wbportfolio 2.2.1__py2.py3-none-any.whl

wbportfolio/migrations/0059_fees_unique_fees.py

@@ -0,0 +1,51 @@
+# Generated by Django 5.0.3 on 2024-04-23 09:36
+
+from django.db import migrations, models
+
+
+def handle_existing_duplicates(apps, schema_editor):
+    Fees = apps.get_model("wbportfolio", "Fees")
+
+    # we delete any fees with non unique lookup with same total value, this is safe
+    for row in (
+        Fees.objects.values("linked_product", "fee_date", "transaction_subtype", "calculated", "total_value")
+        .annotate(c=models.Count("*"))
+        .filter(c__gt=1)
+    ):
+        row.pop("c")
+        for f in Fees.objects.filter(**row)[1:]:
+            f.delete()
+    # we dinstiguly delete duplicates only for calculated fees and keep the last inserted
+    for row in (
+        Fees.objects.filter(calculated=True)
+        .values("linked_product", "fee_date", "transaction_subtype", "calculated")
+        .annotate(c=models.Count("*"))
+        .filter(c__gt=1)
+    ):
+        row.pop("c")
+        for f in Fees.objects.filter(**row).order_by("-id")[1:]:
+            f.delete()
+
+    # we shouldn't have any duplicates (particularly non calculated fees) at this point
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbportfolio", "0058_pmsinstrument"),
+    ]
+
+    operations = [
+        migrations.RunSQL(
+            sql="SET CONSTRAINTS ALL IMMEDIATE;",
+        ),
+        migrations.RunPython(handle_existing_duplicates),
+        migrations.RunSQL(
+            sql="SET CONSTRAINTS ALL DEFERRED;",
+        ),
+        migrations.AddConstraint(
+            model_name="fees",
+            constraint=models.UniqueConstraint(
+                fields=("linked_product", "fee_date", "transaction_subtype", "calculated"), name="unique_fees"
+            ),
+        ),
+    ]

wbportfolio/migrations/0060_alter_portfolioportfoliothroughmodel_type.py

@@ -0,0 +1,21 @@
+# Generated by Django 5.0.4 on 2024-05-01 11:43
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbportfolio", "0059_fees_unique_fees"),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name="portfolioportfoliothroughmodel",
+            name="type",
+            field=models.CharField(
+                choices=[("PRIMARY", "Primary"), ("MODEL", "Model"), ("BENCHMARK", "Benchmark"), ("INDEX", "Index")],
+                default="PRIMARY",
+                verbose_name="Type",
+            ),
+        ),
+    ]

wbportfolio/migrations/0061_portfolio_bank_accounts_product_bank_account_and_more.py

@@ -0,0 +1,175 @@
+# Generated by Django 5.0.6 on 2024-06-06 08:55
+
+from decimal import Decimal
+
+import django.db.models.deletion
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("directory", "0008_bankingcontact_access"),
+        ("io", "0007_alter_exportsource_query_params"),
+        ("wbportfolio", "0060_alter_portfolioportfoliothroughmodel_type"),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name="portfolio",
+            name="bank_accounts",
+            field=models.ManyToManyField(
+                blank=True, related_name="wbportfolio_portfolios", to="directory.bankingcontact"
+            ),
+        ),
+        migrations.AddField(
+            model_name="product",
+            name="bank_account",
+            field=models.ForeignKey(
+                blank=True,
+                null=True,
+                on_delete=django.db.models.deletion.PROTECT,
+                related_name="wbportfolio_products",
+                to="directory.bankingcontact",
+            ),
+        ),
+        migrations.CreateModel(
+            name="PortfolioCashTarget",
+            fields=[
+                ("id", models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name="ID")),
+                ("valid_date", models.DateField()),
+                ("min_target", models.DecimalField(blank=True, decimal_places=4, max_digits=5, null=True)),
+                ("target", models.DecimalField(decimal_places=4, default=Decimal("0"), max_digits=5)),
+                ("max_target", models.DecimalField(blank=True, decimal_places=4, max_digits=5, null=True)),
+                ("comment", models.TextField(blank=True, default="")),
+                (
+                    "portfolio",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="cash_targets",
+                        to="wbportfolio.portfolio",
+                    ),
+                ),
+            ],
+            options={
+                "verbose_name": "Portfolio Cash Target",
+                "verbose_name_plural": "Portfolio Cash Targets",
+            },
+        ),
+        migrations.CreateModel(
+            name="PortfolioSwingPricing",
+            fields=[
+                ("id", models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name="ID")),
+                ("valid_date", models.DateField()),
+                ("negative_threshold", models.DecimalField(decimal_places=4, max_digits=4)),
+                ("negative_swing_factor", models.DecimalField(decimal_places=4, max_digits=4)),
+                ("positive_threshold", models.DecimalField(decimal_places=4, max_digits=4)),
+                ("positive_swing_factor", models.DecimalField(decimal_places=4, max_digits=4)),
+                (
+                    "portfolio",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="swing_pricings",
+                        to="wbportfolio.portfolio",
+                    ),
+                ),
+            ],
+            options={
+                "verbose_name": "Portfolio Swing Pricing",
+                "verbose_name_plural": "Portfolio Swing Pricings",
+            },
+        ),
+        migrations.CreateModel(
+            name="DailyPortfolioCashFlow",
+            fields=[
+                ("id", models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name="ID")),
+                ("pending", models.BooleanField(default=False)),
+                ("value_date", models.DateField()),
+                ("cash", models.DecimalField(blank=True, decimal_places=4, max_digits=19)),
+                (
+                    "cash_flow_forecast",
+                    models.DecimalField(blank=True, decimal_places=4, default=Decimal("0"), max_digits=19),
+                ),
+                ("total_assets", models.DecimalField(blank=True, decimal_places=4, max_digits=19)),
+                (
+                    "min_target_cash_pct",
+                    models.DecimalField(blank=True, decimal_places=4, default=Decimal("0"), max_digits=4),
+                ),
+                (
+                    "target_cash_pct",
+                    models.DecimalField(blank=True, decimal_places=4, default=Decimal("0"), max_digits=4),
+                ),
+                (
+                    "max_target_cash_pct",
+                    models.DecimalField(blank=True, decimal_places=4, default=Decimal("0"), max_digits=4),
+                ),
+                ("estimated_total_assets", models.DecimalField(blank=True, decimal_places=4, max_digits=19)),
+                ("cash_flow_asset_ratio", models.DecimalField(blank=True, decimal_places=4, max_digits=5)),
+                ("true_cash", models.DecimalField(blank=True, decimal_places=4, max_digits=19)),
+                ("cash_pct", models.DecimalField(blank=True, decimal_places=4, max_digits=5)),
+                ("true_cash_pct", models.DecimalField(blank=True, decimal_places=4, max_digits=5)),
+                ("target_cash", models.DecimalField(blank=True, decimal_places=4, max_digits=19)),
+                ("excess_cash", models.DecimalField(blank=True, decimal_places=4, max_digits=19)),
+                (
+                    "proposed_rebalancing",
+                    models.DecimalField(blank=True, decimal_places=4, default=Decimal("0"), max_digits=19),
+                ),
+                (
+                    "rebalancing",
+                    models.DecimalField(blank=True, decimal_places=4, default=Decimal("0"), max_digits=19),
+                ),
+                ("comment", models.TextField(blank=True, default="")),
+                (
+                    "import_source",
+                    models.ForeignKey(
+                        blank=True, null=True, on_delete=django.db.models.deletion.SET_NULL, to="io.importsource"
+                    ),
+                ),
+                (
+                    "portfolio",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="daily_cashflows",
+                        to="wbportfolio.portfolio",
+                    ),
+                ),
+                (
+                    "swing_pricing",
+                    models.ForeignKey(
+                        blank=True,
+                        null=True,
+                        on_delete=django.db.models.deletion.SET_NULL,
+                        related_name="cash_flow",
+                        to="wbportfolio.portfolioswingpricing",
+                    ),
+                ),
+            ],
+            options={
+                "verbose_name": "Daily Portfolio CashFlow",
+                "verbose_name_plural": "Daily Portfolio CashFlow",
+            },
+        ),
+        migrations.AddConstraint(
+            model_name="portfoliocashtarget",
+            constraint=models.UniqueConstraint(fields=("portfolio", "valid_date"), name="unique_portfolio_valid_date"),
+        ),
+        migrations.AddConstraint(
+            model_name="portfolioswingpricing",
+            constraint=models.CheckConstraint(
+                check=models.Q(
+                    ("negative_threshold__lt", 0),
+                    ("negative_swing_factor__lt", 0),
+                    ("positive_threshold__gt", 0),
+                    ("positive_swing_factor__gt", 0),
+                ),
+                name="value_polarity",
+            ),
+        ),
+        migrations.AddConstraint(
+            model_name="portfolioswingpricing",
+            constraint=models.UniqueConstraint(fields=("valid_date", "portfolio"), name="unique_valid_date_portfolio"),
+        ),
+        migrations.AddConstraint(
+            model_name="dailyportfoliocashflow",
+            constraint=models.UniqueConstraint(fields=("portfolio", "value_date"), name="unique_portfolio_value_date"),
+        ),
+    ]

wbportfolio/migrations/0062_alter_dailyportfoliocashflow_options.py

@@ -0,0 +1,20 @@
+# Generated by Django 5.0.6 on 2024-06-18 08:48
+
+from django.db import migrations
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbportfolio", "0061_portfolio_bank_accounts_product_bank_account_and_more"),
+    ]
+
+    operations = [
+        migrations.AlterModelOptions(
+            name="dailyportfoliocashflow",
+            options={
+                "permissions": [("administrate_dailyportfoliocashflow", "Can administrate Daily Portfolio CashFlow")],
+                "verbose_name": "Daily Portfolio CashFlow",
+                "verbose_name_plural": "Daily Portfolio CashFlow",
+            },
+        ),
+    ]

wbportfolio/migrations/0063_accountreconciliation_accountreconciliationline_and_more.py

@@ -0,0 +1,133 @@
+# Generated by Django 5.0.6 on 2024-07-19 14:20
+
+from decimal import Decimal
+
+import django.db.models.deletion
+from django.conf import settings
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbcrm", "0009_alter_account_is_public"),
+        ("wbportfolio", "0062_alter_dailyportfoliocashflow_options"),
+        migrations.swappable_dependency(settings.AUTH_USER_MODEL),
+    ]
+
+    operations = [
+        migrations.CreateModel(
+            name="AccountReconciliation",
+            fields=[
+                ("id", models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name="ID")),
+                ("reconciliation_date", models.DateField()),
+                ("approved_dt", models.DateTimeField(blank=True, null=True, verbose_name="Approved Timestamp")),
+                (
+                    "account",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="wbportfolio_reconciliations",
+                        to="wbcrm.account",
+                    ),
+                ),
+                (
+                    "approved_by",
+                    models.ForeignKey(
+                        blank=True,
+                        null=True,
+                        on_delete=django.db.models.deletion.PROTECT,
+                        related_name="+",
+                        to=settings.AUTH_USER_MODEL,
+                        verbose_name="Approved By",
+                    ),
+                ),
+                (
+                    "creator",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.PROTECT, related_name="+", to=settings.AUTH_USER_MODEL
+                    ),
+                ),
+            ],
+            options={
+                "verbose_name": "Account Holdings Reconciliation",
+                "verbose_name_plural": "Account Holdings Reconciliations",
+                "notification_types": [
+                    (
+                        "wbportfolio.account_reconciliation.notify",
+                        "Account Reconciliation Events",
+                        "A notification that informs the user about an account reconciliation event.",
+                        True,
+                        True,
+                        True,
+                    )
+                ],
+            },
+        ),
+        migrations.CreateModel(
+            name="AccountReconciliationLine",
+            fields=[
+                ("id", models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name="ID")),
+                (
+                    "price",
+                    models.DecimalField(
+                        decimal_places=4,
+                        default=Decimal("0"),
+                        help_text="The last share price of the product",
+                        max_digits=18,
+                    ),
+                ),
+                ("price_date", models.DateField()),
+                (
+                    "shares",
+                    models.IntegerField(default=0, help_text="The number of shares computed through the Workbench"),
+                ),
+                (
+                    "nominal_value",
+                    models.IntegerField(default=0, help_text="The nominal value computed through the Workbench"),
+                ),
+                (
+                    "shares_external",
+                    models.IntegerField(
+                        default=0,
+                        help_text="The number of shares externally provided through the Account holder. Initially set to the number of shares computed through the Workbench",
+                    ),
+                ),
+                (
+                    "nominal_value_external",
+                    models.IntegerField(
+                        default=0,
+                        help_text="The nominal value externally provided through the Account holder. Initially set to the number of shares computed through the Workbench",
+                    ),
+                ),
+                (
+                    "product",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="account_reconciliation_lines",
+                        to="wbportfolio.product",
+                    ),
+                ),
+                (
+                    "reconciliation",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="lines",
+                        to="wbportfolio.accountreconciliation",
+                    ),
+                ),
+            ],
+            options={
+                "verbose_name": "Account Reconciliation (Product)",
+                "verbose_name_plural": "Account Reconciliation (Products)",
+            },
+        ),
+        migrations.AddConstraint(
+            model_name="accountreconciliation",
+            constraint=models.UniqueConstraint(fields=("reconciliation_date", "account"), name="unique_date_account"),
+        ),
+        migrations.AddConstraint(
+            model_name="accountreconciliationline",
+            constraint=models.UniqueConstraint(
+                fields=("reconciliation", "product"), name="unique_reconcilation_product"
+            ),
+        ),
+    ]

wbportfolio/migrations/0064_alter_portfolio_managers_portfolio_is_tracked_and_more.py

@@ -0,0 +1,40 @@
+# Generated by Django 5.0.8 on 2024-08-13 13:48
+
+import django.db.models.manager
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbportfolio", "0063_accountreconciliation_accountreconciliationline_and_more"),
+    ]
+
+    operations = [
+        migrations.AlterModelManagers(
+            name="portfolio",
+            managers=[
+                ("tracked_objects", django.db.models.manager.Manager()),
+            ],
+        ),
+        migrations.AddField(
+            model_name="portfolio",
+            name="is_tracked",
+            field=models.BooleanField(
+                default=True,
+                help_text="True if the internal updating mechanism (e.g., Propagation, Synchronization etc...) needs to apply to this portfolio",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolio",
+            name="is_invested",
+            field=models.BooleanField(default=False, help_text="True if the portfolio AUM counts"),
+        ),
+        migrations.AlterField(
+            model_name="portfolio",
+            name="is_manageable",
+            field=models.BooleanField(
+                default=False,
+                help_text="True if the portfolio can be manually modified (e.g. Trade proposal be submitted or total weight recomputed)",
+            ),
+        ),
+    ]

wbportfolio/migrations/0065_alter_portfolio_managers_claim_as_shares_and_more.py

@@ -0,0 +1,73 @@
+# Generated by Django 5.0.6 on 2024-08-15 13:59
+
+from decimal import Decimal
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("wbportfolio", "0064_alter_portfolio_managers_portfolio_is_tracked_and_more"),
+    ]
+
+    operations = [
+        migrations.AlterModelManagers(
+            name="portfolio",
+            managers=[],
+        ),
+        migrations.AddField(
+            model_name="claim",
+            name="as_shares",
+            field=models.BooleanField(default=True),
+        ),
+        migrations.AlterField(
+            model_name="accountreconciliationline",
+            name="nominal_value",
+            field=models.DecimalField(
+                decimal_places=4,
+                default=Decimal("0"),
+                help_text="The nominal value computed through the Workbench",
+                max_digits=18,
+            ),
+        ),
+        migrations.AlterField(
+            model_name="accountreconciliationline",
+            name="nominal_value_external",
+            field=models.DecimalField(
+                decimal_places=4,
+                default=Decimal("0"),
+                help_text="The nominal value externally provided through the Account holder. Initially set to the number of shares computed through the Workbench",
+                max_digits=18,
+            ),
+        ),
+        migrations.AlterField(
+            model_name="accountreconciliationline",
+            name="shares",
+            field=models.DecimalField(
+                decimal_places=4,
+                default=Decimal("0"),
+                help_text="The number of shares computed through the Workbench",
+                max_digits=18,
+            ),
+        ),
+        migrations.AlterField(
+            model_name="accountreconciliationline",
+            name="shares_external",
+            field=models.DecimalField(
+                decimal_places=4,
+                default=Decimal("0"),
+                help_text="The number of shares externally provided through the Account holder. Initially set to the number of shares computed through the Workbench",
+                max_digits=18,
+            ),
+        ),
+        migrations.AlterField(
+            model_name="claim",
+            name="date",
+            field=models.DateField(verbose_name="Trade Date"),
+        ),
+        migrations.AlterField(
+            model_name="claim",
+            name="reference",
+            field=models.CharField(blank=True, max_length=255, null=True, verbose_name="Additional Reference"),
+        ),
+    ]

wbportfolio/migrations/0066_assetposition_initial_shares_at_custodian_and_more.py

@@ -0,0 +1,108 @@
+# Generated by Django 5.0.6 on 2024-08-28 09:41
+
+import django.db.models.deletion
+from django.db import migrations, models
+
+
+def copy_through(apps, schema_editor):
+    Portfolio = apps.get_model("wbportfolio", "Portfolio")
+    PortfolioBankAccountThroughModel = apps.get_model("wbportfolio", "PortfolioBankAccountThroughModel")
+
+    # We loop over portfolios and their bank accounts with distinct, because we add unique constraints later
+    for portfolio in Portfolio.objects.filter(bank_accounts__isnull=False).distinct():
+        for bank_account in portfolio.bank_accounts.all().distinct():
+            PortfolioBankAccountThroughModel.objects.create(portfolio=portfolio, bank_account=bank_account)
+
+
+class Migration(migrations.Migration):
+    dependencies = [
+        ("directory", "0009_remove_entry_external_identfier_and_more"),
+        ("wbportfolio", "0065_alter_portfolio_managers_claim_as_shares_and_more"),
+    ]
+
+    operations = [
+        migrations.CreateModel(
+            name="PortfolioBankAccountThroughModel",
+            fields=[
+                ("id", models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name="ID")),
+                (
+                    "portfolio_bank_account_type",
+                    models.CharField(
+                        choices=[("CASH", "Cash"), ("SECURITIES", "Securities")], default="CASH", max_length=255
+                    ),
+                ),
+                (
+                    "bank_account",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="portfolio_through",
+                        to="directory.bankingcontact",
+                    ),
+                ),
+                (
+                    "portfolio",
+                    models.ForeignKey(
+                        on_delete=django.db.models.deletion.CASCADE,
+                        related_name="bank_account_through",
+                        to="wbportfolio.portfolio",
+                    ),
+                ),
+            ],
+            options={
+                "verbose_name": "Portfolio Bank Account",
+                "verbose_name_plural": "Portfolio Bank Accounts",
+            },
+        ),
+        migrations.RunPython(copy_through),
+        migrations.RemoveField(
+            model_name="portfolio",
+            name="bank_accounts",
+        ),
+        migrations.AddField(
+            model_name="portfolio",
+            name="bank_accounts",
+            field=models.ManyToManyField(
+                blank=True,
+                related_name="wbportfolio_portfolios",
+                through="wbportfolio.PortfolioBankAccountThroughModel",
+                to="directory.bankingcontact",
+            ),
+        ),
+        migrations.AddConstraint(
+            model_name="portfoliobankaccountthroughmodel",
+            constraint=models.UniqueConstraint(
+                fields=("portfolio", "bank_account"), name="unique_portfolio_bank_account"
+            ),
+        ),
+        migrations.AddConstraint(
+            model_name="portfoliobankaccountthroughmodel",
+            constraint=models.UniqueConstraint(
+                condition=models.Q(("portfolio_bank_account_type", "SECURITIES")),
+                fields=("portfolio",),
+                name="unique_portfolio_bank_account_type",
+            ),
+        ),
+        migrations.AddField(
+            model_name="portfolio",
+            name="only_weighting",
+            field=models.BooleanField(
+                default=False,
+                help_text="Indicates that this portfolio is only utilizing weights and disregards shares, e.g. a model portfolio",
+            ),
+        ),
+        migrations.AlterField(
+            model_name="portfolioportfoliothroughmodel",
+            name="type",
+            field=models.CharField(
+                choices=[
+                    ("PRIMARY", "Primary"),
+                    ("MODEL", "Model"),
+                    ("BENCHMARK", "Benchmark"),
+                    ("INDEX", "Index"),
+                    ("CUSTODIAN", "Custodian"),
+                ],
+                default="PRIMARY",
+                verbose_name="Type",
+            ),
+        ),
+    ]