wbportfolio 1.55.0__py2.py3-none-any.whl → 1.55.2__py2.py3-none-any.whl

wbportfolio/import_export/handlers/trade.py

@@ -99,7 +99,7 @@ class TradeImportHandler(ImportExportHandler):
         if history.exists():
             queryset = history
         else:
-            queryset = self.model.objects.filter(marked_for_deletion=False)
+            queryset = self.model.objects.filter(marked_for_deletion=False).exclude(id__in=self.processed_ids)
 
         queryset = queryset.filter(
             models.Q(underlying_instrument=data["underlying_instrument"]) & models.Q(**dates_lookup)
@@ -116,7 +116,6 @@ class TradeImportHandler(ImportExportHandler):
             if external_id_queryset.count() == 1:
                 self.import_source.log += f"External ID {external_id} provided -> Load CustomerTrade"
                 return external_id_queryset.first()
-
         if portfolio := data.get("portfolio", None):
             queryset = queryset.filter(portfolio=portfolio)
         if queryset.exists():
@@ -142,6 +141,7 @@ class TradeImportHandler(ImportExportHandler):
             if queryset.exists():
                 # We try to filter by price as well
                 trade = queryset.first()
+
                 if queryset.count() == 1:
                     self.import_source.log += f"\nOne Trade found: {trade}"
                 if queryset.count() > 1:

wbportfolio/import_export/parsers/ubs/customer_trade.py

@@ -3,15 +3,15 @@ from typing import Dict
 
 import numpy as np
 import pandas as pd
-from wbcore.contrib.io.models import ImportSource
+from slugify import slugify
 
 from wbportfolio.models import Trade
 
 
-def parse_row(obj: Dict, import_source: ImportSource) -> Dict:
+def parse_row(obj: Dict, negate_shares: bool = False) -> Dict:
     isin = obj["underlying_instrument__isin"]
     shares = obj["shares"]
-    if import_source.source.import_parameters.get("negate_shares", False):
+    if negate_shares:
         shares = -1 * shares
     return {
         "underlying_instrument": {"isin": isin, "instrument_type": "product"},
@@ -30,6 +30,9 @@ def parse(import_source):
         xx, yy = np.where(df == "Trade Date")
         df = df.iloc[xx[0] :, yy[0] :]
         df = df.rename(columns=df.iloc[0]).drop(df.index[0]).dropna(how="all")
+    negate_shares = "net-quantity" in list(
+        map(lambda c: slugify(c), df.columns)
+    )  # we slugified the column to be more robust
     df = df.rename(columns=lambda x: x.lower())
     df = df.rename(
         columns={
@@ -50,6 +53,5 @@ def parse(import_source):
     df.loc[df["custodian"].isnull(), "custodian"] = "N/A"
     data = list()
     for d in df.to_dict("records"):
-        data.append(parse_row(d, import_source))
-
+        data.append(parse_row(d, negate_shares=negate_shares))
     return {"data": data}

wbportfolio/models/orders/order_proposals.py

@@ -319,7 +319,9 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
 
     def prepare_orders_for_execution(self) -> list[OrderDTO]:
         executable_orders = []
-        for order in self.get_orders().select_related("underlying_instrument"):
+        for order in (
+            self.get_orders().exclude(underlying_instrument__is_cash=True).select_related("underlying_instrument")
+        ):
             instrument = order.underlying_instrument
             # we support only the instrument type provided by the Order DTO class
             asset_class = instrument.get_security_ancestor().instrument_type.key.upper()
@@ -344,7 +346,7 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
                     order.execution_confirmed = False
                     order.execution_comment = "Underlying instrument does not have a valid identifier."
                     order.save()
-            except AttributeError:
+            except (AttributeError, KeyError):
                 order.execution_confirmed = False
                 order.execution_comment = f"Unsupported asset class {asset_class.title()}."
                 order.save()

wbportfolio/models/portfolio.py

@@ -669,7 +669,7 @@ class Portfolio(DeleteToDisableMixin, WBModel):
     def fix_quantization(self, val_date: date):
         assets = self.assets.filter(date=val_date)
         total_weighting = assets.aggregate(s=Sum("weighting"))["s"]
-        if quantization_error := Decimal("1") - total_weighting:
+        if total_weighting and (quantization_error := Decimal("1") - total_weighting):
             cash = self.cash_component
             try:
                 cash_pos = assets.get(underlying_quote=cash)

wbportfolio/tests/models/test_imports.py

@@ -31,16 +31,15 @@ class TestImportMixinModel:
 
         trade = trade_factory.build()
         data = {"data": [serialize(trade)]}
-        handler = TradeImportHandler(import_source)
 
         # Import non existing data
-        handler.process(data)
+        TradeImportHandler(import_source).process(data)
         assert Trade.objects.count() == 1
 
         # Import already existing data
         # import_source.data['data'][0]['shares'] *= 2
 
-        handler.process(data)
+        TradeImportHandler(import_source).process(data)
         assert Trade.objects.count() == 1
 
     def test_import_price(self, import_source, product, instrument_price_factory, instrument):

wbportfolio/viewsets/orders/order_proposals.py

@@ -87,14 +87,13 @@ class OrderProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
 
     def add_messages(self, request, instance: OrderProposal | None = None, **kwargs):
         if instance:
-            if instance.status == OrderProposal.Status.PENDING:
-                if not instance.portfolio.is_manageable:
-                    info(request, "This order proposal cannot be approved the portfolio is considered unmanaged.")
-                if instance.has_non_successful_checks:
-                    warning(
-                        request,
-                        "This order proposal cannot be approved because there is unsuccessful pre-trade checks. Please rectify accordingly and resubmit a valid order proposal",
-                    )
+            if instance.status == OrderProposal.Status.APPROVED and not instance.portfolio.is_manageable:
+                info(request, "This order proposal cannot be approved the portfolio is considered unmanaged.")
+            if instance.status == OrderProposal.Status.PENDING and instance.has_non_successful_checks:
+                warning(
+                    request,
+                    "This order proposal cannot be approved because there is unsuccessful pre-trade checks. Please rectify accordingly and resubmit a valid order proposal",
+                )
             if (
                 instance.execution_status in [ExecutionStatus.IN_DRAFT, ExecutionStatus.COMPLETED]
                 and instance.orders.filter(execution_confirmed=False).exists()

wbportfolio/viewsets/orders/orders.py

@@ -1,6 +1,6 @@
 from decimal import Decimal
 
-from django.contrib.messages import error, warning
+from django.contrib.messages import error, info
 from django.db.models import (
     Case,
     F,
@@ -184,7 +184,7 @@ class OrderOrderProposalModelViewSet(
         ]:
             total_target_weight = self.orders.aggregate(c=Sum(F("target_weight")))["c"] or Decimal(0)
             if round(total_target_weight, 8) != 1:
-                warning(
+                info(
                     request,
                     "The total target weight does not equal 1. To avoid automatic cash allocation, please adjust the order weights to sum up to 1. Otherwise, a cash component will be added when this order proposal is submitted.",
                 )

{wbportfolio-1.55.0.dist-info → wbportfolio-1.55.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.55.0
+Version: 1.55.2
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.55.0.dist-info → wbportfolio-1.55.2.dist-info}/RECORD

@@ -126,7 +126,7 @@ wbportfolio/import_export/handlers/fees.py,sha256=BOFHAvSTlvVLaxnm6KD_fcza1TlPc0
 wbportfolio/import_export/handlers/orders.py,sha256=GU3_tIy-tAw9aU-ifsnmMZPBB9sqfkFC_S1d9VziTwg,3136
 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=g2jAYYeuhZv_DuvM6zlROcq6rUlSbGaQ3tO4u6wkSRU,11140
+wbportfolio/import_export/handlers/trade.py,sha256=xHg_4LMuMFRN49vEguIBDujM7vZxuhnEYMj95ZJ3s0E,11175
 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
@@ -179,7 +179,7 @@ wbportfolio/import_export/parsers/tellco/customer_trade.py,sha256=U04YVJHxQLWxpN
 wbportfolio/import_export/parsers/tellco/equity.py,sha256=3mPqh-kridsNCy5K4sa43SRsZIzNnRCr_3qGYlm356Q,3353
 wbportfolio/import_export/parsers/tellco/valuation.py,sha256=QM8fYYOESGocACSbJnqD-1TtSYxOXOkkT7oLY6XY10Y,1642
 wbportfolio/import_export/parsers/ubs/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/import_export/parsers/ubs/customer_trade.py,sha256=ZLWYLGO8BveXb5mTFfg53LgXXLGvztDgUaqIDa-qkJ0,2010
+wbportfolio/import_export/parsers/ubs/customer_trade.py,sha256=PYXVZRBoI0B6NJGhHoTboBzfA-U16hrIDDdPu--RLNs,2089
 wbportfolio/import_export/parsers/ubs/equity.py,sha256=a3Hv6kjE__VUSdkE2TJ4NBCyVvnt34bPO-uZPR7pcEM,3471
 wbportfolio/import_export/parsers/ubs/historical_customer_trade.py,sha256=1IggU7Ogg8-gdwLqBtz-FZ6l-UKsjbtM-KomM8u6QpA,1746
 wbportfolio/import_export/parsers/ubs/valuation.py,sha256=6P71APM4xGoAadCywO6DBz42xL1bClacf242pb25w_s,1597
@@ -279,7 +279,7 @@ wbportfolio/models/builder.py,sha256=txZE_gEDgkPgSxSF0AlvZiRyhRQixD4Ame0wEF6Fjoo
 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=Lrtxa-jItT9HCBQxfUClnXdaLPTf4CKZEXwAEmkhNtE,54618
+wbportfolio/models/portfolio.py,sha256=fuYvHx4D3GqHjO0cBqe09M-t-t6jUzuOMh2ikTbykMo,54640
 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
@@ -299,7 +299,7 @@ wbportfolio/models/mixins/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJW
 wbportfolio/models/mixins/instruments.py,sha256=SuMPquQ93D4pZMK-4hQbJtV58_NOyf3wVOctQq7LNXQ,7054
 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=RYiQRo93RoXRy-QKl9shIGb4OfueiUT6we9uoQXokQk,57039
+wbportfolio/models/orders/order_proposals.py,sha256=1ce97DXjzZ4MsUAgA_GlnofnztAf0Y6zR1etZs-LrFI,57120
 wbportfolio/models/orders/orders.py,sha256=kiVmVeW2D1bAuT983nSeIug6uoZ78IZovuAgls-CO8w,10150
 wbportfolio/models/orders/routing.py,sha256=OpeP-rfMm1UN7a3vbNxBEQxqtGfE57AeGWnbTZa1fRQ,2223
 wbportfolio/models/reconciliations/__init__.py,sha256=MXH5fZIPGDRBgJkO6wVu_NLRs8fkP1im7G6d-h36lQY,127
@@ -405,7 +405,7 @@ wbportfolio/tests/models/test_assets.py,sha256=N8OP2ZTPdq0lGonFRB0q_ruwF8QYpOGLk
 wbportfolio/tests/models/test_custodians.py,sha256=WnFA4R-deVL7DSKufGE0mcFUdU05otNfGvmG4psiIh4,340
 wbportfolio/tests/models/test_customer_trades.py,sha256=50By281j-nJ43jwRWK_KxNQGv6SuimT9e_ejgu6b19o,4942
 wbportfolio/tests/models/test_dividends.py,sha256=SVkIW3OqN4-9tq1HIvJm8_8rOyNTHbJKFiN075DeGGc,162
-wbportfolio/tests/models/test_imports.py,sha256=byqRJlnWqkkLdb8CkaX0cPGqfICOkuZ2_6tBk2YR3D0,7857
+wbportfolio/tests/models/test_imports.py,sha256=GktsJAlFnNTwYVXxeWcYFx4-kSI3A-JvhmvFwJsh-sE,7857
 wbportfolio/tests/models/test_instrument_mixins.py,sha256=avX7a7Ovdzm_2v8JpSmrzqPo52qmIEa33c074D5KFCU,2206
 wbportfolio/tests/models/test_merge.py,sha256=sdsjiZsmR6vsUKwTa5kkvL6QTeAZqtd_EPWPI11FKGY,6497
 wbportfolio/tests/models/test_portfolio_cash_flow.py,sha256=X8dsXexsb1b0lBiuGzu40ps_Az_1UmmKT0eo1vbXH94,5792
@@ -546,8 +546,8 @@ wbportfolio/viewsets/configs/titles/registers.py,sha256=-C-YeGBhGva48oER6EIQ8CxW
 wbportfolio/viewsets/configs/titles/roles.py,sha256=9LoJa3jgenXJ5UWRlIErTzdbjpSWMKsyJZtv-eDRTK4,739
 wbportfolio/viewsets/configs/titles/trades.py,sha256=29XCLxvY0Xe3a2tjCno3tN2rRXCr9RWpbWnzurJfnYI,1986
 wbportfolio/viewsets/orders/__init__.py,sha256=N8v9jdEXryOzrLlc7ML3iBCO2lmNXph9_TWoQ7PTvi4,195
-wbportfolio/viewsets/orders/order_proposals.py,sha256=-VmvLEtL6-lhqT3WuyZlwnH1XFHpzuT9JBQclhRlNkY,8289
-wbportfolio/viewsets/orders/orders.py,sha256=ENFcW4feaazV1FupeI5UiE4W9wv0k8b57ypDB7gr1KA,10928
+wbportfolio/viewsets/orders/order_proposals.py,sha256=IMiRh7kFqzmHjC34k-FjV21NSxkWVBi5NTEtUysN9qg,8302
+wbportfolio/viewsets/orders/orders.py,sha256=bSJ8na5XO5HcmrDdLkD6gH1G6J90nLa3bOTe89IWoAI,10922
 wbportfolio/viewsets/orders/configs/__init__.py,sha256=5MU57JXiKi32_PicHtiNr7YHmMN020FrlF5NFJf_Wds,94
 wbportfolio/viewsets/orders/configs/buttons/__init__.py,sha256=EHzNmAfa0UQFITEF-wxj_s4wn3Y5DE3DCbEUmmvCTIs,106
 wbportfolio/viewsets/orders/configs/buttons/order_proposals.py,sha256=1BPkIYv0-K2DDGa4Gua2_Pxsx7fNurTZ2tYNdL66On0,6495
@@ -565,7 +565,7 @@ 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-1.55.0.dist-info/METADATA,sha256=s1b7Uq_ApxcCUFeHjg2DpMT-MGVZjDLzo_8TRrGPTao,751
-wbportfolio-1.55.0.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.55.0.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.55.0.dist-info/RECORD,,
+wbportfolio-1.55.2.dist-info/METADATA,sha256=keGWSdz-FLt0PsvSwjvhtyKIfOxmS_OM53oSOX41_o8,751
+wbportfolio-1.55.2.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.55.2.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.55.2.dist-info/RECORD,,