wbportfolio 1.54.14__tar.gz → 1.54.15__tar.gz

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/PKG-INFO

@@ -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.*

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/admin/__init__.py

@@ -10,3 +10,5 @@ from .registers import RegisterModelAdmin
 from .roles import PortfolioRoleAdmin
 from .transactions import DividendAdmin, FeesAdmin, TradeAdmin
 from .reconciliations import AccountReconciliationAdmin
+from .orders import OrderProposalAdmin
+from .rebalancing import RebalancingModelAdmin, RebalancerAdmin

wbportfolio-1.54.15/wbportfolio/admin/orders/__init__.py

@@ -0,0 +1,2 @@
+from .orders import OrderTabularInline
+from .order_proposals import OrderProposalAdmin

wbportfolio-1.54.15/wbportfolio/admin/orders/order_proposals.py

@@ -0,0 +1,14 @@
+from django.contrib import admin
+
+from wbportfolio.models import OrderProposal
+
+from .orders import OrderTabularInline
+
+
+@admin.register(OrderProposal)
+class OrderProposalAdmin(admin.ModelAdmin):
+    search_fields = ["portfolio__name", "comment"]
+
+    list_display = ("portfolio", "rebalancing_model", "trade_date", "status")
+    autocomplete_fields = ["portfolio", "rebalancing_model"]
+    inlines = [OrderTabularInline]

wbportfolio-1.54.15/wbportfolio/admin/orders/orders.py

@@ -0,0 +1,30 @@
+from django.contrib import admin
+
+from wbportfolio.models.orders import Order
+
+
+class OrderTabularInline(admin.TabularInline):
+    model = Order
+    fk_name = "order_proposal"
+
+    readonly_fields = [
+        "_effective_weight",
+        "_target_weight",
+        "_effective_shares",
+        "_target_shares",
+        "total_value",
+        "total_value_gross",
+        "total_value_fx_portfolio",
+        "total_value_gross_fx_portfolio",
+        "created",
+        "updated",
+    ]
+
+    fields = [
+        "underlying_instrument",
+        "_effective_weight",
+        "_target_weight",
+        "weighting",
+        "shares",
+        "daily_return",
+    ]

{wbportfolio-1.54.14/wbportfolio/admin/transactions → wbportfolio-1.54.15/wbportfolio/admin}/rebalancing.py

@@ -20,7 +20,7 @@ class RebalancerAdmin(admin.ModelAdmin):
         "rebalancing_model",
         "portfolio",
         "parameters",
-        "approve_trade_proposal_automatically",
+        "approve_order_proposal_automatically",
         "activation_date",
         "frequency",
     )

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/admin/transactions/__init__.py

@@ -2,4 +2,3 @@ from .claim import ClaimModelAdmin
 from .dividends import DividendAdmin
 from .fees import FeesAdmin
 from .trades import TradeAdmin
-from .rebalancing import RebalancingModelAdmin, RebalancerAdmin

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/admin/transactions/trades.py

@@ -1,6 +1,6 @@
 from django.contrib import admin
 
-from wbportfolio.models import Trade, TradeProposal
+from wbportfolio.models import Trade
 
 
 @admin.register(Trade)
@@ -8,7 +8,6 @@ class TradeAdmin(admin.ModelAdmin):
     search_fields = ["portfolio__name", "underlying_instrument__computed_str", "bank"]
     list_filter = ("portfolio", "pending")
     list_display = (
-        "status",
         "transaction_subtype",
         "transaction_date",
         "underlying_instrument",
@@ -23,10 +22,6 @@ class TradeAdmin(admin.ModelAdmin):
     )
 
     readonly_fields = [
-        "_effective_weight",
-        "_target_weight",
-        "_effective_shares",
-        "_target_shares",
         "total_value",
         "total_value_gross",
         "total_value_fx_portfolio",
@@ -39,7 +34,7 @@ class TradeAdmin(admin.ModelAdmin):
             "Transaction Information",
             {
                 "fields": (
-                    ("transaction_subtype", "status"),
+                    ("transaction_subtype",),
                     ("pending", "marked_for_deletion", "exclude_from_history"),
                     (
                         "portfolio",
@@ -50,8 +45,6 @@ class TradeAdmin(admin.ModelAdmin):
                     ("price", "currency", "currency_fx_rate"),
                     ("total_value", "total_value_gross"),
                     ("total_value_fx_portfolio", "total_value_gross_fx_portfolio"),
-                    ("_effective_weight", "_target_weight", "weighting"),
-                    ("_effective_shares", "_target_shares", "shares"),
                     ("register", "custodian", "bank", "external_id", "external_id_alternative"),
                     ("created", "updated"),
                     ("comment",),
@@ -62,11 +55,3 @@ class TradeAdmin(admin.ModelAdmin):
     autocomplete_fields = ["portfolio", "underlying_instrument", "currency", "register", "custodian"]
     ordering = ("-transaction_date",)
     raw_id_fields = ["import_source", "underlying_instrument", "portfolio", "register", "custodian"]
-
-
-@admin.register(TradeProposal)
-class TradeProposalAdmin(admin.ModelAdmin):
-    search_fields = ["portfolio__name", "comment"]
-
-    list_display = ("portfolio", "rebalancing_model", "trade_date", "status")
-    autocomplete_fields = ["portfolio", "rebalancing_model"]

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/contrib/company_portfolio/tests/conftest.py

@@ -60,7 +60,7 @@ from wbportfolio.factories import (
     ProductGroupRepresentantFactory,
     ProductPortfolioRoleFactory,
     TradeFactory,
-    TradeProposalFactory,
+    OrderProposalFactory,
     WhiteLabelProductFactory,
 )
 
@@ -95,7 +95,7 @@ register(ModelPortfolioFactory)
 register(ModelPortfolioWithBaseProductFactory, "model_portfolio_with_base_product")
 register(TradeFactory)
 register(CustomerTradeFactory)
-register(TradeProposalFactory)
+register(OrderProposalFactory)
 register(DividendTransactionsFactory)
 register(FeesFactory)
 register(WhiteLabelProductFactory, "white_label_product")

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/factories/__init__.py

@@ -21,6 +21,7 @@ from .product_groups import ProductGroupFactory, ProductGroupRepresentantFactory
 from .products import IndexProductFactory, ProductFactory, WhiteLabelProductFactory, ModelPortfolioWithBaseProductFactory
 from .reconciliations import AccountReconciliationFactory, AccountReconciliationLineFactory
 from .roles import ManagerPortfolioRoleFactory, ProductPortfolioRoleFactory
-from .trades import CustomerTradeFactory, TradeFactory, TradeProposalFactory
+from .trades import CustomerTradeFactory, TradeFactory
+from .orders import OrderProposalFactory, OrderFactory
 from .indexes import IndexFactory
 from .rebalancing import (RebalancingModelFactory, RebalancerFactory)

wbportfolio-1.54.15/wbportfolio/factories/orders/__init__.py

@@ -0,0 +1,2 @@
+from .order_proposals import OrderProposalFactory
+from .orders import OrderFactory

wbportfolio-1.54.15/wbportfolio/factories/orders/order_proposals.py

@@ -0,0 +1,17 @@
+import factory
+from faker import Faker
+from pandas._libs.tslibs.offsets import BDay
+
+from wbportfolio.models import OrderProposal
+
+fake = Faker()
+
+
+class OrderProposalFactory(factory.django.DjangoModelFactory):
+    class Meta:
+        model = OrderProposal
+
+    trade_date = factory.LazyAttribute(lambda o: (fake.date_object() + BDay(1)).date())
+    comment = factory.Faker("paragraph")
+    portfolio = factory.SubFactory("wbportfolio.factories.PortfolioFactory")
+    creator = factory.SubFactory("wbcore.contrib.directory.factories.PersonFactory")

wbportfolio-1.54.15/wbportfolio/factories/orders/orders.py

@@ -0,0 +1,21 @@
+import random
+from decimal import Decimal
+
+import factory
+from faker import Faker
+
+from wbportfolio.models import Order
+
+fake = Faker()
+
+
+class OrderFactory(factory.django.DjangoModelFactory):
+    class Meta:
+        model = Order
+
+    order_proposal = factory.SubFactory("wbportfolio.factories.OrderProposalFactory")
+    currency_fx_rate = Decimal(1.0)
+    fees = Decimal(0.0)
+    underlying_instrument = factory.SubFactory("wbfdm.factories.InstrumentFactory")
+    shares = factory.Faker("pydecimal", min_value=10, max_value=1000, right_digits=4)
+    price = factory.LazyAttribute(lambda o: random.randint(10, 10000))

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/factories/rebalancing.py

@@ -18,6 +18,6 @@ class RebalancerFactory(factory.django.DjangoModelFactory):
     portfolio = factory.SubFactory("wbportfolio.factories.portfolios.PortfolioFactory")
     rebalancing_model = factory.SubFactory(RebalancingModelFactory)
     parameters = dict()
-    approve_trade_proposal_automatically = False
+    approve_order_proposal_automatically = False
     frequency = "RRULE:FREQ=MONTHLY;"
     activation_date = None

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/factories/trades.py

@@ -4,9 +4,8 @@ from decimal import Decimal
 
 import factory
 from faker import Faker
-from pandas._libs.tslibs.offsets import BDay
 
-from wbportfolio.models import Trade, TradeProposal
+from wbportfolio.models import Trade
 
 fake = Faker()
 
@@ -26,17 +25,7 @@ class TradeFactory(factory.django.DjangoModelFactory):
     marked_for_deletion = False
     shares = factory.Faker("pydecimal", min_value=10, max_value=1000, right_digits=4)
     price = factory.LazyAttribute(lambda o: random.randint(10, 10000))
-    # trade_proposal = factory.SubFactory("wbportfolio.factories.TradeProposalFactory")
-
-
-class TradeProposalFactory(factory.django.DjangoModelFactory):
-    class Meta:
-        model = TradeProposal
-
-    trade_date = factory.LazyAttribute(lambda o: (fake.date_object() + BDay(1)).date())
-    comment = factory.Faker("paragraph")
-    portfolio = factory.SubFactory("wbportfolio.factories.PortfolioFactory")
-    creator = factory.SubFactory("wbcore.contrib.directory.factories.PersonFactory")
+    # order_proposal = factory.SubFactory("wbportfolio.factories.OrderProposalFactory")
 
 
 class CustomerTradeFactory(TradeFactory):

wbportfolio-1.54.15/wbportfolio/filters/orders/__init__.py

@@ -0,0 +1 @@
+from .orders import OrderFilterSet

wbportfolio-1.54.15/wbportfolio/filters/orders/orders.py

@@ -0,0 +1,11 @@
+from wbcore import filters as wb_filters
+
+from wbportfolio.models import Order
+
+
+class OrderFilterSet(wb_filters.FilterSet):
+    has_warnings = wb_filters.BooleanFilter()
+
+    class Meta:
+        model = Order
+        fields = {"underlying_instrument": ["exact"], "order_type": ["exact"]}

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/import_export/handlers/trade.py

@@ -25,7 +25,7 @@ class TradeImportHandler(ImportExportHandler):
         self.instrument_handler = InstrumentImportHandler(self.import_source)
         self.register_handler = RegisterImportHandler(self.import_source)
         self.currency_handler = CurrencyImportHandler(self.import_source)
-        self.trade_proposals = set()
+        self.order_proposals = set()
 
     def _data_changed(self, _object, change_data: Dict[str, Any], initial_data: Dict[str, Any], **kwargs):
         if (new_register := change_data.get("register")) and (current_register := _object.register):
@@ -35,20 +35,20 @@ class TradeImportHandler(ImportExportHandler):
         return super()._data_changed(_object, change_data, initial_data, **kwargs)
 
     def _deserialize(self, data: Dict[str, Any]):
-        from wbportfolio.models import Product, TradeProposal
+        from wbportfolio.models import OrderProposal, Product
 
         if underlying_instrument := data.get("underlying_instrument", None):
             data["underlying_instrument"] = self.instrument_handler.process_object(
                 underlying_instrument, only_security=False, read_only=True
             )[0]
 
-        if trade_proposal_id := data.pop("trade_proposal_id", None):
-            trade_proposal = TradeProposal.objects.get(id=trade_proposal_id)
-            self.trade_proposals.add(trade_proposal)
-            data["value_date"] = trade_proposal.last_effective_date
-            data["transaction_date"] = trade_proposal.trade_date
-            data["trade_proposal"] = trade_proposal
-            data["portfolio"] = trade_proposal.portfolio
+        if order_proposal_id := data.pop("order_proposal_id", None):
+            order_proposal = OrderProposal.objects.get(id=order_proposal_id)
+            self.order_proposals.add(order_proposal)
+            data["value_date"] = order_proposal.last_effective_date
+            data["transaction_date"] = order_proposal.trade_date
+            data["order_proposal"] = order_proposal
+            data["portfolio"] = order_proposal.portfolio
             data["status"] = "DRAFT"
         else:
             if external_id_alternative := data.get("external_id_alternative", None):
@@ -160,13 +160,13 @@ class TradeImportHandler(ImportExportHandler):
         self.import_source.log += "\nNo trade was successfully matched."
 
     def _get_history(self, history: Dict[str, Any]) -> models.QuerySet:
-        from wbportfolio.models.transactions.trade_proposals import TradeProposal
+        from wbportfolio.models.orders.order_proposals import OrderProposal
 
-        if trade_proposal_id := history.get("trade_proposal_id"):
-            # if a trade proposal is provided, we delete the existing history first as otherwise, it would mess with the target weight computation
-            trade_proposal = TradeProposal.objects.get(id=trade_proposal_id)
-            trade_proposal.trades.all().delete()
-            trade_proposal.reset_trades()
+        if order_proposal_id := history.get("order_proposal_id"):
+            # if a order proposal is provided, we delete the existing history first as otherwise, it would mess with the target weight computation
+            order_proposal = OrderProposal.objects.get(id=order_proposal_id)
+            order_proposal.trades.all().delete()
+            order_proposal.reset_orders()
             trades = self.model.objects.none()
         else:
             trades = self.model.objects.filter(
@@ -201,7 +201,7 @@ class TradeImportHandler(ImportExportHandler):
         modified_objs: list[models.Model],
         unmodified_objs: list[models.Model],
     ):
-        from wbportfolio.models.transactions.trade_proposals import replay_as_task
+        from wbportfolio.models.orders.order_proposals import replay_as_task
 
         for instrument in set(
             map(lambda x: x.underlying_instrument, filter(lambda t: t.is_customer_trade, created_objs + modified_objs))
@@ -209,9 +209,9 @@ class TradeImportHandler(ImportExportHandler):
             if instrument.instrument_type.key == "product":
                 update_outstanding_shares_as_task.delay(instrument.id)
 
-        # if the trade import relates to a trade proposal, we reset the TP after the import to ensure it contains the deleted positions (often forgotten by user)
-        for changed_trade_proposal in self.trade_proposals:
-            replay_as_task.delay(changed_trade_proposal.id)
+        # if the trade import relates to a order proposal, we reset the TP after the import to ensure it contains the deleted positions (often forgotten by user)
+        for changed_order_proposal in self.order_proposals:
+            replay_as_task.delay(changed_order_proposal.id)
 
     def _post_processing_updated_object(self, _object):
         if _object.marked_for_deletion:
@@ -231,7 +231,7 @@ class TradeImportHandler(ImportExportHandler):
             self.import_source.log += (
                 f"{trade.transaction_date:%d.%m.%Y}: {trade.shares} {trade.bank} ==> Marked for deletion"
             )
-            if trade.trade_proposal:
+            if trade.order_proposal:
                 trade.delete()
             else:
                 trade.marked_for_deletion = True

{wbportfolio-1.54.14 → wbportfolio-1.54.15}/wbportfolio/import_export/resources/trades.py

@@ -10,9 +10,9 @@ from wbportfolio.models import Trade
 fake = Faker()
 
 
-class TradeProposalTradeResource(FilterModelResource):
+class OrderProposalTradeResource(FilterModelResource):
     """
-    Trade Resource class to use to import trade from the trade proposal
+    Trade Resource class to use to import trade from the order proposal
     """
 
     DUMMY_FIELD_MAP = {

wbportfolio-1.54.15/wbportfolio/migrations/0082_remove_tradeproposal_creator_and_more.py

@@ -0,0 +1,93 @@
+# Generated by Django 5.0.14 on 2025-07-17 14:53
+
+import django.db.models.deletion
+import django_fsm
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('currency', '0001_initial'),
+        ('io', '0008_importsource_resource_kwargs'),
+        ('wbfdm', '0031_exchange_apply_round_lot_size_and_more'),
+        ('directory', '0013_alter_clientmanagerrelationship_options'),
+        ('wbportfolio', '0081_alter_trade_drift_factor'),
+    ]
+
+    operations = [
+        migrations.RenameModel(
+            old_name='TradeProposal',
+            new_name='OrderProposal',
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='creator',
+            field=models.ForeignKey(blank=True, null=True, on_delete=django.db.models.deletion.PROTECT,
+                                    related_name='order_proposals', to='directory.person', verbose_name='Owner'),
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='portfolio',
+            field=models.ForeignKey(on_delete=django.db.models.deletion.PROTECT, related_name='order_proposals',
+                                    to='wbportfolio.portfolio', verbose_name='Portfolio'),
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='rebalancing_model',
+            field=models.ForeignKey(blank=True, help_text='Rebalancing Model that generates the target portfolio',
+                                    null=True, on_delete=django.db.models.deletion.SET_NULL,
+                                    related_name='order_proposals', to='wbportfolio.rebalancingmodel',
+                                    verbose_name='Rebalancing Model'),
+        ),
+        migrations.AlterModelOptions(
+            name='orderproposal',
+            options={'verbose_name': 'Order Proposal', 'verbose_name_plural': 'Order Proposals'},
+        ),
+        migrations.RemoveConstraint(
+            model_name='orderproposal',
+            name='unique_trade_proposal',
+        ),
+        migrations.RemoveConstraint(
+            model_name='trade',
+            name='unique_manual_trade',
+        ),
+        migrations.RenameField(
+            model_name='rebalancer',
+            old_name='approve_trade_proposal_automatically',
+            new_name='approve_order_proposal_automatically',
+        ),
+        migrations.RenameField(
+            model_name='trade',
+            old_name='trade_proposal',
+            new_name='order_proposal',
+        ),
+        migrations.AlterField(
+            model_name='portfolio',
+            name='is_manageable',
+            field=models.BooleanField(default=False,
+                                      help_text='True if the portfolio can be manually modified (e.g. Order Proposal be submitted or total weight recomputed)'),
+        ),
+        migrations.AddConstraint(
+            model_name='orderproposal',
+            constraint=models.UniqueConstraint(fields=('portfolio', 'trade_date'), name='unique_order_proposal'),
+        ),
+        migrations.AddConstraint(
+            model_name='trade',
+            constraint=models.UniqueConstraint(condition=models.Q(('order_proposal__isnull', False)),
+                                               fields=('portfolio', 'transaction_date', 'underlying_instrument'),
+                                               name='unique_manual_trade'),
+        ),
+        migrations.AlterField(
+            model_name='rebalancer',
+            name='approve_order_proposal_automatically',
+            field=models.BooleanField(default=False, verbose_name='Apply Order Proposal Automatically'),
+        ),
+        migrations.AlterField(
+            model_name='trade',
+            name='order_proposal',
+            field=models.ForeignKey(blank=True, help_text='The Order Proposal this trade is coming from', null=True,
+                                    on_delete=django.db.models.deletion.CASCADE, related_name='trades',
+                                    to='wbportfolio.orderproposal'),
+        ),
+    ]

wbportfolio-1.54.15/wbportfolio/migrations/0083_order_alter_trade_options_and_more.py

@@ -0,0 +1,181 @@
+# Generated by Django 5.0.14 on 2025-07-18 06:37
+
+import django.db.models.deletion
+import django.db.models.expressions
+import django_fsm
+from decimal import Decimal
+from django.db import migrations, models
+from tqdm import tqdm
+def migrate_order(apps, schema_editor):
+    Order = apps.get_model("wbportfolio", "Order")
+    Trade = apps.get_model("wbportfolio", "Trade")
+    objs = []
+    qs = Trade.objects.filter(order_proposal__isnull=False).select_related("order_proposal")
+    for order in tqdm(qs, total=qs.count()):
+        objs.append(Order(
+            order=order.order,
+            value_date=order.order_proposal.trade_date,
+            currency_fx_rate=order.currency_fx_rate,
+            price=order.price,
+            price_gross=order.price_gross,
+            fees=order.fees,
+            comment=order.comment,
+            created=order.created,
+            updated=order.updated,
+            order_type=order.transaction_subtype,
+            status=order.status,
+            shares=order.shares,
+            weighting=order.weighting,
+            drift_factor=order.drift_factor,
+            import_source=order.import_source,
+            portfolio=order.portfolio,
+            underlying_instrument=order.underlying_instrument,
+            order_proposal=order.order_proposal,
+        ))
+    Order.objects.bulk_create(objs)
+    qs.delete()
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('io', '0008_importsource_resource_kwargs'),
+        ('wbfdm', '0031_exchange_apply_round_lot_size_and_more'),
+        ('wbportfolio', '0082_remove_tradeproposal_creator_and_more'),
+    ]
+
+    operations = [
+        migrations.CreateModel(
+            name='Order',
+            fields=[
+                ('id', models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
+                ('order', models.PositiveIntegerField(db_index=True, editable=False, verbose_name='order')),
+                ('value_date', models.DateField(help_text='The date that this transaction was valuated/paid.', verbose_name='Value Date')),
+                ('currency_fx_rate', models.DecimalField(decimal_places=8, default=Decimal('1'), max_digits=14, verbose_name='FOREX rate')),
+                ('price', models.DecimalField(decimal_places=4, help_text='The price per share.', max_digits=16, verbose_name='Price')),
+                ('price_gross', models.DecimalField(decimal_places=4, help_text='The gross price per share.', max_digits=16, verbose_name='Gross Price')),
+                ('fees', models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('price_gross'), '-', models.F('price')), output_field=models.DecimalField(decimal_places=4, max_digits=20))),
+                ('total_value_gross', models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('price_gross'), '*', models.F('shares')), output_field=models.DecimalField(decimal_places=4, max_digits=20))),
+                ('total_value', models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('price'), '*', models.F('shares')), output_field=models.DecimalField(decimal_places=4, max_digits=20))),
+                ('total_value_fx_portfolio', models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price')), '*', models.F('shares')), output_field=models.DecimalField(decimal_places=4, max_digits=20))),
+                ('total_value_gross_fx_portfolio', models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price_gross')), '*', models.F('shares')), output_field=models.DecimalField(decimal_places=4, max_digits=20))),
+                ('comment', models.TextField(blank=True, default='', verbose_name='Comment')),
+                ('created', models.DateTimeField(auto_now_add=True)),
+                ('updated', models.DateTimeField(auto_now=True)),
+                ('order_type', models.CharField(choices=[('REBALANCE', 'Rebalance'), ('DECREASE', 'Decrease'), ('INCREASE', 'Increase'), ('BUY', 'Buy'), ('SELL', 'Sell'), ('NO_CHANGE', 'No Change')], default='BUY', max_length=32, verbose_name='Trade Type')),
+                ('status', django_fsm.FSMField(choices=[('DRAFT', 'Draft'), ('SUBMIT', 'Submit'), ('EXECUTED', 'Executed'), ('CONFIRMED', 'Confirmed'), ('FAILED', 'Failed')], default='CONFIRMED', max_length=50, verbose_name='Status')),
+                ('shares', models.DecimalField(decimal_places=4, default=Decimal('0.0'), help_text='The number of shares that were traded.', max_digits=15, verbose_name='Shares')),
+                ('weighting', models.DecimalField(decimal_places=8, default=Decimal('0'), help_text='The weight to be multiplied against the target', max_digits=9, verbose_name='Weight')),
+                ('drift_factor', 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')),
+            ],
+            options={
+                'verbose_name': 'Order',
+                'verbose_name_plural': 'Orders',
+                'ordering': ('order',),
+                'abstract': False,
+            },
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='order_proposal',
+            field=models.ForeignKey(help_text='The Order Proposal this trade is coming from',
+                                    on_delete=django.db.models.deletion.CASCADE, related_name='orders',
+                                    to='wbportfolio.orderproposal'),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='import_source',
+            field=models.ForeignKey(blank=True, null=True, on_delete=django.db.models.deletion.SET_NULL,
+                                    to='io.importsource'),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='portfolio',
+            field=models.ForeignKey(on_delete=django.db.models.deletion.PROTECT, related_name='%(class)ss',
+                                    to='wbportfolio.portfolio', verbose_name='Portfolio'),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='underlying_instrument',
+            field=models.ForeignKey(help_text='The instrument that is this transaction.',
+                                    limit_choices_to=models.Q(('children__isnull', True)),
+                                    on_delete=django.db.models.deletion.PROTECT, related_name='%(class)ss',
+                                    to='wbfdm.instrument', verbose_name='Underlying Instrument'),
+        ),
+        migrations.RunSQL(
+            sql="SET CONSTRAINTS ALL IMMEDIATE;",
+        ),
+        migrations.RunPython(migrate_order),
+        migrations.RunSQL(
+            sql="SET CONSTRAINTS ALL DEFERRED;",
+        ),
+        migrations.AlterModelOptions(
+            name='trade',
+            options={'verbose_name': 'Trade', 'verbose_name_plural': 'Trades'},
+        ),
+        migrations.RemoveConstraint(
+            model_name='trade',
+            name='unique_manual_trade',
+        ),
+        migrations.RemoveField(
+            model_name='trade',
+            name='drift_factor',
+        ),
+        migrations.RemoveField(
+            model_name='trade',
+            name='order',
+        ),
+        migrations.RemoveField(
+            model_name='trade',
+            name='order_proposal',
+        ),
+        migrations.AddIndex(
+            model_name='order',
+            index=models.Index(fields=['underlying_instrument', 'value_date'], name='wbportfolio_underly_051048_idx'),
+        ),
+        migrations.AddIndex(
+            model_name='order',
+            index=models.Index(fields=['portfolio', 'underlying_instrument', 'value_date'], name='wbportfolio_portfol_26d2a7_idx'),
+        ),
+        migrations.AddIndex(
+            model_name='order',
+            index=models.Index(fields=['order_proposal', 'underlying_instrument'], name='wbportfolio_order_p_637d28_idx'),
+        ),
+        migrations.AddConstraint(
+            model_name='order',
+            constraint=models.UniqueConstraint(fields=('order_proposal', 'underlying_instrument'), name='unique_order'),
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='comment',
+            field=models.TextField(blank=True, default='', verbose_name='Order Comment'),
+        ),
+        migrations.RemoveField(
+            model_name='order',
+            name='drift_factor',
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='daily_return',
+            field=models.DecimalField(decimal_places=16, default=Decimal('0'), help_text='The Ex-Post daily return',
+                                      max_digits=19, verbose_name='Daily Return'),
+        ),
+        migrations.AddIndex(
+            model_name='order',
+            index=models.Index(fields=['order_proposal'], name='wbportfolio_order_p_630213_idx'),
+        ),
+        migrations.RemoveField(
+            model_name='order',
+            name='status',
+        ),
+        migrations.RemoveField(
+            model_name='trade',
+            name='status',
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='status',
+            field=django_fsm.FSMField(
+                choices=[('DRAFT', 'Draft'), ('SUBMIT', 'Pending'), ('APPROVED', 'Approved'), ('DENIED', 'Denied'),
+                         ('FAILED', 'Failed')], default='DRAFT', max_length=50, verbose_name='Status'),
+        ),
+    ]