wbportfolio 1.54.3__py2.py3-none-any.whl → 1.54.4__py2.py3-none-any.whl

wbportfolio/pms/typing.py

@@ -19,7 +19,7 @@ class Position:
     weighting: Decimal
     date: date_lib
 
-    drift_factor: float = 1.0
+    drift_factor: Decimal = Decimal("1")
     currency: int | None = None
     instrument_type: int | None = None
     asset_valuation_date: date_lib | None = None
@@ -45,10 +45,15 @@ class Position:
             **{f.name: getattr(self, f.name) for f in fields(Position) if f.name not in ["weighting", "shares"]},
         )
 
+    def copy(self, **kwargs):
+        attrs = {f.name: getattr(self, f.name) for f in fields(Position)}
+        attrs.update(kwargs)
+        return Position(**attrs)
+
 
 @dataclass(frozen=True)
 class Portfolio:
-    positions: tuple[Position] | tuple
+    positions: list[Position] | list
     positions_map: dict[int, Position] = field(init=False, repr=False)
 
     def __post_init__(self):
@@ -62,7 +67,7 @@ class Portfolio:
 
     @property
     def total_weight(self):
-        return round(sum([pos.weighting for pos in self.positions]), 6)
+        return round(sum([pos.weighting for pos in self.positions]), 8)
 
     @property
     def total_shares(self):
@@ -77,6 +82,9 @@ class Portfolio:
     def __len__(self):
         return len(self.positions)
 
+    def __bool__(self):
+        return len(self.positions) > 0
+
 
 @dataclass(frozen=True)
 class Trade:
@@ -85,7 +93,7 @@ class Trade:
     currency: int
     date: date_lib
     price: Decimal
-    effective_weight: Decimal
+    previous_weight: Decimal
     target_weight: Decimal
     currency_fx_rate: Decimal = Decimal("1")
     effective_shares: Decimal = Decimal("0")
@@ -97,20 +105,22 @@ class Trade:
     def __add__(self, other):
         return Trade(
             underlying_instrument=self.underlying_instrument,
-            effective_weight=self.effective_weight,
+            previous_weight=self.previous_weight,
             target_weight=self.target_weight + other.target_weight,
             effective_shares=self.effective_shares,
             target_shares=self.target_shares + other.target_shares,
-            **{
+            drift_factor=self.drift_factor
+            ** {
                 f.name: getattr(self, f.name)
                 for f in fields(Trade)
                 if f.name
                 not in [
-                    "effective_weight",
+                    "previous_weight",
                     "target_weight",
                     "effective_shares",
                     "target_shares",
                     "underlying_instrument",
+                    "drift_factor",
                 ]
             },
         )
@@ -120,6 +130,10 @@ class Trade:
         attrs.update(kwargs)
         return Trade(**attrs)
 
+    @property
+    def effective_weight(self) -> Decimal:
+        return self.previous_weight * self.drift_factor
+
     @property
     def delta_weight(self) -> Decimal:
         return self.target_weight - self.effective_weight
@@ -168,11 +182,11 @@ class TradeBatch:
 
     @property
     def total_target_weight(self) -> Decimal:
-        return round(sum([trade.target_weight for trade in self.trades], Decimal("0")), 6)
+        return round(sum([trade.target_weight for trade in self.trades], Decimal("0")), 8)
 
     @property
     def total_effective_weight(self) -> Decimal:
-        return round(sum([trade.effective_weight for trade in self.trades], Decimal("0")), 6)
+        return round(sum([trade.effective_weight for trade in self.trades], Decimal("0")), 8)
 
     @property
     def total_abs_delta_weight(self) -> Decimal:
@@ -188,14 +202,15 @@ class TradeBatch:
         if round(float(self.total_target_weight), 4) != 1:  # we do that to remove decimal over precision
             raise ValidationError(f"Total Weight cannot be different than 1 ({float(self.total_target_weight)})")
 
-    def convert_to_portfolio(self, *extra_positions):
+    def convert_to_portfolio(self, use_effective: bool = False, *extra_positions):
         positions = []
         for instrument, trade in self.trades_map.items():
             positions.append(
                 Position(
                     underlying_instrument=trade.underlying_instrument,
                     instrument_type=trade.instrument_type,
-                    weighting=trade.target_weight,
+                    weighting=trade.target_weight if not use_effective else trade.previous_weight,
+                    drift_factor=trade.drift_factor if use_effective else Decimal("1"),
                     shares=trade.target_shares,
                     currency=trade.currency,
                     date=trade.date,

wbportfolio/rebalancing/base.py

@@ -8,10 +8,21 @@ class AbstractRebalancingModel:
     def validation_errors(self) -> str:
         return getattr(self, "_validation_errors", "Rebalacing cannot applied for these parameters")
 
-    def __init__(self, portfolio, trade_date: date, last_effective_date: date, **kwargs):
+    def __init__(
+        self,
+        portfolio,
+        trade_date: date,
+        last_effective_date: date,
+        effective_portfolio: PortfolioDTO | None = None,
+        **kwargs,
+    ):
         self.portfolio = portfolio
         self.trade_date = trade_date
         self.last_effective_date = last_effective_date
+        self.effective_portfolio = effective_portfolio
+        # we try to get the portfolio at the trade date
+        if not self.effective_portfolio:
+            self.effective_portfolio = self.portfolio._build_dto(self.last_effective_date)
 
     def is_valid(self) -> bool:
         return True

wbportfolio/rebalancing/models/equally_weighted.py

@@ -9,24 +9,21 @@ from wbportfolio.rebalancing.decorators import register
 
 @register("Equally Weighted Rebalancing")
 class EquallyWeightedRebalancing(AbstractRebalancingModel):
-    def __init__(self, *args, **kwargs):
-        super().__init__(*args, **kwargs)
-        self.assets = self.portfolio.assets.filter(date=self.last_effective_date)
-
     def is_valid(self) -> bool:
         return (
-            self.assets.exists()
+            len(self.effective_portfolio.positions) > 0
             and InstrumentPrice.objects.filter(
-                date=self.trade_date, instrument__in=self.assets.values("underlying_quote")
+                date=self.trade_date, instrument__in=self.effective_portfolio.positions_map.keys()
             ).exists()
         )
 
     def get_target_portfolio(self) -> Portfolio:
         positions = []
-        assets = self.portfolio.assets.filter(date=self.last_effective_date)
-        nb_assets = assets.count()
-        for asset in assets:
-            asset.date = self.trade_date
-            asset.asset_valuation_date = self.trade_date
-            positions.append(asset._build_dto(new_weight=Decimal(1 / nb_assets)))
-        return Portfolio(positions=tuple(positions))
+        nb_assets = len(self.effective_portfolio.positions)
+        for position in self.effective_portfolio.positions:
+            positions.append(
+                position.copy(
+                    weighting=Decimal(1 / nb_assets), date=self.trade_date, asset_valuation_date=self.trade_date
+                )
+            )
+        return Portfolio(positions)

wbportfolio/rebalancing/models/market_capitalization_weighted.py

@@ -13,6 +13,7 @@ from wbfdm.models import (
 )
 
 from wbportfolio.pms.typing import Portfolio, Position
+from wbportfolio.pms.typing import Portfolio as PortfolioDTO
 from wbportfolio.rebalancing.base import AbstractRebalancingModel
 from wbportfolio.rebalancing.decorators import register
 
@@ -20,9 +21,17 @@ from wbportfolio.rebalancing.decorators import register
 @register("Market Capitalization Rebalancing")
 class MarketCapitalizationRebalancing(AbstractRebalancingModel):
     TARGET_CURRENCY: str = "USD"
+    MIN_WEIGHT: float = 10e-5  # we allow only weight of minimum 0.01%
 
-    def __init__(self, *args, bypass_exchange_check: bool = False, ffill_market_cap_limit: int = 5, **kwargs):
-        super().__init__(*args, **kwargs)
+    def __init__(
+        self,
+        *args,
+        bypass_exchange_check: bool = False,
+        ffill_market_cap_limit: int = 5,
+        effective_portfolio: PortfolioDTO | None = None,
+        **kwargs,
+    ):
+        super().__init__(*args, effective_portfolio=effective_portfolio, **kwargs)
         self.bypass_exchange_check = bypass_exchange_check
         instruments = self._get_instruments(**kwargs)
         self.market_cap_df = pd.DataFrame(
@@ -78,9 +87,7 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
             )
 
         if not instrument_ids:
-            instrument_ids = list(
-                self.portfolio.assets.filter(date=self.trade_date).values_list("underlying_instrument", flat=True)
-            )
+            instrument_ids = list(self.effective_portfolio.positions_map.keys())
 
         return (
             Instrument.objects.filter(id__in=instrument_ids)
@@ -110,12 +117,14 @@ class MarketCapitalizationRebalancing(AbstractRebalancingModel):
 
     def get_target_portfolio(self) -> Portfolio:
         positions = []
-        total_market_cap = self.market_cap_df.dropna().sum()
-        for underlying_instrument, market_cap in self.market_cap_df.to_dict().items():
-            if np.isnan(market_cap):
+        df = self.market_cap_df / self.market_cap_df.dropna().sum()
+        df = df[df > self.MIN_WEIGHT]
+        df = df / df.sum()
+        for underlying_instrument, weighting in df.to_dict().items():
+            if np.isnan(weighting):
                 weighting = Decimal(0)
             else:
-                weighting = Decimal(market_cap / total_market_cap)
+                weighting = Decimal(weighting)
             positions.append(
                 Position(
                     underlying_instrument=underlying_instrument,

wbportfolio/serializers/transactions/trade_proposals.py

@@ -43,8 +43,8 @@ class TradeProposalModelSerializer(wb_serializers.ModelSerializer):
         obj = super().create(validated_data)
 
         target_portfolio_dto = None
-        if target_portfolio and not rebalancing_model and (last_effective_date := obj.last_effective_date):
-            target_portfolio_dto = target_portfolio._build_dto(last_effective_date)
+        if target_portfolio and not rebalancing_model:
+            target_portfolio_dto = target_portfolio._build_dto(obj.trade_date)
         try:
             obj.reset_trades(
                 target_portfolio=target_portfolio_dto, total_target_weight=Decimal("1.0") - total_cash_weight

wbportfolio/tests/models/test_portfolios.py

@@ -1011,7 +1011,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         assert a.underlying_quote == instrument
         assert a.underlying_quote_price == None
         assert a.initial_price == p.net_value
-        assert a.weighting == weights[instrument.id]
+        assert a.weighting == pytest.approx(weights[instrument.id], abs=10e-6)
         assert a.currency_fx_rate_portfolio_to_usd == fx_portfolio
         assert a.currency_fx_rate_instrument_to_usd == fx_instrument
 
@@ -1047,7 +1047,9 @@ class TestPortfolioModel(PortfolioTestMixin):
         asset_position_factory.create(date=weekday, portfolio=portfolio, underlying_instrument=i2, weighting=0.3)
 
         rebalancer_factory.create(portfolio=portfolio, frequency="RRULE:FREQ=DAILY;", activation_date=rebalancing_date)
-        positions, rebalancing_trade_proposal = portfolio.drift_weights(weekday, (rebalancing_date + BDay(1)).date())
+        positions, rebalancing_trade_proposal = portfolio.drift_weights(
+            weekday, (rebalancing_date + BDay(1)).date(), stop_at_rebalancing=True
+        )
         assert rebalancing_trade_proposal.trade_date == rebalancing_date
         assert rebalancing_trade_proposal.status == "SUBMIT"
         assert set(positions.get_weights().keys()) == {
@@ -1141,7 +1143,7 @@ class TestPortfolioModel(PortfolioTestMixin):
         i11.refresh_from_db()
         i12.refresh_from_db()
         i13.refresh_from_db()
-        returns = get_returns([i1.id, i2.id], from_date=v1, to_date=v3)
+        _, returns = get_returns([i1.id, i2.id], from_date=v1, to_date=v3)
 
         expected_returns = pd.DataFrame(
             [[i12.net_value / i11.net_value - 1, 0.0], [i13.net_value / i12.net_value - 1, 0.0]],

wbportfolio/tests/models/transactions/test_trade_proposals.py

@@ -131,15 +131,15 @@ class TestTradeProposal:
         Verify the next trade proposal is correctly identified as the first approved proposal after the current one.
         """
         tp = trade_proposal_factory.create()
+        tp_previous_approve = trade_proposal_factory.create(  # noqa
+            portfolio=tp.portfolio, status=TradeProposal.Status.APPROVED, trade_date=(tp.trade_date - BDay(1)).date()
+        )
         tp_next_submit = trade_proposal_factory.create(  # noqa
             portfolio=tp.portfolio, status=TradeProposal.Status.SUBMIT, trade_date=(tp.trade_date + BDay(1)).date()
         )
         tp_next_approve = trade_proposal_factory.create(
             portfolio=tp.portfolio, status=TradeProposal.Status.APPROVED, trade_date=(tp.trade_date + BDay(2)).date()
         )
-        tp_previous_approve = trade_proposal_factory.create(  # noqa
-            portfolio=tp.portfolio, status=TradeProposal.Status.APPROVED, trade_date=(tp.trade_date - BDay(1)).date()
-        )
 
         # The next valid trade proposal should be the approved one strictly after the current proposal
         assert (
@@ -236,9 +236,9 @@ class TestTradeProposal:
         t3.refresh_from_db()
 
         # Expected normalized weights
-        normalized_t1_weight = Decimal("0.333333")
-        normalized_t2_weight = Decimal("0.433333")
-        normalized_t3_weight = Decimal("0.233333")
+        normalized_t1_weight = Decimal("0.33333333")
+        normalized_t2_weight = Decimal("0.43333333")
+        normalized_t3_weight = Decimal("0.23333333")
 
         # Calculate quantization error
         quantize_error = Decimal(1) - (normalized_t1_weight + normalized_t2_weight + normalized_t3_weight)
@@ -362,9 +362,9 @@ class TestTradeProposal:
 
         # Expected calls to drift_weights
         expected_calls = [
-            call(tp0.trade_date, tp1.trade_date - timedelta(days=1)),
-            call(tp1.trade_date, tp2.trade_date - timedelta(days=1)),
-            call(tp2.trade_date, date.today()),
+            call(tp0.trade_date, tp1.trade_date - timedelta(days=1), stop_at_rebalancing=True),
+            call(tp1.trade_date, tp2.trade_date - timedelta(days=1), stop_at_rebalancing=True),
+            call(tp2.trade_date, date.today(), stop_at_rebalancing=True),
         ]
 
         # Assert drift_weights was called as expected
@@ -373,7 +373,7 @@ class TestTradeProposal:
         # Test stopping replay on a non-approved proposal
         tp1.status = TradeProposal.Status.FAILED
         tp1.save()
-        expected_calls = [call(tp0.trade_date, tp1.trade_date - timedelta(days=1))]
+        expected_calls = [call(tp0.trade_date, tp1.trade_date - timedelta(days=1), stop_at_rebalancing=True)]
         mock_fct.assert_has_calls(expected_calls)
 
     # Test estimating shares for a trade
@@ -577,11 +577,9 @@ class TestTradeProposal:
         # --- Create a trade proposal on d3 ---
         trade_proposal = trade_proposal_factory.create(portfolio=portfolio, trade_date=d3)
         trade_proposal.reset_trades()
-
         # Retrieve trades for each instrument
         trade_msft = trade_proposal.trades.get(underlying_instrument=msft)
         trade_apple = trade_proposal.trades.get(underlying_instrument=apple)
-
         # Check that trade weights are initially zero
         assert trade_msft.weighting == Decimal("0")
         assert trade_apple.weighting == Decimal("0")
@@ -627,3 +625,6 @@ class TestTradeProposal:
         # Final check that weights have been updated to 50%
         assert msft_a3.weighting == pytest.approx(target_weight, abs=Decimal("1e-6"))
         assert apple_a3.weighting == pytest.approx(target_weight, abs=Decimal("1e-6"))
+
+    def test_invalid_future_trade_proposal(self, trade_proposal):
+        pass

wbportfolio/tests/pms/test_analytics.py

@@ -1,4 +1,5 @@
 import pandas as pd
+import pytest
 
 from wbportfolio.pms.analytics.portfolio import Portfolio
 
@@ -15,9 +16,9 @@ def test_get_next_weights():
     portfolio = Portfolio(X=pd.DataFrame([returns]), weights=pd.Series(weights))
     next_weights = portfolio.get_next_weights()
 
-    assert next_weights[0] == w0 * (r0 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1))
-    assert next_weights[1] == w1 * (r1 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1))
-    assert next_weights[2] == w2 * (r2 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1))
+    assert next_weights[0] == pytest.approx(w0 * (r0 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-6)
+    assert next_weights[1] == pytest.approx(w1 * (r1 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-6)
+    assert next_weights[2] == pytest.approx(w2 * (r2 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-6)
 
 
 def test_get_estimate_net_value():

wbportfolio/tests/rebalancing/test_models.py

@@ -10,22 +10,28 @@ from wbportfolio.models import PortfolioPortfolioThroughModel, Trade, TradePropo
 
 @pytest.mark.django_db
 class TestEquallyWeightedRebalancing:
-    @pytest.fixture()
-    def model(self, portfolio, weekday):
+    def test_is_valid(self, portfolio, weekday, asset_position_factory, instrument_price_factory):
         from wbportfolio.rebalancing.models import EquallyWeightedRebalancing
 
-        return EquallyWeightedRebalancing(portfolio, (weekday + BDay(1)).date(), weekday)
-
-    def test_is_valid(self, portfolio, weekday, model, asset_position_factory, instrument_price_factory):
+        trade_date = (weekday + BDay(1)).date()
+        model = EquallyWeightedRebalancing(portfolio, trade_date, weekday)
         assert not model.is_valid()
-        a = asset_position_factory.create(portfolio=model.portfolio, date=model.last_effective_date)
+
+        a = asset_position_factory.create(portfolio=portfolio, date=weekday)
+        model = EquallyWeightedRebalancing(portfolio, trade_date, weekday)
         assert not model.is_valid()
-        instrument_price_factory.create(instrument=a.underlying_quote, date=model.trade_date)
+
+        instrument_price_factory.create(instrument=a.underlying_quote, date=trade_date)
+        model = EquallyWeightedRebalancing(portfolio, trade_date, weekday)
         assert model.is_valid()
 
-    def test_get_target_portfolio(self, portfolio, weekday, model, asset_position_factory):
-        a1 = asset_position_factory(weighting=0.7, portfolio=portfolio, date=model.last_effective_date)
-        a2 = asset_position_factory(weighting=0.3, portfolio=portfolio, date=model.last_effective_date)
+    def test_get_target_portfolio(self, portfolio, weekday, asset_position_factory):
+        from wbportfolio.rebalancing.models import EquallyWeightedRebalancing
+
+        a1 = asset_position_factory(weighting=0.7, portfolio=portfolio, date=weekday)
+        a2 = asset_position_factory(weighting=0.3, portfolio=portfolio, date=weekday)
+        model = EquallyWeightedRebalancing(portfolio, (weekday + BDay(1)).date(), weekday)
+
         target_portfolio = model.get_target_portfolio()
         target_positions = target_portfolio.positions_map
         assert target_positions[a1.underlying_instrument.id].weighting == Decimal(0.5)

wbportfolio/viewsets/configs/display/trade_proposals.py

@@ -41,6 +41,11 @@ class TradeProposalDisplayConfig(DisplayViewConfig):
                             label=TradeProposal.Status.DENIED.label,
                             value=TradeProposal.Status.DENIED.value,
                         ),
+                        dp.LegendItem(
+                            icon=WBColor.RED_DARK.value,
+                            label=TradeProposal.Status.FAILED.label,
+                            value=TradeProposal.Status.FAILED.value,
+                        ),
                     ],
                 ),
             ],
@@ -64,6 +69,10 @@ class TradeProposalDisplayConfig(DisplayViewConfig):
                             style={"backgroundColor": WBColor.RED_LIGHT.value},
                             condition=("==", TradeProposal.Status.DENIED.value),
                         ),
+                        dp.FormattingRule(
+                            style={"backgroundColor": WBColor.RED_DARK.value},
+                            condition=("==", TradeProposal.Status.FAILED.value),
+                        ),
                     ],
                 )
             ],

wbportfolio/viewsets/transactions/trade_proposals.py

@@ -100,7 +100,7 @@ class TradeProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
         trade_proposal = get_object_or_404(TradeProposal, pk=pk)
         if trade_proposal.status == TradeProposal.Status.DRAFT:
             trade_proposal.trades.all().delete()
-            trade_proposal.reset_trades()
+            trade_proposal.reset_trades(force_reset_trade=True)
             return Response({"send": True})
         return Response({"status": "Trade proposal is not Draft"}, status=status.HTTP_400_BAD_REQUEST)
 

{wbportfolio-1.54.3.dist-info → wbportfolio-1.54.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.54.3
+Version: 1.54.4
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.54.3.dist-info → wbportfolio-1.54.4.dist-info}/RECORD

@@ -113,7 +113,7 @@ wbportfolio/import_export/handlers/dividend.py,sha256=F0oLfNt2B_QQAjHBCRpxa5HSkf
 wbportfolio/import_export/handlers/fees.py,sha256=BOFHAvSTlvVLaxnm6KD_fcza1TlPc02HOR9J0_jjswI,2495
 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=VZKPG_l8qT7qzoOc8oi5bNNQHBue4USPdc8sidVHIks,12544
+wbportfolio/import_export/handlers/trade.py,sha256=t-iezNZN6s834EsszGh_5sHnFGgLb3MZpcHrF2pWMG8,12533
 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
@@ -249,14 +249,15 @@ wbportfolio/migrations/0076_alter_dividendtransaction_price_and_more.py,sha256=4
 wbportfolio/migrations/0077_remove_transaction_currency_and_more.py,sha256=Yf4a3zn2siDtWdIEPEIsj_W87jxOIBwiFVATneU8FxU,29597
 wbportfolio/migrations/0078_trade_drift_factor.py,sha256=26Z3yoiBhMueB-k2R9HaIzg5Qr7BYpdtzlU-65T_cH0,999
 wbportfolio/migrations/0079_alter_trade_drift_factor.py,sha256=2tvPecUxEy60-ELy9wtiuTR2dhJ8HucJjvOEuia4Pp4,627
+wbportfolio/migrations/0080_alter_trade_drift_factor_alter_trade_weighting.py,sha256=vCPJSrM7x24jUJseGkHEVBD0c5nEpDTrb9-zkJ-0QoI,569
 wbportfolio/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/models/__init__.py,sha256=HSpa5xwh_MHQaBpNrq9E0CbdEE5Iq-pDLIsPzZ-TRTg,904
 wbportfolio/models/adjustments.py,sha256=osXWkJZOiansPWYPyHtl7Z121zDWi7u1YMtrBQtbHVo,10272
-wbportfolio/models/asset.py,sha256=9wD7d8rfK8MEogj0WgaZud9wQs5JGPR61gDQRU3W5as,45522
+wbportfolio/models/asset.py,sha256=hhLv3Gyzr3-yd2bFA6wwYZ_i9XuqswzUIexdW1XKPWw,45634
 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=evF-_6lhVdo-fs0Y9-J6EQYO8HlOEHoayrALVbT6UgY,56822
+wbportfolio/models/portfolio.py,sha256=Jp6MGZten0kKzNUmzD_2_NVSPWUY17L4eF3y8bZwynU,57506
 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
@@ -282,24 +283,24 @@ wbportfolio/models/transactions/__init__.py,sha256=aV6lehRHSs8cOKOanm6UgSDqOwEzR
 wbportfolio/models/transactions/claim.py,sha256=SF2FlwG6SRVmA_hT0NbXah5-fYejccWKAE6AY6YOYTs,25875
 wbportfolio/models/transactions/dividends.py,sha256=mmOdGWR35yndUMoCuG24Y6BdtxDhSk2gMQ-8LVguqzg,1890
 wbportfolio/models/transactions/fees.py,sha256=wJtlzbBCAq1UHvv0wqWTE2BEjCF5RMtoaSDS3kODFRo,7112
-wbportfolio/models/transactions/rebalancing.py,sha256=obzgewWKOD4kJbCoF5fhtfDk502QkbrjPKh8T9KDGew,7355
-wbportfolio/models/transactions/trade_proposals.py,sha256=ikc3QMSBBWcBwCdl67_G-OomHuC-Tb9I-KttKkbgWwc,32399
-wbportfolio/models/transactions/trades.py,sha256=yCySLaU0r1f1lHKPYlJ2W6uijGBV6N38WSzFTab1X6Q,33390
+wbportfolio/models/transactions/rebalancing.py,sha256=rwePcmTZOYgfSWnBQcBrZ3DQHRJ3w17hdO_hgrRbbhI,7696
+wbportfolio/models/transactions/trade_proposals.py,sha256=33RLqsknglMsESUb_d0gt0ehwyDIn3i4s7nOdyvsi5E,37832
+wbportfolio/models/transactions/trades.py,sha256=7btwshl10-XVOrTYF9PXNyfuHGOttA11D0hkvOLEhgs,34126
 wbportfolio/models/transactions/transactions.py,sha256=XTcUeMUfkf5XTSZaR2UAyGqCVkOhQYk03_vzHLIgf8Q,3807
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/pms/typing.py,sha256=izDCw5g6AUpqXriDDWa9KHpx7D7PSGLddBqhzXgryNQ,7875
+wbportfolio/pms/typing.py,sha256=BV4dzazNHdfpfLV99bLVyYGcETmbQSnFV6ipc4fNKfg,8470
 wbportfolio/pms/analytics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/pms/analytics/portfolio.py,sha256=vE0KA6Z037bUdmBTkYuBqXElt80nuYObNzY_kWvxEZY,1360
+wbportfolio/pms/analytics/portfolio.py,sha256=n_tv4gX-mOFfKCxhSGblqQzW62Bx-yoM2QcJxQd3dLE,1384
 wbportfolio/pms/statistics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/trading/__init__.py,sha256=R_yLKc54sCak8A1cW0O1Aszrcv5KV8mC_3h17Hr20e4,36
-wbportfolio/pms/trading/handler.py,sha256=kKUPuZ7bVmvzVteVQWPsmcPxBHpUAjRgO66P5Lfi7NY,8619
+wbportfolio/pms/trading/handler.py,sha256=ZOwgnOU4ScVIhTMRQ0SLR2cCCZP9whmVv-S5hF-TOME,8593
 wbportfolio/rebalancing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/rebalancing/base.py,sha256=NwTGZtBm1f35gj5Jp6iTyyFvDT1GSIztN990cKBvYzQ,637
+wbportfolio/rebalancing/base.py,sha256=wpeoxdkLz5osxm5mRjkOoML7YkYvwuAlqSLLtHBbWp8,984
 wbportfolio/rebalancing/decorators.py,sha256=JhQ2vkcIuGBTGvNmpkQerdw2-vLq-RAb0KAPjOrETkw,515
 wbportfolio/rebalancing/models/__init__.py,sha256=AQjG7Tu5vlmhqncVoYOjpBKU2UIvgo9FuP2_jD2w-UI,232
 wbportfolio/rebalancing/models/composite.py,sha256=XEgK3oMurrE_d_l5uN0stBKRrtvnKQzRWyXNXuBYfmc,1818
-wbportfolio/rebalancing/models/equally_weighted.py,sha256=FCpSKOs49ckNYVgoYIiHB0BqPT9OeCMuFoet4Ixbp-Y,1210
-wbportfolio/rebalancing/models/market_capitalization_weighted.py,sha256=6ZsR8iJg6l89CsxHqoxJSXlTaj8Pmb8_bFPrXhnxaRs,5295
+wbportfolio/rebalancing/models/equally_weighted.py,sha256=nqkiCnDfazC0AZeRPMVtqRzbDHdW8P2FCMYXEvmwOMw,1062
+wbportfolio/rebalancing/models/market_capitalization_weighted.py,sha256=BJUoJRQ-qTG3cevPKm_3HMy4lVNk6wuxHGuUobPkrMY,5523
 wbportfolio/rebalancing/models/model_portfolio.py,sha256=Dk3tw9u3WG1jCP3V2-R05GS4-DmDBBtxH4h6p7pRe4g,1393
 wbportfolio/reports/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/reports/monthly_position_report.py,sha256=e7BzjDd6eseUOwLwQJXKvWErQ58YnCsznHU2VtR6izM,2981
@@ -348,7 +349,7 @@ wbportfolio/serializers/transactions/__init__.py,sha256=oAfidhjjCKP0exeHbzJgGuBd
 wbportfolio/serializers/transactions/claim.py,sha256=kC4E2RZRrpd9i8tGfoiV-gpWDk3ikR5F1Wf0v_IGIvw,11599
 wbportfolio/serializers/transactions/dividends.py,sha256=ADXf9cXe8rq55lC_a8vIzViGLmQ-yDXkgR54k2m-N0w,1814
 wbportfolio/serializers/transactions/fees.py,sha256=3mBzs6vdfST9roeQB-bmLJhipY7i5jBtAXjoTTE-GOg,2388
-wbportfolio/serializers/transactions/trade_proposals.py,sha256=ufYBYiSttz5KAlAaaXbnf98oUFT_qNfxF_VUM4ClXE8,4072
+wbportfolio/serializers/transactions/trade_proposals.py,sha256=2oX04DSyiQ5C0-XkB7c0_wDJ-yC0niRgC72pXPPa_Xc,4014
 wbportfolio/serializers/transactions/trades.py,sha256=YVccQpP480P4-0uVaRfnmpPFoIdW2U0c92kJBR_fPLo,16889
 wbportfolio/static/wbportfolio/css/macro_review.css,sha256=FAVVO8nModxwPXcTKpcfzVxBGPZGJVK1Xn-0dkSfGyc,233
 wbportfolio/static/wbportfolio/markdown/documentation/account_holding_reconciliation.md,sha256=MabxOvOne8s5gl6osDoow6-3ghaXLAYg9THWpvy6G5I,921
@@ -379,7 +380,7 @@ wbportfolio/tests/models/test_merge.py,sha256=sdsjiZsmR6vsUKwTa5kkvL6QTeAZqtd_EP
 wbportfolio/tests/models/test_portfolio_cash_flow.py,sha256=X8dsXexsb1b0lBiuGzu40ps_Az_1UmmKT0eo1vbXH94,5792
 wbportfolio/tests/models/test_portfolio_cash_targets.py,sha256=q8QWAwt-kKRkLC0E05GyRhF_TTQXIi8bdHjXVU0fCV0,965
 wbportfolio/tests/models/test_portfolio_swing_pricings.py,sha256=kr2AOcQkyg2pX3ULjU-o9ye-NVpjMrrfoe-DVbYCbjs,1656
-wbportfolio/tests/models/test_portfolios.py,sha256=L_NTLYdLgKkllXlnjX8aBOFl95zBJq8gjQySuhQG1T0,53320
+wbportfolio/tests/models/test_portfolios.py,sha256=sGmPrl-nY1-3797SDTRWAGF2xXZGD94QS3WeabfBmC0,53397
 wbportfolio/tests/models/test_product_groups.py,sha256=AcdxhurV-n_bBuUsfD1GqVtwLFcs7VI2CRrwzsIUWbU,3337
 wbportfolio/tests/models/test_products.py,sha256=IcBzw9hrGiWFMRwPBTMukCMWrhqnjOVA2hhb90xYOW8,9580
 wbportfolio/tests/models/test_roles.py,sha256=4Cn7WyrA2ztJNeWLk5cy9kYo5XLWMbFSvo1O-9JYxeA,3323
@@ -389,12 +390,12 @@ wbportfolio/tests/models/transactions/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCe
 wbportfolio/tests/models/transactions/test_claim.py,sha256=NG3BKB-FVcIDgHSJHCjImxgMM3ISVUMl24xUPmEcPec,5570
 wbportfolio/tests/models/transactions/test_fees.py,sha256=tAp18x2wCNQr11LUnLtHNbBDbbX0v1DZnmW7i-cEi5Q,2423
 wbportfolio/tests/models/transactions/test_rebalancing.py,sha256=fZ5tx6kByEGXD6nhapYdvk9HOjYlmjhU2w6KlQJ6QE4,4061
-wbportfolio/tests/models/transactions/test_trade_proposals.py,sha256=eXSs_xjmfdmmkKy6_MMWpyzir6j2FIhKsBQUpzrHNMo,28370
+wbportfolio/tests/models/transactions/test_trade_proposals.py,sha256=jnE5Ie0g05TVkuSE9uKsqfidYDU2ZN3FLg1aveLzj9c,28558
 wbportfolio/tests/models/transactions/test_trades.py,sha256=vqvOqUY_uXvBp8YOKR0Wq9ycA2oeeEBhO3dzV7sbXEU,9863
 wbportfolio/tests/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/tests/pms/test_analytics.py,sha256=fAuY1zcXibttFpBh2GhKVyzdYfi1kz_b7SPa9xZQXY0,1086
+wbportfolio/tests/pms/test_analytics.py,sha256=WHicJBjAjpIRL1-AW2nZ4VD9oJRpMoeH6V1Qx2D95-w,1178
 wbportfolio/tests/rebalancing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/tests/rebalancing/test_models.py,sha256=4rSb05xKH881ft12G0B8ZSeFgJvutKcW_7vFgVQa0DI,7813
+wbportfolio/tests/rebalancing/test_models.py,sha256=QMfcYDvFew1bH6kPm-jVJLC_RqmPE-oGTqUldx1KVgg,8025
 wbportfolio/tests/serializers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/serializers/test_claims.py,sha256=vQrg73xQXRFEgvx3KI9ivFre_wpBFzdO0p0J13PkvdY,582
 wbportfolio/tests/viewsets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -458,7 +459,7 @@ wbportfolio/viewsets/configs/display/rebalancing.py,sha256=yw9X1Nf2-V_KP_mCX4pVK
 wbportfolio/viewsets/configs/display/reconciliations.py,sha256=YvMAuwmpX0HExvGsuf5UvcRQxe4eMo1iyNJX68GGC_k,6021
 wbportfolio/viewsets/configs/display/registers.py,sha256=1np75exIk5rfct6UkVN_RnfJ9ozvIkcWJgFV4_4rJns,3182
 wbportfolio/viewsets/configs/display/roles.py,sha256=SFUyCdxSlHZ3NsMrJmpVBSlg-XKGaEFteV89nyLMMAQ,1815
-wbportfolio/viewsets/configs/display/trade_proposals.py,sha256=gM5CuUmNcVtwJHYE9Myg-RR_WmAc6VDJztwUqQ1uZ7g,4335
+wbportfolio/viewsets/configs/display/trade_proposals.py,sha256=EiPNzW-jntXsJnJQ3HSKSDQBjkjQERaEXP0DCRq6F5M,4826
 wbportfolio/viewsets/configs/display/trades.py,sha256=ZYZ2ceE4Hyw2SpQjW00VDnzGz7Wlu3jjPoK_J2GZLyk,19181
 wbportfolio/viewsets/configs/endpoints/__init__.py,sha256=KR3AsSxl71VAVkYBRVowgs3PZB8vaKa34WHHUvC-2MY,2807
 wbportfolio/viewsets/configs/endpoints/adjustments.py,sha256=KRZLqv4ZeB27d-_s7Qlqj9LI3I9WFJkjc6Mw8agDueE,606
@@ -519,9 +520,9 @@ 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/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQVTN2MH1kG_yCeVkmyK8k,1263
-wbportfolio/viewsets/transactions/trade_proposals.py,sha256=zdb9yqyAE1-hcMmxxN3CYePWoPVWIW3WP3v8agErDeY,6210
+wbportfolio/viewsets/transactions/trade_proposals.py,sha256=eDEIEUyMP70oEdwscnE8oR7pBStr7IjHNFMxu2JbJlY,6232
 wbportfolio/viewsets/transactions/trades.py,sha256=GHOw5jtcqoaHiRrxxxL29c9405QiPisEn4coGELKDrE,22146
-wbportfolio-1.54.3.dist-info/METADATA,sha256=3TfcDEJ2iLoB0u0mqHuTAJCcOUGH6yvebXUJMWpHF9c,702
-wbportfolio-1.54.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.54.3.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.54.3.dist-info/RECORD,,
+wbportfolio-1.54.4.dist-info/METADATA,sha256=N_ZubDWqgnEeWE58IyCdWzurZlbqE82G1vjnkT3dIok,702
+wbportfolio-1.54.4.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.54.4.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.54.4.dist-info/RECORD,,