wbportfolio 1.54.17__py2.py3-none-any.whl → 1.54.18__py2.py3-none-any.whl

wbportfolio/import_export/handlers/orders.py

@@ -0,0 +1,59 @@
+from decimal import Decimal
+from typing import Any, Dict
+
+from django.db import models
+from wbcore.contrib.io.exceptions import DeserializationError
+from wbcore.contrib.io.imports import ImportExportHandler, ImportState
+from wbcore.contrib.io.utils import nest_row
+from wbfdm.import_export.handlers.instrument import InstrumentImportHandler
+
+from wbportfolio.pms.typing import Portfolio, Position
+
+
+class OrderImportHandler(ImportExportHandler):
+    MODEL_APP_LABEL: str = "wbportfolio.Order"
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+        self.instrument_handler = InstrumentImportHandler(self.import_source)
+        self.order_proposal = None
+
+    def process_object(
+        self,
+        data: Dict[str, Any],
+        **kwargs,
+    ):
+        from wbportfolio.models import OrderProposal
+
+        data = nest_row(data)
+        underlying_instrument = self.instrument_handler.process_object(
+            data["underlying_instrument"], only_security=False, read_only=True
+        )[0]
+        self.order_proposal = OrderProposal.objects.get(id=data.pop("order_proposal_id"))
+        weighting = data.get("target_weight", data.get("weighting"))
+        shares = data.get("target_shares", data.get("shares", 0))
+        if not weighting:
+            raise DeserializationError("We couldn't figure out the target weight column")
+        position_dto = Position(
+            underlying_instrument=underlying_instrument.id,
+            instrument_type=underlying_instrument.instrument_type.id,
+            weighting=Decimal(weighting),
+            shares=Decimal(shares),
+            currency=underlying_instrument.currency,
+            date=self.order_proposal.trade_date,
+            is_cash=underlying_instrument.is_cash,
+        )
+        return position_dto, ImportState.CREATED
+
+    def _get_history(self, history: Dict[str, Any]) -> models.QuerySet:
+        from wbportfolio.models.orders.order_proposals import OrderProposal
+
+        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.orders.all().delete()
+        return self.model.objects.none()
+
+    def _post_processing_objects(self, positions: list[Position], *args, **kwargs):
+        target_portfolio = Portfolio(positions)
+        self.order_proposal.reset_orders(target_portfolio=target_portfolio)

wbportfolio/import_export/handlers/trade.py

@@ -25,7 +25,6 @@ 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.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):
@@ -35,41 +34,32 @@ class TradeImportHandler(ImportExportHandler):
         return super()._data_changed(_object, change_data, initial_data, **kwargs)
 
     def _deserialize(self, data: Dict[str, Any]):
-        from wbportfolio.models import OrderProposal, Product
+        from wbportfolio.models import 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 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):
-                data["external_id_alternative"] = str(external_id_alternative)
-            if transaction_date_str := data.get("transaction_date", None):
-                data["transaction_date"] = datetime.strptime(transaction_date_str, "%Y-%m-%d").date()
-            if value_date_str := data.get("value_date", None):
-                data["value_date"] = datetime.strptime(value_date_str, "%Y-%m-%d").date()
-            if book_date_str := data.get("book_date", None):
-                data["book_date"] = datetime.strptime(book_date_str, "%Y-%m-%d").date()
-            data["portfolio"] = Portfolio._get_or_create_portfolio(
-                self.instrument_handler, data.get("portfolio", data["underlying_instrument"])
-            )
+        if external_id_alternative := data.get("external_id_alternative", None):
+            data["external_id_alternative"] = str(external_id_alternative)
+        if transaction_date_str := data.get("transaction_date", None):
+            data["transaction_date"] = datetime.strptime(transaction_date_str, "%Y-%m-%d").date()
+        if value_date_str := data.get("value_date", None):
+            data["value_date"] = datetime.strptime(value_date_str, "%Y-%m-%d").date()
+        if book_date_str := data.get("book_date", None):
+            data["book_date"] = datetime.strptime(book_date_str, "%Y-%m-%d").date()
+        data["portfolio"] = Portfolio._get_or_create_portfolio(
+            self.instrument_handler, data.get("portfolio", data["underlying_instrument"])
+        )
 
-            if currency_data := data.get("currency", None):
-                data["currency"] = self.currency_handler.process_object(currency_data, read_only=True)[0]
+        if currency_data := data.get("currency", None):
+            data["currency"] = self.currency_handler.process_object(currency_data, read_only=True)[0]
 
-            if register_data := data.get("register", None):
-                data["register"] = self.register_handler.process_object(register_data)[0]
+        if register_data := data.get("register", None):
+            data["register"] = self.register_handler.process_object(register_data)[0]
 
-            data["marked_for_deletion"] = data.get("marked_for_deletion", False)
+        data["marked_for_deletion"] = data.get("marked_for_deletion", False)
         if underlying_instrument := data.get("underlying_instrument"):
             if nominal := data.pop("nominal", None):
                 try:
@@ -160,39 +150,30 @@ 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.orders.order_proposals import OrderProposal
-
-        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(
-                exclude_from_history=False,
-                pending=False,
-                transaction_subtype__in=[
-                    self.model.Type.SUBSCRIPTION,
-                    self.model.Type.REDEMPTION,
-                ],  # we cannot exclude marked for deleted trade because otherwise they are never consider in the history
-            )
-            if transaction_date := history.get("transaction_date"):
-                trades = trades.filter(transaction_date__lte=transaction_date)
-            elif book_date := history.get("book_date"):
-                trades = trades.filter(book_date__lte=book_date)
-            if underlying_instrument_data := history.get("underlying_instrument"):
-                if isinstance(underlying_instrument_data, dict):
-                    trades = trades.filter(
-                        **{f"underlying_instrument__{k}": v for k, v in underlying_instrument_data.items()}
-                    )
-                else:
-                    trades = trades.filter(underlying_instrument__id=underlying_instrument_data)
-
-            elif "underlying_instruments" in history:
-                trades = trades.filter(underlying_instrument__id__in=history["underlying_instruments"])
+        trades = self.model.objects.filter(
+            exclude_from_history=False,
+            pending=False,
+            transaction_subtype__in=[
+                self.model.Type.SUBSCRIPTION,
+                self.model.Type.REDEMPTION,
+            ],  # we cannot exclude marked for deleted trade because otherwise they are never consider in the history
+        )
+        if transaction_date := history.get("transaction_date"):
+            trades = trades.filter(transaction_date__lte=transaction_date)
+        elif book_date := history.get("book_date"):
+            trades = trades.filter(book_date__lte=book_date)
+        if underlying_instrument_data := history.get("underlying_instrument"):
+            if isinstance(underlying_instrument_data, dict):
+                trades = trades.filter(
+                    **{f"underlying_instrument__{k}": v for k, v in underlying_instrument_data.items()}
+                )
             else:
-                raise ValueError("We cannot estimate history without at least the underlying instrument")
+                trades = trades.filter(underlying_instrument__id=underlying_instrument_data)
+
+        elif "underlying_instruments" in history:
+            trades = trades.filter(underlying_instrument__id__in=history["underlying_instruments"])
+        else:
+            raise ValueError("We cannot estimate history without at least the underlying instrument")
         return trades
 
     def _post_processing_objects(
@@ -201,18 +182,12 @@ class TradeImportHandler(ImportExportHandler):
         modified_objs: list[models.Model],
         unmodified_objs: list[models.Model],
     ):
-        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))
         ):
             if instrument.instrument_type.key == "product":
                 update_outstanding_shares_as_task.delay(instrument.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:
             _object.marked_for_deletion = False
@@ -231,8 +206,5 @@ class TradeImportHandler(ImportExportHandler):
             self.import_source.log += (
                 f"{trade.transaction_date:%d.%m.%Y}: {trade.shares} {trade.bank} ==> Marked for deletion"
             )
-            if trade.order_proposal:
-                trade.delete()
-            else:
-                trade.marked_for_deletion = True
-                trade.save()
+            trade.marked_for_deletion = True
+            trade.save()

wbportfolio/models/orders/orders.py

@@ -9,13 +9,13 @@ from django.db.models import (
 from ordered_model.models import OrderedModel
 from wbcore.contrib.io.mixins import ImportMixin
 
-from wbportfolio.import_export.handlers.trade import TradeImportHandler
+from wbportfolio.import_export.handlers.orders import OrderImportHandler
 from wbportfolio.models.asset import AssetPosition
 from wbportfolio.models.transactions.transactions import TransactionMixin
 
 
 class Order(TransactionMixin, ImportMixin, OrderedModel, models.Model):
-    import_export_handler_class = TradeImportHandler
+    import_export_handler_class = OrderImportHandler
 
     ORDER_WEIGHTING_PRECISION = (
         8  # we need to match the asset position weighting. Skfolio advices using a even smaller number (5)
@@ -145,11 +145,6 @@ class Order(TransactionMixin, ImportMixin, OrderedModel, models.Model):
             self, "target_weight", round(self._effective_weight + self.weighting, self.ORDER_WEIGHTING_PRECISION)
         )
 
-    @_target_weight.setter
-    def _target_weight(self, target_weight):
-        self.weighting = Decimal(target_weight) - self._effective_weight
-        self.order_type = self.get_type(self.weighting, self._previous_weight, self._target_weight)
-
     @property
     @admin.display(description="Target Shares")
     def _target_shares(self) -> Decimal:

{wbportfolio-1.54.17.dist-info → wbportfolio-1.54.18.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.54.17
+Version: 1.54.18
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.54.17.dist-info → wbportfolio-1.54.18.dist-info}/RECORD

@@ -119,9 +119,10 @@ wbportfolio/import_export/handlers/adjustment.py,sha256=6bdTIYFmc8_HFxcdwtnYwglM
 wbportfolio/import_export/handlers/asset_position.py,sha256=UZBDlEK5mxtGu9cZvwiQS6J8GNkMJqDZb7KZ3uwex0g,8698
 wbportfolio/import_export/handlers/dividend.py,sha256=F0oLfNt2B_QQAjHBCRpxa5HSkfkAYdal_NjLJGtVckY,4408
 wbportfolio/import_export/handlers/fees.py,sha256=BOFHAvSTlvVLaxnm6KD_fcza1TlPc02HOR9J0_jjswI,2495
+wbportfolio/import_export/handlers/orders.py,sha256=gECIGItR63oNOWXKgImdjJv6drGgzJOcJG0bu5vygr4,2565
 wbportfolio/import_export/handlers/portfolio_cash_flow.py,sha256=W7QPNqEvvsq0RS016EAFBp1ezvc6G9Rk-hviRZh8o6Y,2737
 wbportfolio/import_export/handlers/register.py,sha256=sYyXkE8b1DPZ5monxylZn0kjxLVdNYYZR-p61dwEoDM,2271
-wbportfolio/import_export/handlers/trade.py,sha256=X_P8T3ZBGYpPmKrNmgAL9HZ-yfdnIh23LupsLMDxJ4o,12814
+wbportfolio/import_export/handlers/trade.py,sha256=g2jAYYeuhZv_DuvM6zlROcq6rUlSbGaQ3tO4u6wkSRU,11140
 wbportfolio/import_export/parsers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/parsers/default_mapping.py,sha256=KrO-X5CvQCeQoBYzFDxavoQGriyUSeI2QDx5ar_zo7A,1405
 wbportfolio/import_export/parsers/jpmorgan/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -289,7 +290,7 @@ wbportfolio/models/mixins/instruments.py,sha256=SgBreTpa_X3uyCWo7t8B0VaTtl49IjmB
 wbportfolio/models/mixins/liquidity_stress_test.py,sha256=iQVzT3QM7VtHnqfj9gT6KUIe4wC4MJXery-AXJHUYns,58820
 wbportfolio/models/orders/__init__.py,sha256=EH9UacGR3npBMje5FGTeLOh1xqFBh9kc24WbGmBIA3g,69
 wbportfolio/models/orders/order_proposals.py,sha256=U1vLwI_yS2E1TUs04NJGperusqmNyiE42XGlAVoPatk,40196
-wbportfolio/models/orders/orders.py,sha256=hVVw7NAFmAFHosMMs39V9DjGmWyFC_msSxF8rpDDG60,9683
+wbportfolio/models/orders/orders.py,sha256=Rl54ON-b8K277rKeXf53-PHn98nQFYBl4Q_I0Bo6WqE,9438
 wbportfolio/models/reconciliations/__init__.py,sha256=MXH5fZIPGDRBgJkO6wVu_NLRs8fkP1im7G6d-h36lQY,127
 wbportfolio/models/reconciliations/account_reconciliation_lines.py,sha256=QP6M7hMcyFbuXBa55Y-azui6Dl_WgbzMntEqWzQkbfM,7394
 wbportfolio/models/reconciliations/account_reconciliations.py,sha256=rofSxetFfEJov6mPyoTvGxELA16HILyJZtQvm_kwYU0,4405
@@ -550,7 +551,7 @@ wbportfolio/viewsets/transactions/claim.py,sha256=Pb1WftoO-w-ZSTbLRhmQubhy7hgd68
 wbportfolio/viewsets/transactions/fees.py,sha256=WT2bWWfgozz4_rpyTKX7dgBBTXD-gu0nlsd2Nk2Zh1Q,7028
 wbportfolio/viewsets/transactions/mixins.py,sha256=WipvJoi5hylkpD0y9VATe30WAcwIHUIroVkK10FYw7k,636
 wbportfolio/viewsets/transactions/trades.py,sha256=xBgOGaJ8aEg-2RxEJ4FDaBs4SGwuLasun3nhpis0WQY,12363
-wbportfolio-1.54.17.dist-info/METADATA,sha256=iv55pLD6PfL1brFSH400eFZJ1u_BieHNt_tO2nrQ3Us,703
-wbportfolio-1.54.17.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.54.17.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.54.17.dist-info/RECORD,,
+wbportfolio-1.54.18.dist-info/METADATA,sha256=az3x7f9w0PGxU-naki13snEuZMzaKqZhC6Dv82qwcJE,703
+wbportfolio-1.54.18.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.54.18.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.54.18.dist-info/RECORD,,