wbportfolio 1.56.1__py2.py3-none-any.whl → 1.56.3__py2.py3-none-any.whl

wbportfolio/admin/orders/order_proposals.py

@@ -12,3 +12,5 @@ class OrderProposalAdmin(admin.ModelAdmin):
     list_display = ("portfolio", "rebalancing_model", "trade_date", "status")
     autocomplete_fields = ["portfolio", "rebalancing_model"]
     inlines = [OrderTabularInline]
+
+    raw_id_fields = ["portfolio", "creator", "approver"]

wbportfolio/admin/orders/orders.py

@@ -28,3 +28,5 @@ class OrderTabularInline(admin.TabularInline):
         "shares",
         "daily_return",
     ]
+
+    raw_id_fields = ["underlying_instrument"]

wbportfolio/models/orders/order_proposals.py

@@ -338,7 +338,9 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
     def prepare_orders_for_execution(self) -> list[OrderDTO]:
         executable_orders = []
         for order in (
-            self.get_orders().exclude(underlying_instrument__is_cash=True).select_related("underlying_instrument")
+            self.get_orders()
+            .exclude(models.Q(underlying_instrument__is_cash=True) | (models.Q(weighting=0) & models.Q(shares=0)))
+            .select_related("underlying_instrument")
         ):
             instrument = order.underlying_instrument
             # we support only the instrument type provided by the Order DTO class
@@ -459,7 +461,7 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
             positions.append(
                 PositionDTO(
                     underlying_instrument=instrument.id,
-                    instrument_type=instrument.instrument_type.id,
+                    instrument_type=instrument.security_instrument_type.id,
                     weighting=weighting,
                     daily_return=daily_return if use_effective else Decimal("0"),
                     shares=row["shares"],
@@ -898,11 +900,7 @@ class OrderProposal(CloneMixin, RiskCheckMixin, WBModel):
 
         Order.objects.bulk_update(orders, ["shares", "weighting", "desired_target_weight"])
 
-        # If we estimate cash on this order proposal, we make sure to create the corresponding cash component
-        estimated_cash_position = self.get_estimated_target_cash()
-        target_portfolio = self.validated_trading_service.trades_batch.convert_to_portfolio(
-            estimated_cash_position._build_dto()
-        )
+        target_portfolio = self.convert_to_portfolio()
         self.evaluate_active_rules(self.trade_date, target_portfolio, asynchronously=True)
         self.total_cash_weight = Decimal("1") - total_target_weight
         return orders_validation_warnings

wbportfolio/models/orders/routing.py

@@ -28,10 +28,10 @@ def execute_orders(order_proposal: "OrderProposal") -> tuple[ExecutionStatus, st
     orders = order_proposal.prepare_orders_for_execution()
     as_draft = _should_route_as_draft()
     adapter = order_proposal.custodian_adapter
-    order_confirmations, rebalancing_comment = adapter.submit_rebalancing(orders, as_draft=as_draft)
+    confirmed_orders, rebalancing_comment = adapter.submit_rebalancing(orders, as_draft=as_draft)
     leftover_orders = order_proposal.orders.all()
 
-    for confirmed in order_confirmations:
+    for confirmed in confirmed_orders:
         with suppress(ObjectDoesNotExist):
             order = leftover_orders.get(id=confirmed.id)
             order.execution_confirmed = True
@@ -40,7 +40,7 @@ def execute_orders(order_proposal: "OrderProposal") -> tuple[ExecutionStatus, st
             leftover_orders = leftover_orders.exclude(id=order.id)
 
     # Orders without confirmation
-    leftover_orders.update(execution_confirmed=False, execution_comment="No confirmation received from the custodian")
+    leftover_orders.update(execution_confirmed=False, execution_comment="Execution ignored")
     return ExecutionStatus.IN_DRAFT if as_draft else ExecutionStatus.PENDING, rebalancing_comment
 
 

wbportfolio/order_routing/adapters/ubs.py

@@ -10,7 +10,10 @@ from wbportfolio.pms.typing import Order
 from .. import ExecutionStatus, RoutingException
 from . import BaseCustodianAdapter
 
-ASSET_CLASS_MAP = {Order.AssetType.EQUITY: "EQUITY"}  # API can support BOND, FUTURE, OPTION, and DYNAMIC_STRATEGY
+ASSET_CLASS_MAP = {
+    Order.AssetType.EQUITY: "EQUITY",
+    Order.AssetType.AMERICAN_DEPOSITORY_RECEIPT: "EQUITY",
+}  # API can support BOND, FUTURE, OPTION, and DYNAMIC_STRATEGY
 ASSET_CLASS_MAP_INV = {
     v: k for k, v in ASSET_CLASS_MAP.items()
 }  # API can support BOND, FUTURE, OPTION, and DYNAMIC_STRATEGY

wbportfolio/pms/typing.py

@@ -101,6 +101,7 @@ class Portfolio:
 class Order:
     class AssetType(enum.Enum):
         EQUITY = "EQUITY"
+        AMERICAN_DEPOSITORY_RECEIPT = "AMERICAN_DEPOSITORY_RECEIPT"
 
     id: int | str
     trade_date: date
@@ -267,28 +268,6 @@ class TradeBatch:
         if round(float(self.total_target_weight), 4) != 1:  # we do that to remove decimal over precision
             raise ValidationError(f"Total Weight cannot be different than 1 ({float(self.total_target_weight)})")
 
-    def convert_to_portfolio(self, use_effective: bool = False, *extra_positions):
-        positions = []
-        for trade in self.trades_map.values():
-            positions.append(
-                Position(
-                    underlying_instrument=trade.underlying_instrument,
-                    instrument_type=trade.instrument_type,
-                    weighting=trade.target_weight if not use_effective else trade.previous_weight,
-                    daily_return=trade.daily_return if use_effective else Decimal("0"),
-                    shares=trade.target_shares,
-                    currency=trade.currency,
-                    date=trade.date,
-                    is_cash=trade.is_cash,
-                    price=trade.price,
-                    currency_fx_rate=trade.currency_fx_rate,
-                )
-            )
-        for position in extra_positions:
-            if position.weighting:
-                positions.append(position)
-        return Portfolio(tuple(positions))
-
     def normalize(self, total_target_weight: Decimal = Decimal("1.0")):
         """
         Normalize the instantiate trades batch so that the target weight is 100%

wbportfolio/serializers/orders/orders.py

@@ -89,7 +89,7 @@ class OrderOrderProposalListModelSerializer(wb_serializers.ModelSerializer):
         ) 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"):
+        if data.get("weighting") is not None or data.get("target_weight") is not None:
             weighting = data.pop("weighting", None)
             if (target_weight := data.pop("target_weight", None)) is not None:
                 weighting = target_weight - effective_weight
@@ -99,7 +99,7 @@ class OrderOrderProposalListModelSerializer(wb_serializers.ModelSerializer):
             data.pop("shares", None)
             data.pop("target_shares", None)
 
-        if data.get("shares") or data.get("target_shares"):
+        if data.get("shares") is not None or data.get("target_shares") is not None:
             shares = data.pop("shares", None)
             if (target_shares := data.pop("target_shares", None)) is not None:
                 shares = target_shares - effective_shares

wbportfolio/viewsets/orders/order_proposals.py

@@ -96,7 +96,7 @@ class OrderProposalModelViewSet(CloneMixin, RiskCheckViewSetMixin, InternalUserP
                 )
             if (
                 instance.execution_status in [ExecutionStatus.IN_DRAFT, ExecutionStatus.COMPLETED]
-                and instance.orders.filter(execution_confirmed=False).exists()
+                and instance.orders.exclude(shares=0, weighting=0).filter(execution_confirmed=False).exists()
             ):
                 warning(request, "Some orders failed confirmation. Check the list for further details.")
             if instance.execution_status in [

{wbportfolio-1.56.1.dist-info → wbportfolio-1.56.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.56.1
+Version: 1.56.3
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*

{wbportfolio-1.56.1.dist-info → wbportfolio-1.56.3.dist-info}/RECORD

@@ -20,8 +20,8 @@ wbportfolio/admin/reconciliations.py,sha256=s7aYxdJE6jX72bnKCrj-YdZBl9bFV_n44Bo2
 wbportfolio/admin/registers.py,sha256=N5zcfFgxR9H37YEJxFIBif7v5uLN2mGNV3lf9c5OYnw,505
 wbportfolio/admin/roles.py,sha256=h7d0aYBctghj1zFphWkMVHywnCjF8bewVbk8lq1IX8U,446
 wbportfolio/admin/orders/__init__.py,sha256=m5iZgRJfsorMe7o-vt4qL3Jn1QMRJFXzJQSa1fljfvQ,87
-wbportfolio/admin/orders/order_proposals.py,sha256=xcJp7CsBM5fgsqmBYvUWz7utSKZrJj-Pxiymp303fwI,422
-wbportfolio/admin/orders/orders.py,sha256=iozEJGWEplncjRw2cM4SoJx2dZxR1sRZvxl0bRpLbz4,658
+wbportfolio/admin/orders/order_proposals.py,sha256=RU5RpAtJUhhhvfLhALmCMm-RserVLYszdswjHa7FFII,480
+wbportfolio/admin/orders/orders.py,sha256=FMHuBWRVft5jc_11bfVpINl8c4F1PXZNC_rfCdeNtxI,705
 wbportfolio/admin/transactions/__init__.py,sha256=WJRFKwreNwFsQdSrjaK7HUZAzlnSeYNdciLyeoOzFRg,131
 wbportfolio/admin/transactions/claim.py,sha256=DaE5vtmSlt_ya55bCAM75UD8smNisA5kl5jrAANm0yA,613
 wbportfolio/admin/transactions/dividends.py,sha256=2Hx0yvcMp0VvzYfuO_jl-9KFrpq6RUd5S7NVrc10Rsg,1604
@@ -299,9 +299,9 @@ wbportfolio/models/mixins/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJW
 wbportfolio/models/mixins/instruments.py,sha256=SuMPquQ93D4pZMK-4hQbJtV58_NOyf3wVOctQq7LNXQ,7054
 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=fzj6UwikU5IIs04s4wjPD9S71I-CzVHPgY8ZgcC7EpE,58463
+wbportfolio/models/orders/order_proposals.py,sha256=UYNuW5PguEjVD0h66vyGjagWlWqq46cpv80BORDiT3U,58281
 wbportfolio/models/orders/orders.py,sha256=-bIle6Ftt_eRfP5R_J2Y4LEh9HqOUF0sbLUxQftd684,11588
-wbportfolio/models/orders/routing.py,sha256=OpeP-rfMm1UN7a3vbNxBEQxqtGfE57AeGWnbTZa1fRQ,2223
+wbportfolio/models/orders/routing.py,sha256=7nu7-3zmGsVA3tyymKK_ywY7V7RtKkGcXkyk2V8dXMw,2191
 wbportfolio/models/reconciliations/__init__.py,sha256=MXH5fZIPGDRBgJkO6wVu_NLRs8fkP1im7G6d-h36lQY,127
 wbportfolio/models/reconciliations/account_reconciliation_lines.py,sha256=QP6M7hMcyFbuXBa55Y-azui6Dl_WgbzMntEqWzQkbfM,7394
 wbportfolio/models/reconciliations/account_reconciliations.py,sha256=rofSxetFfEJov6mPyoTvGxELA16HILyJZtQvm_kwYU0,4405
@@ -314,9 +314,9 @@ wbportfolio/models/transactions/trades.py,sha256=fzt52pD7GnvIhVGX8NuArFVzxKEQfPc
 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
+wbportfolio/order_routing/adapters/ubs.py,sha256=RLBiZ98mWijuvtfI8e5C8xH7l4p7OckmpHy6KYjbiIQ,6394
 wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbportfolio/pms/typing.py,sha256=zhFHlYgO9oC5sxBz0oWkXfEVw-Oez_Ex4ojyQSHC0Oo,10627
+wbportfolio/pms/typing.py,sha256=6fog4ENENVMlv_4bpgCMSY9qWHZSaiEuPAMv4l3AcqM,9701
 wbportfolio/pms/analytics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/pms/analytics/portfolio.py,sha256=u_S-e6HUQwAyq90gweDmxyTHWrIc5nd84sLuUF2iJzA,2031
 wbportfolio/pms/analytics/utils.py,sha256=EfhKdo9B2ABaUPppb8DgZSqpNkSze8Rjej1xDjv-XcQ,282
@@ -376,7 +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=OfE2ETFu0MvxDWh7o6_4nFunqmKQ-edNT0bNxyF-No4,9473
+wbportfolio/serializers/orders/orders.py,sha256=sab4cGfo-zGPz_5W9DuwOqeo_ja0VobZGU01PjcZUHM,9521
 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
@@ -548,7 +548,7 @@ wbportfolio/viewsets/configs/titles/registers.py,sha256=-C-YeGBhGva48oER6EIQ8CxW
 wbportfolio/viewsets/configs/titles/roles.py,sha256=9LoJa3jgenXJ5UWRlIErTzdbjpSWMKsyJZtv-eDRTK4,739
 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/order_proposals.py,sha256=nWUlyVN4Ox54nVHyqN2ryHf_BPXuFjrW-FK5sp5WrHA,8333
 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
@@ -567,7 +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-1.56.1.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,,
+wbportfolio-1.56.3.dist-info/METADATA,sha256=OBSV7sthodbAftQh-j9KrB9hzIFPcV1j5cLbX6tPwcE,751
+wbportfolio-1.56.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbportfolio-1.56.3.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-1.56.3.dist-info/RECORD,,