wbportfolio 1.56.6__tar.gz → 1.59.11__tar.gz

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/PKG-INFO

@@ -1,20 +1,17 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.56.6
+Version: 1.59.11
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
-Requires-Dist: cryptography==3.4.*
 Requires-Dist: dateparser==1.*
-Requires-Dist: django-storages==1.14.*
 Requires-Dist: fuzzywuzzy==0.*
 Requires-Dist: jinjasql2==0.1.*
-Requires-Dist: msoffcrypto-tool==4.10.*
+Requires-Dist: msoffcrypto-tool==5.4.*
 Requires-Dist: networkx>=3.4.2
 Requires-Dist: pydot>=3.0.4
 Requires-Dist: python-levenshtein==0.*
-Requires-Dist: reportlab==3.*
 Requires-Dist: scipy>=1
-Requires-Dist: skfolio==0.6.*
+Requires-Dist: skfolio==0.*
 Requires-Dist: wbcompliance
 Requires-Dist: wbcore
 Requires-Dist: wbcrm

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/pyproject.toml

@@ -12,21 +12,19 @@ dependencies = [
   "wbnews",
   "wbreport",
   "wbmailing",
-  "cryptography == 3.4.*",
+
   # Reporting Tools
   "xlrd == 2.*",
   "XlsxWriter == 3.*",
   # MS Office Crypto Tools
-  "msoffcrypto-tool == 4.10.*",
+  "msoffcrypto-tool == 5.4.*",
   # String pattern matching
   "dateparser == 1.*",
   "scipy >= 1",
   "fuzzywuzzy == 0.*",
   "python-Levenshtein == 0.*",
-  "reportlab == 3.*",
-  "django-storages == 1.14.*", # handling silk file is dependant of the django storage version. Version 1.14.* drops support for django 4
   "jinjasql2 == 0.1.*",
-  "skfolio == 0.6.*",
+  "skfolio == 0.*",
   "pydot>=3.0.4",
   "networkx>=3.4.2",
 ]

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/admin/portfolio.py

@@ -56,7 +56,7 @@ class PortfolioModelAdmin(admin.ModelAdmin):
                         "is_manageable",
                         "is_active",
                     ),
-                    ("is_tracked", "only_weighting", "is_lookthrough"),
+                    ("is_tracked", "only_keep_essential_positions", "only_weighting", "is_lookthrough"),
                 )
             },
         ),
@@ -79,6 +79,7 @@ class PortfolioModelAdmin(admin.ModelAdmin):
         "hedged_currency",
         "is_manageable",
         "is_tracked",
+        "only_keep_essential_positions",
         "is_lookthrough",
     )
     inlines = [

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/api_clients/ubs.py

@@ -16,7 +16,6 @@ class UBSNeoAPIClient:
         self,
         initial_jwt_token: str,
         jwt_token_expiry_timestamp: datetime | None = None,
-        default_execution_instruction: str = "MARKET_ON_CLOSE",
     ):
         """
         :param service_account_id: Identifier for your UBS service account (for reference).
@@ -27,7 +26,6 @@ class UBSNeoAPIClient:
         self.jwt_token_expiry = (
             jwt_token_expiry_timestamp if jwt_token_expiry_timestamp else timezone.now() + timedelta(days=1)
         )
-        self.default_execution_instruction = default_execution_instruction
 
     def _is_token_expired(self) -> bool:
         """Check if the current token is expired or near expiry (e.g. within 5 minutes)."""
@@ -118,6 +116,18 @@ class UBSNeoAPIClient:
         self._raise_for_status(response)
         return self._get_json(response)
 
+    def get_rebalance_reports(self, isin: str, from_date: date, to_date: date) -> dict:
+        """Fetch the current rebalance request for a certificate."""
+        url = f"{self.BASE_URL}/ged-amc/external/report/v1/rebalance/{isin}"
+        response = requests.get(
+            url,
+            headers=self._get_headers(),
+            timeout=60,
+            params={"fromDate": from_date.strftime("%Y-%m-%d"), "toDate": to_date.strftime("%Y-%m-%d")},
+        )
+        self._raise_for_status(response)
+        return self._get_json(response)
+
     def get_portfolio_at_date(self, isin: str, val_date: date) -> dict:
         url = f"https://neo.ubs.com/api/ged-amc/external/report/v1/valuation/{isin}/{val_date:%Y-%m-%d}"
         response = requests.get(url, headers=self._get_headers(), timeout=10)

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/contrib/company_portfolio/models.py

@@ -7,11 +7,11 @@ from django.core.cache import cache
 from django.db import models
 from django.db.models.signals import post_save
 from django.dispatch import receiver
+from django.utils.module_loading import import_string
 from dynamic_preferences.registries import global_preferences_registry
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.contrib.directory.models import Company, CustomerStatus
 from wbcore.models import WBModel
-from wbcore.utils.importlib import import_from_dotted_path
 
 from wbportfolio.models import Claim, Product
 
@@ -159,7 +159,7 @@ class CompanyPortfolioData(models.Model):
     def get_potential(self, val_date: date) -> Decimal:
         if module_path := getattr(settings, "PORTFOLIO_COMPANY_DATA_POTENTIAL_METHOD", None):
             with suppress(ModuleNotFoundError):
-                return import_from_dotted_path(module_path)(self, val_date)
+                return import_string(module_path)(self, val_date)
         return self._get_default_potential(val_date)
 
     def _get_default_tiering(self, total_asset_under_management: Decimal) -> Company.Tiering:
@@ -200,7 +200,7 @@ class CompanyPortfolioData(models.Model):
     def get_tiering(self, total_asset_under_management: Decimal) -> Decimal:
         if module_path := getattr(settings, "PORTFOLIO_COMPANY_DATA_TIERING_METHOD", None):
             with suppress(ModuleNotFoundError):
-                return import_from_dotted_path(module_path)(self, total_asset_under_management)
+                return import_string(module_path)(self, total_asset_under_management)
         return self._get_default_tiering(total_asset_under_management)
 
     def get_customer_status(self) -> CustomerStatus:

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/contrib/company_portfolio/tasks.py

@@ -5,12 +5,13 @@ from django.db.models import Exists, OuterRef
 from tqdm import tqdm
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.contrib.directory.models import Company
+from wbcore.workers import Queue
 from wbcrm.models import Account
 
 from .models import CompanyPortfolioData, Updater
 
 
-@shared_task(queue="portfolio")
+@shared_task(queue=Queue.BACKGROUND.value)
 def update_all_portfolio_data(val_date: date | None = None):
     if not val_date:
         val_date = CurrencyFXRates.objects.latest("date").date

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/factories/assets.py

@@ -37,7 +37,7 @@ class AssetPositionFactory(factory.django.DjangoModelFactory):
     initial_price = factory.Faker("pydecimal", min_value=100, max_value=120, right_digits=4)
     underlying_quote_price = factory.LazyAttribute(
         lambda o: InstrumentPriceFactory.create(
-            instrument=o.underlying_instrument or o.underlying_quote,
+            instrument=o.underlying_quote or o.underlying_instrument,
             calculated=False,
             date=o.date,
             net_value=o.initial_price,

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/factories/claim.py

@@ -26,6 +26,7 @@ class ClaimFactory(factory.django.DjangoModelFactory):
 
     class Meta:
         model = Claim
+        skip_postgeneration_save = True
 
 
 class PositiveClaimFactory(ClaimFactory):

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/factories/orders/order_proposals.py

@@ -1,6 +1,7 @@
 import factory
 from faker import Faker
 from pandas._libs.tslibs.offsets import BDay
+from wbcore.contrib.authentication.factories import UserFactory
 from wbcore.contrib.currency.factories import CurrencyFactory
 
 from wbportfolio.factories import PortfolioFactory
@@ -16,4 +17,5 @@ class OrderProposalFactory(factory.django.DjangoModelFactory):
     trade_date = factory.LazyAttribute(lambda o: (fake.date_object() + BDay(1)).date())
     comment = factory.Faker("paragraph")
     portfolio = factory.LazyAttribute(lambda o: PortfolioFactory.create(currency=CurrencyFactory.create(key="USD")))
-    creator = factory.SubFactory("wbcore.contrib.directory.factories.PersonFactory")
+    creator = factory.LazyAttribute(lambda o: UserFactory.create().profile)
+    approver = factory.LazyAttribute(lambda o: UserFactory.create().profile)

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/factories/orders/orders.py

@@ -12,6 +12,7 @@ fake = Faker()
 class OrderFactory(factory.django.DjangoModelFactory):
     class Meta:
         model = Order
+        skip_postgeneration_save = True
 
     order_proposal = factory.SubFactory("wbportfolio.factories.OrderProposalFactory")
     currency_fx_rate = Decimal(1.0)
@@ -22,8 +23,13 @@ class OrderFactory(factory.django.DjangoModelFactory):
     @factory.post_generation
     def create_price(self, create, extracted, **kwargs):
         if create:
-            p = InstrumentPriceFactory.create(
-                instrument=self.underlying_instrument, date=self.value_date, calculated=False
-            )
+            if self.price:
+                p = InstrumentPriceFactory.create(
+                    instrument=self.underlying_instrument, date=self.value_date, calculated=False, net_value=self.price
+                )
+            else:
+                p = InstrumentPriceFactory.create(
+                    instrument=self.underlying_instrument, date=self.value_date, calculated=False
+                )
             self.price = p.net_value
             self.save()

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/factories/portfolios.py

@@ -13,6 +13,7 @@ from wbportfolio.models import (
 class PortfolioFactory(factory.django.DjangoModelFactory):
     class Meta:
         model = Portfolio
+        skip_postgeneration_save = True
 
     name = factory.Sequence(lambda n: f"Portfolio {n}")
     currency = factory.SubFactory("wbcore.contrib.currency.factories.CurrencyUSDFactory")

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/filters/assets.py

@@ -7,7 +7,7 @@ from pandas.tseries.offsets import BDay, BQuarterEnd
 from wbcore import filters as wb_filters
 from wbcore.contrib.currency.models import Currency
 from wbcore.contrib.geography.models import Geography
-from wbcore.pandas.filterset import PandasFilterSetMixin
+from wbcore.contrib.pandas.filterset import PandasFilterSetMixin
 from wbcore.utils.date import current_financial_month
 from wbfdm.models import Classification, ClassificationGroup, Instrument, InstrumentType
 from wbfdm.preferences import get_default_classification_group

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/filters/orders/order_proposals.py

@@ -28,14 +28,11 @@ class OrderProposalFilterSet(wb_filters.FilterSet):
         return queryset
 
     def filter_waiting_for_input(self, queryset, name, value):
+        input_status = [OrderProposal.Status.PENDING, OrderProposal.Status.DRAFT, OrderProposal.Status.APPROVED]
         if value is True:
-            queryset = queryset.filter(
-                status__in=[OrderProposal.Status.PENDING, OrderProposal.Status.DRAFT, OrderProposal.Status.APPROVED]
-            )
+            queryset = queryset.filter(status__in=input_status)
         elif value is False:
-            queryset = queryset.exclude(
-                status__in=[OrderProposal.Status.PENDING, OrderProposal.Status.DRAFT, OrderProposal.Status.APPROVED]
-            )
+            queryset = queryset.exclude(status__in=input_status)
         return queryset
 
     def filter_is_automatic_rebalancing(self, queryset, name, value):

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/filters/performances.py

@@ -1,7 +1,7 @@
 from django.db.models import Q, TextChoices
 from django.utils.timezone import localdate
 from wbcore import filters as wb_filters
-from wbcore.pandas.filterset import PandasFilterSetMixin
+from wbcore.contrib.pandas.filterset import PandasFilterSetMixin
 from wbcore.utils.date import current_financial_month
 from wbfdm.filters.utils import last_period_date_range
 from wbfdm.models import Instrument

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/filters/portfolios.py

@@ -1,10 +1,11 @@
 from datetime import date, timedelta
 
+from django.db.models import Exists, OuterRef
 from wbcore import filters as wb_filters
 from wbfdm.models import Instrument
 
 from wbportfolio.filters.assets import get_latest_asset_position
-from wbportfolio.models import Portfolio
+from wbportfolio.models import AssetPosition, Portfolio
 
 
 class PortfolioFilterSet(wb_filters.FilterSet):
@@ -26,6 +27,15 @@ class PortfolioFilterSet(wb_filters.FilterSet):
         label_key=Portfolio.get_representation_label_key(),
         method="filter_modeled_after",
     )
+    invests_in = wb_filters.ModelChoiceFilter(
+        label="Invests In",
+        queryset=Instrument.objects.all(),
+        endpoint=Instrument.get_representation_endpoint(),
+        value_key=Instrument.get_representation_value_key(),
+        label_key=Instrument.get_representation_label_key(),
+        filter_params={"is_investable_universe": True},
+        method="filter_invests_in",
+    )
 
     def filter_modeled_after(self, queryset, name, value):
         if value:
@@ -42,6 +52,13 @@ class PortfolioFilterSet(wb_filters.FilterSet):
             return queryset.filter(instruments=value)
         return queryset
 
+    def filter_invests_in(self, queryset, name, value):
+        if value:
+            return queryset.annotate(
+                invests_in=Exists(AssetPosition.objects.filter(underlying_quote=value, portfolio=OuterRef("pk")))
+            ).filter(invests_in=True)
+        return queryset
+
     class Meta:
         model = Portfolio
         fields = {

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/filters/positions.py

@@ -5,7 +5,7 @@ from pandas.tseries.offsets import BDay
 from wbcore import filters as wb_filters
 from wbcore.contrib.currency.models import Currency, CurrencyFXRates
 from wbcore.contrib.geography.models import Geography
-from wbcore.pandas.filterset import PandasFilterSetMixin
+from wbcore.contrib.pandas.filterset import PandasFilterSetMixin
 from wbcore.utils.date import current_financial_month
 from wbfdm.models import Classification, Instrument
 

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/filters/transactions/claim.py

@@ -1,8 +1,8 @@
 from django.db.models import Exists, OuterRef, Q
 from wbcore import filters as wb_filters
 from wbcore.contrib.directory.models import Entry, Person
+from wbcore.contrib.pandas.filterset import PandasFilterSetMixin
 from wbcore.filters.defaults import year_to_date_range
-from wbcore.pandas.filterset import PandasFilterSetMixin
 from wbcore.utils.date import current_financial_quarter
 from wbcrm.models.accounts import Account, AccountRole
 from wbfdm.models import Classification, ClassificationGroup

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/filters/transactions/fees.py

@@ -1,6 +1,6 @@
 from wbcore import filters as wb_filters
+from wbcore.contrib.pandas.filterset import PandasFilterSetMixin
 from wbcore.filters.defaults import current_quarter_date_range
-from wbcore.pandas.filterset import PandasFilterSetMixin
 
 from wbportfolio.models import Fees
 

{wbportfolio-1.56.6 → wbportfolio-1.59.11}/wbportfolio/import_export/backends/ubs/__init__.py

@@ -1,3 +1,4 @@
 from .asset_position import *
 from .fees import *
 from .instrument_price import *
+from .trade import *

wbportfolio-1.59.11/wbportfolio/import_export/backends/ubs/trade.py

@@ -0,0 +1,48 @@
+import json
+from datetime import date, datetime
+from io import BytesIO
+from typing import Optional
+
+from django.db import models
+from pandas.tseries.offsets import BDay
+from wbcore.contrib.io.backends import AbstractDataBackend, register
+
+from wbportfolio.api_clients.ubs import UBSNeoAPIClient
+
+from .mixin import DataBackendMixin
+
+
+@register("Trade", provider_key="ubs", save_data_in_import_source=True, passive_only=True)
+class DataBackend(DataBackendMixin, AbstractDataBackend):
+    def __init__(
+        self, import_credential: Optional[models.Model] = None, ubs_bank: Optional[models.Model] = None, **kwargs
+    ):
+        if not ubs_bank:
+            raise ValueError("The ubs company objects needs to be passed to this backend")
+        self.ubs_bank = ubs_bank
+        if not import_credential or not import_credential.authentication_token:
+            raise ValueError("UBS backend needs a valid import credential object")
+        self.authentication_token = import_credential.authentication_token.replace("Bearer ", "")
+        self.token_expiry_date = import_credential.validity_end
+
+    def get_files(
+        self,
+        execution_time: datetime,
+        start: date = None,
+        obj_external_ids: list[str] = None,
+        **kwargs,
+    ) -> BytesIO:
+        if not start:
+            start = (execution_time - BDay(2)).date()
+        end = execution_time.date()
+        if obj_external_ids:
+            client = UBSNeoAPIClient(self.authentication_token, self.token_expiry_date)
+            for external_id in obj_external_ids:
+                res_json = client.validate_response(
+                    client.get_rebalance_reports(external_id, from_date=start, to_date=end)
+                )
+                if res_json:
+                    content_file = BytesIO()
+                    content_file.write(json.dumps(res_json).encode())
+                    file_name = f"ubs_trades_{external_id}_{start:%Y-%m-%d}-{end:%Y-%m-%d}_{datetime.timestamp(execution_time)}.json"
+                    yield file_name, content_file

wbportfolio-1.59.11/wbportfolio/import_export/parsers/jpmorgan/strategy.py

@@ -0,0 +1,91 @@
+import datetime
+import logging
+import re
+
+import numpy as np
+import pandas as pd
+
+from wbportfolio.import_export.utils import convert_string_to_number
+
+logger = logging.getLogger("importers.parsers.jp_morgan.strategy")
+
+
+def file_name_parse(file_name):
+    dates = re.findall("([0-9]{8})", file_name)
+    if dates:
+        return {"valuation_date": datetime.datetime.strptime(dates[0], "%Y%m%d").date()}
+    return {}
+
+
+def parse(import_source):
+    # Load file into a CSV DictReader
+
+    df = pd.read_csv(import_source.file, encoding="utf-16", delimiter=",")
+
+    # Parse the Parts of the filename into the different parts
+    parts = file_name_parse(import_source.file.name)
+
+    # Get the valuation date from the parts list
+    report_date = parts.get("valuation_date")
+
+    # Iterate through the CSV File and parse the data into a list
+    data = list()
+    if "Date" in df.columns:
+        df["Date"] = pd.to_datetime(df["Date"])
+    df.replace([np.inf, -np.inf, np.nan], None, inplace=True)
+    for strategy_data in df.to_dict("records"):
+        valuation_date = strategy_data.get("Date", report_date)
+        if valuation_date:
+            bbg_tickers = strategy_data["BBG Ticker"].split(" ")
+            exchange = None
+            if len(bbg_tickers) == 2:
+                ticker = bbg_tickers[0]
+                instrument_type = bbg_tickers[1]
+            elif len(bbg_tickers) == 3:
+                ticker = bbg_tickers[0]
+                exchange = bbg_tickers[1]
+                instrument_type = bbg_tickers[2]
+
+            strategy = strategy_data["Strategy Ticker"].replace("Index", "").strip()
+            strategy_currency_key = strategy_data["Strategy CCY"]
+
+            position_currency_key = strategy_data["Position CCY"]
+
+            isin = strategy_data["Position ISIN"]
+            name = strategy_data["Position Description"]
+            initial_price = convert_string_to_number(strategy_data["Prices"])
+            initial_currency_fx_rate = convert_string_to_number(strategy_data["Fx Rates"])
+            if exchange:
+                exchange = {"bbg_exchange_codes": exchange}
+            try:
+                weighting = convert_string_to_number(strategy_data["Weight In Percent"].replace("%", "")) / 100
+            except Exception:
+                weighting = 0.0
+            underlying_quote = {
+                "ticker": ticker,
+                "exchange": exchange,
+                "isin": isin,
+                "name": name,
+                "currency__key": position_currency_key,
+                "instrument_type": instrument_type.lower(),
+            }
+            if isin:
+                underlying_quote["isin"] = isin
+            data.append(
+                {
+                    "underlying_quote": underlying_quote,
+                    "portfolio": {
+                        "instrument_type": "index",
+                        "ticker": strategy,
+                        "currency__key": strategy_currency_key,
+                    },
+                    "exchange": exchange,
+                    "is_estimated": False,
+                    "currency__key": position_currency_key,
+                    "initial_currency_fx_rate": initial_currency_fx_rate,
+                    "weighting": weighting,
+                    "initial_price": initial_price,
+                    "date": valuation_date.strftime("%Y-%m-%d"),
+                }
+            )
+    return {"data": data}

wbportfolio-1.59.11/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-1.56.6 → wbportfolio-1.59.11}/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-1.59.11/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-1.59.11/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-1.59.11/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)
+    ]