wbportfolio 1.54.14__py2.py3-none-any.whl → 1.54.16__py2.py3-none-any.whl

wbportfolio/serializers/transactions/trades.py

@@ -1,20 +1,14 @@
 from datetime import timedelta
 from decimal import Decimal
 
-from rest_framework import serializers
 from rest_framework.reverse import reverse
 from wbcore import serializers as wb_serializers
 from wbcore.contrib.currency.serializers import CurrencyRepresentationSerializer
-from wbcore.metadata.configs.display.list_display import BaseTreeGroupLevelOption
-from wbfdm.models import Instrument
-from wbfdm.serializers import InvestableInstrumentRepresentationSerializer
 from wbfdm.serializers.instruments.instruments import (
-    CompanyRepresentationSerializer,
     InvestableUniverseRepresentationSerializer,
-    SecurityRepresentationSerializer,
 )
 
-from wbportfolio.models import PortfolioRole, Trade, TradeProposal
+from wbportfolio.models import PortfolioRole, Trade
 from wbportfolio.models.transactions.claim import Claim
 from wbportfolio.serializers.custodians import CustodianRepresentationSerializer
 from wbportfolio.serializers.registers import RegisterRepresentationSerializer
@@ -41,14 +35,6 @@ class CopyClaimRepresentationSerializer(wb_serializers.RepresentationSerializer)
         )
 
 
-class TradeProposalRepresentationSerializer(wb_serializers.RepresentationSerializer):
-    _detail = wb_serializers.HyperlinkField(reverse_name="wbportfolio:tradeproposal-detail")
-
-    class Meta:
-        model = TradeProposal
-        fields = ("id", "trade_date", "status", "_detail")
-
-
 class TradeRepresentationSerializer(wb_serializers.RepresentationSerializer):
     _detail = wb_serializers.HyperlinkField(reverse_name="wbportfolio:trade-detail")
     diff_shares = wb_serializers.DecimalField(max_digits=15, decimal_places=4, read_only=True)
@@ -253,170 +239,3 @@ class TradeModelSerializer(wb_serializers.ModelSerializer):
             "_internal_trade",
             "_additional_resources",
         )
-
-
-class GetSecurityDefault:
-    requires_context = True
-
-    def __call__(self, serializer_instance):
-        try:
-            instance = serializer_instance.view.get_object()
-            return instance.underlying_instrument.parent or instance.underlying_instrument
-        except Exception:
-            return None
-
-
-class GetCompanyDefault:
-    requires_context = True
-
-    def __call__(self, serializer_instance):
-        try:
-            instance = serializer_instance.view.get_object()
-            security = instance.underlying_instrument.parent or instance.underlying_instrument
-            return security.parent or security
-        except Exception:
-            return None
-
-
-class TradeTradeProposalModelSerializer(TradeModelSerializer):
-    underlying_instrument_isin = wb_serializers.CharField(read_only=True)
-    underlying_instrument_ticker = wb_serializers.CharField(read_only=True)
-    underlying_instrument_refinitiv_identifier_code = wb_serializers.CharField(read_only=True)
-    underlying_instrument_instrument_type = wb_serializers.CharField(read_only=True)
-
-    company = wb_serializers.PrimaryKeyRelatedField(
-        queryset=Instrument.objects.filter(level=0),
-        required=False,
-        read_only=lambda view: not view.new_mode,
-        default=GetCompanyDefault(),
-    )
-    _company = CompanyRepresentationSerializer(source="company", required=False)
-
-    security = wb_serializers.PrimaryKeyRelatedField(
-        queryset=Instrument.objects.filter(is_security=True),
-        required=False,
-        read_only=lambda view: not view.new_mode,
-        default=GetSecurityDefault(),
-    )
-    _security = SecurityRepresentationSerializer(
-        source="security",
-        optional_get_parameters={"company": "parent"},
-        depends_on=[{"field": "company", "options": {}}],
-        required=False,
-    )
-    underlying_instrument = wb_serializers.PrimaryKeyRelatedField(
-        queryset=Instrument.objects.all(), label="Quote", read_only=lambda view: not view.new_mode
-    )
-    _underlying_instrument = InvestableInstrumentRepresentationSerializer(
-        source="underlying_instrument",
-        optional_get_parameters={"security": "parent"},
-        depends_on=[{"field": "security", "options": {}}],
-        tree_config=BaseTreeGroupLevelOption(clear_filter=True, filter_key="parent"),
-    )
-
-    status = wb_serializers.ChoiceField(default=Trade.Status.DRAFT, choices=Trade.Status.choices)
-
-    target_weight = wb_serializers.DecimalField(
-        max_digits=Trade.TRADE_WEIGHTING_PRECISION + 1,
-        decimal_places=Trade.TRADE_WEIGHTING_PRECISION,
-        required=False,
-        default=0,
-    )
-    effective_weight = wb_serializers.DecimalField(
-        read_only=True,
-        max_digits=Trade.TRADE_WEIGHTING_PRECISION + 1,
-        decimal_places=Trade.TRADE_WEIGHTING_PRECISION,
-        default=0,
-    )
-
-    effective_shares = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
-    target_shares = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
-
-    total_value_fx_portfolio = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=2, default=0)
-    effective_total_value_fx_portfolio = wb_serializers.DecimalField(
-        read_only=True, max_digits=16, decimal_places=2, default=0
-    )
-    target_total_value_fx_portfolio = wb_serializers.DecimalField(
-        read_only=True, max_digits=16, decimal_places=2, default=0
-    )
-
-    portfolio_currency = wb_serializers.CharField(read_only=True)
-
-    def validate(self, data):
-        data.pop("company", None)
-        data.pop("security", None)
-        if self.instance and "underlying_instrument" in data:
-            raise serializers.ValidationError(
-                {
-                    "underlying_instrument": "You cannot modify the underlying instrument other than creating a new entry"
-                }
-            )
-        effective_weight = self.instance._effective_weight if self.instance else Decimal(0.0)
-        weighting = data.get("weighting", self.instance.weighting if self.instance else Decimal(0.0))
-        if (target_weight := data.pop("target_weight", None)) is not None:
-            weighting = target_weight - effective_weight
-        if (target_weight := data.pop("target_weight", None)) is not None:
-            weighting = target_weight - effective_weight
-        if weighting >= 0:
-            data["transaction_subtype"] = "BUY"
-        else:
-            data["transaction_subtype"] = "SELL"
-        data["weighting"] = weighting
-        return super().validate(data)
-
-    class Meta:
-        model = Trade
-        percent_fields = ["effective_weight", "target_weight", "weighting"]
-        decorators = {
-            "total_value_fx_portfolio": wb_serializers.decorator(
-                decorator_type="text", position="left", value="{{portfolio_currency}}"
-            ),
-            "effective_total_value_fx_portfolio": wb_serializers.decorator(
-                decorator_type="text", position="left", value="{{portfolio_currency}}"
-            ),
-            "target_total_value_fx_portfolio": wb_serializers.decorator(
-                decorator_type="text", position="left", value="{{portfolio_currency}}"
-            ),
-        }
-        read_only_fields = (
-            "transaction_subtype",
-            "shares",
-            "effective_shares",
-            "target_shares",
-            "total_value_fx_portfolio",
-            "effective_total_value_fx_portfolio",
-            "target_total_value_fx_portfolio",
-        )
-        fields = (
-            "id",
-            "shares",
-            "underlying_instrument_isin",
-            "underlying_instrument_ticker",
-            "underlying_instrument_refinitiv_identifier_code",
-            "underlying_instrument_instrument_type",
-            "company",
-            "_company",
-            "security",
-            "_security",
-            "underlying_instrument",
-            "_underlying_instrument",
-            "transaction_subtype",
-            "status",
-            "comment",
-            "effective_weight",
-            "target_weight",
-            "weighting",
-            "trade_proposal",
-            "order",
-            "effective_shares",
-            "target_shares",
-            "total_value_fx_portfolio",
-            "effective_total_value_fx_portfolio",
-            "target_total_value_fx_portfolio",
-            "portfolio_currency",
-        )
-
-
-class ReadOnlyTradeTradeProposalModelSerializer(TradeTradeProposalModelSerializer):
-    class Meta(TradeTradeProposalModelSerializer.Meta):
-        read_only_fields = TradeTradeProposalModelSerializer.Meta.fields

wbportfolio/tests/conftest.py

@@ -64,7 +64,8 @@ from wbportfolio.factories import (
     ProductGroupRepresentantFactory,
     ProductPortfolioRoleFactory,
     TradeFactory,
-    TradeProposalFactory,
+    OrderFactory,
+    OrderProposalFactory,
     WhiteLabelProductFactory,
     RebalancerFactory,
     RebalancingModelFactory
@@ -92,7 +93,8 @@ register(ModelPortfolioFactory)
 register(ModelPortfolioWithBaseProductFactory, "model_portfolio_with_base_product")
 register(TradeFactory)
 register(CustomerTradeFactory)
-register(TradeProposalFactory)
+register(OrderProposalFactory)
+register(OrderFactory)
 register(DividendTransactionsFactory)
 register(FeesFactory)
 register(WhiteLabelProductFactory, "white_label_product")