wbportfolio 1.54.14__py2.py3-none-any.whl → 1.54.15__py2.py3-none-any.whl

wbportfolio/viewsets/portfolios.py

@@ -21,11 +21,11 @@ from wbfdm.models import Instrument
 from wbportfolio.filters import PortfolioFilterSet, PortfolioTreeGraphChartFilterSet
 from wbportfolio.models import (
     AssetPosition,
+    OrderProposal,
     Portfolio,
     PortfolioPortfolioThroughModel,
     Rebalancer,
     RebalancingModel,
-    TradeProposal,
 )
 from wbportfolio.models.portfolio import compute_lookthrough_as_task
 from wbportfolio.serializers import (
@@ -77,7 +77,7 @@ class PortfolioModelViewSet(UserPortfolioRequestPermissionMixin, InternalUserPer
         "last_asset_under_management_usd",
         "last_positions",
         "automatic_rebalancer",
-        "last_trade_proposal_date",
+        "last_order_proposal_date",
         "is_manageable",
         "is_tracked",
         "only_weighting",
@@ -111,8 +111,8 @@ class PortfolioModelViewSet(UserPortfolioRequestPermissionMixin, InternalUserPer
                     .annotate(s=Sum("shares"))
                     .values("s")[:1]
                 ),
-                last_trade_proposal_date=Subquery(
-                    TradeProposal.objects.filter(portfolio=OuterRef("pk"))
+                last_order_proposal_date=Subquery(
+                    OrderProposal.objects.filter(portfolio=OuterRef("pk"))
                     .order_by("-trade_date")
                     .values("trade_date")[:1]
                 ),
@@ -123,10 +123,10 @@ class PortfolioModelViewSet(UserPortfolioRequestPermissionMixin, InternalUserPer
     def rebalance(self, request, pk=None):
         if date_str := request.POST.get("trade_date", None):
             trade_date = datetime.strptime(date_str, "%Y-%m-%d")
-            trade_proposal, _ = TradeProposal.objects.get_or_create(portfolio_id=pk, trade_date=trade_date)
-            trade_proposal.reset_trades()
+            order_proposal, _ = OrderProposal.objects.get_or_create(portfolio_id=pk, trade_date=trade_date)
+            order_proposal.reset_orders()
             return Response(
-                {"endpoint": reverse("wbportfolio:tradeproposal-detail", args=[trade_proposal.id], request=request)}
+                {"endpoint": reverse("wbportfolio:orderproposal-detail", args=[order_proposal.id], request=request)}
             )
         raise HttpResponse("Bad Request", status=400)
 
@@ -147,8 +147,8 @@ class PortfolioModelViewSet(UserPortfolioRequestPermissionMixin, InternalUserPer
             activation_date = datetime.strptime(request.POST["activation_date"], "%Y-%m-%d")
             rebalancing_model = get_object_or_404(RebalancingModel, pk=request.POST["rebalancing_model"])
             frequency = request.POST["frequency"]
-            approve_trade_proposal_automatically = (
-                request.POST.get("approve_trade_proposal_automatically", "false") == "true"
+            approve_order_proposal_automatically = (
+                request.POST.get("approve_order_proposal_automatically", "false") == "true"
             )
 
             rebalancer, _ = Rebalancer.objects.update_or_create(
@@ -157,7 +157,7 @@ class PortfolioModelViewSet(UserPortfolioRequestPermissionMixin, InternalUserPer
                     "rebalancing_model": rebalancing_model,
                     "frequency": frequency,
                     "activation_date": activation_date,
-                    "approve_trade_proposal_automatically": approve_trade_proposal_automatically,
+                    "approve_order_proposal_automatically": approve_order_proposal_automatically,
                 },
             )
             return Response(
@@ -242,9 +242,9 @@ class TopDownPortfolioCompositionPandasAPIView(UserPortfolioRequestPermissionMix
     @cached_property
     def last_rebalancing_date(self) -> date | None:
         if self.composition_portfolio and self.last_effective_date:
-            with suppress(TradeProposal.DoesNotExist):
+            with suppress(OrderProposal.DoesNotExist):
                 return (
-                    self.composition_portfolio.trade_proposals.filter(trade_date__lte=self.last_effective_date)
+                    self.composition_portfolio.order_proposals.filter(trade_date__lte=self.last_effective_date)
                     .latest("trade_date")
                     .trade_date
                 )

wbportfolio/viewsets/{transactions/rebalancing.py → rebalancing.py}

@@ -8,8 +8,8 @@ from wbportfolio.serializers import (
     RebalancingModelRepresentationSerializer,
 )
 
-from ..configs.display import RebalancerDisplayConfig
-from ..configs.endpoints import RebalancerEndpointConfig
+from .configs.display import RebalancerDisplayConfig
+from .configs.endpoints import RebalancerEndpointConfig
 
 
 class RebalancingModelRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):

wbportfolio/viewsets/transactions/__init__.py

@@ -17,12 +17,7 @@ from .fees import (
     FeesModelViewSet,
     FeesProductModelViewSet,
 )
-from .rebalancing import RebalancingModelRepresentationViewSet, RebalancerRepresentationViewSet, RebalancerModelViewSet
-from .trade_proposals import (
-    TradeProposalModelViewSet,
-    TradeProposalPortfolioModelViewSet,
-    TradeProposalRepresentationViewSet,
-)
+
 from .trades import (
     CustodianDistributionInstrumentChartViewSet,
     CustomerDistributionInstrumentChartViewSet,
@@ -32,5 +27,4 @@ from .trades import (
     TradeModelViewSet,
     TradePortfolioModelViewSet,
     TradeRepresentationViewSet,
-    TradeTradeProposalModelViewSet,
 )

wbportfolio/viewsets/transactions/trades.py

@@ -2,7 +2,6 @@ from decimal import Decimal
 
 import pandas as pd
 import plotly.graph_objects as go
-from django.contrib.messages import error, warning
 from django.db.models import (
     BooleanField,
     Case,
@@ -16,14 +15,11 @@ from django.db.models import (
     When,
 )
 from django.db.models.functions import Coalesce
-from django.shortcuts import get_object_or_404
-from django.utils.functional import cached_property
 from django_filters.rest_framework import DjangoFilterBackend
 from wbcore import viewsets
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.permissions.permissions import InternalUserPermissionMixin
 from wbcore.utils.strings import format_number
-from wbcore.viewsets.mixins import OrderableMixin
 from wbcrm.models import Account
 
 from wbportfolio.filters import (
@@ -33,15 +29,11 @@ from wbportfolio.filters import (
     TradeInstrumentFilterSet,
     TradePortfolioFilter,
 )
-from wbportfolio.import_export.resources.trades import TradeProposalTradeResource
-from wbportfolio.models import Trade, TradeProposal
+from wbportfolio.models import Trade
 from wbportfolio.models.transactions.claim import Claim
 from wbportfolio.serializers import (
-    ReadOnlyTradeTradeProposalModelSerializer,
     TradeModelSerializer,
-    TradeProposalRepresentationSerializer,
     TradeRepresentationSerializer,
-    TradeTradeProposalModelSerializer,
 )
 from wbportfolio.viewsets.configs.titles.trades import (
     CustomerDistributionInstrumentTitleConfig,
@@ -63,19 +55,10 @@ from ..configs import (
     TradePortfolioEndpointConfig,
     TradePortfolioTitleConfig,
     TradeTitleConfig,
-    TradeTradeProposalButtonConfig,
-    TradeTradeProposalDisplayConfig,
-    TradeTradeProposalEndpointConfig,
 )
 from ..mixins import UserPortfolioRequestPermissionMixin
 
 
-class TradeProposalRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):
-    IDENTIFIER = "wbportfolio:trade"
-    queryset = TradeProposal.objects.all()
-    serializer_class = TradeProposalRepresentationSerializer
-
-
 class TradeRepresentationViewSet(InternalUserPermissionMixin, viewsets.RepresentationViewSet):
     filterset_class = TradeFilter
 
@@ -357,184 +340,3 @@ class CustomerDistributionInstrumentChartViewSet(UserPortfolioRequestPermissionM
             )
             .filter(account_name__isnull=False)
         )
-
-
-class TradeTradeProposalModelViewSet(
-    UserPortfolioRequestPermissionMixin, InternalUserPermissionMixin, OrderableMixin, viewsets.ModelViewSet
-):
-    IMPORT_ALLOWED = True
-    ordering = (
-        "trade_proposal",
-        "order",
-    )
-    ordering_fields = (
-        "underlying_instrument__name",
-        "underlying_instrument_isin",
-        "underlying_instrument_ticker",
-        "underlying_instrument_refinitiv_identifier_code",
-        "underlying_instrument_instrument_type",
-        "target_weight",
-        "effective_weight",
-        "effective_shares",
-        "target_shares",
-        "shares",
-        "weighting",
-    )
-    IDENTIFIER = "wbportfolio:tradeproposal"
-    search_fields = ("underlying_instrument__name",)
-    filterset_fields = {"status": ["exact"]}
-    queryset = Trade.objects.all()
-
-    display_config_class = TradeTradeProposalDisplayConfig
-    endpoint_config_class = TradeTradeProposalEndpointConfig
-    serializer_class = TradeTradeProposalModelSerializer
-    button_config_class = TradeTradeProposalButtonConfig
-
-    @cached_property
-    def trade_proposal(self):
-        return get_object_or_404(TradeProposal, pk=self.kwargs["trade_proposal_id"])
-
-    @cached_property
-    def portfolio_total_asset_value(self):
-        return self.trade_proposal.portfolio_total_asset_value
-
-    def has_import_permission(self, request) -> bool:  # allow import only on draft trade proposal
-        return super().has_import_permission(request) and self.trade_proposal.status == TradeProposal.Status.DRAFT
-
-    def get_import_resource_kwargs(self):
-        resource_kwargs = super().get_import_resource_kwargs()
-        resource_kwargs["columns_mapping"] = {"underlying_instrument": "underlying_instrument__isin"}
-        return resource_kwargs
-
-    def get_resource_class(self):
-        return TradeProposalTradeResource
-
-    def get_aggregates(self, queryset, *args, **kwargs):
-        agg = {}
-        if queryset.exists():
-            noncash_aggregates = queryset.filter(underlying_instrument__is_cash=False).aggregate(
-                sum_target_weight=Sum(F("target_weight")),
-                sum_effective_weight=Sum(F("effective_weight")),
-                sum_target_total_value_fx_portfolio=Sum(F("target_total_value_fx_portfolio")),
-                sum_effective_total_value_fx_portfolio=Sum(F("effective_total_value_fx_portfolio")),
-            )
-
-            # weights aggregates
-            cash_sum_effective_weight = Decimal("1.0") - noncash_aggregates["sum_effective_weight"]
-            cash_sum_target_cash_weight = Decimal("1.0") - noncash_aggregates["sum_target_weight"]
-            noncash_sum_effective_weight = noncash_aggregates["sum_effective_weight"] or Decimal(0)
-            noncash_sum_target_weight = noncash_aggregates["sum_target_weight"] or Decimal(0)
-            sum_buy_weight = queryset.filter(weighting__gte=0).aggregate(s=Sum(F("weighting")))["s"] or Decimal(0)
-            sum_sell_weight = queryset.filter(weighting__lt=0).aggregate(s=Sum(F("weighting")))["s"] or Decimal(0)
-
-            # shares aggregates
-            cash_sum_effective_total_value_fx_portfolio = cash_sum_effective_weight * self.portfolio_total_asset_value
-            cash_sum_target_total_value_fx_portfolio = cash_sum_target_cash_weight * self.portfolio_total_asset_value
-            noncash_sum_effective_total_value_fx_portfolio = noncash_aggregates[
-                "sum_effective_total_value_fx_portfolio"
-            ] or Decimal(0)
-            noncash_sum_target_total_value_fx_portfolio = noncash_aggregates[
-                "sum_target_total_value_fx_portfolio"
-            ] or Decimal(0)
-            sum_buy_total_value_fx_portfolio = queryset.filter(total_value_fx_portfolio__gte=0).aggregate(
-                s=Sum(F("total_value_fx_portfolio"))
-            )["s"] or Decimal(0)
-            sum_sell_total_value_fx_portfolio = queryset.filter(total_value_fx_portfolio__lt=0).aggregate(
-                s=Sum(F("total_value_fx_portfolio"))
-            )["s"] or Decimal(0)
-
-            agg = {
-                "effective_weight": {
-                    "Cash": format_number(cash_sum_effective_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
-                    "Non-Cash": format_number(noncash_sum_effective_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
-                    "Total": format_number(
-                        noncash_sum_effective_weight + cash_sum_effective_weight,
-                        decimal=Trade.TRADE_WEIGHTING_PRECISION,
-                    ),
-                },
-                "target_weight": {
-                    "Cash": format_number(cash_sum_target_cash_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
-                    "Non-Cash": format_number(noncash_sum_target_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
-                    "Total": format_number(
-                        cash_sum_target_cash_weight + noncash_sum_target_weight,
-                        decimal=Trade.TRADE_WEIGHTING_PRECISION,
-                    ),
-                },
-                "effective_total_value_fx_portfolio": {
-                    "Cash": format_number(cash_sum_effective_total_value_fx_portfolio, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_effective_total_value_fx_portfolio, decimal=6),
-                    "Total": format_number(
-                        cash_sum_effective_total_value_fx_portfolio + noncash_sum_effective_total_value_fx_portfolio,
-                        decimal=6,
-                    ),
-                },
-                "target_total_value_fx_portfolio": {
-                    "Cash": format_number(cash_sum_target_total_value_fx_portfolio, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_target_total_value_fx_portfolio, decimal=6),
-                    "Total": format_number(
-                        cash_sum_target_total_value_fx_portfolio + noncash_sum_target_total_value_fx_portfolio,
-                        decimal=6,
-                    ),
-                },
-                "weighting": {
-                    "Cash Flow": format_number(
-                        cash_sum_target_cash_weight - cash_sum_effective_weight,
-                        decimal=Trade.TRADE_WEIGHTING_PRECISION,
-                    ),
-                    "Buy": format_number(sum_buy_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
-                    "Sell": format_number(sum_sell_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
-                },
-                "total_value_fx_portfolio": {
-                    "Cash Flow": format_number(
-                        cash_sum_target_total_value_fx_portfolio - cash_sum_effective_total_value_fx_portfolio,
-                        decimal=6,
-                    ),
-                    "Buy": format_number(sum_buy_total_value_fx_portfolio, decimal=6),
-                    "Sell": format_number(sum_sell_total_value_fx_portfolio, decimal=6),
-                },
-            }
-
-        return agg
-
-    def get_serializer_class(self):
-        if self.trade_proposal.status != TradeProposal.Status.DRAFT:
-            return ReadOnlyTradeTradeProposalModelSerializer
-        return TradeTradeProposalModelSerializer
-
-    def add_messages(self, request, queryset=None, paginated_queryset=None, instance=None, initial=False):
-        if queryset is not None and queryset.exists() and self.trade_proposal.status != TradeProposal.Status.APPROVED:
-            total_target_weight = queryset.aggregate(c=Sum(F("target_weight")))["c"] or Decimal(0)
-            if round(total_target_weight, 3) != 1:
-                warning(
-                    request,
-                    "The total target weight does not equal 1. To avoid automatic cash allocation, please adjust the trade weights to sum up to 1. Otherwise, a cash component will be added when this trade proposal is submitted.",
-                )
-            if queryset.filter(status=Trade.Status.FAILED):
-                error(
-                    request,
-                    "Some trades failed preparation. To resolve this, please revert the trade proposal to draft, review and correct the trades, and then resubmit.",
-                )
-
-    def get_queryset(self):
-        if self.is_portfolio_manager:
-            qs = super().get_queryset().filter(trade_proposal=self.kwargs["trade_proposal_id"]).annotate_base_info()
-        else:
-            qs = TradeProposal.objects.none()
-
-        return qs.annotate(
-            underlying_instrument_isin=F("underlying_instrument__isin"),
-            underlying_instrument_ticker=F("underlying_instrument__ticker"),
-            underlying_instrument_refinitiv_identifier_code=F("underlying_instrument__refinitiv_identifier_code"),
-            underlying_instrument_instrument_type=Case(
-                When(
-                    underlying_instrument__parent__is_security=True,
-                    then=F("underlying_instrument__parent__instrument_type__short_name"),
-                ),
-                default=F("underlying_instrument__instrument_type__short_name"),
-            ),
-            effective_total_value_fx_portfolio=F("effective_weight") * Value(self.portfolio_total_asset_value),
-            target_total_value_fx_portfolio=F("target_weight") * Value(self.portfolio_total_asset_value),
-            portfolio_currency=F("portfolio__currency__symbol"),
-            security=F("underlying_instrument__parent"),
-            company=F("underlying_instrument__parent__parent"),
-        )

{wbportfolio-1.54.14.dist-info → wbportfolio-1.54.15.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.54.14
+Version: 1.54.15
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*