wbportfolio 1.54.10__py2.py3-none-any.whl → 1.54.12__py2.py3-none-any.whl

wbportfolio/migrations/0081_alter_trade_drift_factor.py

@@ -0,0 +1,19 @@
+# Generated by Django 5.0.14 on 2025-07-16 12:39
+
+from decimal import Decimal
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbportfolio', '0080_alter_trade_drift_factor_alter_trade_weighting'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='trade',
+            name='drift_factor',
+            field=models.DecimalField(decimal_places=16, default=Decimal('1'), help_text='Drift factor to be applied to the previous portfolio weight to get the actual effective weight including daily return', max_digits=19, verbose_name='Drift Factor'),
+        ),
+    ]

wbportfolio/models/portfolio.py

@@ -11,21 +11,15 @@ from celery import shared_task
 from django.contrib.contenttypes.models import ContentType
 from django.contrib.postgres.fields import DateRangeField
 from django.db import models
-from django.db.models import (
-    Exists,
-    F,
-    OuterRef,
-    Q,
-    QuerySet,
-    Sum,
-)
+from django.db.models import Case, Exists, F, OuterRef, Q, QuerySet, Sum, Value, When
+from django.db.models.functions import Coalesce
 from django.db.models.signals import post_save
 from django.dispatch import receiver
 from django.utils import timezone
 from django.utils.functional import cached_property
 from pandas._libs.tslibs.offsets import BDay
 from skfolio.preprocessing import prices_to_returns
-from wbcore.contrib.currency.models import Currency
+from wbcore.contrib.currency.models import Currency, CurrencyFXRates
 from wbcore.contrib.notifications.utils import create_notification_type
 from wbcore.models import WBModel
 from wbcore.utils.importlib import import_from_dotted_path
@@ -62,7 +56,7 @@ def get_returns(
     from_date: date,
     to_date: date,
     to_currency: Currency | None = None,
-    ffill_returns: bool = True,
+    use_dl: bool = False,
 ) -> tuple[dict[date, dict[int, float]], pd.DataFrame]:
     """
     Utility methods to get instrument returns for a given date range
@@ -70,46 +64,55 @@ def get_returns(
     Args:
         from_date: date range lower bound
         to_date: date range upper bound
+        to_currency: currency to use for returns
+        use_dl: whether to get data straight from the dataloader or use the internal table
 
     Returns:
-        Return a tuple of the returns and the last prices series for conveniance
+        Return a tuple of the raw prices and the returns dataframe
     """
-    # if to_currency:
-    #     fx_rate = CurrencyFXRates.get_fx_rates_subquery_for_two_currencies("date", "instrument__currency", to_currency)
-    # else:
-    #     fx_rate = Value(Decimal(1.0))
-    # prices = InstrumentPrice.objects.filter(
-    #     instrument__in=instrument_ids, date__gte=from_date, date__lte=to_date
-    # ).annotate(fx_rate=fx_rate, price_fx_portfolio=F("net_value") * F("fx_rate"))
-    # prices_df = (
-    #     pd.DataFrame(
-    #         prices.filter_only_valid_prices().values_list("instrument", "price_fx_portfolio", "date"),
-    #         columns=["instrument", "price_fx_portfolio", "date"],
-    #     )
-    #     .pivot_table(index="date", values="price_fx_portfolio", columns="instrument")
-    #     .astype(float)
-    #     .sort_index()
-    # )
-    kwargs = dict(from_date=from_date, to_date=to_date, values=[MarketData.CLOSE], apply_fx_rate=False)
-    if to_currency:
-        kwargs["target_currency"] = to_currency.key
-    df = pd.DataFrame(Instrument.objects.filter(id__in=instrument_ids).dl.market_data(**kwargs))
+    if use_dl:
+        kwargs = dict(from_date=from_date, to_date=to_date, values=[MarketData.CLOSE], apply_fx_rate=False)
+        if to_currency:
+            kwargs["target_currency"] = to_currency.key
+        df = pd.DataFrame(Instrument.objects.filter(id__in=instrument_ids).dl.market_data(**kwargs))
+        if df.empty:
+            raise InvalidAnalyticPortfolio()
+        df = df[["instrument_id", "fx_rate", "close", "valuation_date"]]
+    else:
+        if to_currency:
+            fx_rate = Coalesce(
+                CurrencyFXRates.get_fx_rates_subquery_for_two_currencies("date", "instrument__currency", to_currency),
+                Decimal("1"),
+            )
+        else:
+            fx_rate = Value(Decimal("1"))
+        # annotate fx rate only if the price is not calculated, in that case we assume the instrument is not tradable and we set a forex of None (to be fast forward filled)
+        prices = InstrumentPrice.objects.filter(
+            instrument__in=instrument_ids, date__gte=from_date, date__lte=to_date
+        ).annotate(fx_rate=Case(When(calculated=False, then=fx_rate), default=None))
+        df = pd.DataFrame(
+            prices.filter_only_valid_prices().values_list("instrument", "fx_rate", "net_value", "date"),
+            columns=["instrument_id", "fx_rate", "close", "valuation_date"],
+        )
     if df.empty:
         raise InvalidAnalyticPortfolio()
-    df = df[["instrument_id", "fx_rate", "close", "valuation_date"]].pivot(
-        index="valuation_date", columns="instrument_id", values=["fx_rate", "close"]
+    df = (
+        df.pivot_table(index="valuation_date", columns="instrument_id", values=["fx_rate", "close"])
+        .astype(float)
+        .sort_index()
     )
     ts = pd.bdate_range(df.index.min(), df.index.max(), freq="B")
     df = df.reindex(ts)
-    if ffill_returns:
-        df = df.ffill()
+    df = df.ffill()
     df.index = pd.to_datetime(df.index)
-
     prices_df = df["close"]
-    fx_rate_df = df["fx_rate"]
+    if "fx_rate" in df.columns:
+        fx_rate_df = df["fx_rate"].fillna(1.0)
+    else:
+        fx_rate_df = pd.DataFrame(np.ones(prices_df.shape), index=prices_df.index, columns=prices_df.columns)
 
-    returns = prices_to_returns(fx_rate_df * prices_df, drop_inceptions_nan=False, fill_nan=ffill_returns)
-    return {ts.date(): row for ts, row in prices_df.replace(np.nan, None).to_dict("index").items()}, returns.replace(
+    returns = prices_to_returns(fx_rate_df * prices_df, drop_inceptions_nan=False, fill_nan=True)
+    return {ts.date(): row for ts, row in prices_df.to_dict("index").items()}, returns.replace(
         [np.inf, -np.inf, np.nan], 0
     )
 
@@ -348,11 +351,11 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                     instrument.delisted_date = date.today() - timedelta(days=1)
                     instrument.save()
 
-    def _build_dto(self, val_date: date, include_drift_factor: bool = False, **extra_kwargs) -> PortfolioDTO:
+    def _build_dto(self, val_date: date, **extra_kwargs) -> PortfolioDTO:
         "returns the dto representation of this portfolio at the specified date"
         assets = self.assets.filter(date=val_date, **extra_kwargs)
         try:
-            drifted_weights = self.get_analytic_portfolio(val_date).get_next_weights()
+            drifted_weights = self.get_analytic_portfolio(val_date, use_dl=True).get_next_weights()
         except InvalidAnalyticPortfolio:
             drifted_weights = {}
         positions = []
@@ -387,7 +390,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
         )
 
     def get_analytic_portfolio(
-        self, val_date: date, weights: dict[int, float] | None = None, **kwargs
+        self, val_date: date, weights: dict[int, float] | None = None, use_dl: bool = False, **kwargs
     ) -> AnalyticPortfolio:
         """
         Return the analytic portfolio associated with this portfolio at the given date
@@ -407,6 +410,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             (val_date - BDay(MARKET_HOLIDAY_MAX_DURATION)).date(),
             return_date,
             to_currency=self.currency,
+            use_dl=use_dl,
             **kwargs,
         )
         if pd.Timestamp(return_date) not in returns.index:
@@ -832,7 +836,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             (start_date - BDay(MARKET_HOLIDAY_MAX_DURATION)).date(),
             end_date,
             to_currency=self.currency,
-            ffill_returns=True,
+            use_dl=True,
         )
         # Get raw prices to speed up asset position creation
         # Instantiate the position iterator with the initial weights
@@ -849,7 +853,6 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                 drifted_weights = analytic_portfolio.get_next_weights()
             except KeyError:  # if no return for that date, we break and continue
                 drifted_weights = weights
-
             if rebalancer and rebalancer.is_valid(to_date):
                 effective_portfolio = PortfolioDTO(
                     positions=[

wbportfolio/models/transactions/trade_proposals.py

@@ -196,7 +196,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
         previous_weights = dict(map(lambda r: (r[0].id, float(r[1]["weighting"])), portfolio.items()))
         try:
             drifted_weights = self.portfolio.get_analytic_portfolio(
-                self.value_date, weights=previous_weights
+                self.value_date, weights=previous_weights, use_dl=True
             ).get_next_weights()
         except InvalidAnalyticPortfolio:
             drifted_weights = {}
@@ -366,6 +366,8 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
                         trade.weighting = -trade_dto.effective_weight
 
                     trade.save()
+        # final sanity check to make sure invalid trade with effective and target weight of 0 are automatically removed:
+        self.trades.all().annotate_base_info().filter(target_weight=0, effective_weight=0).delete()
 
     def approve_workflow(
         self,

wbportfolio/models/transactions/trades.py

@@ -230,8 +230,10 @@ class Trade(TransactionMixin, ImportMixin, OrderedModel, models.Model):
         help_text="The Trade Proposal this trade is coming from",
     )
     drift_factor = models.DecimalField(
-        max_digits=16,
-        decimal_places=TRADE_WEIGHTING_PRECISION,
+        max_digits=TRADE_WEIGHTING_PRECISION * 2
+        + 3,  # we don't expect any drift factor to be in the order of magnitude greater than 1000
+        decimal_places=TRADE_WEIGHTING_PRECISION
+        * 2,  # we need a higher precision for this factor to avoid float inprecision
         default=Decimal(1.0),
         verbose_name="Drift Factor",
         help_text="Drift factor to be applied to the previous portfolio weight to get the actual effective weight including daily return",

wbportfolio/pms/analytics/portfolio.py

@@ -16,10 +16,10 @@ class Portfolio(BasePortfolio):
         )
         return df
 
-    def get_next_weights(self) -> dict[int, float]:
+    def get_next_weights(self, round_precision: int = 8) -> dict[int, float]:
         """
         Given the next returns, compute the drifted weights of this portfolio
-
+            round_precision: Round the weight to the given round number and ensure the total weight reflects this. Default to 8 decimals
         Returns:
             A dictionary of weights (instrument ids as keys and weights as values)
         """
@@ -29,7 +29,12 @@ class Portfolio(BasePortfolio):
         next_weights = weights * (returns + 1.0) / portfolio_returns
         next_weights = next_weights.dropna()
         next_weights = next_weights / next_weights.sum()
-        return next_weights.to_dict()
+        if round_precision and not next_weights.empty:
+            next_weights = next_weights.round(round_precision)
+            quantization_error = 1.0 - next_weights.sum()
+            largest_weight = next_weights.idxmax()
+            next_weights.loc[largest_weight] = next_weights.loc[largest_weight] + quantization_error
+        return {i: round(w, round_precision) for i, w in next_weights.items()}  # handle float precision manually
 
     def get_estimate_net_value(self, previous_net_asset_value: float) -> float:
         expected_returns = self.weights @ self.X.iloc[-1, :].T

wbportfolio/tests/models/test_portfolios.py

@@ -1169,6 +1169,47 @@ class TestPortfolioModel(PortfolioTestMixin):
         assert prices[v3][i2.id] == float(i21.net_value)
         assert prices[v4][i2.id] == float(i21.net_value)
 
+    def test_get_returns_fix_forex_on_holiday(
+        self, instrument, instrument_price_factory, currency_fx_rates_factory, currency_factory
+    ):
+        v1 = date(2024, 12, 31)
+        v2 = date(2025, 1, 1)
+        v3 = date(2025, 1, 2)
+
+        target_currency = currency_factory.create()
+        fx_target1 = currency_fx_rates_factory.create(currency=target_currency, date=v1)
+        fx_target2 = currency_fx_rates_factory.create(currency=target_currency, date=v2)  # noqa
+        fx_target3 = currency_fx_rates_factory.create(currency=target_currency, date=v3)
+
+        fx1 = currency_fx_rates_factory.create(currency=instrument.currency, date=v1)
+        fx2 = currency_fx_rates_factory.create(currency=instrument.currency, date=v2)  # noqa
+        fx3 = currency_fx_rates_factory.create(currency=instrument.currency, date=v3)
+
+        i1 = instrument_price_factory.create(net_value=Decimal("100"), date=v1, instrument=instrument)
+        i2 = instrument_price_factory.create(net_value=Decimal("100"), date=v2, instrument=instrument, calculated=True)
+        i3 = instrument_price_factory.create(net_value=Decimal("200"), date=v3, instrument=instrument)
+
+        prices, returns = get_returns([instrument.id], from_date=v1, to_date=v3, to_currency=target_currency)
+        returns.index = pd.to_datetime(returns.index)
+        assert prices[v1][instrument.id] == float(i1.net_value)
+        assert prices[v2][instrument.id] == float(i2.net_value)
+        assert prices[v3][instrument.id] == float(i3.net_value)
+
+        assert returns.loc[pd.Timestamp(v2), instrument.id] == pytest.approx(
+            float(
+                (i2.net_value * fx_target1.value / fx1.value) / (i1.net_value * fx_target1.value / fx1.value)
+                - Decimal("1")
+            ),
+            abs=10e-8,
+        )  # as v2 as a calculated price, the forex won't apply to it
+        assert returns.loc[pd.Timestamp(v3), instrument.id] == pytest.approx(
+            float(
+                (i3.net_value * fx_target3.value / fx3.value) / (i2.net_value * fx_target1.value / fx1.value)
+                - Decimal("1")
+            ),
+            abs=10e-8,
+        )
+
     @patch.object(Portfolio, "compute_lookthrough", autospec=True)
     def test_handle_controlling_portfolio_change_at_date(self, mock_compute_lookthrough, weekday, portfolio_factory):
         primary_portfolio = portfolio_factory.create(only_weighting=True)

wbportfolio/tests/models/transactions/test_trade_proposals.py

@@ -336,6 +336,26 @@ class TestTradeProposal:
         assert t2.weighting == Decimal("0")
         assert t3.weighting == Decimal("0.5")
 
+    def test_reset_trades_remove_invalid_trades(self, trade_proposal, trade_factory, instrument_price_factory):
+        # create a invalid trade and its price
+        invalid_trade = trade_factory.create(trade_proposal=trade_proposal, weighting=0)
+        instrument_price_factory.create(
+            date=invalid_trade.transaction_date, instrument=invalid_trade.underlying_instrument
+        )
+
+        # create a valid trade and its price
+        valid_trade = trade_factory.create(trade_proposal=trade_proposal, weighting=1.0)
+        instrument_price_factory.create(
+            date=valid_trade.transaction_date, instrument=valid_trade.underlying_instrument
+        )
+
+        trade_proposal.reset_trades()
+        assert trade_proposal.trades.get(underlying_instrument=valid_trade.underlying_instrument).weighting == Decimal(
+            "1"
+        )
+        with pytest.raises(Trade.DoesNotExist):
+            trade_proposal.trades.get(underlying_instrument=invalid_trade.underlying_instrument)
+
     # Test replaying trade proposals
     @patch.object(Portfolio, "drift_weights")
     def test_replay(self, mock_fct, trade_proposal_factory):

wbportfolio/tests/pms/test_analytics.py

@@ -16,9 +16,27 @@ def test_get_next_weights():
     portfolio = Portfolio(X=pd.DataFrame([returns]), weights=pd.Series(weights))
     next_weights = portfolio.get_next_weights()
 
-    assert next_weights[0] == pytest.approx(w0 * (r0 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-6)
-    assert next_weights[1] == pytest.approx(w1 * (r1 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-6)
-    assert next_weights[2] == pytest.approx(w2 * (r2 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-6)
+    assert next_weights[0] == pytest.approx(w0 * (r0 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-8)
+    assert next_weights[1] == pytest.approx(w1 * (r1 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-8)
+    assert next_weights[2] == pytest.approx(w2 * (r2 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-8)
+
+
+def test_get_next_weights_solve_quantization_error():
+    w0 = 0.33333334
+    w1 = 0.33333333
+    w2 = 0.33333333
+    weights = [w0, w1, w2]
+    returns = [1.0, 1.0, 1.0]  # no returns
+    portfolio = Portfolio(X=pd.DataFrame([returns]), weights=pd.Series(weights))
+    next_weights = portfolio.get_next_weights(round_precision=8)  # no rounding as number are all 8 decimals
+    assert sum(next_weights.values()) == 1.0
+    next_weights = portfolio.get_next_weights(
+        round_precision=7
+    )  # we expect the weight to be rounded to 6 decimals, which would lead to a total sum of 0.999999
+
+    assert next_weights[0] == 0.3333334
+    assert next_weights[1] == 0.3333333
+    assert next_weights[2] == 0.3333333
 
 
 def test_get_estimate_net_value():

wbportfolio/viewsets/assets.py

@@ -133,7 +133,7 @@ class AssetPositionModelViewSet(
             weighting = queryset.aggregate(s=Sum(F("weighting")))["s"]
             aggregates.update(
                 {
-                    "weighting": {"Σ": format_number(weighting, decimal=4)},
+                    "weighting": {"Σ": format_number(weighting, decimal=8)},
                     "total_value_fx_usd": {"Σ": format_number(total_value_fx_usd)},
                 }
             )
@@ -204,7 +204,7 @@ class AssetPositionPortfolioModelViewSet(InstrumentMetricMixin, AssetPositionMod
         total_value_fx_portfolio = queryset.aggregate(s=Sum(F("total_value_fx_portfolio")))["s"]
         aggregates = super().get_aggregates(queryset, paginated_queryset)
         aggregates["total_value_fx_portfolio"] = {"Σ": format_number(total_value_fx_portfolio)}
-        aggregates["weighting"] = {"Σ": format_number(weighting, decimal=4)}
+        aggregates["weighting"] = {"Σ": format_number(weighting, decimal=8)}
         return aggregates
 
     def get_queryset(self):

{wbportfolio-1.54.10.dist-info → wbportfolio-1.54.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.54.10
+Version: 1.54.12
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.54.10.dist-info → wbportfolio-1.54.12.dist-info}/RECORD

@@ -250,6 +250,7 @@ wbportfolio/migrations/0077_remove_transaction_currency_and_more.py,sha256=Yf4a3
 wbportfolio/migrations/0078_trade_drift_factor.py,sha256=26Z3yoiBhMueB-k2R9HaIzg5Qr7BYpdtzlU-65T_cH0,999
 wbportfolio/migrations/0079_alter_trade_drift_factor.py,sha256=2tvPecUxEy60-ELy9wtiuTR2dhJ8HucJjvOEuia4Pp4,627
 wbportfolio/migrations/0080_alter_trade_drift_factor_alter_trade_weighting.py,sha256=vCPJSrM7x24jUJseGkHEVBD0c5nEpDTrb9-zkJ-0QoI,569
+wbportfolio/migrations/0081_alter_trade_drift_factor.py,sha256=rF3HA1MQJ0hltr0dExJAx47w8XxUCWRbDUyxQLoQB2I,656
 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
@@ -257,7 +258,7 @@ wbportfolio/models/asset.py,sha256=b0vPt4LwNrxcMiK7UmBKViYnbNNlZzPTagvU5vFuyrc,4
 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
-wbportfolio/models/portfolio.py,sha256=2m35YgEsF1gkt_JN5O4UlOtNLAqSfKi8JUp0G-1HPmQ,57997
+wbportfolio/models/portfolio.py,sha256=5CddquPvVp-ImPlteNMqwDeY_mCFwdWMy7ynMRDDxak,58578
 wbportfolio/models/portfolio_cash_flow.py,sha256=uElG7IJUBY8qvtrXftOoskX6EA-dKgEG1JJdvHeWV7g,7336
 wbportfolio/models/portfolio_cash_targets.py,sha256=WmgG-etPisZsh2yaFQpz7EkpvAudKBEzqPsO715w52U,1498
 wbportfolio/models/portfolio_relationship.py,sha256=ZGECiPZiLdlk4uSamOrEfuzO0hduK6OMKJLUSnh5_kc,5190
@@ -284,13 +285,13 @@ wbportfolio/models/transactions/claim.py,sha256=SF2FlwG6SRVmA_hT0NbXah5-fYejccWK
 wbportfolio/models/transactions/dividends.py,sha256=mmOdGWR35yndUMoCuG24Y6BdtxDhSk2gMQ-8LVguqzg,1890
 wbportfolio/models/transactions/fees.py,sha256=wJtlzbBCAq1UHvv0wqWTE2BEjCF5RMtoaSDS3kODFRo,7112
 wbportfolio/models/transactions/rebalancing.py,sha256=rwePcmTZOYgfSWnBQcBrZ3DQHRJ3w17hdO_hgrRbbhI,7696
-wbportfolio/models/transactions/trade_proposals.py,sha256=UYhV2pjQE4V-k0tVTBeZgPPK0C-tBeY345iroDzulfg,38106
-wbportfolio/models/transactions/trades.py,sha256=oAUWCPPdBcMf5bcYI6BwvnrFKK588ZLRHPyPr65h-0U,33966
+wbportfolio/models/transactions/trade_proposals.py,sha256=1xOxHVOUwgTKCcY7mN4u5SoFtdJrQkNg6xA3O2-f4Yw,38340
+wbportfolio/models/transactions/trades.py,sha256=1gmAdavuWu1Iko90s9prMxsK_NuDKIUBIKMDuHiKzow,34176
 wbportfolio/models/transactions/transactions.py,sha256=XTcUeMUfkf5XTSZaR2UAyGqCVkOhQYk03_vzHLIgf8Q,3807
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/typing.py,sha256=BV4dzazNHdfpfLV99bLVyYGcETmbQSnFV6ipc4fNKfg,8470
 wbportfolio/pms/analytics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/pms/analytics/portfolio.py,sha256=n_tv4gX-mOFfKCxhSGblqQzW62Bx-yoM2QcJxQd3dLE,1384
+wbportfolio/pms/analytics/portfolio.py,sha256=QaYArF-8Dk9MY0ZLUZ1IHaz3T-uYG81P5SqS_jSar8A,1950
 wbportfolio/pms/statistics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/trading/__init__.py,sha256=R_yLKc54sCak8A1cW0O1Aszrcv5KV8mC_3h17Hr20e4,36
 wbportfolio/pms/trading/handler.py,sha256=ZOwgnOU4ScVIhTMRQ0SLR2cCCZP9whmVv-S5hF-TOME,8593
@@ -380,7 +381,7 @@ wbportfolio/tests/models/test_merge.py,sha256=sdsjiZsmR6vsUKwTa5kkvL6QTeAZqtd_EP
 wbportfolio/tests/models/test_portfolio_cash_flow.py,sha256=X8dsXexsb1b0lBiuGzu40ps_Az_1UmmKT0eo1vbXH94,5792
 wbportfolio/tests/models/test_portfolio_cash_targets.py,sha256=q8QWAwt-kKRkLC0E05GyRhF_TTQXIi8bdHjXVU0fCV0,965
 wbportfolio/tests/models/test_portfolio_swing_pricings.py,sha256=kr2AOcQkyg2pX3ULjU-o9ye-NVpjMrrfoe-DVbYCbjs,1656
-wbportfolio/tests/models/test_portfolios.py,sha256=sWbt9NE8Cludu7hUhxxnIJwOSQ_U_yC6UPFPkbpV8Qk,54010
+wbportfolio/tests/models/test_portfolios.py,sha256=H3mgrQLdTkrljFZgJLRTXuN6J8fasRtlYoaRCnirdwU,56165
 wbportfolio/tests/models/test_product_groups.py,sha256=AcdxhurV-n_bBuUsfD1GqVtwLFcs7VI2CRrwzsIUWbU,3337
 wbportfolio/tests/models/test_products.py,sha256=IcBzw9hrGiWFMRwPBTMukCMWrhqnjOVA2hhb90xYOW8,9580
 wbportfolio/tests/models/test_roles.py,sha256=4Cn7WyrA2ztJNeWLk5cy9kYo5XLWMbFSvo1O-9JYxeA,3323
@@ -390,10 +391,10 @@ wbportfolio/tests/models/transactions/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCe
 wbportfolio/tests/models/transactions/test_claim.py,sha256=NG3BKB-FVcIDgHSJHCjImxgMM3ISVUMl24xUPmEcPec,5570
 wbportfolio/tests/models/transactions/test_fees.py,sha256=tAp18x2wCNQr11LUnLtHNbBDbbX0v1DZnmW7i-cEi5Q,2423
 wbportfolio/tests/models/transactions/test_rebalancing.py,sha256=fZ5tx6kByEGXD6nhapYdvk9HOjYlmjhU2w6KlQJ6QE4,4061
-wbportfolio/tests/models/transactions/test_trade_proposals.py,sha256=_EH7N2-oTqgz13NGSahD1d0rIiu93Ce2rcA9A8gUlSg,29800
+wbportfolio/tests/models/transactions/test_trade_proposals.py,sha256=INZb4J7qodXiT8FwbRNjEoXOm9HjO6W-vkA9uW8e3CI,30804
 wbportfolio/tests/models/transactions/test_trades.py,sha256=vqvOqUY_uXvBp8YOKR0Wq9ycA2oeeEBhO3dzV7sbXEU,9863
 wbportfolio/tests/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/tests/pms/test_analytics.py,sha256=WHicJBjAjpIRL1-AW2nZ4VD9oJRpMoeH6V1Qx2D95-w,1178
+wbportfolio/tests/pms/test_analytics.py,sha256=KzgZqZ9yYB1gsokw6IU-uKYWr1eFHWyFte8RSpMVRg8,1897
 wbportfolio/tests/rebalancing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/rebalancing/test_models.py,sha256=QMfcYDvFew1bH6kPm-jVJLC_RqmPE-oGTqUldx1KVgg,8025
 wbportfolio/tests/serializers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -406,7 +407,7 @@ wbportfolio/tests/viewsets/transactions/__init__.py,sha256=47DEQpj8HBSa-_TImW-5J
 wbportfolio/tests/viewsets/transactions/test_claims.py,sha256=QEZfMAW07dyoZ63t2umSwGOqvaTULfYfbN_F4ZoSAcw,6368
 wbportfolio/viewsets/__init__.py,sha256=3kUaQ66ybvROwejd3bEcSt4XKzfOlPDaeoStMvlz7qY,2294
 wbportfolio/viewsets/adjustments.py,sha256=ugbX4aFRCaD4Yj1hxL-VIPaNI7GF_wt0FrkN6mq1YjU,1524
-wbportfolio/viewsets/assets.py,sha256=nMMVh7P531KZ-zpFogIMFKbfvRD3KdG2oIAAHQ42lpc,24634
+wbportfolio/viewsets/assets.py,sha256=MCE81rmDwbMGxO_LsD8AvU9tHWWgi-OkX5ecLFH-KGY,24634
 wbportfolio/viewsets/assets_and_net_new_money_progression.py,sha256=Jl4vEQP4N2OFL5IGBXoKcj-0qaPviU0I8npvQLw4Io0,4464
 wbportfolio/viewsets/custodians.py,sha256=CTFqkqVP1R3AV7lhdvcdICxB5DfwDYCyikNSI5kbYEo,2322
 wbportfolio/viewsets/esg.py,sha256=27MxxdXQH3Cq_1UEYmcrF7htUOg6i81fUpbVQXAAKJI,6985
@@ -522,7 +523,7 @@ wbportfolio/viewsets/transactions/mixins.py,sha256=WipvJoi5hylkpD0y9VATe30WAcwIH
 wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQVTN2MH1kG_yCeVkmyK8k,1263
 wbportfolio/viewsets/transactions/trade_proposals.py,sha256=kQCojTNKBEyn2NcenL3a9auzBH4sIgLEx8rLAYCGLGg,6161
 wbportfolio/viewsets/transactions/trades.py,sha256=Y8v2cM0vpspHysaAvu8qqhzt86dNtb2Q3puo4HCJsTI,22629
-wbportfolio-1.54.10.dist-info/METADATA,sha256=uKqFJps-zs7857cq_8X_JmogU7gB5LG3RaZORctTI-k,703
-wbportfolio-1.54.10.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.54.10.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.54.10.dist-info/RECORD,,
+wbportfolio-1.54.12.dist-info/METADATA,sha256=8ZNVEtEaAspKx8rNxEGdkon_4d95uFFaJnwzVcHUxpc,703
+wbportfolio-1.54.12.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.54.12.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.54.12.dist-info/RECORD,,