wbportfolio 1.54.21__py2.py3-none-any.whl → 1.54.22__py2.py3-none-any.whl

wbportfolio/constants.py

@@ -0,0 +1 @@
+EQUITY_TYPE_KEYS = ["american_depository_receipt", "equity"]  # TODO might want to move this into a dynamic preference

wbportfolio/import_export/parsers/vontobel/valuation_api.py

@@ -10,7 +10,10 @@ def parse(import_source):
     with suppress(KeyError):
         series_data = json.loads(import_source.file.read())["payload"]["series"]
         for series in series_data:
-            isin = series["item"]["priceIdentifier"]
+            try:
+                isin = series["key"]["priceIdentifier"]
+            except KeyError:
+                isin = series["priceIdentifier"]
             if Product.objects.filter(isin=isin).exists():  # ensure the timeseries contain data for products we handle
                 for point in series["points"]:
                     data.append(

wbportfolio/models/builder.py

@@ -130,9 +130,9 @@ class AssetPositionBuilder:
     def set_prices(self, prices: dict[date, dict[int, float]] | None = None):
         self.prices = prices
 
-    def load_returns(self, instrument_ids: list[int], from_date: date, to_date: date):
+    def load_returns(self, instrument_ids: list[int], from_date: date, to_date: date, use_dl: bool = True):
         self.prices, self.returns = Instrument.objects.filter(id__in=instrument_ids).get_returns_df(
-            from_date=from_date, to_date=to_date, to_currency=self.portfolio.currency, use_dl=True
+            from_date=from_date, to_date=to_date, to_currency=self.portfolio.currency, use_dl=use_dl
         )
 
     def add(
@@ -221,9 +221,11 @@ class AssetPositionBuilder:
 
             for val_date in self.get_dates():
                 if self.portfolio.is_tracked:
-                    with suppress(KeyError):
+                    try:
                         changed_portfolio = self._get_portfolio(val_date)
-                        self._change_at_date_tasks[val_date] = changed_portfolio
+                    except KeyError:
+                        changed_portfolio = None
+                    self._change_at_date_tasks[val_date] = changed_portfolio
                     self._compute_metrics_tasks.add(val_date)
         self._positions = defaultdict(dict)
 
@@ -237,7 +239,7 @@ class AssetPositionBuilder:
                     for d in self._compute_metrics_tasks
                 ]
             ).apply_async()
-            self._change_at_date_tasks = set()
+            self._change_at_date_tasks = dict()
 
     def schedule_change_at_dates(self, synchronous: bool = True, **task_kwargs):
         from wbportfolio.models.portfolio import trigger_portfolio_change_as_task

wbportfolio/models/portfolio.py

@@ -38,6 +38,7 @@ from wbportfolio.pms.analytics.portfolio import Portfolio as AnalyticPortfolio
 from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 from wbportfolio.pms.typing import Position as PositionDTO
 
+from ..constants import EQUITY_TYPE_KEYS
 from . import ProductGroup
 
 logger = logging.getLogger("pms")
@@ -337,8 +338,12 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             weights = self.get_weights(val_date)
         return_date = (val_date + BDay(1)).date()
         returns = self.builder.returns
-        if pd.Timestamp(return_date) not in returns.index or not set(weights.keys()).issubset(set(returns.columns)):
-            returns = self.load_builder_returns(val_date, return_date)
+        if (
+            return_date <= date.today()
+            and pd.Timestamp(return_date) not in returns.index
+            or not set(weights.keys()).issubset(set(returns.columns))
+        ):
+            returns = self.load_builder_returns(val_date, return_date, use_dl=use_dl)
         if pd.Timestamp(return_date) not in returns.index:
             raise ValueError()
         returns = returns.loc[:return_date, :]
@@ -507,7 +512,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             val_date=val_date,
             exclude_cash=True,
             exclude_index=True,
-            extra_filter_parameters={"underlying_instrument__instrument_type": InstrumentType.EQUITY},
+            extra_filter_parameters={"underlying_instrument__instrument_type__key__in": EQUITY_TYPE_KEYS},
             **kwargs,
         )
         if not df.empty:
@@ -520,7 +525,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             val_date=val_date,
             exclude_cash=True,
             exclude_index=True,
-            extra_filter_parameters={"underlying_instrument__instrument_type": InstrumentType.EQUITY},
+            extra_filter_parameters={"underlying_instrument__instrument_type__key__in": EQUITY_TYPE_KEYS},
             **kwargs,
         )
         if not df.empty:
@@ -592,7 +597,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
     ) -> pd.DataFrame:
         qs = self._get_assets(with_cash=with_cash).filter(date__gte=start, date__lte=end)
         if only_equity:
-            qs = qs.filter(underlying_instrument__instrument_type=InstrumentType.EQUITY)
+            qs = qs.filter(underlying_instrument__instrument_type__key__in=EQUITY_TYPE_KEYS)
         qs = qs.annotate_hedged_currency_fx_rate(hedged_currency)
         df = Portfolio.get_contribution_df(
             qs.select_related("underlying_instrument").values_list(
@@ -725,7 +730,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
         effective_portfolio_date = (val_date - BDay(1)).date()
         with suppress(ValueError):
             if not analytic_portfolio:
-                analytic_portfolio = self.get_analytic_portfolio(effective_portfolio_date)
+                analytic_portfolio = self.get_analytic_portfolio(effective_portfolio_date, use_dl=False)
             for instrument in self.pms_instruments:
                 # we assume that in t-1 we will have a portfolio (with at least estimate position). If we use the latest position date before val_date, we run into the problem of being able to compute nav at every date
                 last_price = instrument.get_latest_price(effective_portfolio_date)
@@ -839,11 +844,13 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             self.builder.schedule_change_at_dates(evaluate_rebalancer=False)
             self.builder.schedule_metric_computation()
 
-    def load_builder_returns(self, from_date: date, to_date: date) -> pd.DataFrame:
+    def load_builder_returns(self, from_date: date, to_date: date, use_dl: bool = True) -> pd.DataFrame:
         instruments_ids = list(self.get_weights(from_date).keys())
         for tp in self.order_proposals.filter(trade_date__gte=from_date, trade_date__lte=to_date, status="APPROVED"):
             instruments_ids.extend(tp.orders.values_list("underlying_instrument", flat=True))
-        self.builder.load_returns(set(instruments_ids), (from_date - BDay(1)).date(), (to_date + BDay(1)).date())
+        self.builder.load_returns(
+            set(instruments_ids), (from_date - BDay(1)).date(), (to_date + BDay(1)).date(), use_dl=use_dl
+        )
         return self.builder.returns
 
     def get_lookthrough_positions(

wbportfolio/viewsets/charts/assets.py

@@ -15,7 +15,6 @@ from wbfdm.models import (
     ClassificationGroup,
     Instrument,
     InstrumentClassificationThroughModel,
-    InstrumentType,
 )
 
 from wbportfolio.filters.assets import DistributionFilter
@@ -26,6 +25,7 @@ from wbportfolio.models import (
     PortfolioRole,
 )
 
+from ...constants import EQUITY_TYPE_KEYS
 from ..configs.buttons.assets import (
     DistributionChartButtonConfig,
     DistributionTableButtonConfig,
@@ -70,7 +70,7 @@ class AbstractDistributionMixin:
 
     def _generate_classification_df(self, queryset):
         df = pd.DataFrame(
-            queryset.filter(underlying_instrument__instrument_type=InstrumentType.EQUITY).values(
+            queryset.filter(underlying_instrument__instrument_type__key__in=EQUITY_TYPE_KEYS).values(
                 "weighting", "underlying_instrument"
             ),
             columns=["weighting", "underlying_instrument"],

wbportfolio/viewsets/positions.py

@@ -10,7 +10,7 @@ from wbcore.pandas import fields as pf
 from wbcore.permissions.permissions import InternalUserPermissionMixin
 from wbcore.serializers import decorator
 from wbcore.utils.strings import format_number
-from wbfdm.models import Classification, ClassificationGroup, Instrument, InstrumentType
+from wbfdm.models import Classification, ClassificationGroup, Instrument
 
 from wbportfolio.filters import (
     AggregatedAssetPositionLiquidityFilter,
@@ -19,6 +19,7 @@ from wbportfolio.filters import (
 from wbportfolio.filters.positions import GroupbyChoice
 from wbportfolio.models import AssetPosition, Portfolio
 
+from ..constants import EQUITY_TYPE_KEYS
 from .configs import (
     AggregatedAssetPositionLiquidityDisplayConfig,
     AggregatedAssetPositionLiquidityEndpointConfig,
@@ -212,7 +213,7 @@ class AggregatedAssetPositionLiquidityPandasView(InternalUserPermissionMixin, Ex
 
         # Take the liquidity query for the two dates.
         qs_assets = queryset.filter(
-            underlying_instrument__instrument_type=InstrumentType.EQUITY,
+            underlying_instrument__instrument_type__key__in=EQUITY_TYPE_KEYS,
             date__in=[historic_date, compared_date],
         ).values(
             "date",

{wbportfolio-1.54.21.dist-info → wbportfolio-1.54.22.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.54.21
+Version: 1.54.22
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.54.21.dist-info → wbportfolio-1.54.22.dist-info}/RECORD

@@ -1,5 +1,6 @@
 wbportfolio/__init__.py,sha256=J-j-u0itpEFT6irdmWmixQqYMadNl1X91TxUmoiLHMI,22
 wbportfolio/apps.py,sha256=tybcoLFiw5tLdGHYV68X96n6jNZqx4BYx7Ao8mPflH8,749
+wbportfolio/constants.py,sha256=86bfJ-xAyJQGv8DDxhVP_BM7Jr_lxQMhe4SkrxpfN_c,119
 wbportfolio/dynamic_preferences_registry.py,sha256=SV-4JWBZBYhXt5cNMglx-yRJhxpejP_jo157ghjq2q0,2294
 wbportfolio/permissions.py,sha256=F147DXfitbw6IdMQGEFfymCJkiG5YGkWKsLdVVliPyw,320
 wbportfolio/preferences.py,sha256=JpowIFTrnjfomogJNrYmmfv7V35bRZNNGL_zooKzEhc,465
@@ -194,7 +195,7 @@ wbportfolio/import_export/parsers/vontobel/performance_fees.py,sha256=K-E7bRs7Lx
 wbportfolio/import_export/parsers/vontobel/trade.py,sha256=Xc0ttSkdLm-ZIHtXOyHxHr3FuR89T87I9hXqiTMU1Hk,1566
 wbportfolio/import_export/parsers/vontobel/utils.py,sha256=3-g2Jep9SxvqqQff8_3FjIeiPxSJCEfXBiBHIk0TiXQ,225
 wbportfolio/import_export/parsers/vontobel/valuation.py,sha256=iav8_xYpTJchmTa7KOPmFr1gi9xxLwq3e-VcZ9MDiRk,1220
-wbportfolio/import_export/parsers/vontobel/valuation_api.py,sha256=WLkZ5z-WqhFraNorWlOhIpSx1pQ2fnjdsLHwSTA7O2o,882
+wbportfolio/import_export/parsers/vontobel/valuation_api.py,sha256=z9b5zKS-Dz907Mrbg7rJjFVJocSutEiS6oo2ICTjpUI,980
 wbportfolio/import_export/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/resources/assets.py,sha256=zjgHlQWpud41jHrKdRyqGUt1KUJQm9Z7pt0uVh4qBWQ,2234
 wbportfolio/import_export/resources/trades.py,sha256=-HJPVYNuMRmCu4XpD00fYlRYu3N-Ys_JpyxE0HIU5bM,1723
@@ -268,11 +269,11 @@ wbportfolio/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3
 wbportfolio/models/__init__.py,sha256=qU4e7HKyh8NL_0Mg92PcbHTewCv7Ya2gei1DMGe1LWE,980
 wbportfolio/models/adjustments.py,sha256=osXWkJZOiansPWYPyHtl7Z121zDWi7u1YMtrBQtbHVo,10272
 wbportfolio/models/asset.py,sha256=PwL16w2Rw_rJL73e0vCWMlRqsCxKW4zA9bf1EgTzD60,39574
-wbportfolio/models/builder.py,sha256=n4__dW8L3hiM8U2_xhUPmR3Gt67pDI0vv5fejzoqah8,11536
+wbportfolio/models/builder.py,sha256=gGBlU0s5kvMxUas2lil0n98BxVjVocUDfU9oHKgkkJY,11622
 wbportfolio/models/custodians.py,sha256=owTiS2Vm5CRKzh9M_P9GOVg-s-ndQ9UvRmw3yZP7cw0,3815
 wbportfolio/models/exceptions.py,sha256=3ix0tWUO-O6jpz8f07XIwycw2x3JFRoWzjwil8FVA2Q,52
 wbportfolio/models/indexes.py,sha256=gvW4K9U9Bj8BmVCqFYdWiXvDWhjHINRON8XhNsZUiQY,639
-wbportfolio/models/portfolio.py,sha256=XIRR2r0yDgE1zdZ5WZUeaas0ZdRGOm0Ps6bvkgg7fQc,53046
+wbportfolio/models/portfolio.py,sha256=7PRPI8sNe4Ehe39-VJ14uPyG4gXqc3uMvwqS7pCy9yg,53266
 wbportfolio/models/portfolio_cash_flow.py,sha256=uElG7IJUBY8qvtrXftOoskX6EA-dKgEG1JJdvHeWV7g,7336
 wbportfolio/models/portfolio_cash_targets.py,sha256=WmgG-etPisZsh2yaFQpz7EkpvAudKBEzqPsO715w52U,1498
 wbportfolio/models/portfolio_relationship.py,sha256=ZGECiPZiLdlk4uSamOrEfuzO0hduK6OMKJLUSnh5_kc,5190
@@ -437,7 +438,7 @@ wbportfolio/viewsets/portfolio_cash_targets.py,sha256=CvHlrDE8qnnnfRpTYnFu-Uu15M
 wbportfolio/viewsets/portfolio_relationship.py,sha256=RGyvxd8NfFEs8YdqEvVD3VbrISvAO5UtCTlocSIuWQw,2109
 wbportfolio/viewsets/portfolio_swing_pricing.py,sha256=-57l3WLQZRslIV67OT0ucHE5JXTtTtLvd3t7MppdVn8,357
 wbportfolio/viewsets/portfolios.py,sha256=6aF2Uh0EAdHdX1mMTQrFBlXZ5kmlaCPz49iDvT2CnYM,14438
-wbportfolio/viewsets/positions.py,sha256=2rzFHB_SI09rXC_EYi58G_eqvzONbk8z61JDkkjt3Ew,13207
+wbportfolio/viewsets/positions.py,sha256=fYmkcYwNybeEZejMZVvel8yFdr7ob_jG8t6ar7snD58,13236
 wbportfolio/viewsets/product_groups.py,sha256=YvmuXPPy98K1J_rz6YPsx9gNK-tCS2P-wc1uRYgfyo0,2399
 wbportfolio/viewsets/product_performance.py,sha256=dRfRgifjGS1RgZSu9uJRM0SmB7eLnNUkPuqARMO4gyo,28371
 wbportfolio/viewsets/products.py,sha256=V8UFtfqxzs67XaU1JZcJJms1WzeNPeXtNBrQuz4B5mk,20414
@@ -447,7 +448,7 @@ wbportfolio/viewsets/registers.py,sha256=eOuEhW2McHsOapCKue7M4eazrJnVpCBVxImpFcc
 wbportfolio/viewsets/roles.py,sha256=vnzS1mlJMZS3GObrss6SfXOr3KRb-OHB1s4Msvtn7xQ,1556
 wbportfolio/viewsets/signals.py,sha256=URxNz-7tKNBgvaFIE3FItfao3Md0dKQN_eVFwxxiErk,2125
 wbportfolio/viewsets/charts/__init__.py,sha256=mNSpDrsqK-afRxGBfEsfgupUc20xU-JW08FpxIyudok,71
-wbportfolio/viewsets/charts/assets.py,sha256=rZM4Ul0ZXVr7uz3SU44J5IYU7-FivjDgR1it_4ewk2o,10547
+wbportfolio/viewsets/charts/assets.py,sha256=d8y_9N3D3a41S-XUg7AV5GjLHoW44kRJOHTkzpeuemU,10573
 wbportfolio/viewsets/configs/__init__.py,sha256=K5opfVQvgGwSyw3XwDGkv3lo5i9jBxOJXYhLqyCdfeQ,137
 wbportfolio/viewsets/configs/buttons/__init__.py,sha256=hyvpxwh9ss8Q0xcE006qsTLuSsJeWt9saHRcU4g96tA,791
 wbportfolio/viewsets/configs/buttons/adjustments.py,sha256=sUY_3vxqP0kuqs8i5hklfboZI6QiAOrmu30eb29Xupo,492
@@ -554,7 +555,7 @@ 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-1.54.21.dist-info/METADATA,sha256=5NHNRB4-w5pyBzzP936g_zkFz86kNs3OXQBj7qBTNa8,703
-wbportfolio-1.54.21.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.54.21.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.54.21.dist-info/RECORD,,
+wbportfolio-1.54.22.dist-info/METADATA,sha256=dHZzJlBfD3drPh9scLSxGZPJNFdLDG_zEIqSzdyiMbo,703
+wbportfolio-1.54.22.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.54.22.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.54.22.dist-info/RECORD,,