wbportfolio 2.2.1__py2.py3-none-any.whl

wbportfolio/migrations/0053_remove_product_group.py

@@ -0,0 +1,132 @@
+# Generated by Django 4.2.8 on 2023-12-18 13:46
+
+import django.db.models.deletion
+from django.db import migrations, models
+
+
+def migrate_productgroup_to_parent(apps, schema_editor):
+    ProductGroup = apps.get_model("wbportfolio", "ProductGroup")
+    Product = apps.get_model("wbportfolio", "Product")
+    Instrument = apps.get_model("wbfdm", "Instrument")
+    for product_group in ProductGroup.objects.all():
+        for product in Product.objects.filter(group=product_group):
+            instrument = Instrument.objects.get(id=product.instrument_ptr_id)
+            instrument.parent_id = product_group.instrument_ptr_id
+            instrument.save()
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbfdm", "0012_instrumentprice_created_instrumentprice_modified"),
+        ("wbportfolio", "0052_remove_cash_instrument_ptr_and_more"),
+    ]
+
+    operations = [
+        migrations.RunPython(migrate_productgroup_to_parent),
+        migrations.RemoveField(
+            model_name="product",
+            name="group",
+        ),
+        migrations.AlterField(
+            model_name="adjustment",
+            name="instrument",
+            field=models.ForeignKey(
+                limit_choices_to=models.Q(("children__isnull", True)),
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="pms_adjustments",
+                to="wbfdm.instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="assetposition",
+            name="underlying_instrument",
+            field=models.ForeignKey(
+                help_text="The instrument that is this asset.",
+                limit_choices_to=models.Q(("children__isnull", True)),
+                on_delete=django.db.models.deletion.PROTECT,
+                related_name="assets",
+                to="wbfdm.instrument",
+                verbose_name="Underlying Instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfoliorole",
+            name="instrument",
+            field=models.ForeignKey(
+                blank=True,
+                limit_choices_to=models.Q(("children__isnull", True)),
+                null=True,
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="portfolio_roles",
+                to="wbfdm.instrument",
+                verbose_name="Instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="transaction",
+            name="underlying_instrument",
+            field=models.ForeignKey(
+                help_text="The instrument that is this transaction.",
+                limit_choices_to=models.Q(("children__isnull", True)),
+                on_delete=django.db.models.deletion.PROTECT,
+                related_name="transactions",
+                to="wbfdm.instrument",
+                verbose_name="Underlying Instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolio",
+            name="prefered_instrument_classifications",
+            field=models.ManyToManyField(
+                blank=True,
+                limit_choices_to=models.Q(("instrument_type__is_classifiable", True)),
+                related_name="prefered_portfolio_classifications",
+                through="wbportfolio.PortfolioInstrumentPreferedClassificationThroughModel",
+                to="wbfdm.instrument",
+                verbose_name="The Prefered classification per instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolioinstrumentpreferedclassificationthroughmodel",
+            name="instrument",
+            field=models.ForeignKey(
+                limit_choices_to=models.Q(("instrument_type__is_classifiable", True)),
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="prefered_classification_portfolio",
+                to="wbfdm.instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="instrumentportfoliothroughmodel",
+            name="instrument",
+            field=models.ForeignKey(
+                limit_choices_to=models.Q(
+                    ("instrument_type__key", "product"),
+                    ("instrument_type__key", "index"),
+                    ("instrument_type__key", "product_group"),
+                    _connector="OR",
+                ),
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="through_portfolios",
+                to="wbfdm.instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolio",
+            name="instruments",
+            field=models.ManyToManyField(
+                blank=True,
+                help_text="Instruments linked to this instrument",
+                limit_choices_to=models.Q(
+                    ("instrument_type__key", "product"),
+                    ("instrument_type__key", "index"),
+                    ("instrument_type__key", "product_group"),
+                    _connector="OR",
+                ),
+                related_name="portfolios",
+                through="wbportfolio.InstrumentPortfolioThroughModel",
+                to="wbfdm.instrument",
+                verbose_name="Instruments",
+            ),
+        ),
+    ]

wbportfolio/migrations/0054_portfolioinstrumentpreferredclassificationthroughmodel_and_more.py

@@ -0,0 +1,270 @@
+# Generated by Django 4.2.9 on 2024-02-07 15:58
+from contextlib import suppress
+
+import django.db.models.deletion
+from django.db import migrations, models
+
+
+def assign_hedged_currency(apps, schema_editor):
+    Product = apps.get_model("wbportfolio", "Product")
+    InstrumentPortfolioThroughModel = apps.get_model("wbportfolio", "InstrumentPortfolioThroughModel")
+
+    for product in Product.objects.filter(index_hedged_currency__isnull=False).distinct():
+        for rel in InstrumentPortfolioThroughModel.objects.filter(instrument_id=product.instrument_ptr_id):
+            portfolio = rel.portfolio
+            portfolio.hedged_currency = product.index_hedged_currency
+            portfolio.save()
+
+
+def modify_portfolio(apps, schema_editor):
+    Portfolio = apps.get_model("wbportfolio", "Portfolio")
+    PortfolioPortfolioThroughModel = apps.get_model("wbportfolio", "PortfolioPortfolioThroughModel")
+    InstrumentPortfolioThroughModel = apps.get_model("wbportfolio", "InstrumentPortfolioThroughModel")
+    TradeProposal = apps.get_model("wbportfolio", "TradeProposal")
+    Transaction = apps.get_model("wbportfolio", "Transaction")
+    Instrument = apps.get_model("wbfdm", "Instrument")
+    Portfolio.objects.filter(portfolio_type="MODEL").update(is_manageable=True)
+    PortfolioPortfolioThroughModel.objects.filter(is_primary=True).update(type="PRIMARY")
+    PortfolioPortfolioThroughModel.objects.filter(is_theme=True).delete()
+    for instrument in Instrument.objects.filter(portfolios__isnull=False).distinct():
+        with suppress(InstrumentPortfolioThroughModel.DoesNotExist):
+            assert_portfolio = InstrumentPortfolioThroughModel.objects.get(
+                instrument=instrument, asset_portfolio=True
+            ).portfolio
+            primary_portfolio_rel = InstrumentPortfolioThroughModel.objects.get(
+                instrument=instrument, primary_portfolio=True
+            )
+            if assert_portfolio != primary_portfolio_rel.portfolio:
+                try:
+                    primary_relationship = PortfolioPortfolioThroughModel.objects.get(
+                        portfolio=assert_portfolio, type="PRIMARY"
+                    )
+                except PortfolioPortfolioThroughModel.DoesNotExist:
+                    primary_relationship = PortfolioPortfolioThroughModel.objects.create(
+                        portfolio=assert_portfolio,
+                        dependency_portfolio=primary_portfolio_rel.portfolio,
+                        type="PRIMARY",
+                    )
+                if primary_portfolio_rel.portfolio != primary_relationship.dependency_portfolio:
+                    if not primary_portfolio_rel.portfolio.assets.exists():
+                        pass
+                    else:
+                        last_date = primary_portfolio_rel.portfolio.assets.latest("date").date
+                        if (
+                            primary_portfolio_rel.portfolio.assets.exclude(underlying_instrument__is_cash=True).filter(
+                                date=last_date
+                            )
+                        ).count() == 1:
+                            primary_relationship.dependency_portfolio = primary_portfolio_rel.portfolio
+                            primary_relationship.save()
+                        else:
+                            raise ValueError("cannot be here")
+                Transaction.objects.filter(portfolio=primary_portfolio_rel.portfolio).update(
+                    portfolio=assert_portfolio
+                )
+                primary_portfolio_rel.delete()
+        if InstrumentPortfolioThroughModel.objects.filter(instrument=instrument).count() > 1:
+            InstrumentPortfolioThroughModel.objects.filter(
+                instrument=instrument, primary_portfolio=False, asset_portfolio=False
+            ).delete()
+    for p in Portfolio.objects.filter(assets__isnull=True, transactions__isnull=True):
+        TradeProposal.objects.filter(model_portfolio=p).update(model_portfolio=models.F("portfolio"))
+        p.delete()
+
+    for rel in InstrumentPortfolioThroughModel.objects.filter(model_portfolio=True):
+        with suppress(InstrumentPortfolioThroughModel.DoesNotExist):
+            asset_portfolio = InstrumentPortfolioThroughModel.objects.get(
+                instrument=rel.instrument, asset_portfolio=True
+            ).portfolio
+            if assert_portfolio != rel.portfolio:
+                PortfolioPortfolioThroughModel.objects.update_or_create(
+                    portfolio=asset_portfolio, dependency_portfolio=rel.portfolio, defaults={"type": "MODEL"}
+                )
+    # Cleanup
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbfdm", "0012_instrumentprice_created_instrumentprice_modified"),
+        ("currency", "0001_initial"),
+        ("wbportfolio", "0053_remove_product_group"),
+    ]
+
+    operations = [
+        migrations.RenameModel(
+            old_name="PortfolioInstrumentPreferedClassificationThroughModel",
+            new_name="PortfolioInstrumentPreferredClassificationThroughModel",
+        ),
+        migrations.RenameField(
+            model_name="portfolio",
+            old_name="prefered_instrument_classifications",
+            new_name="preferred_instrument_classifications",
+        ),
+        migrations.AddField(
+            model_name="portfolio",
+            name="hedged_currency",
+            field=models.ForeignKey(
+                blank=True,
+                help_text="The hedged currency of the portfolio.",
+                null=True,
+                on_delete=django.db.models.deletion.PROTECT,
+                related_name="hedged_portfolios",
+                to="currency.currency",
+                verbose_name="Hedged Currency",
+            ),
+        ),
+        migrations.AddField(
+            model_name="portfolio",
+            name="is_manageable",
+            field=models.BooleanField(default=False),
+        ),
+        migrations.AddField(
+            model_name="portfolioportfoliothroughmodel",
+            name="type",
+            field=models.CharField(
+                choices=[("PRIMARY", "Primary"), ("MODEL", "Model"), ("BENCHMARK", "Benchmark")],
+                default="PRIMARY",
+                verbose_name="Type",
+            ),
+        ),
+        migrations.RunSQL(
+            sql="SET CONSTRAINTS ALL IMMEDIATE;",
+        ),
+        migrations.RunPython(assign_hedged_currency),
+        migrations.RunPython(modify_portfolio),
+        migrations.RunSQL(
+            sql="SET CONSTRAINTS ALL DEFERRED;",
+        ),
+        migrations.RemoveField(
+            model_name="instrumentportfoliothroughmodel",
+            name="base_instrument",
+        ),
+        migrations.RemoveField(
+            model_name="instrumentportfoliothroughmodel",
+            name="model_portfolio",
+        ),
+        migrations.RemoveField(
+            model_name="portfolio",
+            name="portfolio_type",
+        ),
+        migrations.RemoveField(
+            model_name="portfolioportfoliothroughmodel",
+            name="is_primary",
+        ),
+        migrations.RemoveField(
+            model_name="portfolioportfoliothroughmodel",
+            name="is_theme",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="index_hedged_currency",
+        ),
+        migrations.RemoveField(
+            model_name="instrumentportfoliothroughmodel",
+            name="asset_portfolio",
+        ),
+        migrations.RemoveField(
+            model_name="instrumentportfoliothroughmodel",
+            name="primary_portfolio",
+        ),
+        migrations.AlterField(
+            model_name="instrumentportfoliothroughmodel",
+            name="instrument",
+            field=models.ForeignKey(
+                on_delete=django.db.models.deletion.CASCADE, related_name="through_portfolios", to="wbfdm.instrument"
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolio",
+            name="instruments",
+            field=models.ManyToManyField(
+                blank=True,
+                help_text="Instruments linked to this instrument",
+                related_name="portfolios",
+                through="wbportfolio.InstrumentPortfolioThroughModel",
+                to="wbfdm.instrument",
+                verbose_name="Instruments",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolio",
+            name="preferred_instrument_classifications",
+            field=models.ManyToManyField(
+                blank=True,
+                limit_choices_to=models.Q(("instrument_type__is_classifiable", True)),
+                related_name="preferred_portfolio_classifications",
+                through="wbportfolio.PortfolioInstrumentPreferredClassificationThroughModel",
+                to="wbfdm.instrument",
+                verbose_name="The Preferred classification per instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolioinstrumentpreferredclassificationthroughmodel",
+            name="classification",
+            field=models.ForeignKey(
+                blank=True,
+                null=True,
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="preferred_classification_throughs",
+                to="wbfdm.classification",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolioinstrumentpreferredclassificationthroughmodel",
+            name="classification_group",
+            field=models.ForeignKey(
+                blank=True,
+                null=True,
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="preferred_classification_group_throughs",
+                to="wbfdm.classificationgroup",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolioinstrumentpreferredclassificationthroughmodel",
+            name="instrument",
+            field=models.ForeignKey(
+                limit_choices_to=models.Q(("instrument_type__is_classifiable", True)),
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="preferred_classification_portfolio",
+                to="wbfdm.instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolioinstrumentpreferredclassificationthroughmodel",
+            name="portfolio",
+            field=models.ForeignKey(
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="preferred_classification_instruments",
+                to="wbportfolio.portfolio",
+            ),
+        ),
+        migrations.AddConstraint(
+            model_name="portfolioportfoliothroughmodel",
+            constraint=models.UniqueConstraint(
+                condition=models.Q(("type", "ACTUAL")), fields=("portfolio", "type"), name="unique_actual"
+            ),
+        ),
+        migrations.AddConstraint(
+            model_name="portfolioportfoliothroughmodel",
+            constraint=models.UniqueConstraint(
+                condition=models.Q(("type", "MODEL")), fields=("portfolio", "type"), name="unique_model"
+            ),
+        ),
+        migrations.AddConstraint(
+            model_name="portfolioportfoliothroughmodel",
+            constraint=models.UniqueConstraint(
+                condition=models.Q(("type", "BENCHMARK")), fields=("portfolio", "type"), name="unique_benchmark"
+            ),
+        ),
+        migrations.AddConstraint(
+            model_name="instrumentportfoliothroughmodel",
+            constraint=models.UniqueConstraint(fields=("instrument",), name="unique_instrument"),
+        ),
+        migrations.AddConstraint(
+            model_name="instrumentportfoliothroughmodel",
+            constraint=models.UniqueConstraint(
+                fields=("instrument", "portfolio"), name="unique_portfolio_relationship"
+            ),
+        ),
+    ]

wbportfolio/migrations/0055_remove_product__custom_management_rebates_and_more.py

@@ -0,0 +1,139 @@
+# Generated by Django 4.2.9 on 2024-02-12 11:34
+
+from datetime import date
+from decimal import Decimal
+
+import django.contrib.postgres.constraints
+import django.contrib.postgres.fields.ranges
+import django.db.models.deletion
+from django.db import migrations, models
+from psycopg.types.range import DateRange
+
+
+def create_fees(apps, schema_editor):
+    Product = apps.get_model("wbportfolio", "Product")
+    FeeProductPercentage = apps.get_model("wbportfolio", "FeeProductPercentage")
+    for product in Product.objects.all():
+        FeeProductPercentage.objects.get_or_create(
+            product=product,
+            type="BANK",
+            timespan=DateRange(date.min, date.max),
+            defaults={"percent": product.bank_fees},
+        )
+        FeeProductPercentage.objects.get_or_create(
+            product=product,
+            type="MANAGEMENT",
+            timespan=DateRange(date.min, date.max),
+            defaults={"percent": product.management_fees},
+        )
+        FeeProductPercentage.objects.get_or_create(
+            product=product,
+            type="PERFORMANCE",
+            timespan=DateRange(date.min, date.max),
+            defaults={"percent": product.performance_fees, "vat_deduction": product.performance_fees_vat},
+        )
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbportfolio", "0054_portfolioinstrumentpreferredclassificationthroughmodel_and_more"),
+    ]
+
+    operations = [
+        migrations.CreateModel(
+            name="FeeProductPercentage",
+            fields=[
+                ("id", models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name="ID")),
+                (
+                    "type",
+                    models.CharField(
+                        choices=[("MANAGEMENT", "Management"), ("PERFORMANCE", "Performance"), ("BANK", "Bank")],
+                        default="MANAGEMENT",
+                        max_length=16,
+                    ),
+                ),
+                (
+                    "vat_deduction",
+                    models.DecimalField(
+                        decimal_places=6,
+                        default=Decimal("0"),
+                        help_text="The VAT deducted from this fees percentage",
+                        max_digits=6,
+                        verbose_name="VAT Deduction",
+                    ),
+                ),
+                ("percent", models.DecimalField(decimal_places=6, max_digits=6)),
+                ("timespan", django.contrib.postgres.fields.ranges.DateRangeField()),
+                (
+                    "product",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="fees_percentages",
+                        to="wbportfolio.product",
+                    ),
+                ),
+            ],
+            options={
+                "verbose_name": "Fees Percentage",
+                "verbose_name_plural": "Fees Percentage",
+            },
+        ),
+        migrations.RunPython(create_fees),
+        migrations.RemoveField(
+            model_name="product",
+            name="_custom_management_rebates",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="_custom_management_rebates_indirect",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="_custom_minimum_investment",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="_custom_performance_rebates",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="_custom_performance_rebates_indirect",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="bank_fees",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="management_fees",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="performance_fees",
+        ),
+        migrations.RemoveField(
+            model_name="product",
+            name="performance_fees_vat",
+        ),
+        migrations.AddConstraint(
+            model_name="feeproductpercentage",
+            constraint=django.contrib.postgres.constraints.ExclusionConstraint(
+                expressions=[("timespan", "&&"), ("product", "="), ("type", "=")],
+                name="exclude_overlapping_product_fees_type",
+            ),
+        ),
+        migrations.RemoveConstraint(
+            model_name="portfolioportfoliothroughmodel",
+            name="unique_actual",
+        ),
+        migrations.RemoveConstraint(
+            model_name="portfolioportfoliothroughmodel",
+            name="unique_benchmark",
+        ),
+        migrations.AddConstraint(
+            model_name="portfolioportfoliothroughmodel",
+            constraint=models.UniqueConstraint(
+                condition=models.Q(("type", "PRIMARY")), fields=("portfolio", "type"), name="unique_primary"
+            ),
+        ),
+    ]

wbportfolio/migrations/0056_remove_companyportfoliodata_assets_under_management_currency_and_more.py

@@ -0,0 +1,56 @@
+# Generated by Django 4.2.9 on 2024-02-16 08:33
+
+from django.db import migrations
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbportfolio", "0055_remove_product__custom_management_rebates_and_more"),
+    ]
+
+    operations = [
+        migrations.SeparateDatabaseAndState(
+            state_operations=[
+                migrations.RemoveField(
+                    model_name="companyportfoliodata",
+                    name="assets_under_management_currency",
+                ),
+                migrations.RemoveField(
+                    model_name="companyportfoliodata",
+                    name="company",
+                ),
+                migrations.RemoveField(
+                    model_name="companyportfoliodata",
+                    name="potential_currency",
+                ),
+                migrations.RemoveField(
+                    model_name="geographicfocus",
+                    name="company",
+                ),
+                migrations.RemoveField(
+                    model_name="geographicfocus",
+                    name="country",
+                ),
+                migrations.DeleteModel(
+                    name="AssetAllocation",
+                ),
+                migrations.DeleteModel(
+                    name="AssetAllocationType",
+                ),
+                migrations.DeleteModel(
+                    name="CompanyPortfolioData",
+                ),
+                migrations.DeleteModel(
+                    name="GeographicFocus",
+                ),
+            ],
+            database_operations=[
+                migrations.AlterModelTable(name="AssetAllocation", table="company_portfolio_assetallocation"),
+                migrations.AlterModelTable(name="AssetAllocationType", table="company_portfolio_assetallocationtype"),
+                migrations.AlterModelTable(
+                    name="CompanyPortfolioData", table="company_portfolio_companyportfoliodata"
+                ),
+                migrations.AlterModelTable(name="GeographicFocus", table="company_portfolio_geographicfocus"),
+            ],
+        )
+    ]

wbportfolio/migrations/0057_alter_portfolio_preferred_instrument_classifications_and_more.py

@@ -0,0 +1,36 @@
+# Generated by Django 4.2.11 on 2024-03-14 15:54
+
+import django.db.models.deletion
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbfdm", "0013_instrument_is_investable_universe_and_more"),
+        ("wbportfolio", "0056_remove_companyportfoliodata_assets_under_management_currency_and_more"),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name="portfolio",
+            name="preferred_instrument_classifications",
+            field=models.ManyToManyField(
+                blank=True,
+                limit_choices_to=models.Q(("instrument_type__is_classifiable", True), ("level", 0)),
+                related_name="preferred_portfolio_classifications",
+                through="wbportfolio.PortfolioInstrumentPreferredClassificationThroughModel",
+                to="wbfdm.instrument",
+                verbose_name="The Preferred classification per instrument",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolioinstrumentpreferredclassificationthroughmodel",
+            name="instrument",
+            field=models.ForeignKey(
+                limit_choices_to=models.Q(("instrument_type__is_classifiable", True), ("level", 0)),
+                on_delete=django.db.models.deletion.CASCADE,
+                related_name="preferred_classification_portfolio",
+                to="wbfdm.instrument",
+            ),
+        ),
+    ]

wbportfolio/migrations/0058_pmsinstrument.py

@@ -0,0 +1,23 @@
+# Generated by Django 4.2.11 on 2024-04-05 12:06
+
+from django.db import migrations
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbfdm", "0017_instrument_instrument_security_index"),
+        ("wbportfolio", "0057_alter_portfolio_preferred_instrument_classifications_and_more"),
+    ]
+
+    operations = [
+        migrations.CreateModel(
+            name="PMSInstrument",
+            fields=[],
+            options={
+                "proxy": True,
+                "indexes": [],
+                "constraints": [],
+            },
+            bases=("wbfdm.instrument",),
+        ),
+    ]