2, "Not 2 dates found in the filename"
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(dates) != 2:
+        raise ValueError("Not 2 dates found in the filename")
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {
         "isin": isin[0],

wbportfolio/import_export/parsers/ubs/api/fees.py

@@ -4,14 +4,14 @@ import pandas as pd
 
 from wbportfolio.models import Fees
 
-BASE_MAPPING = {"managementFee": "total_value", "performanceFee": "total_value", "date": "transaction_date"}
+BASE_MAPPING = {"managementFee": "total_value", "performanceFee": "total_value", "date": "fee_date"}
 
 
 def parse(import_source):
     def _process_df(df, product_isin):
         df = df.rename(columns=BASE_MAPPING).dropna(how="all", axis=1)
         df = df.drop(columns=df.columns.difference(BASE_MAPPING.values()))
-        df["linked_product"] = [{"isin": product_isin}] * df.shape[0]
+        df["product"] = [{"isin": product_isin}] * df.shape[0]
         return df
 
     content = json.load(import_source.file)

wbportfolio/import_export/parsers/ubs/api/trade.py

@@ -0,0 +1,39 @@
+import json
+
+import numpy as np
+import pandas as pd
+from django.utils.dateparse import parse_date
+
+BASE_MAPPING = {
+    "instrument": "underlying_instrument__name",
+    "ric": "underlying_instrument__refinitiv_identifier_code",
+    "bbTicker": "underlying_instrument__ticker",
+    "isin": "underlying_instrument__isin",
+    "assetClass": "underlying_instrument__instrument_type",
+    "direction": "transaction_subtype",
+    "currency": "currency__key",
+    "quantityTraded": "shares",
+    "localPrice": "price",
+    "fxMultiplier": "currency_fx_rate",
+    "tradeDate": "book_date",
+}
+
+
+def parse(import_source):
+    content = json.load(import_source.file)
+    data = []
+    if (rebalances := content.get("rebalances", None)) and (isin := content.get("isin", None)):
+        for rebalance_data in rebalances:
+            rebalancing_date = parse_date(rebalance_data["rebalanceDate"])
+            df = pd.DataFrame(rebalance_data["items"]).replace([np.inf, -np.inf, np.nan], None)
+            df = df.rename(columns=BASE_MAPPING)
+            df = df.drop(columns=df.columns.difference(BASE_MAPPING.values()))
+            df["underlying_instrument__instrument_type"] = df["underlying_instrument__instrument_type"].str.lower()
+            df["transaction_date"] = rebalancing_date.strftime("%Y-%m-%d")
+            df["portfolio__isin"] = isin
+            df.loc[df["book_date"].isnull(), "book_date"] = df.loc[df["book_date"].isnull(), "transaction_date"]
+            df["currency_fx_rate"] = 1 / df["currency_fx_rate"]
+            df.loc[df["price"].isnull() & (df["underlying_instrument__instrument_type"] == "cash"), "price"] = 1.0
+            df["underlying_instrument__currency__key"] = df["currency__key"]
+            data.extend(df.to_dict(orient="records"))
+    return {"data": data}

wbportfolio/import_export/parsers/ubs/customer_trade.py

@@ -3,15 +3,15 @@ from typing import Dict
 
 import numpy as np
 import pandas as pd
-from wbcore.contrib.io.models import ImportSource
+from slugify import slugify
 
 from wbportfolio.models import Trade
 
 
-def parse_row(obj: Dict, import_source: ImportSource) -> Dict:
+def parse_row(obj: Dict, negate_shares: bool = False) -> Dict:
     isin = obj["underlying_instrument__isin"]
     shares = obj["shares"]
-    if import_source.source.import_parameters.get("negate_shares", False):
+    if negate_shares:
         shares = -1 * shares
     return {
         "underlying_instrument": {"isin": isin, "instrument_type": "product"},
@@ -30,6 +30,9 @@ def parse(import_source):
         xx, yy = np.where(df == "Trade Date")
         df = df.iloc[xx[0] :, yy[0] :]
         df = df.rename(columns=df.iloc[0]).drop(df.index[0]).dropna(how="all")
+    negate_shares = "net-quantity" in list(
+        map(lambda c: slugify(c), df.columns)
+    )  # we slugified the column to be more robust
     df = df.rename(columns=lambda x: x.lower())
     df = df.rename(
         columns={
@@ -50,6 +53,5 @@ def parse(import_source):
     df.loc[df["custodian"].isnull(), "custodian"] = "N/A"
     data = list()
     for d in df.to_dict("records"):
-        data.append(parse_row(d, import_source))
-
+        data.append(parse_row(d, negate_shares=negate_shares))
     return {"data": data}

wbportfolio/import_export/parsers/ubs/equity.py

@@ -7,7 +7,8 @@ import xlrd
 def file_name_parse(file_name):
     isin = re.findall("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})", file_name)
 
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {"isin": isin[0]}
 
@@ -40,7 +41,7 @@ def parse(import_source):
     for row in range(first_row, last_row, 1):
         initial_shares = round(equity_sheet.cell_value(row, 8), 4)
         close = round(equity_sheet.cell_value(row, 9), 4)
-        initial_currency_fx_rate = round(equity_sheet.cell_value(row, 11), 4)
+        initial_currency_fx_rate = round(equity_sheet.cell_value(row, 11), 14)
 
         bbg = equity_sheet.cell_value(row, 3)
         ric = equity_sheet.cell_value(row, 2)

wbportfolio/import_export/parsers/ubs/valuation.py

@@ -11,7 +11,8 @@ from wbportfolio.import_export.utils import get_file_extension
 def file_name_parse(file_name):
     isin = re.findall("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})", file_name)
 
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {
         "isin": isin[0],

wbportfolio/import_export/parsers/vontobel/customer_trade.py

@@ -11,10 +11,9 @@ FIELD_MAP = {
     "Trade_Date": "book_date",
     "Value_Date": "value_date",
     "Price": "price",
-    "Quantity": "total_value",
     "Currency": "currency__key",
     "Portfolio_Identifier": "underlying_instrument__identifier",
-    "External_Reference": "external_identifier2",
+    "External_Reference": "external_id_alternative",
     "Booking_Comment": "comment",
 }
 
@@ -36,8 +35,8 @@ def parse(import_source):
     data = []
     if not df.empty:
         df = df.rename(columns=FIELD_MAP)
+        df["shares"] = df["Quantity"] / df["price"]
         df = df.drop(columns=df.columns.difference(FIELD_MAP.values()))
-        df["shares"] = df["total_value"] / df["price"]
         df["transaction_date"] = pd.to_datetime(df["transaction_date"], dayfirst=True).dt.strftime("%Y-%m-%d")
         df["book_date"] = pd.to_datetime(df["book_date"], dayfirst=True).dt.strftime("%Y-%m-%d")
         df["value_date"] = pd.to_datetime(df["value_date"], dayfirst=True).dt.strftime("%Y-%m-%d")

wbportfolio/import_export/parsers/vontobel/historical_customer_trade.py

@@ -8,7 +8,6 @@ from wbportfolio.models import Trade
 
 FIELD_MAP = {
     "Trade Date": "book_date",
-    "Volume": "total_value",
     "Price": "price",
     "Qty": "shares",
     "Custodian": "bank",

wbportfolio/import_export/parsers/vontobel/management_fees.py

@@ -6,12 +6,10 @@ import pandas as pd
 from wbportfolio.models import FeeProductPercentage, Fees, Product
 
 FIELD_MAP = {
-    "Transaction_Date": "transaction_date",
-    "Trade_Date": "book_date",
-    "Value_Date": "value_date",
+    "Transaction_Date": "fee_date",
     "Quantity": "total_value",
     "Currency": "currency__key",
-    "Portfolio_Identifier": "linked_product",
+    "Portfolio_Identifier": "product",
     "Booking_Comment": "comment",
 }
 
@@ -25,21 +23,14 @@ def parse(import_source):
     data = []
     if not df.empty:
         df = df.rename(columns=FIELD_MAP)
-        df.linked_product = df.linked_product.apply(lambda x: Product.objects.filter(identifier=x).first())
-        df["transaction_date"] = pd.to_datetime(df["transaction_date"], dayfirst=True)
-        df["book_date"] = pd.to_datetime(df["book_date"], dayfirst=True).dt.strftime("%Y-%m-%d")
-        df["value_date"] = pd.to_datetime(df["value_date"], dayfirst=True).dt.strftime("%Y-%m-%d")
-        df["portfolio"] = df.linked_product.apply(lambda x: x.primary_portfolio if x else None)
+        df["product"] = df["product"].apply(lambda x: Product.objects.filter(identifier=x).first())
+        df["fee_date"] = pd.to_datetime(df["fee_date"], dayfirst=True)
         df["base_management_fees"] = df.apply(
-            lambda row: float(
-                row["linked_product"].get_fees_percent(row["transaction_date"], FeeProductPercentage.Type.MANAGEMENT)
-            ),
+            lambda row: float(row["product"].get_fees_percent(row["fee_date"], FeeProductPercentage.Type.MANAGEMENT)),
             axis=1,
         )
         df["base_bank_fees"] = df.apply(
-            lambda row: float(
-                row["linked_product"].get_fees_percent(row["transaction_date"], FeeProductPercentage.Type.BANK)
-            ),
+            lambda row: float(row["product"].get_fees_percent(row["fee_date"], FeeProductPercentage.Type.BANK)),
             axis=1,
         )
         df.total_value = -df.total_value
@@ -63,8 +54,8 @@ def parse(import_source):
         df = pd.concat([df_management, df_bank], axis=0)
         df = df.drop(columns=df.columns.difference(["transaction_subtype", *FIELD_MAP.values()]))
 
-        df["linked_product"] = df.linked_product.apply(lambda x: x.id)
-        df = df.dropna(subset=["linked_product"])
+        df["product"] = df["product"].apply(lambda x: x.id)
+        df = df.dropna(subset=["product"])
 
         for row in df.to_dict("records"):
             # The fee are sometime aggregated. The aggregate date range information is given in the comment. We therefore try to extract it and duplicate the averaged fees
@@ -72,14 +63,15 @@ def parse(import_source):
                 from_date = datetime.strptime(match.group(1), "%d.%m.%Y").date()
                 to_date = datetime.strptime(match.group(2), "%d.%m.%Y").date()
             else:
-                from_date = (row["transaction_date"] - pd.tseries.offsets.BDay(1)).date()
-                to_date = row["transaction_date"]
+                from_date = (row["fee_date"] - pd.tseries.offsets.BDay(1)).date()
+                to_date = row["fee_date"]
 
             dates = pd.date_range(from_date, to_date, freq="B", inclusive="right")
             for ts in pd.date_range(from_date, to_date, freq="B", inclusive="right"):
                 row_copy = row.copy()
-                row_copy["transaction_date"] = ts.strftime("%Y-%m-%d")
+                row_copy["fee_date"] = ts.strftime("%Y-%m-%d")
                 row_copy["total_value"] = row["total_value"] / len(dates)
+                del row_copy["comment"]
                 data.append(row_copy)
 
     return {"data": data}

wbportfolio/import_export/parsers/vontobel/performance_fees.py

@@ -5,13 +5,11 @@ from wbportfolio.models import Fees
 from .utils import get_perf_fee_isin
 
 FIELD_MAP = {
-    "LastPriceDate": "transaction_date",
-    "EndOfDay": "value_date",
+    "Transaction_Date": "fee_date",
     "AccrValueInstrCcy": "total_value",
     "FxRate": "currency_fx_rate",
     "TradingCurrency": "currency__key",
-    "#ClientName": "linked_product",
-    "InstrumentName": "comment",
+    "#ClientName": "product",
 }
 
 PERF_FEES_INSTRUMENT_ISIN = "CH0040602242"
@@ -27,9 +25,8 @@ def parse(import_source):
         df = df.drop(columns=df.columns.difference(FIELD_MAP.values()))
         df.total_value = -df.total_value
         df["transaction_subtype"] = Fees.Type.MANAGEMENT
-        df["transaction_date"] = pd.to_datetime(df["transaction_date"], dayfirst=True).dt.strftime("%Y-%m-%d")
-        df["value_date"] = pd.to_datetime(df["value_date"], dayfirst=True).dt.strftime("%Y-%m-%d")
-        df = df.dropna(subset=["linked_product"])
-        df.linked_product = df.linked_product.apply(lambda x: {"identifier": x})
+        df["fee_date"] = pd.to_datetime(df["fee_date"], dayfirst=True).dt.strftime("%Y-%m-%d")
+        df = df.dropna(subset=["product"])
+        df.product = df["product"].apply(lambda x: {"identifier": x})
         data = df.to_dict("records")
     return {"data": data}

wbportfolio/import_export/parsers/vontobel/valuation_api.py

@@ -10,7 +10,10 @@ def parse(import_source):
     with suppress(KeyError):
         series_data = json.loads(import_source.file.read())["payload"]["series"]
         for series in series_data:
-            isin = series["item"]["priceIdentifier"]
+            try:
+                isin = series["key"]["priceIdentifier"]
+            except KeyError:
+                isin = series["priceIdentifier"]
             if Product.objects.filter(isin=isin).exists():  # ensure the timeseries contain data for products we handle
                 for point in series["points"]:
                     data.append(

wbportfolio/import_export/resources/trades.py

@@ -10,16 +10,16 @@ from wbportfolio.models import Trade
 fake = Faker()
 
 
-class TradeProposalTradeResource(FilterModelResource):
+class OrderProposalTradeResource(FilterModelResource):
     """
-    Trade Resource class to use to import trade from the trade proposal
+    Trade Resource class to use to import trade from the order proposal
     """
 
     DUMMY_FIELD_MAP = {
         "underlying_instrument__isin": lambda: rstr.xeger("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})"),
         "underlying_instrument__ticker": "AAA",
         "underlying_instrument__name": "stock name",
-        "weighting": 1.0,
+        "weighting": 0.015,
         "shares": 1000.2536,
         "comment": lambda: fake.sentence(),
         "order": 1,

wbportfolio/import_export/utils.py

@@ -24,7 +24,9 @@ def convert_string_to_number(string):
         return 0.0
 
 
-def parse_date(date, formats=[]):
+def parse_date(date, formats: list | None = None):
+    if formats is None:
+        formats = []
     if isinstance(date, int) or isinstance(date, float):
         return xldate_as_datetime(int(date), 0).date()
     if isinstance(date, str):

wbportfolio/jinja2/wbportfolio/sql/aum_nnm.sql

@@ -21,7 +21,7 @@ claims AS (
     JOIN wbcrm_account AS account
         ON claim.account_id = account.id
     JOIN wbportfolio_trade AS trade
-        ON claim.trade_id = trade.transaction_ptr_id
+        ON claim.trade_id = trade.id
     WHERE claim.status = 'APPROVED'
 ),
 -- CTE for claims, that fetches them with their shares and price at transaction date
@@ -35,7 +35,7 @@ claims_with_nav AS (
         trade.marked_as_internal as marked_as_internal
     FROM wbportfolio_claim AS claims
    JOIN wbportfolio_trade AS trade
-        ON claims.trade_id = trade.transaction_ptr_id
+        ON claims.trade_id = trade.id
     LEFT JOIN wbcrm_account AS accounts
         ON claims.account_id = accounts.id
     LEFT JOIN LATERAL (

wbportfolio/metric/backends/base.py

@@ -4,7 +4,7 @@ import numpy as np
 import pandas as pd
 from django.db.models import QuerySet
 from wbfdm.contrib.metric.backends.base import AbstractBackend, Metric
-from wbfdm.contrib.metric.exceptions import MetricInvalidParameterException
+from wbfdm.contrib.metric.exceptions import MetricInvalidParameterError
 
 from wbportfolio.models import AssetPosition, Portfolio
 
@@ -62,7 +62,7 @@ class PortfolioMetricBaseBackend(AbstractBackend[Portfolio]):
         try:
             return qs.latest("date").date
         except AssetPosition.DoesNotExist:
-            raise MetricInvalidParameterException()
+            raise MetricInvalidParameterError() from None
 
     def get_queryset(self) -> QuerySet[Portfolio]:
         product_portfolios = super().get_queryset().filter_active_and_tracked()

wbportfolio/migrations/0059_fees_unique_fees.py

@@ -45,7 +45,7 @@ class Migration(migrations.Migration):
         migrations.AddConstraint(
             model_name="fees",
             constraint=models.UniqueConstraint(
-                fields=("linked_product", "fee_date", "transaction_subtype", "calculated"), name="unique_fees"
+                fields=("product", "fee_date", "transaction_subtype", "calculated"), name="unique_fees"
             ),
         ),
     ]