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

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Files changed (128) hide show
  1. wbportfolio/admin/orders/order_proposals.py +2 -0
  2. wbportfolio/admin/orders/orders.py +2 -0
  3. wbportfolio/admin/portfolio.py +11 -5
  4. wbportfolio/api_clients/ubs.py +23 -11
  5. wbportfolio/contrib/company_portfolio/configs/display.py +22 -10
  6. wbportfolio/contrib/company_portfolio/configs/previews.py +3 -3
  7. wbportfolio/contrib/company_portfolio/filters.py +10 -10
  8. wbportfolio/contrib/company_portfolio/models.py +69 -39
  9. wbportfolio/contrib/company_portfolio/scripts.py +7 -2
  10. wbportfolio/contrib/company_portfolio/serializers.py +32 -22
  11. wbportfolio/contrib/company_portfolio/tasks.py +12 -1
  12. wbportfolio/factories/assets.py +1 -1
  13. wbportfolio/factories/orders/order_proposals.py +3 -1
  14. wbportfolio/factories/orders/orders.py +8 -3
  15. wbportfolio/factories/product_groups.py +3 -3
  16. wbportfolio/factories/products.py +3 -3
  17. wbportfolio/filters/assets.py +0 -1
  18. wbportfolio/filters/orders/order_proposals.py +3 -6
  19. wbportfolio/filters/portfolios.py +18 -1
  20. wbportfolio/filters/positions.py +0 -1
  21. wbportfolio/filters/transactions/fees.py +0 -2
  22. wbportfolio/filters/transactions/trades.py +0 -1
  23. wbportfolio/import_export/backends/ubs/__init__.py +1 -0
  24. wbportfolio/import_export/backends/ubs/trade.py +48 -0
  25. wbportfolio/import_export/handlers/asset_position.py +9 -5
  26. wbportfolio/import_export/handlers/dividend.py +1 -1
  27. wbportfolio/import_export/handlers/fees.py +2 -2
  28. wbportfolio/import_export/handlers/trade.py +4 -4
  29. wbportfolio/import_export/parsers/default_mapping.py +1 -1
  30. wbportfolio/import_export/parsers/jpmorgan/customer_trade.py +2 -2
  31. wbportfolio/import_export/parsers/jpmorgan/fees.py +2 -2
  32. wbportfolio/import_export/parsers/jpmorgan/strategy.py +59 -85
  33. wbportfolio/import_export/parsers/jpmorgan/valuation.py +2 -2
  34. wbportfolio/import_export/parsers/leonteq/trade.py +2 -1
  35. wbportfolio/import_export/parsers/natixis/equity.py +22 -4
  36. wbportfolio/import_export/parsers/natixis/utils.py +13 -19
  37. wbportfolio/import_export/parsers/sg_lux/equity.py +4 -3
  38. wbportfolio/import_export/parsers/sg_lux/sylk.py +12 -11
  39. wbportfolio/import_export/parsers/sg_lux/valuation.py +4 -2
  40. wbportfolio/import_export/parsers/societe_generale/strategy.py +3 -3
  41. wbportfolio/import_export/parsers/tellco/customer_trade.py +2 -1
  42. wbportfolio/import_export/parsers/tellco/valuation.py +4 -3
  43. wbportfolio/import_export/parsers/ubs/api/trade.py +39 -0
  44. wbportfolio/import_export/parsers/ubs/equity.py +2 -1
  45. wbportfolio/import_export/parsers/ubs/valuation.py +2 -1
  46. wbportfolio/import_export/resources/trades.py +1 -1
  47. wbportfolio/import_export/utils.py +3 -1
  48. wbportfolio/metric/backends/base.py +2 -2
  49. wbportfolio/migrations/0089_orderproposal_min_weighting.py +71 -0
  50. wbportfolio/migrations/0090_dividendtransaction_price_fx_portfolio_and_more.py +44 -0
  51. wbportfolio/migrations/0091_remove_order_execution_confirmed_and_more.py +32 -0
  52. wbportfolio/migrations/0092_order_quantization_error_alter_orderproposal_status.py +49 -0
  53. wbportfolio/migrations/0093_remove_portfolioportfoliothroughmodel_unique_primary_and_more.py +35 -0
  54. wbportfolio/models/adjustments.py +1 -1
  55. wbportfolio/models/asset.py +7 -3
  56. wbportfolio/models/builder.py +25 -5
  57. wbportfolio/models/custodians.py +3 -3
  58. wbportfolio/models/exceptions.py +1 -1
  59. wbportfolio/models/graphs/portfolio.py +1 -1
  60. wbportfolio/models/graphs/utils.py +11 -11
  61. wbportfolio/models/mixins/liquidity_stress_test.py +1 -1
  62. wbportfolio/models/orders/order_proposals.py +620 -490
  63. wbportfolio/models/orders/orders.py +237 -75
  64. wbportfolio/models/portfolio.py +79 -18
  65. wbportfolio/models/portfolio_relationship.py +6 -0
  66. wbportfolio/models/products.py +3 -0
  67. wbportfolio/models/rebalancing.py +4 -1
  68. wbportfolio/models/roles.py +4 -10
  69. wbportfolio/models/transactions/claim.py +6 -5
  70. wbportfolio/models/transactions/dividends.py +1 -0
  71. wbportfolio/models/transactions/trades.py +4 -0
  72. wbportfolio/models/transactions/transactions.py +16 -4
  73. wbportfolio/models/utils.py +100 -1
  74. wbportfolio/order_routing/__init__.py +16 -0
  75. wbportfolio/order_routing/adapters/__init__.py +14 -6
  76. wbportfolio/order_routing/adapters/ubs.py +104 -70
  77. wbportfolio/order_routing/router.py +33 -0
  78. wbportfolio/order_routing/tests/test_router.py +110 -0
  79. wbportfolio/permissions.py +7 -0
  80. wbportfolio/pms/trading/__init__.py +0 -1
  81. wbportfolio/pms/trading/optimizer.py +61 -0
  82. wbportfolio/pms/typing.py +115 -103
  83. wbportfolio/rebalancing/models/composite.py +1 -1
  84. wbportfolio/rebalancing/models/market_capitalization_weighted.py +1 -5
  85. wbportfolio/risk_management/backends/__init__.py +1 -0
  86. wbportfolio/risk_management/backends/controversy_portfolio.py +2 -2
  87. wbportfolio/risk_management/backends/esg_aggregation_portfolio.py +64 -0
  88. wbportfolio/risk_management/backends/exposure_portfolio.py +4 -4
  89. wbportfolio/risk_management/backends/instrument_list_portfolio.py +3 -3
  90. wbportfolio/risk_management/tests/test_esg_aggregation_portfolio.py +49 -0
  91. wbportfolio/risk_management/tests/test_exposure_portfolio.py +1 -1
  92. wbportfolio/risk_management/tests/test_stop_loss_instrument.py +2 -2
  93. wbportfolio/risk_management/tests/test_stop_loss_portfolio.py +1 -1
  94. wbportfolio/serializers/orders/order_proposals.py +6 -2
  95. wbportfolio/serializers/orders/orders.py +119 -26
  96. wbportfolio/serializers/transactions/claim.py +2 -2
  97. wbportfolio/tasks.py +42 -4
  98. wbportfolio/tests/models/orders/test_order_proposals.py +345 -48
  99. wbportfolio/tests/models/test_portfolios.py +9 -9
  100. wbportfolio/tests/models/test_splits.py +1 -6
  101. wbportfolio/tests/models/test_utils.py +140 -0
  102. wbportfolio/tests/models/transactions/test_rebalancing.py +1 -1
  103. wbportfolio/tests/rebalancing/test_models.py +2 -2
  104. wbportfolio/tests/viewsets/test_products.py +1 -0
  105. wbportfolio/urls.py +1 -1
  106. wbportfolio/viewsets/charts/assets.py +8 -4
  107. wbportfolio/viewsets/configs/buttons/assets.py +1 -1
  108. wbportfolio/viewsets/configs/buttons/mixins.py +2 -2
  109. wbportfolio/viewsets/configs/buttons/portfolios.py +45 -1
  110. wbportfolio/viewsets/configs/display/reconciliations.py +4 -4
  111. wbportfolio/viewsets/esg.py +3 -5
  112. wbportfolio/viewsets/orders/configs/buttons/order_proposals.py +74 -15
  113. wbportfolio/viewsets/orders/configs/buttons/orders.py +104 -0
  114. wbportfolio/viewsets/orders/configs/displays/order_proposals.py +30 -30
  115. wbportfolio/viewsets/orders/configs/displays/orders.py +56 -17
  116. wbportfolio/viewsets/orders/configs/endpoints/order_proposals.py +1 -1
  117. wbportfolio/viewsets/orders/configs/endpoints/orders.py +10 -8
  118. wbportfolio/viewsets/orders/order_proposals.py +92 -21
  119. wbportfolio/viewsets/orders/orders.py +79 -26
  120. wbportfolio/viewsets/portfolios.py +24 -0
  121. {wbportfolio-1.55.8.dist-info → wbportfolio-1.59.4.dist-info}/METADATA +1 -1
  122. {wbportfolio-1.55.8.dist-info → wbportfolio-1.59.4.dist-info}/RECORD +125 -115
  123. {wbportfolio-1.55.8.dist-info → wbportfolio-1.59.4.dist-info}/WHEEL +1 -1
  124. wbportfolio/fdm/tasks.py +0 -42
  125. wbportfolio/models/orders/routing.py +0 -54
  126. wbportfolio/pms/trading/handler.py +0 -211
  127. /wbportfolio/{fdm → order_routing/tests}/__init__.py +0 -0
  128. {wbportfolio-1.55.8.dist-info → wbportfolio-1.59.4.dist-info}/licenses/LICENSE +0 -0
wbportfolio/models/graphs/utils.py CHANGED
@@ -3,21 +3,21 @@ import plotly.graph_objects as go
3
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  from networkx.drawing.nx_agraph import graphviz_layout
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- def reformat_graph_layout(G, layout):
6
+ def reformat_graph_layout(g, layout):
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  """
8
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  this method provide positions based on layout algorithm
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- :param G:
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+ :param g:
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  :param layout:
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  :return:
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  """
13
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  if layout == "graphviz":
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- positions = graphviz_layout(G)
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+ positions = graphviz_layout(g)
15
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  elif layout == "spring":
16
- positions = nx.fruchterman_reingold_layout(G, k=0.5, iterations=1000)
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+ positions = nx.fruchterman_reingold_layout(g, k=0.5, iterations=1000)
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  elif layout == "spectral":
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- positions = nx.spectral_layout(G, scale=0.1)
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+ positions = nx.spectral_layout(g, scale=0.1)
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  elif layout == "random":
20
- positions = nx.random_layout(G)
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+ positions = nx.random_layout(g)
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  else:
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  raise Exception("please specify the layout from graphviz, spring, spectral or random")
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23
 
@@ -25,7 +25,7 @@ def reformat_graph_layout(G, layout):
25
25
 
26
26
 
27
27
  def networkx_graph_to_plotly(
28
- G: nx.Graph,
28
+ g: nx.Graph,
29
29
  labels: dict[str, str] | None = None,
30
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  node_size: int = 10,
31
31
  edge_weight: int = 1,
@@ -36,12 +36,12 @@ def networkx_graph_to_plotly(
36
36
  """
37
37
  Visualize a NetworkX graph using Plotly.
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38
  """
39
- positions = reformat_graph_layout(G, layout)
39
+ positions = reformat_graph_layout(g, layout)
40
40
  if not labels:
41
41
  labels = {}
42
42
  # Initialize edge traces
43
43
  edge_traces = []
44
- for edge in G.edges():
44
+ for edge in g.edges():
45
45
  x0, y0 = positions[edge[0]]
46
46
  x1, y1 = positions[edge[1]]
47
47
 
@@ -52,12 +52,12 @@ def networkx_graph_to_plotly(
52
52
 
53
53
  # Initialize node trace
54
54
  node_x, node_y, node_colors, node_labels = [], [], [], []
55
- for node in G.nodes():
55
+ for node in g.nodes():
56
56
  x, y = positions[node]
57
57
  node_x.append(x)
58
58
  node_y.append(y)
59
59
  node_labels.append(labels.get(node, node))
60
- node_colors.append(len(list(G.neighbors(node)))) # Color based on degree
60
+ node_colors.append(len(list(g.neighbors(node)))) # Color based on degree
61
61
 
62
62
  node_trace = go.Scatter(
63
63
  x=node_x,
wbportfolio/models/mixins/liquidity_stress_test.py CHANGED
@@ -834,7 +834,7 @@ class LiquidityStressMixin:
834
834
 
835
835
  """ The main function for the liquidity stress tests """
836
836
 
837
- def liquidity_stress_test(
837
+ def liquidity_stress_test( # noqa: C901
838
838
  self,
839
839
  report_date: Optional[date] = None,
840
840
  weights_date: Optional[date] = None,