wbportfolio 1.55.8__tar.gz → 1.55.9__tar.gz

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.55.8
+Version: 1.55.9
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/wbportfolio/admin/portfolio.py

@@ -10,10 +10,6 @@ from wbportfolio.models import (
     PortfolioSwingPricing,
 )
 
-from .portfolio_relationships import (
-    PortfolioInstrumentPreferredClassificationThroughInlineModelAdmin,
-)
-
 
 @admin.register(PortfolioBankAccountThroughModel)
 class PortfolioBankAccountThroughModelModelAdmin(admin.ModelAdmin):
@@ -64,6 +60,16 @@ class PortfolioModelAdmin(admin.ModelAdmin):
                 )
             },
         ),
+        (
+            "OMS",
+            {
+                "fields": (
+                    "default_order_proposal_min_order_value",
+                    "default_order_proposal_min_weighting",
+                    "default_order_proposal_total_cash_weight",
+                )
+            },
+        ),
     )
     readonly_fields = ["updated_at"]
     list_display = (
@@ -78,7 +84,7 @@ class PortfolioModelAdmin(admin.ModelAdmin):
     inlines = [
         PortfolioBankAccountThroughModelAdmin,
         InstrumentPortfolioThroughModelAdmin,
-        PortfolioInstrumentPreferredClassificationThroughInlineModelAdmin,
+        # PortfolioInstrumentPreferredClassificationThroughInlineModelAdmin,
         PortfolioPortfolioThroughModelInlineAdmin,
     ]
     raw_id_fields = [

wbportfolio-1.55.9/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-1.55.8 → wbportfolio-1.55.9}/wbportfolio/models/orders/order_proposals.py

@@ -7,6 +7,7 @@ from typing import Any, TypeVar
 
 from celery import shared_task
 from django.core.exceptions import ValidationError
+from django.core.validators import MaxValueValidator, MinValueValidator
 from django.db import DatabaseError, models
 from django.db.models import (
     F,
@@ -96,12 +97,22 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
     min_order_value = models.IntegerField(
         default=0, verbose_name="Minimum Order Value", help_text="Minimum Order Value in the Portfolio currency"
     )
+    min_weighting = models.DecimalField(
+        max_digits=9,
+        decimal_places=Order.ORDER_WEIGHTING_PRECISION,
+        default=Decimal(0),
+        help_text="The minimum weight allowed for this order proposal ",
+        verbose_name="Minimum Weight",
+        validators=[MinValueValidator(Decimal("0")), MaxValueValidator(Decimal("1"))],
+    )
+
     total_cash_weight = models.DecimalField(
         default=Decimal("0"),
         decimal_places=4,
         max_digits=5,
         verbose_name="Total Cash Weight",
         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%.",
+        validators=[MinValueValidator(Decimal("0")), MaxValueValidator(Decimal("1"))],
     )
     total_effective_portfolio_contribution = models.DecimalField(
         default=Decimal("1"),
@@ -136,6 +147,13 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
         ]
 
     def save(self, *args, **kwargs):
+        # if the order proposal is created, we default these fields with the portfolio default value for automatic value assignement
+        if not self.id and not self.min_order_value:
+            self.min_order_value = self.portfolio.default_order_proposal_min_order_value
+        if not self.id and not self.min_weighting:
+            self.min_weighting = self.portfolio.default_order_proposal_min_weighting
+        if not self.id and not self.total_cash_weight:
+            self.total_cash_weight = self.portfolio.default_order_proposal_total_cash_weight
         # if a order proposal is created before the existing earliest order proposal, we automatically shift the linked instruments inception date to allow automatic NAV computation since the new inception date
         if not self.portfolio.order_proposals.filter(trade_date__lt=self.trade_date).exists():
             # we need to set the inception date as the first order proposal trade date (and thus, the first position date). We expect a NAV at 100 then

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/wbportfolio/models/orders/orders.py

@@ -87,6 +87,12 @@ class Order(TransactionMixin, ImportMixin, OrderedModel, models.Model):
                 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})"

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/wbportfolio/models/portfolio.py

@@ -9,6 +9,7 @@ import pandas as pd
 from celery import shared_task
 from django.contrib.postgres.fields import DateRangeField
 from django.core.exceptions import ObjectDoesNotExist
+from django.core.validators import MaxValueValidator, MinValueValidator
 from django.db import models
 from django.db.models import Exists, F, OuterRef, Q, QuerySet, Sum
 from django.db.models.signals import post_save
@@ -233,6 +234,25 @@ class Portfolio(DeleteToDisableMixin, WBModel):
         blank=True,
     )
 
+    # OMS default parameters. Used to seed order proposal default value upon creation
+    default_order_proposal_min_order_value = models.IntegerField(
+        default=0, verbose_name="Default Order Proposal Minimum Order Value"
+    )
+    default_order_proposal_min_weighting = models.DecimalField(
+        max_digits=9,
+        decimal_places=8,
+        default=Decimal(0),
+        verbose_name="Default Order Proposal Minimum Weight",
+        validators=[MinValueValidator(Decimal("0")), MaxValueValidator(Decimal("1"))],
+    )
+    default_order_proposal_total_cash_weight = models.DecimalField(
+        default=Decimal("0"),
+        decimal_places=4,
+        max_digits=5,
+        verbose_name="Default Order Proposal Total Cash Weight",
+        validators=[MinValueValidator(Decimal("0")), MaxValueValidator(Decimal("1"))],
+    )
+
     objects = DefaultPortfolioManager()
     tracked_objects = ActiveTrackedPortfolioManager()
 

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/wbportfolio/serializers/orders/order_proposals.py

@@ -90,6 +90,7 @@ class OrderProposalModelSerializer(wb_serializers.ModelSerializer):
             "comment",
             "status",
             "min_order_value",
+            "min_weighting",
             "_rebalancing_model",
             "rebalancing_model",
             "target_portfolio",

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/wbportfolio/tasks.py

@@ -1,12 +1,12 @@
 from contextlib import suppress
 from datetime import date, timedelta
 
+from celery import shared_task
 from django.db.models import ProtectedError, Q
+from tqdm import tqdm
+from wbfdm.models import Controversy, Instrument
 
-from wbportfolio.models import Portfolio, Trade
-from wbportfolio.models.products import Product
-
-from .fdm.tasks import *  # noqa
+from wbportfolio.models import AssetPosition, Portfolio, Product, Trade
 
 
 @shared_task(queue="portfolio")
@@ -49,3 +49,41 @@ def update_preferred_classification_per_instrument_and_portfolio_as_task():
 # - propagate (or update) t-2 asset positions into t-1
 # - Synchronize wbportfolio at t-1
 # - Compute Instrument Price estimate at t-1
+
+
+@shared_task(queue="portfolio")
+def synchronize_portfolio_controversies():
+    active_portfolios = Portfolio.objects.filter_active_and_tracked()
+    qs = (
+        AssetPosition.objects.filter(portfolio__in=active_portfolios)
+        .values("underlying_instrument")
+        .distinct("underlying_instrument")
+    )
+    objs = {}
+    securities = Instrument.objects.filter(id__in=qs.values("underlying_instrument"))
+    securities_mapping = {security.id: security.get_root() for security in securities}
+    for controversy in securities.dl.esg_controversies():
+        instrument = securities_mapping[controversy["instrument_id"]]
+        obj = Controversy.dict_to_model(controversy, instrument)
+        objs[obj.external_id] = obj
+
+    Controversy.objects.bulk_create(
+        objs.values(),
+        update_fields=[
+            "instrument",
+            "headline",
+            "description",
+            "source",
+            "direct_involvement",
+            "company_response",
+            "review",
+            "initiated",
+            "flag",
+            "status",
+            "type",
+            "severity",
+        ],
+        unique_fields=["external_id"],
+        update_conflicts=True,
+        batch_size=10000,
+    )

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/wbportfolio/tests/models/orders/test_order_proposals.py

@@ -695,6 +695,38 @@ class TestOrderProposal:
         assert order.shares == Decimal(0)
         assert order.weighting == Decimal(0)
 
+    def test_order_submit_bellow_minimum_weighting(self, order_factory, order_proposal):
+        o1 = order_factory.create(order_proposal=order_proposal, price=Decimal(1), weighting=Decimal("0.8"))
+        o2 = order_factory.create(order_proposal=order_proposal, price=Decimal(1), weighting=Decimal("0.2"))
+        order_proposal.submit()
+        order_proposal.save()
+
+        o1.refresh_from_db()
+        o2.refresh_from_db()
+        assert o1.weighting == Decimal("0.8")
+        assert o2.weighting == Decimal("0.2")
+
+        order_proposal.min_weighting = Decimal("0.21")
+        order_proposal.backtodraft()
+        order_proposal.submit()
+        order_proposal.save()
+
+        o1.refresh_from_db()
+        o2.refresh_from_db()
+        assert o1.weighting == Decimal("0.8")
+        assert o2.weighting == Decimal("0")
+
+        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")
+        assert order_proposal.portfolio.assets.get(
+            date=order_proposal.trade_date, underlying_quote=order_proposal.cash_component
+        ).weighting == Decimal("0.2")
+
     def test_reset_order_use_desired_target_weight(self, order_proposal, order_factory):
         order1 = order_factory.create(
             order_proposal=order_proposal, weighting=Decimal("0.5"), desired_target_weight=Decimal("0.7")

{wbportfolio-1.55.8 → wbportfolio-1.55.9}/wbportfolio/viewsets/orders/configs/displays/order_proposals.py

@@ -132,12 +132,12 @@ class OrderProposalDisplayConfig(DisplayViewConfig):
                     layouts={
                         default(): Layout(
                             grid_template_areas=[
-                                ["status", "status", "status"],
-                                ["trade_date", "total_cash_weight", "min_order_value"],
-                                ["rebalancing_model", "target_portfolio", "target_portfolio"]
+                                ["status", "status", "status", "status"],
+                                ["trade_date", "total_cash_weight", "min_order_value", "min_weighting"],
+                                ["rebalancing_model", "rebalancing_model", "target_portfolio", "target_portfolio"]
                                 if self.view.new_mode
-                                else ["rebalancing_model", "creator", "approver"],
-                                ["comment", "comment", "comment"],
+                                else ["rebalancing_model", "rebalancing_model", "creator", "approver"],
+                                ["comment", "comment", "comment", "comment"],
                             ],
                         ),
                     },

wbportfolio-1.55.8/wbportfolio/fdm/tasks.py

@@ -1,42 +0,0 @@
-from celery import shared_task
-from wbfdm.models import Controversy, Instrument
-
-from wbportfolio.models import AssetPosition, Portfolio
-
-
-@shared_task(queue="portfolio")
-def synchronize_portfolio_controversies():
-    active_portfolios = Portfolio.objects.filter_active_and_tracked()
-    qs = (
-        AssetPosition.objects.filter(portfolio__in=active_portfolios)
-        .values("underlying_instrument")
-        .distinct("underlying_instrument")
-    )
-    objs = {}
-    securities = Instrument.objects.filter(id__in=qs.values("underlying_instrument"))
-    securities_mapping = {security.id: security.get_root() for security in securities}
-    for controversy in securities.dl.esg_controversies():
-        instrument = securities_mapping[controversy["instrument_id"]]
-        obj = Controversy.dict_to_model(controversy, instrument)
-        objs[obj.external_id] = obj
-
-    Controversy.objects.bulk_create(
-        objs.values(),
-        update_fields=[
-            "instrument",
-            "headline",
-            "description",
-            "source",
-            "direct_involvement",
-            "company_response",
-            "review",
-            "initiated",
-            "flag",
-            "status",
-            "type",
-            "severity",
-        ],
-        unique_fields=["external_id"],
-        update_conflicts=True,
-        batch_size=10000,
-    )