wbportfolio 1.55.10rc0__tar.gz → 1.56.0__tar.gz

{wbportfolio-1.55.10rc0 → wbportfolio-1.56.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.55.10rc0
+Version: 1.56.0
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.56.0/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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-1.55.10rc0 → wbportfolio-1.56.0}/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>'