wbportfolio 1.54.13__py2.py3-none-any.whl → 1.54.15__py2.py3-none-any.whl

wbportfolio/viewsets/configs/display/trades.py

@@ -1,6 +1,5 @@
 from typing import Optional
 
-from django.shortcuts import get_object_or_404
 from wbcore.contrib.color.enums import WBColor
 from wbcore.contrib.icons import WBIcon
 from wbcore.enums import Unit
@@ -12,8 +11,6 @@ from wbcore.metadata.configs.display.instance_display.shortcuts import (
 from wbcore.metadata.configs.display.instance_display.utils import repeat_field
 from wbcore.metadata.configs.display.view_config import DisplayViewConfig
 
-from wbportfolio.models import Trade, TradeProposal
-
 NEGATIVE_RED_FORMATTING = [
     dp.FormattingRule(
         style={
@@ -37,63 +34,6 @@ SHARE_FORMATTING = dp.Formatting(
     ],
 )
 
-TRADE_STATUS_LEGENDS = dp.Legend(
-    key="status",
-    items=[
-        dp.LegendItem(
-            icon=WBColor.RED_LIGHT.value,
-            label=Trade.Status.FAILED.label,
-            value=Trade.Status.FAILED.value,
-        ),
-        dp.LegendItem(
-            icon=WBColor.BLUE_LIGHT.value,
-            label=Trade.Status.DRAFT.label,
-            value=Trade.Status.DRAFT.value,
-        ),
-        dp.LegendItem(
-            icon=WBColor.YELLOW_LIGHT.value,
-            label=Trade.Status.SUBMIT.label,
-            value=Trade.Status.SUBMIT.value,
-        ),
-        dp.LegendItem(
-            icon=WBColor.GREEN_LIGHT.value,
-            label=Trade.Status.EXECUTED.label,
-            value=Trade.Status.EXECUTED.value,
-        ),
-        dp.LegendItem(
-            icon=WBColor.GREEN.value,
-            label=Trade.Status.CONFIRMED.label,
-            value=Trade.Status.CONFIRMED.value,
-        ),
-    ],
-)
-
-TRADE_STATUS_FORMATTING = dp.Formatting(
-    column="status",
-    formatting_rules=[
-        dp.FormattingRule(
-            style={"backgroundColor": WBColor.RED_LIGHT.value},
-            condition=("==", Trade.Status.FAILED.value),
-        ),
-        dp.FormattingRule(
-            style={"backgroundColor": WBColor.BLUE_LIGHT.value},
-            condition=("==", Trade.Status.DRAFT.value),
-        ),
-        dp.FormattingRule(
-            style={"backgroundColor": WBColor.YELLOW_LIGHT.value},
-            condition=("==", Trade.Status.SUBMIT.value),
-        ),
-        dp.FormattingRule(
-            style={"backgroundColor": WBColor.GREEN_LIGHT.value},
-            condition=("==", Trade.Status.EXECUTED.value),
-        ),
-        dp.FormattingRule(
-            style={"backgroundColor": WBColor.GREEN.value},
-            condition=("==", Trade.Status.CONFIRMED.value),
-        ),
-    ],
-)
-
 
 class TradeDisplayConfig(DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
@@ -145,8 +85,7 @@ class TradeDisplayConfig(DisplayViewConfig):
                     ),
                 ),
             ],
-            legends=[TRADE_STATUS_LEGENDS],
-            formatting=[SHARE_FORMATTING, TRADE_STATUS_FORMATTING],
+            formatting=[SHARE_FORMATTING],
         )
 
     def get_instance_display(self) -> Display:
@@ -285,166 +224,3 @@ class SubscriptionRedemptionDisplayConfig(TradeDisplayConfig):
 
 class TradePortfolioDisplayConfig(TradeDisplayConfig):
     pass
-
-
-class TradeTradeProposalDisplayConfig(DisplayViewConfig):
-    def get_list_display(self) -> Optional[dp.ListDisplay]:
-        trade_proposal = get_object_or_404(TradeProposal, pk=self.view.kwargs.get("trade_proposal_id", None))
-        fields = [
-            dp.Field(
-                label="Instrument",
-                open_by_default=True,
-                key=None,
-                children=[
-                    dp.Field(key="underlying_instrument", label="Name", width=Unit.PIXEL(250)),
-                    dp.Field(key="underlying_instrument_isin", label="ISIN", width=Unit.PIXEL(125)),
-                    dp.Field(key="underlying_instrument_ticker", label="Ticker", width=Unit.PIXEL(100)),
-                    dp.Field(
-                        key="underlying_instrument_refinitiv_identifier_code", label="RIC", width=Unit.PIXEL(100)
-                    ),
-                    dp.Field(key="underlying_instrument_instrument_type", label="Asset Class", width=Unit.PIXEL(125)),
-                ],
-            ),
-            dp.Field(
-                label="Weight",
-                open_by_default=False,
-                key=None,
-                children=[
-                    dp.Field(key="effective_weight", label="Effective Weight", show="open", width=Unit.PIXEL(150)),
-                    dp.Field(key="target_weight", label="Target Weight", show="open", width=Unit.PIXEL(150)),
-                    dp.Field(
-                        key="weighting",
-                        label="Delta Weight",
-                        formatting_rules=[
-                            dp.FormattingRule(
-                                style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
-                                condition=("<", 0),
-                            ),
-                            dp.FormattingRule(
-                                style={"color": WBColor.GREEN_DARK.value, "fontWeight": "bold"},
-                                condition=(">", 0),
-                            ),
-                        ],
-                        width=Unit.PIXEL(150),
-                    ),
-                ],
-            ),
-        ]
-        if not trade_proposal.portfolio.only_weighting:
-            fields.append(
-                dp.Field(
-                    label="Shares",
-                    open_by_default=False,
-                    key=None,
-                    children=[
-                        dp.Field(key="effective_shares", label="Effective Shares", show="open", width=Unit.PIXEL(150)),
-                        dp.Field(key="target_shares", label="Target Shares", show="open", width=Unit.PIXEL(150)),
-                        dp.Field(
-                            key="shares",
-                            label="Shares",
-                            formatting_rules=[
-                                dp.FormattingRule(
-                                    style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
-                                    condition=("<", 0),
-                                ),
-                                dp.FormattingRule(
-                                    style={"color": WBColor.GREEN_DARK.value, "fontWeight": "bold"},
-                                    condition=(">", 0),
-                                ),
-                            ],
-                            width=Unit.PIXEL(150),
-                        ),
-                    ],
-                )
-            )
-            fields.append(
-                dp.Field(
-                    label="Total Value",
-                    open_by_default=False,
-                    key=None,
-                    children=[
-                        dp.Field(
-                            key="effective_total_value_fx_portfolio",
-                            label="Effective Total Value",
-                            show="open",
-                            width=Unit.PIXEL(150),
-                        ),
-                        dp.Field(
-                            key="target_total_value_fx_portfolio",
-                            label="Target Total Value",
-                            show="open",
-                            width=Unit.PIXEL(150),
-                        ),
-                        dp.Field(
-                            key="total_value_fx_portfolio",
-                            label="Total Value",
-                            formatting_rules=[
-                                dp.FormattingRule(
-                                    style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
-                                    condition=("<", 0),
-                                ),
-                                dp.FormattingRule(
-                                    style={"color": WBColor.GREEN_DARK.value, "fontWeight": "bold"},
-                                    condition=(">", 0),
-                                ),
-                            ],
-                            width=Unit.PIXEL(150),
-                        ),
-                    ],
-                )
-            )
-        fields.append(
-            dp.Field(
-                label="Information",
-                open_by_default=False,
-                key=None,
-                children=[
-                    dp.Field(
-                        key="transaction_subtype",
-                        label="Direction",
-                        formatting_rules=[
-                            dp.FormattingRule(
-                                style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
-                                condition=("==", Trade.Type.SELL.name),
-                            ),
-                            dp.FormattingRule(
-                                style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
-                                condition=("==", Trade.Type.DECREASE.name),
-                            ),
-                            dp.FormattingRule(
-                                style={"color": WBColor.GREEN_DARK.value, "fontWeight": "bold"},
-                                condition=("==", Trade.Type.INCREASE.name),
-                            ),
-                            dp.FormattingRule(
-                                style={"color": WBColor.GREEN_DARK.value, "fontWeight": "bold"},
-                                condition=("==", Trade.Type.BUY.name),
-                            ),
-                            dp.FormattingRule(
-                                style={"color": WBColor.GREY.value, "fontWeight": "bold"},
-                                condition=("==", Trade.Type.NO_CHANGE.name),
-                            ),
-                        ],
-                        width=Unit.PIXEL(125),
-                    ),
-                    dp.Field(key="comment", label="Comment", width=Unit.PIXEL(250)),
-                    dp.Field(key="order", label="Order", show="open", width=Unit.PIXEL(100)),
-                ],
-            )
-        )
-        return dp.ListDisplay(
-            fields=fields,
-            legends=[TRADE_STATUS_LEGENDS],
-            formatting=[TRADE_STATUS_FORMATTING],
-        )
-
-    def get_instance_display(self) -> Display:
-        trade_proposal = get_object_or_404(TradeProposal, pk=self.view.kwargs.get("trade_proposal_id", None))
-
-        fields = [
-            ["company", "security", "underlying_instrument"],
-            ["effective_weight", "target_weight", "weighting"],
-        ]
-        if not trade_proposal.portfolio.only_weighting:
-            fields.append(["effective_shares", "target_shares", "shares"])
-        fields.append([repeat_field(3, "comment")])
-        return create_simple_display(fields)

wbportfolio/viewsets/configs/endpoints/__init__.py

@@ -62,9 +62,6 @@ from .trades import (
     TradeEndpointConfig,
     TradeInstrumentEndpointConfig,
     TradePortfolioEndpointConfig,
-    TradeProposalEndpointConfig,
-    TradeProposalPortfolioEndpointConfig,
-    TradeTradeProposalEndpointConfig,
     SubscriptionRedemptionEndpointConfig,
 )
 from .portfolio_relationship import (

wbportfolio/viewsets/configs/endpoints/trades.py

@@ -1,11 +1,6 @@
-from contextlib import suppress
-
-from django.shortcuts import get_object_or_404
 from rest_framework.reverse import reverse
 from wbcore.metadata.configs.endpoints import EndpointViewConfig
 
-from wbportfolio.models import TradeProposal
-
 
 class TradeEndpointConfig(EndpointViewConfig):
     def get_endpoint(self, **kwargs):
@@ -50,42 +45,6 @@ class CustodianDistributionInstrumentEndpointConfig(EndpointViewConfig):
         )
 
 
-class TradeProposalEndpointConfig(EndpointViewConfig):
-    def get_delete_endpoint(self, **kwargs):
-        if pk := self.view.kwargs.get("pk", None):
-            trade_proposal = get_object_or_404(TradeProposal, pk=pk)
-            if trade_proposal.status == TradeProposal.Status.DRAFT:
-                return super().get_endpoint()
-        return None
-
-
-class TradeProposalPortfolioEndpointConfig(TradeProposalEndpointConfig):
-    def get_endpoint(self, **kwargs):
-        return reverse(
-            "wbportfolio:portfolio-tradeproposal-list", args=[self.view.kwargs["portfolio_id"]], request=self.request
-        )
-
-
-class TradeTradeProposalEndpointConfig(EndpointViewConfig):
-    def get_endpoint(self, **kwargs):
-        if trade_proposal_id := self.view.kwargs.get("trade_proposal_id", None):
-            trade_proposal = TradeProposal.objects.get(id=trade_proposal_id)
-            if trade_proposal.status == TradeProposal.Status.DRAFT:
-                return reverse(
-                    "wbportfolio:tradeproposal-trade-list",
-                    args=[self.view.kwargs["trade_proposal_id"]],
-                    request=self.request,
-                )
-        return None
-
-    def get_delete_endpoint(self, **kwargs):
-        with suppress(AttributeError, AssertionError):
-            trade = self.view.get_object()
-            if trade._effective_weight:  # we make sure trade with a valid effective position cannot be deleted
-                return None
-        return super().get_delete_endpoint(**kwargs)
-
-
 class SubscriptionRedemptionEndpointConfig(TradeEndpointConfig):
     def get_endpoint(self, **kwargs):
         return reverse("wbportfolio:subscriptionredemption-list", args=[], request=self.request)

wbportfolio/viewsets/orders/__init__.py

@@ -0,0 +1,6 @@
+from .order_proposals import (
+    OrderProposalModelViewSet,
+    OrderProposalPortfolioModelViewSet,
+    OrderProposalRepresentationViewSet,
+)
+from .orders import OrderOrderProposalModelViewSet

wbportfolio/viewsets/orders/configs/__init__.py

@@ -0,0 +1,4 @@
+from .buttons import *
+from .displays import *
+from .endpoints import *
+from .titles import *

wbportfolio/viewsets/orders/configs/buttons/__init__.py

@@ -0,0 +1,2 @@
+from .order_proposals import OrderProposalButtonConfig
+from .orders import OrderOrderProposalButtonConfig

wbportfolio/viewsets/{configs/buttons/trade_proposals.py → orders/configs/buttons/order_proposals.py}

@@ -10,7 +10,7 @@ class NormalizeSerializer(wb_serializers.Serializer):
     total_cash_weight = wb_serializers.FloatField(default=0, precision=4, percent=True)
 
 
-class TradeProposalButtonConfig(ButtonViewConfig):
+class OrderProposalButtonConfig(ButtonViewConfig):
     def get_custom_list_instance_buttons(self):
         return {
             bt.DropDownButton(
@@ -18,53 +18,54 @@ class TradeProposalButtonConfig(ButtonViewConfig):
                 buttons=(
                     bt.ActionButton(
                         method=RequestType.PATCH,
-                        identifiers=("wbportfolio:tradeproposal",),
+                        identifiers=("wbportfolio:orderproposal",),
                         key="replay",
                         icon=WBIcon.SYNCHRONIZE.icon,
-                        label="Replay Trades",
+                        label="Replay Orders",
                         description_fields="""
-                        <p>Replay Trades. It will recompute all assets positions until next trade proposal day (or today otherwise) </p>
+                        <p>Replay Orders. It will recompute all assets positions until next order proposal day (or today otherwise) </p>
                         """,
-                        action_label="Replay Trade",
-                        title="Replay Trade",
+                        action_label="Replay Order",
+                        title="Replay Order",
                     ),
                     bt.ActionButton(
                         method=RequestType.PATCH,
-                        identifiers=("wbportfolio:tradeproposal",),
+                        identifiers=("wbportfolio:orderproposal",),
                         key="reset",
                         icon=WBIcon.REGENERATE.icon,
-                        label="Reset Trades",
+                        label="Reset Orders",
                         description_fields="""
-                            <p>Delete and recreate initial trades to from its associated model portfolio</p>
+                            <p><strong>Warning:</strong> This action will delete all current orders and recreate initial orders based on your last effective portfolio.</p>
+                            <p><strong>Note:</strong> All delta weights will be permanently removed. This operation cannot be undone.</p>
                             """,
-                        action_label="Reset Trades",
-                        title="Reset Trades",
+                        action_label="Reset Orders",
+                        title="Reset Orders",
                     ),
                     bt.ActionButton(
                         method=RequestType.PATCH,
-                        identifiers=("wbportfolio:tradeproposal",),
+                        identifiers=("wbportfolio:orderproposal",),
                         key="normalize",
                         icon=WBIcon.EDIT.icon,
-                        label="Normalize Trades",
+                        label="Normalize Orders",
                         description_fields="""
-                            <p>Make sure all trades normalize to a total target weight of (100 - {{total_cash_weight}})%</p>
+                            <p>Make sure all orders normalize to a total target weight of (100 - {{total_cash_weight}})%</p>
                             """,
-                        action_label="Normalize Trades",
-                        title="Normalize Trades",
+                        action_label="Normalize Orders",
+                        title="Normalize Orders",
                         serializer=NormalizeSerializer,
                         instance_display=create_simple_display([["total_cash_weight"]]),
                     ),
                     bt.ActionButton(
                         method=RequestType.PATCH,
-                        identifiers=("wbportfolio:tradeproposal",),
+                        identifiers=("wbportfolio:orderproposal",),
                         key="deleteall",
                         icon=WBIcon.DELETE.icon,
-                        label="Delete All Trades",
+                        label="Delete All Orders",
                         description_fields="""
-                    <p>Delete all trades from this trade proposal?</p>
+                    <p>Delete all orders from this order proposal?</p>
                     """,
-                        action_label="Delete All Trades",
-                        title="Delete All Trades",
+                        action_label="Delete All Orders",
+                        title="Delete All Orders",
                     ),
                 ),
             ),

wbportfolio/viewsets/orders/configs/buttons/orders.py

@@ -0,0 +1,9 @@
+from wbcore.metadata.configs.buttons.enums import Button
+from wbcore.metadata.configs.buttons.view_config import ButtonViewConfig
+
+
+class OrderOrderProposalButtonConfig(ButtonViewConfig):
+    def get_create_buttons(self):
+        return {
+            Button.SAVE_AND_CLOSE.value,
+        }

wbportfolio/viewsets/orders/configs/displays/__init__.py

@@ -0,0 +1,2 @@
+from .order_proposals import OrderProposalDisplayConfig
+from .orders import OrderOrderProposalDisplayConfig

wbportfolio/viewsets/{configs/display/trade_proposals.py → orders/configs/displays/order_proposals.py}

@@ -7,14 +7,14 @@ from wbcore.metadata.configs.display.instance_display.operators import default
 from wbcore.metadata.configs.display.instance_display.shortcuts import Display
 from wbcore.metadata.configs.display.view_config import DisplayViewConfig
 
-from wbportfolio.models import TradeProposal
+from wbportfolio.models import OrderProposal
 
 
-class TradeProposalDisplayConfig(DisplayViewConfig):
+class OrderProposalDisplayConfig(DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
         return dp.ListDisplay(
             fields=[
-                dp.Field(key="trade_date", label="Trade Date"),
+                dp.Field(key="trade_date", label="Order Date"),
                 dp.Field(key="comment", label="Comment"),
             ],
             legends=[
@@ -23,28 +23,28 @@ class TradeProposalDisplayConfig(DisplayViewConfig):
                     items=[
                         dp.LegendItem(
                             icon=WBColor.BLUE_LIGHT.value,
-                            label=TradeProposal.Status.DRAFT.label,
-                            value=TradeProposal.Status.DRAFT.value,
+                            label=OrderProposal.Status.DRAFT.label,
+                            value=OrderProposal.Status.DRAFT.value,
                         ),
                         dp.LegendItem(
                             icon=WBColor.YELLOW_LIGHT.value,
-                            label=TradeProposal.Status.SUBMIT.label,
-                            value=TradeProposal.Status.SUBMIT.value,
+                            label=OrderProposal.Status.SUBMIT.label,
+                            value=OrderProposal.Status.SUBMIT.value,
                         ),
                         dp.LegendItem(
                             icon=WBColor.GREEN_LIGHT.value,
-                            label=TradeProposal.Status.APPROVED.label,
-                            value=TradeProposal.Status.APPROVED.value,
+                            label=OrderProposal.Status.APPROVED.label,
+                            value=OrderProposal.Status.APPROVED.value,
                         ),
                         dp.LegendItem(
                             icon=WBColor.RED_LIGHT.value,
-                            label=TradeProposal.Status.DENIED.label,
-                            value=TradeProposal.Status.DENIED.value,
+                            label=OrderProposal.Status.DENIED.label,
+                            value=OrderProposal.Status.DENIED.value,
                         ),
                         dp.LegendItem(
                             icon=WBColor.RED_DARK.value,
-                            label=TradeProposal.Status.FAILED.label,
-                            value=TradeProposal.Status.FAILED.value,
+                            label=OrderProposal.Status.FAILED.label,
+                            value=OrderProposal.Status.FAILED.value,
                         ),
                     ],
                 ),
@@ -55,23 +55,23 @@ class TradeProposalDisplayConfig(DisplayViewConfig):
                     formatting_rules=[
                         dp.FormattingRule(
                             style={"backgroundColor": WBColor.BLUE_LIGHT.value},
-                            condition=("==", TradeProposal.Status.DRAFT.value),
+                            condition=("==", OrderProposal.Status.DRAFT.value),
                         ),
                         dp.FormattingRule(
                             style={"backgroundColor": WBColor.YELLOW_LIGHT.value},
-                            condition=("==", TradeProposal.Status.SUBMIT.value),
+                            condition=("==", OrderProposal.Status.SUBMIT.value),
                         ),
                         dp.FormattingRule(
                             style={"backgroundColor": WBColor.GREEN_LIGHT.value},
-                            condition=("==", TradeProposal.Status.APPROVED.value),
+                            condition=("==", OrderProposal.Status.APPROVED.value),
                         ),
                         dp.FormattingRule(
                             style={"backgroundColor": WBColor.RED_LIGHT.value},
-                            condition=("==", TradeProposal.Status.DENIED.value),
+                            condition=("==", OrderProposal.Status.DENIED.value),
                         ),
                         dp.FormattingRule(
                             style={"backgroundColor": WBColor.RED_DARK.value},
-                            condition=("==", TradeProposal.Status.FAILED.value),
+                            condition=("==", OrderProposal.Status.FAILED.value),
                         ),
                     ],
                 )
@@ -97,12 +97,12 @@ class TradeProposalDisplayConfig(DisplayViewConfig):
                     },
                 ),
                 Page(
-                    title="Trades",
+                    title="Orders",
                     layouts={
                         default(): Layout(
-                            grid_template_areas=[["trades"]],
+                            grid_template_areas=[["orders"]],
                             grid_template_rows=["1fr"],
-                            inlines=[Inline(key="trades", endpoint="trades")],
+                            inlines=[Inline(key="orders", endpoint="orders")],
                         ),
                     },
                 ),