wbportfolio 1.54.9__py2.py3-none-any.whl → 1.54.11__py2.py3-none-any.whl

wbportfolio/import_export/handlers/trade.py

@@ -88,6 +88,8 @@ class TradeImportHandler(ImportExportHandler):
                     1 / (math.pow(10, 4))
                 )  # we need that convertion mechanism otherwise there is floating point approximation error while casting to decimal and get_instance does not work as expected
                 data[field.name] = Decimal(value).quantize(Decimal(str(q)))
+        if (target_weight := data.pop("target_weight", None)) is not None:
+            data["_target_weight"] = target_weight
 
     def _create_instance(self, data: Dict[str, Any], **kwargs) -> models.Model:
         if "transaction_date" not in data:  # we might get only book date and not transaction date

wbportfolio/migrations/0081_alter_trade_drift_factor.py

@@ -0,0 +1,19 @@
+# Generated by Django 5.0.14 on 2025-07-16 12:39
+
+from decimal import Decimal
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbportfolio', '0080_alter_trade_drift_factor_alter_trade_weighting'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='trade',
+            name='drift_factor',
+            field=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'),
+        ),
+    ]

wbportfolio/models/portfolio.py

@@ -18,14 +18,16 @@ from django.db.models import (
     Q,
     QuerySet,
     Sum,
+    Value,
 )
+from django.db.models.functions import Coalesce
 from django.db.models.signals import post_save
 from django.dispatch import receiver
 from django.utils import timezone
 from django.utils.functional import cached_property
 from pandas._libs.tslibs.offsets import BDay
 from skfolio.preprocessing import prices_to_returns
-from wbcore.contrib.currency.models import Currency
+from wbcore.contrib.currency.models import Currency, CurrencyFXRates
 from wbcore.contrib.notifications.utils import create_notification_type
 from wbcore.models import WBModel
 from wbcore.utils.importlib import import_from_dotted_path
@@ -54,6 +56,8 @@ logger = logging.getLogger("pms")
 if TYPE_CHECKING:
     from wbportfolio.models.transactions.trade_proposals import TradeProposal
 
+MARKET_HOLIDAY_MAX_DURATION = 15
+
 
 def get_returns(
     instrument_ids: list[int],
@@ -61,6 +65,7 @@ def get_returns(
     to_date: date,
     to_currency: Currency | None = None,
     ffill_returns: bool = True,
+    use_dl: bool = False,
 ) -> tuple[dict[date, dict[int, float]], pd.DataFrame]:
     """
     Utility methods to get instrument returns for a given date range
@@ -68,45 +73,53 @@ def get_returns(
     Args:
         from_date: date range lower bound
         to_date: date range upper bound
+        to_currency: currency to use for returns
+        ffill_returns: whether to ffill returns and prices
+        use_dl: whether to get data straight from the dataloader or use the internal table
 
     Returns:
-        Return a tuple of the returns and the last prices series for conveniance
+        Return a tuple of the raw prices and the returns dataframe
     """
-    # if to_currency:
-    #     fx_rate = CurrencyFXRates.get_fx_rates_subquery_for_two_currencies("date", "instrument__currency", to_currency)
-    # else:
-    #     fx_rate = Value(Decimal(1.0))
-    # prices = InstrumentPrice.objects.filter(
-    #     instrument__in=instrument_ids, date__gte=from_date, date__lte=to_date
-    # ).annotate(fx_rate=fx_rate, price_fx_portfolio=F("net_value") * F("fx_rate"))
-    # prices_df = (
-    #     pd.DataFrame(
-    #         prices.filter_only_valid_prices().values_list("instrument", "price_fx_portfolio", "date"),
-    #         columns=["instrument", "price_fx_portfolio", "date"],
-    #     )
-    #     .pivot_table(index="date", values="price_fx_portfolio", columns="instrument")
-    #     .astype(float)
-    #     .sort_index()
-    # )
-    kwargs = dict(from_date=from_date, to_date=to_date, values=[MarketData.CLOSE], apply_fx_rate=False)
-    if to_currency:
-        kwargs["target_currency"] = to_currency.key
-    df = pd.DataFrame(Instrument.objects.filter(id__in=instrument_ids).dl.market_data(**kwargs))
+    if use_dl:
+        kwargs = dict(from_date=from_date, to_date=to_date, values=[MarketData.CLOSE], apply_fx_rate=False)
+        if to_currency:
+            kwargs["target_currency"] = to_currency.key
+        df = pd.DataFrame(Instrument.objects.filter(id__in=instrument_ids).dl.market_data(**kwargs))
+        if df.empty:
+            raise InvalidAnalyticPortfolio()
+        df = df[["instrument_id", "fx_rate", "close", "valuation_date"]]
+    else:
+        if to_currency:
+            fx_rate = Coalesce(
+                CurrencyFXRates.get_fx_rates_subquery_for_two_currencies("date", "instrument__currency", to_currency),
+                Decimal("1"),
+            )
+        else:
+            fx_rate = Value(Decimal("1"))
+        prices = InstrumentPrice.objects.filter(
+            instrument__in=instrument_ids, date__gte=from_date, date__lte=to_date
+        ).annotate(fx_rate=fx_rate)
+        df = pd.DataFrame(
+            prices.filter_only_valid_prices().values_list("instrument", "fx_rate", "net_value", "date"),
+            columns=["instrument_id", "fx_rate", "close", "valuation_date"],
+        )
+
     if df.empty:
         raise InvalidAnalyticPortfolio()
-    df = df[["instrument_id", "fx_rate", "close", "valuation_date"]].pivot(
-        index="valuation_date", columns="instrument_id", values=["fx_rate", "close"]
+    df = (
+        df.pivot_table(index="valuation_date", columns="instrument_id", values=["fx_rate", "close"])
+        .astype(float)
+        .sort_index()
     )
     ts = pd.bdate_range(df.index.min(), df.index.max(), freq="B")
     df = df.reindex(ts)
     if ffill_returns:
         df = df.ffill()
     df.index = pd.to_datetime(df.index)
-
     prices_df = df["close"]
     fx_rate_df = df["fx_rate"]
     returns = prices_to_returns(fx_rate_df * prices_df, drop_inceptions_nan=False, fill_nan=ffill_returns)
-    return {ts.date(): row for ts, row in prices_df.replace(np.nan, None).to_dict("index").items()}, returns.replace(
+    return {ts.date(): row for ts, row in prices_df.to_dict("index").items()}, returns.replace(
         [np.inf, -np.inf, np.nan], 0
     )
 
@@ -400,7 +413,11 @@ class Portfolio(DeleteToDisableMixin, WBModel):
             weights = self.get_weights(val_date)
         return_date = (val_date + BDay(1)).date()
         _, returns = get_returns(
-            list(weights.keys()), (val_date - BDay(2)).date(), return_date, to_currency=self.currency, **kwargs
+            list(weights.keys()),
+            (val_date - BDay(MARKET_HOLIDAY_MAX_DURATION)).date(),
+            return_date,
+            to_currency=self.currency,
+            **kwargs,
         )
         if pd.Timestamp(return_date) not in returns.index:
             raise InvalidAnalyticPortfolio()
@@ -822,10 +839,11 @@ class Portfolio(DeleteToDisableMixin, WBModel):
 
         prices, returns = get_returns(
             instrument_ids,
-            (start_date - BDay(3)).date(),
+            (start_date - BDay(MARKET_HOLIDAY_MAX_DURATION)).date(),
             end_date,
             to_currency=self.currency,
             ffill_returns=True,
+            use_dl=True,
         )
         # Get raw prices to speed up asset position creation
         # Instantiate the position iterator with the initial weights
@@ -842,7 +860,6 @@ class Portfolio(DeleteToDisableMixin, WBModel):
                 drifted_weights = analytic_portfolio.get_next_weights()
             except KeyError:  # if no return for that date, we break and continue
                 drifted_weights = weights
-
             if rebalancer and rebalancer.is_valid(to_date):
                 effective_portfolio = PortfolioDTO(
                     positions=[

wbportfolio/models/transactions/trade_proposals.py

@@ -366,6 +366,8 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
                         trade.weighting = -trade_dto.effective_weight
 
                     trade.save()
+        # final sanity check to make sure invalid trade with effective and target weight of 0 are automatically removed:
+        self.trades.all().annotate_base_info().filter(target_weight=0, effective_weight=0).delete()
 
     def approve_workflow(
         self,
@@ -397,7 +399,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
             if approve_automatically and self.portfolio.can_be_rebalanced:
                 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):
+    def replay(self, broadcast_changes_at_date: bool = True):
         last_trade_proposal = self
         last_trade_proposal_created = False
         while last_trade_proposal and last_trade_proposal.status == TradeProposal.Status.APPROVED:
@@ -405,7 +407,7 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
                 logger.info(f"Replaying trade proposal {last_trade_proposal}")
                 last_trade_proposal.approve_workflow(
                     silent_exception=True,
-                    force_reset_trade=force_reset_trade,
+                    force_reset_trade=True,
                     broadcast_changes_at_date=broadcast_changes_at_date,
                 )
                 last_trade_proposal.save()
@@ -803,9 +805,8 @@ class TradeProposal(CloneMixin, RiskCheckMixin, WBModel):
         )  # 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")
             trades.append(trade)
-        Trade.objects.bulk_update(trades, ["status", "drift_factor"])
+        Trade.objects.bulk_update(trades, ["status"])
 
     def can_revert(self):
         errors = dict()

wbportfolio/models/transactions/trades.py

@@ -230,8 +230,10 @@ class Trade(TransactionMixin, ImportMixin, OrderedModel, models.Model):
         help_text="The Trade Proposal this trade is coming from",
     )
     drift_factor = models.DecimalField(
-        max_digits=16,
-        decimal_places=TRADE_WEIGHTING_PRECISION,
+        max_digits=TRADE_WEIGHTING_PRECISION * 2
+        + 3,  # we don't expect any drift factor to be in the order of magnitude greater than 1000
+        decimal_places=TRADE_WEIGHTING_PRECISION
+        * 2,  # we need a higher precision for this factor to avoid float inprecision
         default=Decimal(1.0),
         verbose_name="Drift Factor",
         help_text="Drift factor to be applied to the previous portfolio weight to get the actual effective weight including daily return",
@@ -439,7 +441,7 @@ class Trade(TransactionMixin, ImportMixin, OrderedModel, models.Model):
                 method=RequestType.PATCH,
                 identifiers=("wbportfolio:trade",),
                 icon=WBIcon.UNDO.icon,
-                key="reverte",
+                key="revert",
                 label="Revert",
                 action_label="revert",
                 # description_fields="<p>Start: {{start}}</p><p>End: {{end}}</p><p>Title: {{title}}</p>",
@@ -518,6 +520,11 @@ class Trade(TransactionMixin, ImportMixin, OrderedModel, models.Model):
             self, "target_weight", round(self._effective_weight + self.weighting, self.TRADE_WEIGHTING_PRECISION)
         )
 
+    @_target_weight.setter
+    def _target_weight(self, target_weight):
+        self.weighting = Decimal(target_weight) - self._effective_weight
+        self._set_type()
+
     @property
     @admin.display(description="Target Shares")
     def _target_shares(self) -> Decimal:
@@ -558,12 +565,6 @@ class Trade(TransactionMixin, ImportMixin, OrderedModel, models.Model):
         ]
         # notification_email_template = "portfolio/email/trade_notification.html"
 
-    def __init__(self, *args, target_weight: Decimal | None = None, **kwargs):
-        super().__init__(*args, **kwargs)
-        if target_weight is not None:  # if target weight is provided, we guess the corresponding weighting
-            self.weighting = Decimal(target_weight) - self._effective_weight
-            self._set_type()
-
     def save(self, *args, **kwargs):
         if abs(self.weighting) < 10e-6:
             self.weighting = Decimal("0")

wbportfolio/pms/analytics/portfolio.py

@@ -16,10 +16,10 @@ class Portfolio(BasePortfolio):
         )
         return df
 
-    def get_next_weights(self) -> dict[int, float]:
+    def get_next_weights(self, round_precision: int = 8) -> dict[int, float]:
         """
         Given the next returns, compute the drifted weights of this portfolio
-
+            round_precision: Round the weight to the given round number and ensure the total weight reflects this. Default to 8 decimals
         Returns:
             A dictionary of weights (instrument ids as keys and weights as values)
         """
@@ -29,7 +29,12 @@ class Portfolio(BasePortfolio):
         next_weights = weights * (returns + 1.0) / portfolio_returns
         next_weights = next_weights.dropna()
         next_weights = next_weights / next_weights.sum()
-        return next_weights.to_dict()
+        if round_precision and not next_weights.empty:
+            next_weights = next_weights.round(round_precision)
+            quantization_error = 1.0 - next_weights.sum()
+            largest_weight = next_weights.idxmax()
+            next_weights.loc[largest_weight] = next_weights.loc[largest_weight] + quantization_error
+        return {i: round(w, round_precision) for i, w in next_weights.items()}  # handle float precision manually
 
     def get_estimate_net_value(self, previous_net_asset_value: float) -> float:
         expected_returns = self.weights @ self.X.iloc[-1, :].T

wbportfolio/tests/models/transactions/test_trade_proposals.py

@@ -336,6 +336,26 @@ class TestTradeProposal:
         assert t2.weighting == Decimal("0")
         assert t3.weighting == Decimal("0.5")
 
+    def test_reset_trades_remove_invalid_trades(self, trade_proposal, trade_factory, instrument_price_factory):
+        # create a invalid trade and its price
+        invalid_trade = trade_factory.create(trade_proposal=trade_proposal, weighting=0)
+        instrument_price_factory.create(
+            date=invalid_trade.transaction_date, instrument=invalid_trade.underlying_instrument
+        )
+
+        # create a valid trade and its price
+        valid_trade = trade_factory.create(trade_proposal=trade_proposal, weighting=1.0)
+        instrument_price_factory.create(
+            date=valid_trade.transaction_date, instrument=valid_trade.underlying_instrument
+        )
+
+        trade_proposal.reset_trades()
+        assert trade_proposal.trades.get(underlying_instrument=valid_trade.underlying_instrument).weighting == Decimal(
+            "1"
+        )
+        with pytest.raises(Trade.DoesNotExist):
+            trade_proposal.trades.get(underlying_instrument=invalid_trade.underlying_instrument)
+
     # Test replaying trade proposals
     @patch.object(Portfolio, "drift_weights")
     def test_replay(self, mock_fct, trade_proposal_factory):

wbportfolio/tests/pms/test_analytics.py

@@ -16,9 +16,27 @@ 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] == 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)
+    assert next_weights[0] == pytest.approx(w0 * (r0 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-8)
+    assert next_weights[1] == pytest.approx(w1 * (r1 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-8)
+    assert next_weights[2] == pytest.approx(w2 * (r2 + 1) / (w0 * (r0 + 1) + w1 * (r1 + 1) + w2 * (r2 + 1)), abs=10e-8)
+
+
+def test_get_next_weights_solve_quantization_error():
+    w0 = 0.33333334
+    w1 = 0.33333333
+    w2 = 0.33333333
+    weights = [w0, w1, w2]
+    returns = [1.0, 1.0, 1.0]  # no returns
+    portfolio = Portfolio(X=pd.DataFrame([returns]), weights=pd.Series(weights))
+    next_weights = portfolio.get_next_weights(round_precision=8)  # no rounding as number are all 8 decimals
+    assert sum(next_weights.values()) == 1.0
+    next_weights = portfolio.get_next_weights(
+        round_precision=7
+    )  # we expect the weight to be rounded to 6 decimals, which would lead to a total sum of 0.999999
+
+    assert next_weights[0] == 0.3333334
+    assert next_weights[1] == 0.3333333
+    assert next_weights[2] == 0.3333333
 
 
 def test_get_estimate_net_value():

wbportfolio/viewsets/assets.py

@@ -133,7 +133,7 @@ class AssetPositionModelViewSet(
             weighting = queryset.aggregate(s=Sum(F("weighting")))["s"]
             aggregates.update(
                 {
-                    "weighting": {"Σ": format_number(weighting, decimal=4)},
+                    "weighting": {"Σ": format_number(weighting, decimal=8)},
                     "total_value_fx_usd": {"Σ": format_number(total_value_fx_usd)},
                 }
             )
@@ -204,7 +204,7 @@ class AssetPositionPortfolioModelViewSet(InstrumentMetricMixin, AssetPositionMod
         total_value_fx_portfolio = queryset.aggregate(s=Sum(F("total_value_fx_portfolio")))["s"]
         aggregates = super().get_aggregates(queryset, paginated_queryset)
         aggregates["total_value_fx_portfolio"] = {"Σ": format_number(total_value_fx_portfolio)}
-        aggregates["weighting"] = {"Σ": format_number(weighting, decimal=4)}
+        aggregates["weighting"] = {"Σ": format_number(weighting, decimal=8)}
         return aggregates
 
     def get_queryset(self):

wbportfolio/viewsets/transactions/trades.py

@@ -445,14 +445,20 @@ class TradeTradeProposalModelViewSet(
 
             agg = {
                 "effective_weight": {
-                    "Cash": format_number(cash_sum_effective_weight, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_effective_weight, decimal=6),
-                    "Total": format_number(noncash_sum_effective_weight + cash_sum_effective_weight, decimal=6),
+                    "Cash": format_number(cash_sum_effective_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
+                    "Non-Cash": format_number(noncash_sum_effective_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
+                    "Total": format_number(
+                        noncash_sum_effective_weight + cash_sum_effective_weight,
+                        decimal=Trade.TRADE_WEIGHTING_PRECISION,
+                    ),
                 },
                 "target_weight": {
-                    "Cash": format_number(cash_sum_target_cash_weight, decimal=6),
-                    "Non-Cash": format_number(noncash_sum_target_weight, decimal=6),
-                    "Total": format_number(cash_sum_target_cash_weight + noncash_sum_target_weight, decimal=6),
+                    "Cash": format_number(cash_sum_target_cash_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
+                    "Non-Cash": format_number(noncash_sum_target_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
+                    "Total": format_number(
+                        cash_sum_target_cash_weight + noncash_sum_target_weight,
+                        decimal=Trade.TRADE_WEIGHTING_PRECISION,
+                    ),
                 },
                 "effective_total_value_fx_portfolio": {
                     "Cash": format_number(cash_sum_effective_total_value_fx_portfolio, decimal=6),
@@ -471,9 +477,12 @@ class TradeTradeProposalModelViewSet(
                     ),
                 },
                 "weighting": {
-                    "Cash Flow": format_number(cash_sum_target_cash_weight - cash_sum_effective_weight, decimal=6),
-                    "Buy": format_number(sum_buy_weight, decimal=6),
-                    "Sell": format_number(sum_sell_weight, decimal=6),
+                    "Cash Flow": format_number(
+                        cash_sum_target_cash_weight - cash_sum_effective_weight,
+                        decimal=Trade.TRADE_WEIGHTING_PRECISION,
+                    ),
+                    "Buy": format_number(sum_buy_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
+                    "Sell": format_number(sum_sell_weight, decimal=Trade.TRADE_WEIGHTING_PRECISION),
                 },
                 "total_value_fx_portfolio": {
                     "Cash Flow": format_number(

{wbportfolio-1.54.9.dist-info → wbportfolio-1.54.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.54.9
+Version: 1.54.11
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.54.9.dist-info → wbportfolio-1.54.11.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=oLYNEAFyDeInvHjuAbB4pe60q6VmHX0wGcyuEGofbKM,12700
+wbportfolio/import_export/handlers/trade.py,sha256=_-P1ImDX6jfObm1WKiLtzz7RXEnXjtARAw7cxoHReCM,12826
 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
@@ -250,6 +250,7 @@ wbportfolio/migrations/0077_remove_transaction_currency_and_more.py,sha256=Yf4a3
 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/0081_alter_trade_drift_factor.py,sha256=rF3HA1MQJ0hltr0dExJAx47w8XxUCWRbDUyxQLoQB2I,656
 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
@@ -257,7 +258,7 @@ wbportfolio/models/asset.py,sha256=b0vPt4LwNrxcMiK7UmBKViYnbNNlZzPTagvU5vFuyrc,4
 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=9gbT3tuo73SfhBn4_HIes71feyjTXnZnn9lX2KL_1pQ,57861
+wbportfolio/models/portfolio.py,sha256=5gOPWWv-_ke-p-B14S9ZNKRvvGQVHNBzR2r5xL-AKm0,58341
 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
@@ -284,13 +285,13 @@ 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=2EGi03APBC9QWU99LVRA1e-_-o8AUtEW332Iuxvb-_E,38214
-wbportfolio/models/transactions/trades.py,sha256=vTCoSBAmd6FPFyDRm5fqTqbxwzcH3ApWn0Dz2tkCCR8,34132
+wbportfolio/models/transactions/trade_proposals.py,sha256=Iilb67WdUh4XuBhxMqnnxTj_43NxTloGNNtJQh1izD8,38327
+wbportfolio/models/transactions/trades.py,sha256=1gmAdavuWu1Iko90s9prMxsK_NuDKIUBIKMDuHiKzow,34176
 wbportfolio/models/transactions/transactions.py,sha256=XTcUeMUfkf5XTSZaR2UAyGqCVkOhQYk03_vzHLIgf8Q,3807
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/typing.py,sha256=BV4dzazNHdfpfLV99bLVyYGcETmbQSnFV6ipc4fNKfg,8470
 wbportfolio/pms/analytics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/pms/analytics/portfolio.py,sha256=n_tv4gX-mOFfKCxhSGblqQzW62Bx-yoM2QcJxQd3dLE,1384
+wbportfolio/pms/analytics/portfolio.py,sha256=QaYArF-8Dk9MY0ZLUZ1IHaz3T-uYG81P5SqS_jSar8A,1950
 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=ZOwgnOU4ScVIhTMRQ0SLR2cCCZP9whmVv-S5hF-TOME,8593
@@ -390,10 +391,10 @@ 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=_EH7N2-oTqgz13NGSahD1d0rIiu93Ce2rcA9A8gUlSg,29800
+wbportfolio/tests/models/transactions/test_trade_proposals.py,sha256=INZb4J7qodXiT8FwbRNjEoXOm9HjO6W-vkA9uW8e3CI,30804
 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=WHicJBjAjpIRL1-AW2nZ4VD9oJRpMoeH6V1Qx2D95-w,1178
+wbportfolio/tests/pms/test_analytics.py,sha256=KzgZqZ9yYB1gsokw6IU-uKYWr1eFHWyFte8RSpMVRg8,1897
 wbportfolio/tests/rebalancing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/rebalancing/test_models.py,sha256=QMfcYDvFew1bH6kPm-jVJLC_RqmPE-oGTqUldx1KVgg,8025
 wbportfolio/tests/serializers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -406,7 +407,7 @@ wbportfolio/tests/viewsets/transactions/__init__.py,sha256=47DEQpj8HBSa-_TImW-5J
 wbportfolio/tests/viewsets/transactions/test_claims.py,sha256=QEZfMAW07dyoZ63t2umSwGOqvaTULfYfbN_F4ZoSAcw,6368
 wbportfolio/viewsets/__init__.py,sha256=3kUaQ66ybvROwejd3bEcSt4XKzfOlPDaeoStMvlz7qY,2294
 wbportfolio/viewsets/adjustments.py,sha256=ugbX4aFRCaD4Yj1hxL-VIPaNI7GF_wt0FrkN6mq1YjU,1524
-wbportfolio/viewsets/assets.py,sha256=nMMVh7P531KZ-zpFogIMFKbfvRD3KdG2oIAAHQ42lpc,24634
+wbportfolio/viewsets/assets.py,sha256=MCE81rmDwbMGxO_LsD8AvU9tHWWgi-OkX5ecLFH-KGY,24634
 wbportfolio/viewsets/assets_and_net_new_money_progression.py,sha256=Jl4vEQP4N2OFL5IGBXoKcj-0qaPviU0I8npvQLw4Io0,4464
 wbportfolio/viewsets/custodians.py,sha256=CTFqkqVP1R3AV7lhdvcdICxB5DfwDYCyikNSI5kbYEo,2322
 wbportfolio/viewsets/esg.py,sha256=27MxxdXQH3Cq_1UEYmcrF7htUOg6i81fUpbVQXAAKJI,6985
@@ -521,8 +522,8 @@ wbportfolio/viewsets/transactions/fees.py,sha256=WT2bWWfgozz4_rpyTKX7dgBBTXD-gu0
 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=kQCojTNKBEyn2NcenL3a9auzBH4sIgLEx8rLAYCGLGg,6161
-wbportfolio/viewsets/transactions/trades.py,sha256=GHOw5jtcqoaHiRrxxxL29c9405QiPisEn4coGELKDrE,22146
-wbportfolio-1.54.9.dist-info/METADATA,sha256=SL5iDKkrof3J3-X4ykL9jJslbUo8ltmEwJzni_emoXY,702
-wbportfolio-1.54.9.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.54.9.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.54.9.dist-info/RECORD,,
+wbportfolio/viewsets/transactions/trades.py,sha256=Y8v2cM0vpspHysaAvu8qqhzt86dNtb2Q3puo4HCJsTI,22629
+wbportfolio-1.54.11.dist-info/METADATA,sha256=PhblDUHcEGHQmY_KCEcvlc3oIl98hhageKfJGRshiPg,703
+wbportfolio-1.54.11.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.54.11.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.54.11.dist-info/RECORD,,