wbportfolio 1.52.2rc0__py2.py3-none-any.whl → 1.52.3__py2.py3-none-any.whl

wbportfolio/import_export/parsers/vontobel/management_fees.py

@@ -6,9 +6,7 @@ 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": "product",
@@ -26,20 +24,13 @@ def parse(import_source):
     if not df.empty:
         df = df.rename(columns=FIELD_MAP)
         df["product"] = df["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["product"].apply(lambda x: x.primary_portfolio if x else None)
+        df["fee_date"] = pd.to_datetime(df["fee_date"], dayfirst=True)
         df["base_management_fees"] = df.apply(
-            lambda row: float(
-                row["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["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
@@ -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": "product",
-    "InstrumentName": "comment",
 }
 
 PERF_FEES_INSTRUMENT_ISIN = "CH0040602242"
@@ -27,8 +25,7 @@ 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["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")

wbportfolio/models/asset.py

@@ -652,6 +652,8 @@ class AssetPosition(ImportMixin, models.Model):
                     portfolio_created=self.portfolio_created,
                 )
                 self.initial_shares = previous_pos.initial_shares
+        if self.underlying_quote:
+            self.exchange = self.underlying_quote.exchange
 
     def save(self, *args, create_underlying_quote_price_if_missing: bool = False, **kwargs):
         self.pre_save(create_underlying_quote_price_if_missing=create_underlying_quote_price_if_missing)

wbportfolio/models/transactions/trades.py

@@ -530,10 +530,6 @@ class Trade(TransactionMixin, ImportMixin, OrderedModel, models.Model):
             self._set_type()
 
     def save(self, *args, **kwargs):
-        if not self.value_date:
-            self.value_date = self.transaction_date
-        if not self.book_date:
-            self.book_date = self.transaction_date
         if self.trade_proposal:
             self.portfolio = self.trade_proposal.portfolio
             self.transaction_date = self.trade_proposal.trade_date
@@ -556,6 +552,10 @@ class Trade(TransactionMixin, ImportMixin, OrderedModel, models.Model):
             self.claimed_shares = self.claims.filter(status="APPROVED").aggregate(s=Sum("shares"))["s"] or Decimal(0)
         if self.internal_trade:
             self.marked_as_internal = True
+        if not self.value_date:
+            self.value_date = self.transaction_date
+        if not self.book_date:
+            self.book_date = self.transaction_date
         super().save(*args, **kwargs)
 
     def _set_type(self):

wbportfolio/tests/models/test_assets.py

@@ -27,9 +27,13 @@ class TestAssetPositionModel:
         asset_position_factory.create(portfolio=portfolio, underlying_instrument=equity)
         assert AssetPosition.country_group_by(AssetPosition.objects.all()).values("groupby_id").distinct().count() == 1
 
-    def test_exchange_group_by(self, asset_position_factory, portfolio, exchange):
-        asset_position_factory.create(portfolio=portfolio, exchange=exchange)
-        asset_position_factory.create(portfolio=portfolio, exchange=exchange)
+    def test_exchange_group_by(self, asset_position_factory, portfolio, exchange_factory, instrument):
+        asset_position_factory.create(
+            portfolio=portfolio, exchange=exchange_factory.create(), underlying_quote=instrument
+        )
+        asset_position_factory.create(
+            portfolio=portfolio, exchange=exchange_factory.create(), underlying_quote=instrument
+        )
         assert (
             AssetPosition.exchange_group_by(AssetPosition.objects.all()).values("groupby_id").distinct().count() == 1
         )

{wbportfolio-1.52.2rc0.dist-info → wbportfolio-1.52.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.52.2rc0
+Version: 1.52.3
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.52.2rc0.dist-info → wbportfolio-1.52.3.dist-info}/RECORD

@@ -180,8 +180,8 @@ wbportfolio/import_export/parsers/vontobel/asset_position.py,sha256=IQTvGqp7smZU
 wbportfolio/import_export/parsers/vontobel/customer_trade.py,sha256=cA88eJrz4lVnmxwS17CqQ458pqCB2gK13vMGUg9bZgE,1953
 wbportfolio/import_export/parsers/vontobel/historical_customer_trade.py,sha256=Vto6gujUZOUSjBpDl1HDXFKNLbcPLjk7D88RZ9uVVlI,1554
 wbportfolio/import_export/parsers/vontobel/instrument.py,sha256=P930ukkZfPPTHa17fk7KSm9jvh4A38zGK1wpk6kwqrc,1003
-wbportfolio/import_export/parsers/vontobel/management_fees.py,sha256=nshro0tybX9aw7XCxGOFMHDeVX6vQUq8eE1UiV23xao,3702
-wbportfolio/import_export/parsers/vontobel/performance_fees.py,sha256=_3Cx7SWE_hst2W2tUv20QzI-O5m2EXISyDqxeshvrY8,1248
+wbportfolio/import_export/parsers/vontobel/management_fees.py,sha256=xt8YdA2k4PYRVnmBQSeGLDz2o3h8a-0UWhNjx0nP63I,3267
+wbportfolio/import_export/parsers/vontobel/performance_fees.py,sha256=K-E7bRs7Lxv7ravk4r9_-GwKwcz6hS-nuf6GetVH8vA,1065
 wbportfolio/import_export/parsers/vontobel/trade.py,sha256=Xc0ttSkdLm-ZIHtXOyHxHr3FuR89T87I9hXqiTMU1Hk,1566
 wbportfolio/import_export/parsers/vontobel/utils.py,sha256=3-g2Jep9SxvqqQff8_3FjIeiPxSJCEfXBiBHIk0TiXQ,225
 wbportfolio/import_export/parsers/vontobel/valuation.py,sha256=iav8_xYpTJchmTa7KOPmFr1gi9xxLwq3e-VcZ9MDiRk,1220
@@ -250,7 +250,7 @@ wbportfolio/migrations/0077_remove_transaction_currency_and_more.py,sha256=Yf4a3
 wbportfolio/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/models/__init__.py,sha256=HSpa5xwh_MHQaBpNrq9E0CbdEE5Iq-pDLIsPzZ-TRTg,904
 wbportfolio/models/adjustments.py,sha256=osXWkJZOiansPWYPyHtl7Z121zDWi7u1YMtrBQtbHVo,10272
-wbportfolio/models/asset.py,sha256=wxV8rHogMAKzWE3qEtu9EiFmK_DKHd5cVAUSsGpUKbA,45353
+wbportfolio/models/asset.py,sha256=MgEdE1AZQAxHDQX6iVCr1zD9QbsIn95OQzOHoTKjAEg,45446
 wbportfolio/models/custodians.py,sha256=owTiS2Vm5CRKzh9M_P9GOVg-s-ndQ9UvRmw3yZP7cw0,3815
 wbportfolio/models/exceptions.py,sha256=3ix0tWUO-O6jpz8f07XIwycw2x3JFRoWzjwil8FVA2Q,52
 wbportfolio/models/indexes.py,sha256=gvW4K9U9Bj8BmVCqFYdWiXvDWhjHINRON8XhNsZUiQY,639
@@ -282,7 +282,7 @@ wbportfolio/models/transactions/dividends.py,sha256=mmOdGWR35yndUMoCuG24Y6BdtxDh
 wbportfolio/models/transactions/fees.py,sha256=wJtlzbBCAq1UHvv0wqWTE2BEjCF5RMtoaSDS3kODFRo,7112
 wbportfolio/models/transactions/rebalancing.py,sha256=obzgewWKOD4kJbCoF5fhtfDk502QkbrjPKh8T9KDGew,7355
 wbportfolio/models/transactions/trade_proposals.py,sha256=b1VbgR91-3LFq08iNnafcTjvsDboimU7ZRpf5jtQk7w,32234
-wbportfolio/models/transactions/trades.py,sha256=ccEtPxqHUcTizQFd6vpe06mXIgDsLGsZEoeB3SssSdo,31231
+wbportfolio/models/transactions/trades.py,sha256=wTOa0Wu4OejO3CeeJnwvPzoDUVWMsHRbyEA7QllaLRs,31231
 wbportfolio/models/transactions/transactions.py,sha256=XTcUeMUfkf5XTSZaR2UAyGqCVkOhQYk03_vzHLIgf8Q,3807
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/typing.py,sha256=b2pBWYt1E8ok-Kqm0lEFIakSnWJ6Ib57z-VX3C3gkQc,6081
@@ -367,7 +367,7 @@ wbportfolio/tests/signals.py,sha256=9tZczwFAcaUR5epAExCPhdRCE7duRC6WZOPe91r1TAE,
 wbportfolio/tests/tests.py,sha256=utTcVQI7oA7-Yo-IDM7d7BXwXNMIWpRbZNyEWqxkyL4,1033
 wbportfolio/tests/models/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/models/test_account_reconciliation.py,sha256=7IDZh6qbG7-3czbNf5aDRaEDnMBw2Qiqk_h425dFu9w,8569
-wbportfolio/tests/models/test_assets.py,sha256=rb9PrPuodVEnN2LcoOqNWfsb064Ar0NF4Wp8qQmJ9qs,10272
+wbportfolio/tests/models/test_assets.py,sha256=N8OP2ZTPdq0lGonFRB0q_ruwF8QYpOGLkPWoucr8u_E,10428
 wbportfolio/tests/models/test_custodians.py,sha256=WnFA4R-deVL7DSKufGE0mcFUdU05otNfGvmG4psiIh4,340
 wbportfolio/tests/models/test_customer_trades.py,sha256=50By281j-nJ43jwRWK_KxNQGv6SuimT9e_ejgu6b19o,4942
 wbportfolio/tests/models/test_dividends.py,sha256=SVkIW3OqN4-9tq1HIvJm8_8rOyNTHbJKFiN075DeGGc,162
@@ -519,7 +519,7 @@ wbportfolio/viewsets/transactions/mixins.py,sha256=WipvJoi5hylkpD0y9VATe30WAcwIH
 wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQVTN2MH1kG_yCeVkmyK8k,1263
 wbportfolio/viewsets/transactions/trade_proposals.py,sha256=rCJoJSL11qpjxciX25Q5ZU3ewELyyDBUPXcj4Z88Vdg,6037
 wbportfolio/viewsets/transactions/trades.py,sha256=wCyTTyVKjYuMRsrFcmwD3_yggWxCNm-mdoYzVnhGP0U,21727
-wbportfolio-1.52.2rc0.dist-info/METADATA,sha256=c9XGUoVAg32yWFQCXNEsRK_Dw3unWqWbPRWadXAXRQs,705
-wbportfolio-1.52.2rc0.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.52.2rc0.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.52.2rc0.dist-info/RECORD,,
+wbportfolio-1.52.3.dist-info/METADATA,sha256=6mg7Gsm0BDTqSd3lTZzbzXaNfhRUcXWL2mM5vfmFhfA,702
+wbportfolio-1.52.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.52.3.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.52.3.dist-info/RECORD,,