wbportfolio 1.55.8__py2.py3-none-any.whl → 1.59.4__py2.py3-none-any.whl

wbportfolio/import_export/parsers/sg_lux/sylk.py

@@ -10,6 +10,7 @@ files generated by other spreadsheets.
 """
 
 import re
+from ast import literal_eval
 
 
 class Table:
@@ -185,7 +186,7 @@ class SYLK:
                 self.cury = int(val)
 
             elif ftd == "K":
-                val = eval(self.escape(val))
+                val = literal_eval(self.escape(val))
                 # if type(val) == int:
                 #     if self.currenttype == "date":
                 #         # value is offset in days from datebase
@@ -208,20 +209,20 @@ class SYLK:
                 self.printformats.append((format, self.knownformats[format]))
             else:
                 # hack to guess type...
-                hasY = "y" in format
-                hasD = "d" in format
-                hasH = "h" in format
-                hasZ = "0" in format
-                hasP = "." in format
-                if (hasD or hasY) and hasH:
+                has_y = "y" in format
+                has_d = "d" in format
+                has_h = "h" in format
+                has_z = "0" in format
+                has_p = "." in format
+                if (has_d or has_y) and has_h:
                     dtype = "datetime"
-                elif hasD or hasY:
+                elif has_d or has_y:
                     dtype = "date"
-                elif hasH:
+                elif has_h:
                     dtype = "time"
-                elif hasP and hasZ:
+                elif has_p and has_z:
                     dtype = "float"
-                elif hasZ:
+                elif has_z:
                     dtype = "int"
                 else:
                     dtype = "string"

wbportfolio/import_export/parsers/sg_lux/valuation.py

@@ -10,8 +10,10 @@ def file_name_parse(file_name):
     dates = re.findall(r"([0-9]{4}-[0-9]{2}-[0-9]{2})", file_name)
     isin = re.findall(r"\.([a-zA-Z0-9]*)_", file_name)
 
-    assert len(dates) == 2, "Not 2 dates found in the filename"
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(dates) != 2:
+        raise ValueError("Not 2 dates found in the filename")
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {
         "isin": isin[0],

wbportfolio/import_export/parsers/societe_generale/strategy.py

@@ -14,8 +14,8 @@ logger = logging.getLogger("importers.parsers.jp_morgan.strategy")
 def file_name_parse(file_name):
     dates = re.findall("([0-9]{8})", file_name)
 
-    assert len(dates) == 1, "Not exactly 1 date found in the filename"
-
+    if len(dates) != 1:
+        raise ValueError("Not exactly 1 date found in the filename")
     return {"valuation_date": datetime.datetime.strptime(dates[0], "%Y%m%d").date()}
 
 
@@ -23,7 +23,7 @@ def parse(import_source):
     data = list()
     prices = list()
     df_dict = pd.read_excel(BytesIO(import_source.file.read()), engine="openpyxl", sheet_name=None)
-    for sheet_name, df in df_dict.items():
+    for df in df_dict.values():
         xx, yy = np.where(df == "Ticker")
         if len(xx) == 1 and len(yy) == 1:
             df_info = df.iloc[: xx[0] - 1, :].transpose()

wbportfolio/import_export/parsers/tellco/customer_trade.py

@@ -20,7 +20,8 @@ product_mapping = {
 
 def file_name_parse(file_name):
     identifier = re.findall("([0-9]{4}).*", file_name)
-    assert len(identifier) == 1, "Not exactly one identifier was found."
+    if len(identifier) != 1:
+        raise ValueError("Not exactly 1 identifier found in the filename")
     return identifier[0]
 
 

wbportfolio/import_export/parsers/tellco/valuation.py

@@ -7,9 +7,10 @@ import re
 def file_name_parse(file_name):
     dates = re.findall(r"([0-9]{4}-[0-9]{2}-[0-9]{2})", file_name)
     isin = re.findall(r"\.([a-zA-Z0-9]*)_", file_name)
-
-    assert len(dates) == 2, "Not 2 dates found in the filename"
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(dates) != 2:
+        raise ValueError("Not 2 dates found in the filename")
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {
         "isin": isin[0],

wbportfolio/import_export/parsers/ubs/api/trade.py

@@ -0,0 +1,39 @@
+import json
+
+import numpy as np
+import pandas as pd
+from django.utils.dateparse import parse_date
+
+BASE_MAPPING = {
+    "instrument": "underlying_instrument__name",
+    "ric": "underlying_instrument__refinitiv_identifier_code",
+    "bbTicker": "underlying_instrument__ticker",
+    "isin": "underlying_instrument__isin",
+    "assetClass": "underlying_instrument__instrument_type",
+    "direction": "transaction_subtype",
+    "currency": "currency__key",
+    "quantityTraded": "shares",
+    "localPrice": "price",
+    "fxMultiplier": "currency_fx_rate",
+    "tradeDate": "book_date",
+}
+
+
+def parse(import_source):
+    content = json.load(import_source.file)
+    data = []
+    if (rebalances := content.get("rebalances", None)) and (isin := content.get("isin", None)):
+        for rebalance_data in rebalances:
+            rebalancing_date = parse_date(rebalance_data["rebalanceDate"])
+            df = pd.DataFrame(rebalance_data["items"]).replace([np.inf, -np.inf, np.nan], None)
+            df = df.rename(columns=BASE_MAPPING)
+            df = df.drop(columns=df.columns.difference(BASE_MAPPING.values()))
+            df["underlying_instrument__instrument_type"] = df["underlying_instrument__instrument_type"].str.lower()
+            df["transaction_date"] = rebalancing_date.strftime("%Y-%m-%d")
+            df["portfolio__isin"] = isin
+            df.loc[df["book_date"].isnull(), "book_date"] = df.loc[df["book_date"].isnull(), "transaction_date"]
+            df["currency_fx_rate"] = 1 / df["currency_fx_rate"]
+            df.loc[df["price"].isnull() & (df["underlying_instrument__instrument_type"] == "cash"), "price"] = 1.0
+            df["underlying_instrument__currency__key"] = df["currency__key"]
+            data.extend(df.to_dict(orient="records"))
+    return {"data": data}

wbportfolio/import_export/parsers/ubs/equity.py

@@ -7,7 +7,8 @@ import xlrd
 def file_name_parse(file_name):
     isin = re.findall("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})", file_name)
 
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {"isin": isin[0]}
 

wbportfolio/import_export/parsers/ubs/valuation.py

@@ -11,7 +11,8 @@ from wbportfolio.import_export.utils import get_file_extension
 def file_name_parse(file_name):
     isin = re.findall("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})", file_name)
 
-    assert len(isin) == 1, "Not exactly 1 isin found in the filename"
+    if len(isin) != 1:
+        raise ValueError("Not exactly 1 isin found in the filename")
 
     return {
         "isin": isin[0],

wbportfolio/import_export/resources/trades.py

@@ -19,7 +19,7 @@ class OrderProposalTradeResource(FilterModelResource):
         "underlying_instrument__isin": lambda: rstr.xeger("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})"),
         "underlying_instrument__ticker": "AAA",
         "underlying_instrument__name": "stock name",
-        "weighting": 1.0,
+        "weighting": 0.015,
         "shares": 1000.2536,
         "comment": lambda: fake.sentence(),
         "order": 1,

wbportfolio/import_export/utils.py

@@ -24,7 +24,9 @@ def convert_string_to_number(string):
         return 0.0
 
 
-def parse_date(date, formats=[]):
+def parse_date(date, formats: list | None = None):
+    if formats is None:
+        formats = []
     if isinstance(date, int) or isinstance(date, float):
         return xldate_as_datetime(int(date), 0).date()
     if isinstance(date, str):

wbportfolio/metric/backends/base.py

@@ -4,7 +4,7 @@ import numpy as np
 import pandas as pd
 from django.db.models import QuerySet
 from wbfdm.contrib.metric.backends.base import AbstractBackend, Metric
-from wbfdm.contrib.metric.exceptions import MetricInvalidParameterException
+from wbfdm.contrib.metric.exceptions import MetricInvalidParameterError
 
 from wbportfolio.models import AssetPosition, Portfolio
 
@@ -62,7 +62,7 @@ class PortfolioMetricBaseBackend(AbstractBackend[Portfolio]):
         try:
             return qs.latest("date").date
         except AssetPosition.DoesNotExist:
-            raise MetricInvalidParameterException()
+            raise MetricInvalidParameterError() from None
 
     def get_queryset(self) -> QuerySet[Portfolio]:
         product_portfolios = super().get_queryset().filter_active_and_tracked()

wbportfolio/migrations/0089_orderproposal_min_weighting.py

@@ -0,0 +1,71 @@
+# Generated by Django 5.0.12 on 2025-09-15 13:45
+
+import django.core.validators
+from decimal import Decimal
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbportfolio', '0088_orderproposal_total_effective_portfolio_contribution'),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name='orderproposal',
+            name='min_weighting',
+            field=models.DecimalField(decimal_places=8, default=Decimal('0'), help_text='The minimum weight allowed for this order proposal ', max_digits=9, verbose_name='Minimum Weight'),
+        ),
+        migrations.AddField(
+            model_name='portfolio',
+            name='default_order_proposal_min_order_value',
+            field=models.IntegerField(default=0, verbose_name='Default Order Proposal Minimum Order Value'),
+        ),
+        migrations.AddField(
+            model_name='portfolio',
+            name='default_order_proposal_min_weighting',
+            field=models.DecimalField(decimal_places=8, default=Decimal('0'), max_digits=9,
+                                      verbose_name='Default Order Proposal Minimum Weight'),
+        ),
+        migrations.AddField(
+            model_name='portfolio',
+            name='default_order_proposal_total_cash_weight',
+            field=models.DecimalField(decimal_places=4, default=Decimal('0'), max_digits=5,
+                                      verbose_name='Default Order Proposal Total Cash Weight'),
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='min_weighting',
+            field=models.DecimalField(decimal_places=8, default=Decimal('0'),
+                                      help_text='The minimum weight allowed for this order proposal ', max_digits=9,
+                                      validators=[django.core.validators.MinValueValidator(Decimal('0')),
+                                                  django.core.validators.MaxValueValidator(Decimal('1'))],
+                                      verbose_name='Minimum Weight'),
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='total_cash_weight',
+            field=models.DecimalField(decimal_places=4, default=Decimal('0'),
+                                      help_text='The desired percentage for the cash component. The remaining percentage (100% minus this value) will be allocated to total target weighting. Default is 0%.',
+                                      max_digits=5, validators=[django.core.validators.MinValueValidator(Decimal('0')),
+                                                                django.core.validators.MaxValueValidator(Decimal('1'))],
+                                      verbose_name='Total Cash Weight'),
+        ),
+        migrations.AlterField(
+            model_name='portfolio',
+            name='default_order_proposal_min_weighting',
+            field=models.DecimalField(decimal_places=8, default=Decimal('0'), max_digits=9,
+                                      validators=[django.core.validators.MinValueValidator(Decimal('0')),
+                                                  django.core.validators.MaxValueValidator(Decimal('1'))],
+                                      verbose_name='Default Order Proposal Minimum Weight'),
+        ),
+        migrations.AlterField(
+            model_name='portfolio',
+            name='default_order_proposal_total_cash_weight',
+            field=models.DecimalField(decimal_places=4, default=Decimal('0'), max_digits=5,
+                                      validators=[django.core.validators.MinValueValidator(Decimal('0')),
+                                                  django.core.validators.MaxValueValidator(Decimal('1'))],
+                                      verbose_name='Default Order Proposal Total Cash Weight'),
+        ),
+    ]

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/migrations/0091_remove_order_execution_confirmed_and_more.py

@@ -0,0 +1,32 @@
+# Generated by Django 5.0.12 on 2025-11-06 12:59
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbportfolio', '0090_dividendtransaction_price_fx_portfolio_and_more'),
+    ]
+
+    operations = [
+        migrations.RemoveField(
+            model_name='order',
+            name='execution_confirmed',
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='execution_instruction',
+            field=models.CharField(choices=[('MARKET_ON_CLOSE', 'Market On Close'), ('GUARANTEED_MARKET_ON_CLOSE', 'Guaranteed Market On Close'), ('GUARANTEED_MARKET_ON_OPEN', 'Guaranteed Market On Open'), ('GPW_MARKET_ON_CLOSE', 'GPW Market On Close'), ('MARKET_ON_OPEN', 'Market On Open'), ('IN_LINE_WITH_VOLUME', 'In Line With Volume'), ('LIMIT_ORDER', 'Limit Order'), ('VWAP', 'VWAP'), ('TWAP', 'TWAP')], default='MARKET_ON_CLOSE', max_length=26, verbose_name='Execution Instruction'),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='execution_instruction_parameters',
+            field=models.JSONField(blank=True, default=dict, verbose_name='Execution Instruction Parameters'),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='execution_status',
+            field=models.CharField(choices=[('PENDING', 'Pending'), ('CONFIRMED', 'Confirmed'), ('EXECUTED', 'Executed'), ('FAILED', 'Failed'), ('IGNORED', 'Ignored')], default='PENDING', max_length=12, verbose_name='Execution Status'),
+        ),
+    ]

wbportfolio/migrations/0092_order_quantization_error_alter_orderproposal_status.py

@@ -0,0 +1,49 @@
+# Generated by Django 5.0.12 on 2025-11-11 10:16
+
+import django_fsm
+import django.db.models.deletion
+from decimal import Decimal
+from django.db import migrations, models
+import django_fsm
+from django.db import migrations
+
+def migrate_status(apps, schema_editor):
+    OrderProposal = apps.get_model("wbportfolio", "OrderProposal")
+    OrderProposal.objects.filter(status="APPLIED").update(status="CONFIRMED")
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbportfolio', '0091_remove_order_execution_confirmed_and_more'),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name='order',
+            name='quantization_error',
+            field=models.DecimalField(decimal_places=8, default=Decimal('0'), max_digits=9, verbose_name='Quantization Error'),
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='status',
+            field=django_fsm.FSMField(choices=[('DRAFT', 'Draft'), ('PENDING', 'Pending'), ('APPROVED', 'Approved'), ('DENIED', 'Denied'), ('EXECUTION', 'Execution'), ('APPLIED', 'Applied'), ('FAILED', 'Failed')], default='DRAFT', max_length=50, verbose_name='Status'),
+        ),
+        migrations.AlterField(
+            model_name='orderproposal',
+            name='status',
+            field=django_fsm.FSMField(
+                choices=[('DRAFT', 'Draft'), ('PENDING', 'Pending'), ('APPROVED', 'Approved'), ('DENIED', 'Denied'),
+                         ('EXECUTION', 'Execution'), ('CONFIRMED', 'Confirmed'), ('FAILED', 'Failed')], default='DRAFT',
+                max_length=50, verbose_name='Status'),
+        ),
+        migrations.AddField(
+            model_name='order',
+            name='execution_trade',
+            field=models.OneToOneField(blank=True, help_text='The executed Trade', null=True,
+                                       on_delete=django.db.models.deletion.SET_NULL, related_name='order',
+                                       to='wbportfolio.trade'),
+        ),
+        migrations.RunPython(migrate_status),
+
+    ]

wbportfolio/migrations/0093_remove_portfolioportfoliothroughmodel_unique_primary_and_more.py

@@ -0,0 +1,35 @@
+# Generated by Django 5.0.12 on 2025-11-28 13:11
+
+from django.db import migrations, models
+
+def handle_data(apps, schema_editor):
+    PortfolioPortfolioThroughModel = apps.get_model('wbportfolio', 'PortfolioPortfolioThroughModel')
+    PortfolioPortfolioThroughModel.objects.filter(type="PRIMARY").update(type="LOOK_THROUGH")
+    from wbportfolio.models.portfolio import Portfolio
+    for portfolio in Portfolio.objects.all():
+        if portfolio.assets.exists():
+            val_date = portfolio.assets.latest("date").date
+            for parent_ptf, _ in portfolio.get_parent_portfolios(val_date):
+                PortfolioPortfolioThroughModel.objects.get_or_create(portfolio_id=portfolio.id, dependency_portfolio_id=parent_ptf.id, defaults={"type": "HIERARCHICAL"})
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbportfolio', '0092_order_quantization_error_alter_orderproposal_status'),
+    ]
+
+    operations = [
+        migrations.RemoveConstraint(
+            model_name='portfolioportfoliothroughmodel',
+            name='unique_primary',
+        ),
+        migrations.AlterField(
+            model_name='portfolioportfoliothroughmodel',
+            name='type',
+            field=models.CharField(choices=[('LOOK_THROUGH', 'Look-through'), ('MODEL', 'Model'), ('CUSTODIAN', 'Custodian'), ('HIERARCHICAL', 'Hierarchical')], default='LOOK_THROUGH', verbose_name='Type'),
+        ),
+        migrations.AddConstraint(
+            model_name='portfolioportfoliothroughmodel',
+            constraint=models.UniqueConstraint(condition=models.Q(('type', 'LOOK_THROUGH')), fields=('portfolio', 'type'), name='unique_lookthrough'),
+        ),
+        migrations.RunPython(handle_data)
+    ]

wbportfolio/models/adjustments.py

@@ -212,7 +212,7 @@ def post_adjustment_on_prices(adjustment_id, automatically_confirm_approve_adjus
             adjustment.apply_adjustment_on_assets()
             adjustment.status = Adjustment.Status.APPLIED
         else:
-            for user in User.objects.filter(profile__in=PortfolioRole.portfolio_managers()):
+            for user in User.objects.filter(profile__in=PortfolioRole.portfolio_managers(), is_active=True):
                 send_notification(
                     code="wbportfolio.adjustment.add",
                     title="A new adjustment was imported",

wbportfolio/models/asset.py

@@ -5,6 +5,7 @@ from decimal import Decimal, InvalidOperation
 from typing import TYPE_CHECKING
 
 from django.contrib import admin
+from django.core.exceptions import ObjectDoesNotExist
 from django.db import models
 from django.db.models import (
     Case,
@@ -408,7 +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:
@@ -429,7 +430,7 @@ class AssetPosition(ImportMixin, models.Model):
         ):
             try:
                 self.underlying_quote = self.underlying_instrument.children.get(is_primary=True)
-            except:
+            except ObjectDoesNotExist:
                 self.underlying_quote = self.underlying_instrument
 
         if not getattr(self, "currency", None):
@@ -447,7 +448,10 @@ class AssetPosition(ImportMixin, models.Model):
                     net_value = self.initial_price
                     # in case the position currency and the linked underlying_quote currency don't correspond, we convert the rate accordingly
                     if self.currency != self.underlying_quote.currency:
-                        net_value *= self.currency.convert(self.asset_valuation_date, self.underlying_quote.currency)
+                        with suppress(CurrencyFXRates.DoesNotExist):
+                            net_value *= self.currency.convert(
+                                self.asset_valuation_date, self.underlying_quote.currency
+                            )
                     self.underlying_quote_price = InstrumentPrice.objects.create(
                         calculated=False,
                         instrument=self.underlying_quote,

wbportfolio/models/builder.py

@@ -55,12 +55,18 @@ class AssetPositionBuilder:
         self._compute_metrics_tasks = set()
         self._change_at_date_tasks = dict()
         self._positions = defaultdict(dict)
+        self.excluded_positions = defaultdict(list)
+        self._change_at_date_kwargs = {}
 
     def get_positions(self, fix_quantization: bool = True, **kwargs):
         # return an iterable excluding the position with a null weight if the portfolio is manageable (otherwise, we assume the 0-weight position is valid)
-        for positions in self._positions.values():
+        for val_date, positions in self._positions.items():
+            excluded_positions = self.excluded_positions.get(val_date, [])
+            total_excluded_position_weight = (
+                sum(map(lambda o: o.weighting, excluded_positions)) if excluded_positions else Decimal("0")
+            )
             quantization_weight_error = round(
-                Decimal("1") - sum(map(lambda o: o.weighting, positions.values()))
+                Decimal("1") - total_excluded_position_weight - sum(map(lambda o: o.weighting, positions.values()))
                 if fix_quantization
                 else Decimal("0"),
                 MINIMUM_DECIMAL,
@@ -121,7 +127,10 @@ class AssetPositionBuilder:
         underlying_quote = self._get_instrument(instrument_id)
         currency_fx_rate_portfolio_to_usd = self._get_fx_rate(val_date, self.portfolio.currency)
         currency_fx_rate_instrument_to_usd = self._get_fx_rate(val_date, underlying_quote.currency)
-        price = self._get_price(val_date, underlying_quote)
+        if underlying_quote.is_cash:
+            price = Decimal("1")
+        else:
+            price = self._get_price(val_date, underlying_quote)
 
         parameters = dict(
             underlying_quote=underlying_quote,
@@ -210,6 +219,9 @@ class AssetPositionBuilder:
             )  # set the weight as it will be saved in the db to handle quantization error accordingly
             if position.initial_price is not None and position.initial_currency_fx_rate is not None:
                 self._positions[position.date][key] = position
+            else:
+                self.excluded_positions[position.date].append(position)
+                self._change_at_date_kwargs["fix_quantization"] = True
         return self
 
     def get_dates(self) -> list[date]:
@@ -225,7 +237,6 @@ 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.
@@ -272,6 +283,9 @@ class AssetPositionBuilder:
                     self._compute_metrics_tasks.add(val_date)
         self._positions = defaultdict(dict)
 
+    def clear(self):
+        self.excluded_positions = defaultdict(list)
+
     def schedule_metric_computation(self):
         if self._compute_metrics_tasks:
             basket_id = self.portfolio.id
@@ -287,11 +301,17 @@ class AssetPositionBuilder:
     def schedule_change_at_dates(self, synchronous: bool = True, **task_kwargs):
         from wbportfolio.models.portfolio import trigger_portfolio_change_as_task
 
+        change_at_date_kwargs = task_kwargs
+        change_at_date_kwargs.update(self._change_at_date_kwargs)
         if self._change_at_date_tasks:
             tasks = chain(
                 *[
                     trigger_portfolio_change_as_task.si(
-                        self.portfolio.id, d, changed_portfolio=portfolio, evaluate_rebalancer=False, **task_kwargs
+                        self.portfolio.id,
+                        d,
+                        changed_portfolio=portfolio,
+                        evaluate_rebalancer=False,
+                        **change_at_date_kwargs,
                     )
                     for d, portfolio in self._change_at_date_tasks.items()
                 ]

wbportfolio/models/custodians.py

@@ -32,7 +32,7 @@ class Custodian(WBModel):
 
     @classmethod
     def get_by_mapping(cls, mapping: str, use_similarity=False, create_missing=True):
-        SIMILIRATY_SCORE = 0.7
+        similarity_score = 0.7
         lower_mapping = mapping.lower()
         try:
             return cls.objects.get(mapping__contains=[lower_mapping])
@@ -40,7 +40,7 @@ class Custodian(WBModel):
             if use_similarity:
                 similar_custodians = cls.objects.annotate(
                     similarity_score=TrigramSimilarity("name", lower_mapping)
-                ).filter(similarity_score__gt=SIMILIRATY_SCORE)
+                ).filter(similarity_score__gt=similarity_score)
                 if similar_custodians.count() == 1:
                     custodian = similar_custodians.first()
                     print(f"find similar custodian {lower_mapping} -> {custodian.name}")  # noqa: T201
@@ -50,7 +50,7 @@ class Custodian(WBModel):
                 else:
                     similar_companies = Company.objects.annotate(
                         similarity_score=TrigramSimilarity("name", lower_mapping)
-                    ).filter(similarity_score__gt=SIMILIRATY_SCORE)
+                    ).filter(similarity_score__gt=similarity_score)
                     if similar_companies.count() == 1:
                         print(  # noqa: T201
                             f"Find similar company {lower_mapping} -> {similar_companies.first().name}"

wbportfolio/models/exceptions.py

@@ -1,2 +1,2 @@
-class InvalidAnalyticPortfolio(Exception):
+class InvalidAnalyticPortfolioError(Exception):
     pass

wbportfolio/models/graphs/portfolio.py

@@ -120,7 +120,7 @@ class PortfolioGraph:
             if rel.dependency_portfolio.is_composition:
                 label += " (Composition)"
 
-            if rel.portfolio.is_lookthrough and rel.type == PortfolioPortfolioThroughModel.Type.PRIMARY:
+            if rel.portfolio.is_lookthrough and rel.type == PortfolioPortfolioThroughModel.Type.LOOK_THROUGH:
                 self.graph.add_edge(
                     pydot.Edge(
                         str(rel.portfolio.id), str(rel.dependency_portfolio.id), label="Look-Through", style="dotted"