wbportfolio 1.55.10rc0__py2.py3-none-any.whl → 1.56.1__py2.py3-none-any.whl

wbportfolio/filters/assets.py

@@ -456,7 +456,6 @@ def get_default_hedged_currency(field, request, view):
 
 class ContributionChartFilter(wb_filters.FilterSet):
     date = wb_filters.FinancialPerformanceDateRangeFilter(
-        method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
         required=True,
         clearable=False,

wbportfolio/filters/positions.py

@@ -76,7 +76,6 @@ class AssetPositionPandasFilter(DateFilterMixin, PandasFilterSetMixin, wb_filter
     date = total_value_fx_usd = total_value_fx_usd__gte = total_value_fx_usd__lte = None
 
     date = wb_filters.FinancialPerformanceDateRangeFilter(
-        method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
         required=True,
         clearable=False,

wbportfolio/filters/transactions/fees.py

@@ -16,7 +16,6 @@ class FeesFilter(wb_filters.FilterSet):
     """
 
     fee_date = wb_filters.DateRangeFilter(
-        method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
         initial=get_transaction_default_date_range,
         required=True,
@@ -52,7 +51,6 @@ class FeesProductFilterSet(FeesFilter):
 class FeesAggregatedFilter(PandasFilterSetMixin, wb_filters.FilterSet):
     fee_date = wb_filters.DateRangeFilter(
         label="Date Range",
-        method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         required=True,
         clearable=False,
         initial=current_quarter_date_range,

wbportfolio/filters/transactions/trades.py

@@ -14,7 +14,6 @@ from .utils import get_transaction_default_date_range
 
 class TradeFilter(OppositeSharesFieldMethodMixin, wb_filters.FilterSet):
     transaction_date = wb_filters.DateRangeFilter(
-        method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
         initial=get_transaction_default_date_range,
     )

wbportfolio/import_export/handlers/trade.py

@@ -86,7 +86,7 @@ class TradeImportHandler(ImportExportHandler):
             data["transaction_date"] = data["book_date"]
         return self.model.objects.create(**data, import_source=self.import_source)
 
-    def _get_instance(self, data: Dict[str, Any], history: Optional[models.QuerySet] = None, **kwargs) -> models.Model:
+    def _get_instance(self, data: Dict[str, Any], history: Optional[models.QuerySet] = None, **kwargs) -> models.Model:  # noqa: C901
         self.import_source.log += "\nGet Trade Instance."
         if transaction_date := data.get("transaction_date"):
             dates_lookup = {"transaction_date": transaction_date}

wbportfolio/import_export/parsers/natixis/equity.py

@@ -1,3 +1,5 @@
+from zipfile import BadZipFile
+
 import numpy as np
 import pandas as pd
 
@@ -29,13 +31,26 @@ def _apply_adjusting_factor(row):
 def parse(import_source):
     # Parse the Parts of the filename into the different parts
     parts = file_name_parse_isin(import_source.file.name)
-
     # Get the valuation date and investment from the parts list
     valuation_date = parts["valuation_date"]
     product_data = parts["product"]
 
     # Load file into a CSV DictReader
-    df = pd.read_csv(import_source.file, encoding="utf-16", delimiter=";")
+    if import_source.file.name.lower().endswith(".csv"):
+        df = pd.read_csv(import_source.file, encoding="utf-16", delimiter=";")
+    else:
+        try:
+            df = pd.read_excel(import_source.file, engine="openpyxl", sheet_name="Basket Valuation")
+        except BadZipFile:
+            df = pd.read_excel(import_source.file, engine="xlrd", sheet_name="Basket Valuation")
+        xx, yy = np.where(df == "Ticker")
+        if not xx and not yy:
+            xx, yy = np.where(df == "Code")
+        df = df.iloc[xx[0] :, yy[0] :]
+        df = df.rename(columns=df.iloc[0]).drop(df.index[0]).dropna(how="all")
+        df["Quotity/Adj. factor"] = 1.0
+        df = df.rename(columns={"Code": "Ticker"})
+
     df = df.rename(columns=FIELD_MAP)
     df = df.dropna(subset=["initial_price"])
     df["initial_price"] = df["initial_price"].astype("str").str.replace(" ", "").astype("float")
@@ -50,7 +65,10 @@ def parse(import_source):
     df = df.drop(columns=df.columns.difference(FIELD_MAP.values()))
 
     df["portfolio__instrument_type"] = "product"
-    df["portfolio__isin"] = product_data["isin"]
+    if "isin" in product_data:
+        df["portfolio__isin"] = product_data["isin"]
+    if "ticker" in product_data:
+        df["portfolio__ticker"] = product_data["ticker"]
     df["is_estimated"] = False
     df["date"] = valuation_date.strftime("%Y-%m-%d")
     df["asset_valuation_date"] = pd.to_datetime(df["asset_valuation_date"], dayfirst=True).dt.strftime("%Y-%m-%d")

wbportfolio/import_export/parsers/natixis/utils.py

@@ -1,6 +1,7 @@
-import datetime
 import re
 
+from django.utils.dateparse import parse_date
+
 from wbportfolio.models import Product
 
 INSTRUMENT_MAP_NAME = {"EDA23_AtonRa Z class": "LU2170995018"}
@@ -53,25 +54,14 @@ def _get_underlying_instrument(bbg_code, name, currency, instrument_type="equity
 
 
 def file_name_parse_isin(file_name):
-    dates = re.findall(r"_([0-9]{4}-?[0-9]{2}-?[0-9]{2})", file_name)
-    identifier = re.findall(r"([A-Z]{2}(?![A-Z]{10}\b)[A-Z0-9]{10})_", file_name)
-
-    if len(dates) != 2:
-        raise ValueError("Not 2 dates found in the filename")
-
-    if len(identifier) != 1:
-        raise ValueError("Not exactly 1 identifier found in the filename")
-    try:
-        valuation_date = datetime.datetime.strptime(dates[0], "%Y-%m-%d").date()
-    except ValueError:
-        valuation_date = datetime.datetime.strptime(dates[0], "%Y%m%d").date()
-    try:
-        generation_date = datetime.datetime.strptime(dates[1], "%Y-%m-%d").date()
-    except ValueError:
-        generation_date = datetime.datetime.strptime(dates[1], "%Y%m%d").date()
-
-    return {
-        "product": {"isin": identifier[0]},
-        "valuation_date": valuation_date,
-        "generation_date": generation_date,
-    }
+    dates = re.findall(r"_([0-9]{4}[-_]?[0-9]{2}[-_]?[0-9]{2})", file_name)
+    isin = re.findall(r"([A-Z]{2}(?![A-Z]{10}\b)[A-Z0-9]{10})_", file_name)
+    ticker = re.findall(r"(NX[A-Z]*)_", file_name)
+    if len(dates) == 0:
+        raise ValueError("Not dates found in the filename")
+    res = {"valuation_date": parse_date(dates[0].replace("_", "-"))}
+    if len(isin) >= 1:
+        res["product"] = {"isin": isin[0]}
+    elif len(ticker) == 1:
+        res["product"] = {"ticker": ticker[0]}
+    return res

wbportfolio/migrations/0090_dividendtransaction_price_fx_portfolio_and_more.py

@@ -0,0 +1,44 @@
+# Generated by Django 5.0.12 on 2025-09-18 08:48
+
+import django.db.models.expressions
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbportfolio', '0089_orderproposal_min_weighting'),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name='dividendtransaction',
+            name='price_fx_portfolio',
+            field=models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price')), output_field=models.DecimalField(decimal_places=4, max_digits=20)),
+        ),
+        migrations.AddField(
+            model_name='dividendtransaction',
+            name='price_gross_fx_portfolio',
+            field=models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price_gross')), output_field=models.DecimalField(decimal_places=4, max_digits=20)),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='price_fx_portfolio',
+            field=models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price')), output_field=models.DecimalField(decimal_places=4, max_digits=20)),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='price_gross_fx_portfolio',
+            field=models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price_gross')), output_field=models.DecimalField(decimal_places=4, max_digits=20)),
+        ),
+        migrations.AddField(
+            model_name='trade',
+            name='price_fx_portfolio',
+            field=models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price')), output_field=models.DecimalField(decimal_places=4, max_digits=20)),
+        ),
+        migrations.AddField(
+            model_name='trade',
+            name='price_gross_fx_portfolio',
+            field=models.GeneratedField(db_persist=True, expression=django.db.models.expressions.CombinedExpression(models.F('currency_fx_rate'), '*', models.F('price_gross')), output_field=models.DecimalField(decimal_places=4, max_digits=20)),
+        ),
+    ]

wbportfolio/models/asset.py

@@ -409,7 +409,7 @@ class AssetPosition(ImportMixin, models.Model):
     analytical_objects = AnalyticalAssetPositionManager()
     unannotated_objects = models.Manager()
 
-    def pre_save(
+    def pre_save(  # noqa: C901
         self, create_underlying_quote_price_if_missing: bool = False, infer_underlying_quote_price: bool = True
     ):
         if not self.asset_valuation_date:

wbportfolio/models/builder.py

@@ -225,7 +225,6 @@ class AssetPositionBuilder:
 
     def bulk_create_positions(self, delete_leftovers: bool = False, force_save: bool = False, **kwargs):
         positions = list(self.get_positions(**kwargs))
-
         # we need to delete the existing estimated portfolio because otherwise we risk to have existing and not
         # overlapping positions remaining (as they will not be updating by the bulk create). E.g. when someone
         # change completely the trades of a portfolio model and drift it.

wbportfolio/models/mixins/liquidity_stress_test.py

@@ -834,7 +834,7 @@ class LiquidityStressMixin:
 
     """ The main function for the liquidity stress tests """
 
-    def liquidity_stress_test(
+    def liquidity_stress_test(  # noqa: C901
         self,
         report_date: Optional[date] = None,
         weights_date: Optional[date] = None,

wbportfolio/models/orders/order_proposals.py

@@ -527,10 +527,11 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
             total_target_weight=self.total_expected_target_weight,
         )
         leftovers_orders = self.orders.all()
+        portfolio_value = self.portfolio_total_asset_value
         for underlying_instrument_id, order_dto in service.trades_batch.trades_map.items():
             with suppress(Order.DoesNotExist):
                 order = self.orders.get(underlying_instrument_id=underlying_instrument_id)
-                order.weighting = round(order_dto.delta_weight, Order.ORDER_WEIGHTING_PRECISION)
+                order.set_weighting(round(order_dto.delta_weight, Order.ORDER_WEIGHTING_PRECISION), portfolio_value)
                 order.save()
                 leftovers_orders = leftovers_orders.exclude(id=order.id)
         leftovers_orders.delete()
@@ -539,11 +540,12 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
     def fix_quantization(self):
         if self.orders.exists():
             orders = self.get_orders()
+            portfolio_value = self.portfolio_total_asset_value
             t_weight = orders.aggregate(models.Sum("target_weight"))["target_weight__sum"] or Decimal("0.0")
             # we handle quantization error due to the decimal max digits. In that case, we take the biggest order (highest weight) and we remove the quantization error
             if quantize_error := (t_weight - self.total_expected_target_weight):
                 biggest_order = orders.exclude(underlying_instrument__is_cash=True).latest("target_weight")
-                biggest_order.weighting -= quantize_error
+                biggest_order.set_weighting(biggest_order.weighting - quantize_error, portfolio_value)
                 biggest_order.save()
 
     def _get_default_target_portfolio(self, use_desired_target_weight: bool = False, **kwargs) -> PortfolioDTO:
@@ -594,6 +596,7 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
                 orders = service.trades_batch.trades_map.values()
 
             objs = []
+            portfolio_value = self.portfolio_total_asset_value
             for order_dto in orders:
                 instrument = Instrument.objects.get(id=order_dto.underlying_instrument)
                 currency_fx_rate = instrument.currency.convert(
@@ -604,7 +607,6 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
                 daily_return = order_dto.daily_return
                 try:
                     order = self.orders.get(underlying_instrument=instrument)
-                    order.weighting = weighting
                     order.currency_fx_rate = currency_fx_rate
                     order.daily_return = daily_return
                 except Order.DoesNotExist:
@@ -616,11 +618,12 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
                         daily_return=daily_return,
                         currency_fx_rate=currency_fx_rate,
                     )
+                order.pre_save()
+                order.set_weighting(weighting, portfolio_value)
                 order.desired_target_weight = order_dto.target_weight
                 order.order_type = Order.get_type(
                     weighting, round(order_dto.previous_weight, 8), round(order_dto.target_weight, 8)
                 )
-                order.pre_save()
                 # # if we cannot automatically find a price, we consider the stock is invalid and we sell it
                 # if not order.price and order.weighting > 0:
                 #     order.price = Decimal("0.0")
@@ -638,7 +641,7 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
                     "price",
                     "price_gross",
                     "desired_target_weight",
-                    # "shares"
+                    "shares",
                 ],
                 unique_fields=["order_proposal", "underlying_instrument"],
                 update_conflicts=True,
@@ -790,7 +793,6 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
         price_fx_portfolio = quote_price * underlying_quote.currency.convert(
             self.trade_date, self.portfolio.currency, exact_lookup=False
         )
-
         # If the price is valid, calculate and return the estimated shares
         if price_fx_portfolio:
             return trade_total_value_fx_portfolio / price_fx_portfolio
@@ -888,6 +890,7 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
             order_warnings = order.submit(
                 by=by, description=description, portfolio_total_asset_value=self.portfolio_total_asset_value, **kwargs
             )
+
             if order_warnings:
                 orders_validation_warnings.extend(order_warnings)
             orders.append(order)

wbportfolio/models/orders/orders.py

@@ -71,44 +71,25 @@ class Order(TransactionMixin, ImportMixin, OrderedModel, models.Model):
     execution_confirmed = models.BooleanField(default=False, verbose_name="Execution Confirmed")
     execution_comment = models.TextField(default="", blank=True, verbose_name="Execution Comment")
 
-    def submit(self, by=None, description=None, portfolio_total_asset_value=None, **kwargs):
-        warnings = []
+    order_with_respect_to = "order_proposal"
 
-        # if shares is defined and the underlying instrument defines a round lot size different than 1 and exchange allows its application, we round the share accordingly
-        if self.order_proposal and not self.portfolio.only_weighting:
-            shares = self.order_proposal.get_round_lot_size(self.shares, self.underlying_instrument)
-            if shares != self.shares:
-                warnings.append(
-                    f"{self.underlying_instrument.computed_str} has a round lot size of  {self.underlying_instrument.round_lot_size}: shares were rounded from {self.shares} to {shares}"
-                )
-            shares = round(shares)  # ensure fractional shares are converted into integer
-            # we need to recompute the delta weight has we changed the number of shares
-            if shares != self.shares:
-                self.shares = shares
-                if portfolio_total_asset_value:
-                    self.weighting = self.shares * self.price * self.currency_fx_rate / portfolio_total_asset_value
-        if abs(self.weighting) < self.order_proposal.min_weighting:
-            warnings.append(
-                f"Weighting for order {self.underlying_instrument.computed_str} ({self.weighting}) is bellow the allowed Minimum Weighting ({self.order_proposal.min_weighting})"
-            )
-            self.shares = Decimal("0")
-            self.weighting = Decimal("0")
-        if self.shares and abs(self.total_value_fx_portfolio) < self.order_proposal.min_order_value:
-            warnings.append(
-                f"Total Value for order {self.underlying_instrument.computed_str} ({self.total_value_fx_portfolio}) is bellow the allowed Minimum Order Value ({self.order_proposal.min_order_value})"
-            )
-            self.shares = Decimal("0")
-            self.weighting = Decimal("0")
-        if not self.price:
-            warnings.append(f"No price for {self.underlying_instrument.computed_str}")
-        if (
-            not self.underlying_instrument.is_cash
-            and not self.underlying_instrument.is_cash_equivalent
-            and self._target_weight < -1e-8
-        ):  # any value below -1e8 will be considered zero
-            warnings.append(f"Negative target weight for {self.underlying_instrument.computed_str}")
-        self.desired_target_weight = self._target_weight
-        return warnings
+    class Meta(OrderedModel.Meta):
+        verbose_name = "Order"
+        verbose_name_plural = "Orders"
+        indexes = [
+            models.Index(fields=["order_proposal"]),
+            models.Index(fields=["underlying_instrument", "value_date"]),
+            models.Index(fields=["portfolio", "underlying_instrument", "value_date"]),
+            models.Index(fields=["order_proposal", "underlying_instrument"]),
+            # models.Index(fields=["date", "underlying_instrument"]),
+        ]
+        constraints = [
+            models.UniqueConstraint(
+                fields=["order_proposal", "underlying_instrument"],
+                name="unique_order",
+            ),
+        ]
+        # notification_email_template = "portfolio/email/trade_notification.html"
 
     @property
     def product(self):
@@ -176,25 +157,9 @@ class Order(TransactionMixin, ImportMixin, OrderedModel, models.Model):
     def _target_shares(self) -> Decimal:
         return getattr(self, "target_shares", self._effective_shares + self.shares)
 
-    order_with_respect_to = "order_proposal"
-
-    class Meta(OrderedModel.Meta):
-        verbose_name = "Order"
-        verbose_name_plural = "Orders"
-        indexes = [
-            models.Index(fields=["order_proposal"]),
-            models.Index(fields=["underlying_instrument", "value_date"]),
-            models.Index(fields=["portfolio", "underlying_instrument", "value_date"]),
-            models.Index(fields=["order_proposal", "underlying_instrument"]),
-            # models.Index(fields=["date", "underlying_instrument"]),
-        ]
-        constraints = [
-            models.UniqueConstraint(
-                fields=["order_proposal", "underlying_instrument"],
-                name="unique_order",
-            ),
-        ]
-        # notification_email_template = "portfolio/email/trade_notification.html"
+    def __str__(self):
+        ticker = f"{self.underlying_instrument.ticker}:" if self.underlying_instrument.ticker else ""
+        return f"{ticker}{self.weighting}"
 
     def pre_save(self):
         self.portfolio = self.order_proposal.portfolio
@@ -240,15 +205,72 @@ class Order(TransactionMixin, ImportMixin, OrderedModel, models.Model):
                 else:
                     return Order.Type.SELL
 
-    def set_type(self):
-        self.order_type = self.get_type(self.weighting, self._previous_weight, self._target_weight)
-
     def get_price(self) -> Decimal:
         try:
             return self.underlying_instrument.get_price(self.value_date)
         except ValueError:
             return Decimal("0")
 
-    def __str__(self):
-        ticker = f"{self.underlying_instrument.ticker}:" if self.underlying_instrument.ticker else ""
-        return f"{ticker}{self.weighting}"
+    def set_type(self):
+        self.order_type = self.get_type(self.weighting, self._previous_weight, self._target_weight)
+
+    def set_weighting(self, weighting: Decimal, portfolio_value: Decimal):
+        self.weighting = weighting
+        price_fx_portfolio = self.price * self.currency_fx_rate
+        if price_fx_portfolio and portfolio_value:
+            total_value = self.weighting * portfolio_value
+            self.shares = total_value / price_fx_portfolio
+        else:
+            self.shares = Decimal("0")
+
+    def set_shares(self, shares: Decimal, portfolio_value: Decimal):
+        if portfolio_value:
+            price_fx_portfolio = self.price * self.currency_fx_rate
+            self.shares = shares
+            total_value = shares * price_fx_portfolio
+            self.weighting = total_value / portfolio_value
+        else:
+            self.weighting = self.shares = Decimal("0")
+
+    def set_total_value_fx_portfolio(self, total_value_fx_portfolio: Decimal, portfolio_value: Decimal):
+        price_fx_portfolio = self.price * self.currency_fx_rate
+        if price_fx_portfolio and portfolio_value:
+            self.shares = total_value_fx_portfolio / price_fx_portfolio
+            self.weighting = total_value_fx_portfolio / portfolio_value
+        else:
+            self.weighting = self.shares = Decimal("0")
+
+    def submit(self, by=None, description=None, portfolio_total_asset_value=None, **kwargs):
+        warnings = []
+
+        # if shares is defined and the underlying instrument defines a round lot size different than 1 and exchange allows its application, we round the share accordingly
+        if self.order_proposal and not self.portfolio.only_weighting:
+            shares = self.order_proposal.get_round_lot_size(self.shares, self.underlying_instrument)
+            if shares != self.shares:
+                warnings.append(
+                    f"{self.underlying_instrument.computed_str} has a round lot size of  {self.underlying_instrument.round_lot_size}: shares were rounded from {self.shares} to {shares}"
+                )
+            shares = round(shares)  # ensure fractional shares are converted into integer
+            # we need to recompute the delta weight has we changed the number of shares
+            if shares != self.shares:
+                self.set_shares(shares, portfolio_total_asset_value)
+        if abs(self.weighting) < self.order_proposal.min_weighting:
+            warnings.append(
+                f"Weighting for order {self.underlying_instrument.computed_str} ({self.weighting}) is bellow the allowed Minimum Weighting ({self.order_proposal.min_weighting})"
+            )
+            self.set_weighting(Decimal("0"), portfolio_total_asset_value)
+        if self.shares and abs(self.total_value_fx_portfolio) < self.order_proposal.min_order_value:
+            warnings.append(
+                f"Total Value for order {self.underlying_instrument.computed_str} ({self.total_value_fx_portfolio}) is bellow the allowed Minimum Order Value ({self.order_proposal.min_order_value})"
+            )
+            self.set_weighting(Decimal("0"), portfolio_total_asset_value)
+        if not self.price:
+            warnings.append(f"No price for {self.underlying_instrument.computed_str}")
+        if (
+            not self.underlying_instrument.is_cash
+            and not self.underlying_instrument.is_cash_equivalent
+            and self._target_weight < -1e-8
+        ):  # any value below -1e8 will be considered zero
+            warnings.append(f"Negative target weight for {self.underlying_instrument.computed_str}")
+        self.desired_target_weight = self._target_weight
+        return warnings

wbportfolio/models/transactions/dividends.py

@@ -41,6 +41,7 @@ class DividendTransaction(TransactionMixin, ImportMixin, models.Model):
     )
 
     def save(self, *args, **kwargs):
+        self.pre_save()
         if not self.record_date and self.ex_date:
             self.record_date = self.ex_date
         elif self.record_date and not self.ex_date:

wbportfolio/models/transactions/trades.py

@@ -194,6 +194,7 @@ class Trade(TransactionMixin, ImportMixin, models.Model):
         # notification_email_template = "portfolio/email/trade_notification.html"
 
     def save(self, *args, **kwargs):
+        self.pre_save()
         if abs(self.weighting) < 10e-6:
             self.weighting = Decimal("0")
         if not self.price:

wbportfolio/models/transactions/transactions.py

@@ -71,6 +71,22 @@ class TransactionMixin(models.Model):
         ),
         db_persist=True,
     )
+    price_fx_portfolio = models.GeneratedField(
+        expression=models.F("currency_fx_rate") * models.F("price"),
+        output_field=models.DecimalField(
+            max_digits=20,
+            decimal_places=4,
+        ),
+        db_persist=True,
+    )
+    price_gross_fx_portfolio = models.GeneratedField(
+        expression=models.F("currency_fx_rate") * models.F("price_gross"),
+        output_field=models.DecimalField(
+            max_digits=20,
+            decimal_places=4,
+        ),
+        db_persist=True,
+    )
     total_value_fx_portfolio = models.GeneratedField(
         expression=models.F("currency_fx_rate") * models.F("price") * models.F("shares"),
         output_field=models.DecimalField(
@@ -100,14 +116,10 @@ class TransactionMixin(models.Model):
             self.price_gross = self.price
         elif self.price_gross is not None and self.price is None:
             self.price = self.price_gross
-
-    def save(self, *args, **kwargs):
-        self.pre_save()
         if self.currency_fx_rate is None:
             self.currency_fx_rate = self.underlying_instrument.currency.convert(
                 self.value_date, self.portfolio.currency, exact_lookup=True
             )
-        super().save(*args, **kwargs)
 
     class Meta:
         abstract = True

wbportfolio/risk_management/backends/exposure_portfolio.py

@@ -180,7 +180,7 @@ class RuleBackend(
                             breached_value = f'<span style="color:green">{breached_value}</span>'
                         yield backend.IncidentResult(
                             breached_object=obj,
-                            breached_object_repr=obj_repr,
+                            breached_object_repr=str(obj_repr),
                             breached_value=breached_value,
                             report_details=self.report_details,
                             severity=severity,
@@ -218,7 +218,7 @@ class RuleBackend(
                 obj = Instrument.objects.get(id=pivot_object_id)
                 return obj, str(obj)
             case self.GroupbyChoices.ASSET_TYPE:
-                return None, InstrumentType.objects.get(id=pivot_object_id)
+                return None, InstrumentType.objects.get(id=pivot_object_id).name
             case self.GroupbyChoices.CASH:
                 return None, "Cash"
             case self.GroupbyChoices.COUNTRY:

wbportfolio/risk_management/tests/test_exposure_portfolio.py

@@ -138,5 +138,5 @@ class TestExposurePortfolioRuleModel(PortfolioTestMixin):
         incidents = list(exposure_portfolio_backend.check_rule())
         assert len(incidents) == 1
         incident = incidents[0]
-        assert incident.breached_object_repr == i1.instrument_type
+        assert incident.breached_object_repr == i1.instrument_type.name
         assert incident.breached_value == '<span style="color:green">+5.00%</span>'

wbportfolio/serializers/orders/orders.py

@@ -44,29 +44,26 @@ class OrderOrderProposalListModelSerializer(wb_serializers.ModelSerializer):
     underlying_instrument_instrument_type = wb_serializers.CharField(read_only=True)
     underlying_instrument_exchange = wb_serializers.CharField(read_only=True)
 
-    target_weight = wb_serializers.DecimalField(
+    effective_weight = wb_serializers.DecimalField(
+        read_only=True,
         max_digits=Order.ORDER_WEIGHTING_PRECISION + 1,
         decimal_places=Order.ORDER_WEIGHTING_PRECISION,
-        required=False,
         default=0,
     )
-    effective_weight = wb_serializers.DecimalField(
-        read_only=True,
+    target_weight = wb_serializers.DecimalField(
         max_digits=Order.ORDER_WEIGHTING_PRECISION + 1,
         decimal_places=Order.ORDER_WEIGHTING_PRECISION,
-        default=0,
+        required=False,
     )
 
     effective_shares = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
-    target_shares = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=6, default=0)
+    target_shares = wb_serializers.DecimalField(required=False, max_digits=16, decimal_places=6)
 
-    total_value_fx_portfolio = wb_serializers.DecimalField(read_only=True, max_digits=16, decimal_places=2, default=0)
     effective_total_value_fx_portfolio = wb_serializers.DecimalField(
         read_only=True, max_digits=16, decimal_places=2, default=0
     )
-    target_total_value_fx_portfolio = wb_serializers.DecimalField(
-        read_only=True, max_digits=16, decimal_places=2, default=0
-    )
+    target_total_value_fx_portfolio = wb_serializers.DecimalField(required=False, max_digits=16, decimal_places=2)
+    total_value_fx_portfolio = wb_serializers.DecimalField(required=False, max_digits=16, decimal_places=2)
 
     portfolio_currency = wb_serializers.CharField(read_only=True)
     has_warnings = wb_serializers.BooleanField(read_only=True)
@@ -81,17 +78,57 @@ class OrderOrderProposalListModelSerializer(wb_serializers.ModelSerializer):
                 }
             )
         effective_weight = self.instance._effective_weight if self.instance else Decimal(0.0)
-        weighting = data.get("weighting", self.instance.weighting if self.instance else Decimal(0.0))
-        if (target_weight := data.pop("target_weight", None)) is not None:
-            weighting = target_weight - effective_weight
-            data["desired_target_weight"] = target_weight
-        if weighting >= 0:
-            data["order_type"] = "BUY"
-        else:
-            data["order_type"] = "SELL"
-        data["weighting"] = weighting
+        effective_shares = self.instance._effective_shares if self.instance else Decimal(0.0)
+        portfolio_value = (
+            self.context["view"].order_proposal.portfolio_total_asset_value if "view" in self.context else Decimal(0.0)
+        )
+        if (total_value_fx_portfolio := data.pop("total_value_fx_portfolio", None)) is not None and portfolio_value:
+            data["weighting"] = total_value_fx_portfolio / portfolio_value
+        if (
+            target_total_value_fx_portfolio := data.pop("target_total_value_fx_portfolio", None)
+        ) is not None and portfolio_value:
+            data["target_weight"] = target_total_value_fx_portfolio / portfolio_value
+
+        if data.get("weighting") or data.get("target_weight"):
+            weighting = data.pop("weighting", None)
+            if (target_weight := data.pop("target_weight", None)) is not None:
+                weighting = target_weight - effective_weight
+                data["desired_target_weight"] = target_weight
+            if weighting is not None:
+                data["weighting"] = weighting
+            data.pop("shares", None)
+            data.pop("target_shares", None)
+
+        if data.get("shares") or data.get("target_shares"):
+            shares = data.pop("shares", None)
+            if (target_shares := data.pop("target_shares", None)) is not None:
+                shares = target_shares - effective_shares
+            if shares is not None:
+                data["shares"] = shares
         return super().validate(data)
 
+    def update(self, instance, validated_data):
+        weighting = validated_data.pop("weighting", None)
+        shares = validated_data.pop("shares", None)
+        portfolio_total_asset_value = instance.order_proposal.portfolio_total_asset_value
+        if weighting is not None:
+            instance.set_weighting(weighting, portfolio_total_asset_value)
+        if shares is not None:
+            instance.set_shares(shares, portfolio_total_asset_value)
+        return super().update(instance, validated_data)
+
+    def create(self, validated_data):
+        weighting = validated_data.pop("weighting", None)
+        shares = validated_data.pop("shares", None)
+        instance = super().create(validated_data)
+        portfolio_total_asset_value = instance.order_proposal.portfolio_total_asset_value
+        if weighting is not None:
+            instance.set_weighting(weighting, portfolio_total_asset_value)
+        if shares is not None:
+            instance.set_shares(shares, portfolio_total_asset_value)
+        instance.save()
+        return instance
+
     class Meta:
         model = Order
         percent_fields = ["effective_weight", "target_weight", "weighting"]
@@ -108,12 +145,8 @@ class OrderOrderProposalListModelSerializer(wb_serializers.ModelSerializer):
         }
         read_only_fields = (
             "order_type",
-            "shares",
             "effective_shares",
-            "target_shares",
-            "total_value_fx_portfolio",
             "effective_total_value_fx_portfolio",
-            "target_total_value_fx_portfolio",
             "has_warnings",
         )
         fields = (

wbportfolio/tests/models/orders/test_order_proposals.py

@@ -500,17 +500,25 @@ class TestOrderProposal:
         instrument.exchange.save()
         assert order_proposal.get_round_lot_size(Decimal("66"), instrument) == Decimal("66")
 
-    def test_submit_round_lot_size(self, order_proposal, order_factory, instrument_factory):
+    @patch.object(Portfolio, "get_total_asset_value")
+    def test_submit_round_lot_size(self, mock_fct, order_proposal, instrument_price_factory, order_factory):
+        initial_shares = Decimal("70")
+        price = instrument_price_factory.create(date=order_proposal.trade_date)
+        net_value = round(price.net_value, 4)
+        portfolio_value = initial_shares * net_value
+        mock_fct.return_value = portfolio_value
+
         order_proposal.portfolio.only_weighting = False
         order_proposal.portfolio.save()
-        instrument = instrument_factory.create()
+        instrument = price.instrument
         instrument.round_lot_size = 100
         instrument.save()
         trade = order_factory.create(
-            underlying_instrument=instrument,
-            shares=70,
+            shares=initial_shares,
             order_proposal=order_proposal,
             weighting=Decimal("1.0"),
+            underlying_instrument=price.instrument,
+            price=net_value,
         )
         warnings = order_proposal.submit()
         order_proposal.save()
@@ -520,18 +528,31 @@ class TestOrderProposal:
         trade.refresh_from_db()
         assert trade.shares == 100  # we expect the share to be transformed from 70 to 100 (lot size of 100)
 
-    def test_submit_round_fractional_shares(self, order_proposal, order_factory):
+    @patch.object(Portfolio, "get_total_asset_value")
+    def test_submit_round_fractional_shares(self, mock_fct, instrument_price_factory, order_proposal, order_factory):
+        initial_shares = Decimal("5.6")
+        price = instrument_price_factory.create(date=order_proposal.trade_date)
+        net_value = round(price.net_value, 4)
+        portfolio_value = initial_shares * net_value
+        mock_fct.return_value = portfolio_value
+
         order_proposal.portfolio.only_weighting = False
         order_proposal.portfolio.save()
         trade = order_factory.create(
-            shares=5.6,
+            shares=Decimal("5.6"),
             order_proposal=order_proposal,
             weighting=Decimal("1.0"),
+            underlying_instrument=price.instrument,
+            price=net_value,
         )
         order_proposal.submit()
         order_proposal.save()
         trade.refresh_from_db()
         assert trade.shares == 6  # we expect the fractional share to be rounded
+        assert trade.weighting == round((trade.shares * net_value) / portfolio_value, 8)
+        assert trade.weighting == round(
+            Decimal("1") + ((Decimal("6") - initial_shares) * net_value) / portfolio_value, 8
+        )  # we expect the weighting to be updated accrodingly
 
     def test_ex_post(
         self, instrument_factory, asset_position_factory, instrument_price_factory, order_proposal_factory, portfolio
@@ -719,7 +740,6 @@ class TestOrderProposal:
         order_proposal.approve()
         order_proposal.apply()
         order_proposal.save()
-
         assert order_proposal.portfolio.assets.get(
             date=order_proposal.trade_date, underlying_quote=o1.underlying_instrument
         ).weighting == Decimal("0.8")

wbportfolio/viewsets/charts/assets.py

@@ -160,6 +160,7 @@ class AbstractDistributionMixin(UserPortfolioRequestPermissionMixin):
         return df.reset_index(names="id")
 
     def manipulate_dataframe(self, df):
+        df["id"] = df["id"].fillna(-1)
         if self.group_by == AssetPositionGroupBy.INDUSTRY:
             if not PortfolioRole.is_analyst(self.request.user.profile, portfolio=self.portfolio):
                 df["equity"] = ""
@@ -182,6 +183,7 @@ class AbstractDistributionMixin(UserPortfolioRequestPermissionMixin):
             df["label"] = df["id"].map(
                 dict(InstrumentType.objects.filter(id__in=df["id"]).values_list("id", "short_name"))
             )
+        df.loc[df["id"] == -1, "label"] = "N/A"
         df.sort_values(by="weighting", ascending=False, inplace=True)
         return df
 

wbportfolio/viewsets/orders/orders.py

@@ -173,9 +173,27 @@ class OrderOrderProposalModelViewSet(
     def get_serializer_class(self):
         if self.order_proposal.status != OrderProposal.Status.DRAFT:
             return ReadOnlyOrderOrderProposalModelSerializer
-        elif not self.new_mode and "pk" not in self.kwargs:
-            return OrderOrderProposalListModelSerializer
-        return OrderOrderProposalModelSerializer
+        if not self.new_mode and "pk" not in self.kwargs:
+            serializer_base_class = OrderOrderProposalListModelSerializer
+        else:
+            serializer_base_class = OrderOrderProposalModelSerializer
+        if not self.order_proposal.portfolio_total_asset_value:
+
+            class OnlyWeightSerializerClass(serializer_base_class):
+                class Meta(serializer_base_class.Meta):
+                    read_only_fields = (
+                        "order_type",
+                        "effective_shares",
+                        "effective_total_value_fx_portfolio",
+                        "has_warnings",
+                        "shares",
+                        "target_shares",
+                        "total_value_fx_portfolio",
+                        "target_total_value_fx_portfolio",
+                    )
+
+            return OnlyWeightSerializerClass
+        return serializer_base_class
 
     def add_messages(self, request, queryset=None, paginated_queryset=None, instance=None, initial=False):
         if self.orders.exists() and self.order_proposal.status in [
@@ -214,7 +232,7 @@ class OrderOrderProposalModelViewSet(
                 default=F("underlying_instrument__instrument_type__short_name"),
             ),
             underlying_instrument_exchange=F("underlying_instrument__exchange__name"),
-            effective_total_value_fx_portfolio=F("previous_weight") * Value(self.portfolio_total_asset_value),
+            effective_total_value_fx_portfolio=F("effective_weight") * Value(self.portfolio_total_asset_value),
             target_total_value_fx_portfolio=F("target_weight") * Value(self.portfolio_total_asset_value),
             portfolio_currency=F("portfolio__currency__symbol"),
             security=F("underlying_instrument__parent"),

{wbportfolio-1.55.10rc0.dist-info → wbportfolio-1.56.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.55.10rc0
+Version: 1.56.1
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.55.10rc0.dist-info → wbportfolio-1.56.1.dist-info}/RECORD

@@ -80,13 +80,13 @@ wbportfolio/factories/orders/__init__.py,sha256=QG7on_F9GiuJgvGbM0BNDVdfGwwBz_WG
 wbportfolio/factories/orders/order_proposals.py,sha256=3QGG6eI2sWYGJenn17gz37A2PJgjZLlPqAsqci1lFXI,702
 wbportfolio/factories/orders/orders.py,sha256=tTw2U-xvUsFpG4zad3KCHZPQx1FVg-zPjwEN73XEOjg,907
 wbportfolio/filters/__init__.py,sha256=m44CdyYMtku8rMGyiX8KSmMdvyqaElKW4UMkEqOC1VM,1374
-wbportfolio/filters/assets.py,sha256=rvBNtQ8OcvYXSmaVdgjH7IITvaBZ558Y9sCj0B_WDpw,18866
+wbportfolio/filters/assets.py,sha256=1nf8rswmwYPEI_pbD107f4SkyJjKLJMqrUEjp7oHFtQ,18793
 wbportfolio/filters/assets_and_net_new_money_progression.py,sha256=IYl_qMFO9QKhXhCTtz2JrOjlAKdEkykNlu4DO_H7HkQ,1403
 wbportfolio/filters/custodians.py,sha256=pStQgPQPhPpnt57_V7BuXbFXmRiZBEAiEeMFuQmt2NE,287
 wbportfolio/filters/esg.py,sha256=ZEUQh3IQxLSshVrgtPqHC_ToirrllkCXR_KzUlCUtkA,688
 wbportfolio/filters/performances.py,sha256=xJC7fe8XNPz159cewMD8Es8u89vzgpZT4D2Gm1YToM8,7340
 wbportfolio/filters/portfolios.py,sha256=rQL77Cs1YVR8I_kSZwYppJ9yPj8ebWrDQHs_sOI_Ndk,2247
-wbportfolio/filters/positions.py,sha256=7eMqwqnNd_owi2Mg-1Uf9K9K9SHSgdZ8CcYgWw49qgI,8548
+wbportfolio/filters/positions.py,sha256=JymXAxo3t_t-5g0yzIHNz9s0MmuozEuK6itwpg7hsec,8475
 wbportfolio/filters/products.py,sha256=jOoRKDm_2n2a-Y1dHWl1zjdrwy4Cek57Qa3Q10p_zzY,6492
 wbportfolio/filters/roles.py,sha256=jb8WLzZ_e03x8XkAWuYAdPgMyre3h-rtgYXKJ3dqkhw,920
 wbportfolio/filters/signals.py,sha256=XZ1d50yas47Xy57ZfmvCVjMSKojaoqrc5FHJBcVadtk,3144
@@ -95,9 +95,9 @@ wbportfolio/filters/orders/order_proposals.py,sha256=V_lICJBEG1aOVaYiaIi1KcIn8uE
 wbportfolio/filters/orders/orders.py,sha256=eRVb9w7zHq6bPnHOd3gC1k6OJYSpQ6PeXxu2dxJe1A0,289
 wbportfolio/filters/transactions/__init__.py,sha256=TXiHB7_ItZPVcXCCGejpLBRD4R7rtt3Qrq59z8D5ChA,582
 wbportfolio/filters/transactions/claim.py,sha256=eSykgNzcytMWWTmlGlaqBuh98vfOKoTLvA3cglc_jZ0,17951
-wbportfolio/filters/transactions/fees.py,sha256=SdUaFCdsET9s2FpBA41I8Fw7Zfd_ZGoDGXs-_q3gtq8,1754
+wbportfolio/filters/transactions/fees.py,sha256=osm7vOqoKFJi3KaylIr5axHmmhDzd4rKSvU8zs-nVRk,1608
 wbportfolio/filters/transactions/mixins.py,sha256=TEV3MUsiQTeu4NdFYHMIIMonmC7CdFF80JTpWYIvfRQ,550
-wbportfolio/filters/transactions/trades.py,sha256=uJHaEwaOBGAnLf9OEWf1-F1FKFP_pnjYEFhIW5g2Stc,10064
+wbportfolio/filters/transactions/trades.py,sha256=7k_r1m1zDiQWCx3g6eUeWjPV18bbU4EV2Jeic9FjnyA,9991
 wbportfolio/filters/transactions/utils.py,sha256=hU133SdUDuD30wy9QLvCCJbGsiZzxvdOp8xtnGbUzaU,1510
 wbportfolio/fixtures/product_factsheets.yaml,sha256=z5o-viDbgwWkssDJXZYayasFgw1nJ0uiOiYrJNDkRtg,5455
 wbportfolio/fixtures/wbportfolio.yaml.gz,sha256=902nxQZM6VcVcc0wI9AYaSedcJIfsK5letLF31j1Jdg,1479453
@@ -124,7 +124,7 @@ wbportfolio/import_export/handlers/fees.py,sha256=RoOaBwnIMzCx5q7qSzCQbS3L_eOa9Y
 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=TvnL0IhEzoEXxyr7o3a4id6fkB4InJfScUZC1YPfNq0,11187
+wbportfolio/import_export/handlers/trade.py,sha256=d0FSyUQLX8JKBl2fA9BF-AiXCO6TNUWE-oHL5NJavQE,11201
 wbportfolio/import_export/parsers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/parsers/default_mapping.py,sha256=YdqvoRNo4CbMnMpeYA5DSHSj9fc7rZA4_q9Zeojg344,1393
 wbportfolio/import_export/parsers/jpmorgan/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -146,10 +146,10 @@ wbportfolio/import_export/parsers/natixis/d1_fees.py,sha256=RmzwlNqLSlGDp7JMTwHu
 wbportfolio/import_export/parsers/natixis/d1_trade.py,sha256=JsAVgRH2iBo096Spz8ThJOGPpOCPyYrJ9GJ1XnzjBJQ,2092
 wbportfolio/import_export/parsers/natixis/d1_valuation.py,sha256=M12am0ZenUJxkvEGp6tM1HfeukqYS3b6tfbyfC0XwvY,1216
 wbportfolio/import_export/parsers/natixis/dividend.py,sha256=qx8DXu6NXMy1M_iunA4ITM845_6iNd1aoVCdoAKDNsY,1964
-wbportfolio/import_export/parsers/natixis/equity.py,sha256=GSObiFxvhlbGuSZnJq-D8yRgLlsAxJ4oMxYeR6GmFNE,2501
+wbportfolio/import_export/parsers/natixis/equity.py,sha256=v5ai-9DyG2fayOzIR21cbwASStXtCobN0Devb1snCLo,3292
 wbportfolio/import_export/parsers/natixis/fees.py,sha256=oIC9moGm4s-6525q4_Syt4Yexj3SDgB5kYSfcsdzLcY,1666
 wbportfolio/import_export/parsers/natixis/trade.py,sha256=BJum1W0fYe9emHU7RgL-AjHkiclrckQYkG8VkyCnfvM,2579
-wbportfolio/import_export/parsers/natixis/utils.py,sha256=oy0Qq_f7lqOcAoK5sKZ3s_sdfiouJMRtajdy_Q_-8Gc,2828
+wbportfolio/import_export/parsers/natixis/utils.py,sha256=ImBHHLkC621ZrUDWI2p-F3AGElprT1FVb7xkPwKwvx0,2490
 wbportfolio/import_export/parsers/natixis/valuation.py,sha256=qk5eDz-b9bIttDGnZxQZnm9pDIalb-LCGxmeTyMKRmQ,1523
 wbportfolio/import_export/parsers/refinitiv/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/parsers/refinitiv/adjustment.py,sha256=64AQoLOZQWn5HCLpflJ4OgQB3gCB3w_6Y4YLhcmuClg,819
@@ -270,11 +270,12 @@ wbportfolio/migrations/0086_orderproposal_total_cash_weight.py,sha256=IE65OYYBOS
 wbportfolio/migrations/0087_product_order_routing_custodian_adapter.py,sha256=4OHTjdXNwJ-My8EgUGYWM_vRBccjYgghjN4fLV0n1yQ,4564
 wbportfolio/migrations/0088_orderproposal_total_effective_portfolio_contribution.py,sha256=6Q41GSbWg_L8r6FUcQ9MrdpRazOdUlc7tD8_bmg8a3Y,521
 wbportfolio/migrations/0089_orderproposal_min_weighting.py,sha256=DgJdIRka1eZSrEZqkUBHiVPpCfOvChWPrWdx-ZExO6Q,3906
+wbportfolio/migrations/0090_dividendtransaction_price_fx_portfolio_and_more.py,sha256=2HOOaTe9dV5RKKLFNXJwP6u3NMBFZwv7ctN_EJ6Z6A8,2447
 wbportfolio/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/models/__init__.py,sha256=qU4e7HKyh8NL_0Mg92PcbHTewCv7Ya2gei1DMGe1LWE,980
 wbportfolio/models/adjustments.py,sha256=osXWkJZOiansPWYPyHtl7Z121zDWi7u1YMtrBQtbHVo,10272
-wbportfolio/models/asset.py,sha256=EBq_pse5mmV3gQ-7yjfMBYmm8de9LS1wIiq2Dw_JF_Y,39196
-wbportfolio/models/builder.py,sha256=txZE_gEDgkPgSxSF0AlvZiRyhRQixD4Ame0wEF6Fjoo,14028
+wbportfolio/models/asset.py,sha256=g4HDZKCXVXNY3MKfgbyjFuGTARJqTnBMVgT2xb0H7V8,39210
+wbportfolio/models/builder.py,sha256=lVYW0iW8-RFL6OEpn1bC4VPUY89dSU1YNuFwC4yGIAo,14027
 wbportfolio/models/custodians.py,sha256=QhSC3mfd6rSPp8wizabLbKmFDrrskZTSkxNdBJMdtCk,3815
 wbportfolio/models/exceptions.py,sha256=EZnqSr5PxikiS4oDknRakEmlninJh_c-tOHRYv3IMjE,57
 wbportfolio/models/indexes.py,sha256=gvW4K9U9Bj8BmVCqFYdWiXvDWhjHINRON8XhNsZUiQY,639
@@ -296,10 +297,10 @@ wbportfolio/models/graphs/utils.py,sha256=4QlUkRaTToXwkHBWEPj_eWABntpgl-8gkTqEEf
 wbportfolio/models/llm/wbcrm/analyze_relationship.py,sha256=etKdmt9m6Ra5u7EA9t98RVSqFKpbFd4iwBVaH9T26M8,2320
 wbportfolio/models/mixins/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/models/mixins/instruments.py,sha256=SuMPquQ93D4pZMK-4hQbJtV58_NOyf3wVOctQq7LNXQ,7054
-wbportfolio/models/mixins/liquidity_stress_test.py,sha256=iQVzT3QM7VtHnqfj9gT6KUIe4wC4MJXery-AXJHUYns,58820
+wbportfolio/models/mixins/liquidity_stress_test.py,sha256=I_pgJ3QVFBtq0SeljJerhtlrZESRDNAe4On6QfMHvXc,58834
 wbportfolio/models/orders/__init__.py,sha256=EH9UacGR3npBMje5FGTeLOh1xqFBh9kc24WbGmBIA3g,69
-wbportfolio/models/orders/order_proposals.py,sha256=JmSZXYqaQtS9tV-iHYgIulG_G5_6bKZqTqsmJK9iY0w,58198
-wbportfolio/models/orders/orders.py,sha256=OpUbKzY2g6XA3n8hyU-FTauEQE5UKLEdOPQkdi4rktU,10520
+wbportfolio/models/orders/order_proposals.py,sha256=fzj6UwikU5IIs04s4wjPD9S71I-CzVHPgY8ZgcC7EpE,58463
+wbportfolio/models/orders/orders.py,sha256=-bIle6Ftt_eRfP5R_J2Y4LEh9HqOUF0sbLUxQftd684,11588
 wbportfolio/models/orders/routing.py,sha256=OpeP-rfMm1UN7a3vbNxBEQxqtGfE57AeGWnbTZa1fRQ,2223
 wbportfolio/models/reconciliations/__init__.py,sha256=MXH5fZIPGDRBgJkO6wVu_NLRs8fkP1im7G6d-h36lQY,127
 wbportfolio/models/reconciliations/account_reconciliation_lines.py,sha256=QP6M7hMcyFbuXBa55Y-azui6Dl_WgbzMntEqWzQkbfM,7394
@@ -307,10 +308,10 @@ wbportfolio/models/reconciliations/account_reconciliations.py,sha256=rofSxetFfEJ
 wbportfolio/models/reconciliations/reconciliations.py,sha256=kF-BNhUoT4TCn1RIgPSkdEk1iX4NQeZlGGFd_ZulAZU,686
 wbportfolio/models/transactions/__init__.py,sha256=NrnVHxcpi0Kc6SkTiSlWn4JMWoelvkE9bNouClcvqGA,133
 wbportfolio/models/transactions/claim.py,sha256=A_1OBULlkOWCNr-d-g9ySSTeqCdao4_7BDwChBpB7io,25900
-wbportfolio/models/transactions/dividends.py,sha256=mmOdGWR35yndUMoCuG24Y6BdtxDhSk2gMQ-8LVguqzg,1890
+wbportfolio/models/transactions/dividends.py,sha256=KNqOMRv6KB_Du5dyap3Q7f9AZ9dMAxpaY9I7-YuNNjs,1914
 wbportfolio/models/transactions/fees.py,sha256=wJtlzbBCAq1UHvv0wqWTE2BEjCF5RMtoaSDS3kODFRo,7112
-wbportfolio/models/transactions/trades.py,sha256=2cDNjf1hJwFwrDT1SLacUU-Nkt5kU62zjI3WIj_Q0vQ,16340
-wbportfolio/models/transactions/transactions.py,sha256=6resBETl_3an6TFLdnSYLXt6QKg5m4JpC9XAGvEK2Ts,3817
+wbportfolio/models/transactions/trades.py,sha256=fzt52pD7GnvIhVGX8NuArFVzxKEQfPc-Qyow-pAcVvI,16364
+wbportfolio/models/transactions/transactions.py,sha256=X7vT0t6UNHFKVU_vCZsA_YQJuOpYisF1vVEeKaZD5CA,4245
 wbportfolio/order_routing/__init__.py,sha256=kYloUGytPBNB8KVy5ysm9PlEEU_sGPk5c3ch46dXeJo,604
 wbportfolio/order_routing/adapters/__init__.py,sha256=YiM5FFvLucDTBgIn3mCBjKNSRU7K2pokHdbWBoaZA94,1549
 wbportfolio/order_routing/adapters/ubs.py,sha256=_Z9-j1a6_F08VlNIjLLn5XmhoKSZQTTH14lGeTgbu9A,6328
@@ -336,7 +337,7 @@ wbportfolio/risk_management/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMp
 wbportfolio/risk_management/backends/__init__.py,sha256=4N3GYcIb0XgZUQWEHxCejOCRabUtLM6ha9UdOWJKUfI,368
 wbportfolio/risk_management/backends/accounts.py,sha256=VMHwhzeFV2bzobb1RlEJadTVix1lkbbfdpo-zG3YN5c,7988
 wbportfolio/risk_management/backends/controversy_portfolio.py,sha256=aoRt29QGFNWPf_7yr0Dpjv2AwsA0SJpZdNf8NCfe7JY,2843
-wbportfolio/risk_management/backends/exposure_portfolio.py,sha256=8T97J0pbnGdme_Ji9ntA5FV9MCouSxDz5grMvRvpl70,10760
+wbportfolio/risk_management/backends/exposure_portfolio.py,sha256=yqWodIYNkjelTModuLCV1kRXIRiYa55zKrNzlQ9Irso,10770
 wbportfolio/risk_management/backends/instrument_list_portfolio.py,sha256=PS-OtT0ReFnZ-bsOCtAQhPjhE0Nc5AyEqy4gLya3fhk,4177
 wbportfolio/risk_management/backends/liquidity_risk.py,sha256=OnuUypmN86RDnch1JOb8UJo5j1z1_X7sjazqAo7cbwM,3694
 wbportfolio/risk_management/backends/liquidity_stress_instrument.py,sha256=oitzsaZu-HhYn9Avku3322GtDmf6QGsfyRzGPGZoM1Y,3612
@@ -349,7 +350,7 @@ wbportfolio/risk_management/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeR
 wbportfolio/risk_management/tests/conftest.py,sha256=ChVocx8SDmh13ixkRmnKe_MMudQAX0495o7nG4NDlsg,440
 wbportfolio/risk_management/tests/test_accounts.py,sha256=q9Z3hDw0Yw86VealdmUfiJBkzRcqDwfybteGxS0hAJA,3990
 wbportfolio/risk_management/tests/test_controversy_portfolio.py,sha256=TrvDQ8JEXYFMl7z6MsPAAXV5d8LILO1RYRjMtF9YVTU,1366
-wbportfolio/risk_management/tests/test_exposure_portfolio.py,sha256=hKTygdBdZB-ZEIL_-J3QZBvPGtb1N5FWQBBS3rT8lrs,5536
+wbportfolio/risk_management/tests/test_exposure_portfolio.py,sha256=nlEm63OovBKxw0NgE93mY4lvN6i79iS1bHEYeejBkc4,5541
 wbportfolio/risk_management/tests/test_instrument_list_portfolio.py,sha256=1pAsuMhxOWZHxQnVlTnRuzq8qIe6_86EYbkTnPlWRjE,2763
 wbportfolio/risk_management/tests/test_liquidity_risk.py,sha256=UtzBrW7LeY0Z0ARX9pg4CUjgdw8u5Hfrdkddro5EEZ8,1713
 wbportfolio/risk_management/tests/test_product_integrity.py,sha256=wqJ4b5DO2BrEVQF4eVX2B9AvfrRMAyC_lppGrgKc_ug,1959
@@ -375,7 +376,7 @@ wbportfolio/serializers/roles.py,sha256=T-9NqTldpvaEMFy-Bib5MB6MeboygEOqcMP61mzz
 wbportfolio/serializers/signals.py,sha256=hD6R4oFtwhvnsJPteytPKy2JwEelmxrapdfoLSnluaE,7053
 wbportfolio/serializers/orders/__init__.py,sha256=PKJRksA1pWsh8nVfGASoB0m3LyUzVRnq1m9VPp90J7k,271
 wbportfolio/serializers/orders/order_proposals.py,sha256=Jxea2-Ze8Id5URv4UV-vTfCQGt11tjR27vRRfCs0gXU,4791
-wbportfolio/serializers/orders/orders.py,sha256=7zIl5lwt7RatSVcrmNmLpWX2r2VkND33HQOUkryGjYo,7582
+wbportfolio/serializers/orders/orders.py,sha256=OfE2ETFu0MvxDWh7o6_4nFunqmKQ-edNT0bNxyF-No4,9473
 wbportfolio/serializers/transactions/__init__.py,sha256=-7Pan4n7YI3iDvGXff6okzk4ycEURRxp5n_SHCY_g_I,493
 wbportfolio/serializers/transactions/claim.py,sha256=mEt67F2v8HC6roemDT3S0dD0cZIVl1U9sASbLW3Vpyo,11611
 wbportfolio/serializers/transactions/dividends.py,sha256=ADXf9cXe8rq55lC_a8vIzViGLmQ-yDXkgR54k2m-N0w,1814
@@ -419,7 +420,7 @@ wbportfolio/tests/models/test_roles.py,sha256=4Cn7WyrA2ztJNeWLk5cy9kYo5XLWMbFSvo
 wbportfolio/tests/models/test_splits.py,sha256=0PvW6WunBByDYRhtFV2LbK-DV92q-1s3kn45NvBL5Es,9500
 wbportfolio/tests/models/utils.py,sha256=ORNJq6NMo1Za22jGZXfTfKeNEnTRlfEt_8SJ6xLaQWg,325
 wbportfolio/tests/models/orders/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/tests/models/orders/test_order_proposals.py,sha256=N_l7wgFgd-1uFCE6ZbWCzXEOmOgWaiee-w1VCqKxLnw,35401
+wbportfolio/tests/models/orders/test_order_proposals.py,sha256=Qv8lk2Fehtpgg79JyEZHRGrp02C4uayeRf4EuWeGNSI,36510
 wbportfolio/tests/models/transactions/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/tests/models/transactions/test_claim.py,sha256=NG3BKB-FVcIDgHSJHCjImxgMM3ISVUMl24xUPmEcPec,5570
 wbportfolio/tests/models/transactions/test_fees.py,sha256=tAp18x2wCNQr11LUnLtHNbBDbbX0v1DZnmW7i-cEi5Q,2423
@@ -458,7 +459,7 @@ wbportfolio/viewsets/reconciliations.py,sha256=tRS7UBDtMn-07uA9QqYvnCtp_mZGVeULF
 wbportfolio/viewsets/registers.py,sha256=eOuEhW2McHsOapCKue7M4eazrJnVpCBVxImpFccq0z0,2401
 wbportfolio/viewsets/roles.py,sha256=vnzS1mlJMZS3GObrss6SfXOr3KRb-OHB1s4Msvtn7xQ,1556
 wbportfolio/viewsets/charts/__init__.py,sha256=zE3bxS0V-nM_yZ610M7qsaToNOJXvTjwFLhH1it3h4M,169
-wbportfolio/viewsets/charts/assets.py,sha256=OcxLOmlrGj2EMp-Id0R356vjGdGlIHmUaRHcz_zXZkI,17926
+wbportfolio/viewsets/charts/assets.py,sha256=shhM9O9qa4fwX3BpqBnfqhZEyPrmCwM81e56cUsqz9g,18013
 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
@@ -548,7 +549,7 @@ wbportfolio/viewsets/configs/titles/roles.py,sha256=9LoJa3jgenXJ5UWRlIErTzdbjpSW
 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=IMiRh7kFqzmHjC34k-FjV21NSxkWVBi5NTEtUysN9qg,8302
-wbportfolio/viewsets/orders/orders.py,sha256=bSJ8na5XO5HcmrDdLkD6gH1G6J90nLa3bOTe89IWoAI,10922
+wbportfolio/viewsets/orders/orders.py,sha256=O6Mo5t18FEGDLzAZZvgl8PY1STLiLgv1fyYVhupuSSY,11678
 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
@@ -566,7 +567,7 @@ 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-1.55.10rc0.dist-info/METADATA,sha256=6GizbbXgUlDYAtWJbLypIw1ijtGXI58Zke9yPWQnIO8,755
-wbportfolio-1.55.10rc0.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbportfolio-1.55.10rc0.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-1.55.10rc0.dist-info/RECORD,,
+wbportfolio-1.56.1.dist-info/METADATA,sha256=cyu99QOKfM_ltC_DHi7dFqeTEoyf241oW0zDFIECNkc,751
+wbportfolio-1.56.1.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.56.1.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.56.1.dist-info/RECORD,,