wbportfolio 1.54.4__py2.py3-none-any.whl → 1.54.5__py2.py3-none-any.whl

wbportfolio/models/asset.py

@@ -168,7 +168,8 @@ class AssetPositionIterator:
             # Merge duplicate positions
             if existing_position := self.positions.get(key):
                 position.weighting += existing_position.weighting
-                position.initial_shares += existing_position.initial_shares
+                if existing_position.initial_shares:
+                    position.initial_shares += existing_position.initial_shares
             # ensure the position portfolio is the iterator portfolio (could be different when computing look-through for instance)
             position.portfolio = self.portfolio
             if position.initial_price is not None and position.initial_currency_fx_rate is not None:

wbportfolio/models/transactions/trade_proposals.py

@@ -372,6 +372,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
         approve_automatically: bool = True,
         silent_exception: bool = False,
         force_reset_trade: bool = False,
+        broadcast_changes_at_date: bool = True,
         **reset_trades_kwargs,
     ):
         if self.status == TradeProposal.Status.APPROVED:
@@ -394,7 +395,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
         if self.status == TradeProposal.Status.SUBMIT:
             logger.info("Approving trade proposal ...")
             if approve_automatically and self.portfolio.can_be_rebalanced:
-                self.approve(replay=False)
+                self.approve(replay=False, broadcast_changes_at_date=broadcast_changes_at_date)
 
     def replay(self, force_reset_trade: bool = False, broadcast_changes_at_date: bool = True):
         last_trade_proposal = self
@@ -405,7 +406,11 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
                 last_trade_proposal.portfolio.assets.filter(
                     date=self.trade_date
                 ).all().delete()  # we delete the existing position and we reapply the trade proposal
-                last_trade_proposal.approve_workflow(silent_exception=True, force_reset_trade=force_reset_trade)
+                last_trade_proposal.approve_workflow(
+                    silent_exception=True,
+                    force_reset_trade=force_reset_trade,
+                    broadcast_changes_at_date=broadcast_changes_at_date,
+                )
                 last_trade_proposal.save()
                 if last_trade_proposal.status != TradeProposal.Status.APPROVED:
                     break
@@ -681,6 +686,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
             AssetPositionIterator(self.portfolio).add(assets, is_estimated=False),
             evaluate_rebalancer=False,
             force_save=True,
+            **kwargs,
         )
         if replay and self.portfolio.is_manageable:
             replay_as_task.delay(self.id, user_id=by.id if by else None)
@@ -788,9 +794,9 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
         with suppress(KeyError):
             del self.__dict__["validated_trading_service"]
         trades = []
-        self.portfolio.assets.filter(
-            date=self.trade_date, is_estimated=False
-        ).delete()  # we delete the existing portfolio as it has been reverted
+        self.portfolio.assets.filter(date=self.trade_date, is_estimated=False).update(
+            is_estimated=True
+        )  # we delete the existing portfolio as it has been reverted
         for trade in self.trades.all():
             trade.status = Trade.Status.DRAFT
             trade.drift_factor = Decimal("1")

wbportfolio/rebalancing/models/equally_weighted.py

@@ -9,6 +9,11 @@ from wbportfolio.rebalancing.decorators import register
 
 @register("Equally Weighted Rebalancing")
 class EquallyWeightedRebalancing(AbstractRebalancingModel):
+    def __init__(self, *args, **kwargs):
+        super(EquallyWeightedRebalancing, self).__init__(*args, **kwargs)
+        if not self.effective_portfolio:
+            self.effective_portfolio = self.portfolio._build_dto(self.trade_date)
+
     def is_valid(self) -> bool:
         return (
             len(self.effective_portfolio.positions) > 0

wbportfolio/tests/models/test_portfolios.py

@@ -1064,7 +1064,7 @@ class TestPortfolioModel(PortfolioTestMixin):
 
         # we approve the rebalancing trade proposal
         assert rebalancing_trade_proposal.status == "SUBMIT"
-        rebalancing_trade_proposal.approve(no_replay=True)
+        rebalancing_trade_proposal.approve(replay=False)
         rebalancing_trade_proposal.save()
 
         # check that the rebalancing was applied and position reflect that

{wbportfolio-1.54.4.dist-info → wbportfolio-1.54.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.54.4
+Version: 1.54.5
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.54.4.dist-info → wbportfolio-1.54.5.dist-info}/RECORD

@@ -253,7 +253,7 @@ wbportfolio/migrations/0080_alter_trade_drift_factor_alter_trade_weighting.py,sh
 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=hhLv3Gyzr3-yd2bFA6wwYZ_i9XuqswzUIexdW1XKPWw,45634
+wbportfolio/models/asset.py,sha256=RySxJzqQqXTuPOFKDVWC_S-5SDGir-EjrWne8fsns-I,45691
 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
@@ -284,7 +284,7 @@ wbportfolio/models/transactions/claim.py,sha256=SF2FlwG6SRVmA_hT0NbXah5-fYejccWK
 wbportfolio/models/transactions/dividends.py,sha256=mmOdGWR35yndUMoCuG24Y6BdtxDhSk2gMQ-8LVguqzg,1890
 wbportfolio/models/transactions/fees.py,sha256=wJtlzbBCAq1UHvv0wqWTE2BEjCF5RMtoaSDS3kODFRo,7112
 wbportfolio/models/transactions/rebalancing.py,sha256=rwePcmTZOYgfSWnBQcBrZ3DQHRJ3w17hdO_hgrRbbhI,7696
-wbportfolio/models/transactions/trade_proposals.py,sha256=33RLqsknglMsESUb_d0gt0ehwyDIn3i4s7nOdyvsi5E,37832
+wbportfolio/models/transactions/trade_proposals.py,sha256=FnEZZ7csJMRxGYrUQl0LIDlasEM4An_1gyJhGytn3WE,38104
 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
@@ -299,7 +299,7 @@ wbportfolio/rebalancing/base.py,sha256=wpeoxdkLz5osxm5mRjkOoML7YkYvwuAlqSLLtHBbW
 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=nqkiCnDfazC0AZeRPMVtqRzbDHdW8P2FCMYXEvmwOMw,1062
+wbportfolio/rebalancing/models/equally_weighted.py,sha256=JF6VoAcsHUUJvTBeUtIn2ojWtrn4pVH1PMTyJ2Y69qg,1301
 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
@@ -380,7 +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=sGmPrl-nY1-3797SDTRWAGF2xXZGD94QS3WeabfBmC0,53397
+wbportfolio/tests/models/test_portfolios.py,sha256=h9iaSyZiEAfksCM6sFnQk2gci1UMth3dcmEabNhlwr0,53395
 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
@@ -522,7 +522,7 @@ wbportfolio/viewsets/transactions/mixins.py,sha256=WipvJoi5hylkpD0y9VATe30WAcwIH
 wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQVTN2MH1kG_yCeVkmyK8k,1263
 wbportfolio/viewsets/transactions/trade_proposals.py,sha256=eDEIEUyMP70oEdwscnE8oR7pBStr7IjHNFMxu2JbJlY,6232
 wbportfolio/viewsets/transactions/trades.py,sha256=GHOw5jtcqoaHiRrxxxL29c9405QiPisEn4coGELKDrE,22146
-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,,
+wbportfolio-1.54.5.dist-info/METADATA,sha256=Xk4aluvUoetd-3x6_M3IK2zuIvQsItNvg3713TNUA98,702
+wbportfolio-1.54.5.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.54.5.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.54.5.dist-info/RECORD,,