wbportfolio 2.2.1__py2.py3-none-any.whl

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  1. wbportfolio/__init__.py +1 -0
  2. wbportfolio/admin/__init__.py +12 -0
  3. wbportfolio/admin/asset.py +47 -0
  4. wbportfolio/admin/custodians.py +9 -0
  5. wbportfolio/admin/portfolio.py +127 -0
  6. wbportfolio/admin/portfolio_relationships.py +22 -0
  7. wbportfolio/admin/product_groups.py +42 -0
  8. wbportfolio/admin/products.py +80 -0
  9. wbportfolio/admin/reconciliations.py +14 -0
  10. wbportfolio/admin/registers.py +17 -0
  11. wbportfolio/admin/roles.py +19 -0
  12. wbportfolio/admin/synchronization/__init__.py +2 -0
  13. wbportfolio/admin/synchronization/admin.py +114 -0
  14. wbportfolio/admin/synchronization/portfolio_synchronization.py +18 -0
  15. wbportfolio/admin/synchronization/price_computation.py +21 -0
  16. wbportfolio/admin/transactions/__init__.py +5 -0
  17. wbportfolio/admin/transactions/claim.py +16 -0
  18. wbportfolio/admin/transactions/dividends.py +14 -0
  19. wbportfolio/admin/transactions/fees.py +35 -0
  20. wbportfolio/admin/transactions/trades.py +49 -0
  21. wbportfolio/admin/transactions/transactions.py +37 -0
  22. wbportfolio/analysis/__init__.py +0 -0
  23. wbportfolio/analysis/claims.py +235 -0
  24. wbportfolio/apps.py +5 -0
  25. wbportfolio/contrib/__init__.py +0 -0
  26. wbportfolio/contrib/company_portfolio/__init__.py +0 -0
  27. wbportfolio/contrib/company_portfolio/admin.py +28 -0
  28. wbportfolio/contrib/company_portfolio/apps.py +29 -0
  29. wbportfolio/contrib/company_portfolio/configs/__init__.py +3 -0
  30. wbportfolio/contrib/company_portfolio/configs/display.py +182 -0
  31. wbportfolio/contrib/company_portfolio/configs/endpoints.py +34 -0
  32. wbportfolio/contrib/company_portfolio/configs/previews.py +37 -0
  33. wbportfolio/contrib/company_portfolio/constants.py +1 -0
  34. wbportfolio/contrib/company_portfolio/dynamic_preferences_registry.py +87 -0
  35. wbportfolio/contrib/company_portfolio/factories.py +32 -0
  36. wbportfolio/contrib/company_portfolio/filters.py +127 -0
  37. wbportfolio/contrib/company_portfolio/management.py +19 -0
  38. wbportfolio/contrib/company_portfolio/migrations/0001_initial.py +214 -0
  39. wbportfolio/contrib/company_portfolio/migrations/__init__.py +0 -0
  40. wbportfolio/contrib/company_portfolio/models.py +334 -0
  41. wbportfolio/contrib/company_portfolio/scripts.py +76 -0
  42. wbportfolio/contrib/company_portfolio/serializers.py +303 -0
  43. wbportfolio/contrib/company_portfolio/tasks.py +19 -0
  44. wbportfolio/contrib/company_portfolio/tests/__init__.py +0 -0
  45. wbportfolio/contrib/company_portfolio/tests/conftest.py +161 -0
  46. wbportfolio/contrib/company_portfolio/tests/test_models.py +161 -0
  47. wbportfolio/contrib/company_portfolio/urls.py +29 -0
  48. wbportfolio/contrib/company_portfolio/viewsets.py +195 -0
  49. wbportfolio/defaults/__init__.py +0 -0
  50. wbportfolio/defaults/fees/__init__.py +0 -0
  51. wbportfolio/defaults/fees/default.py +92 -0
  52. wbportfolio/defaults/portfolio/__init__.py +0 -0
  53. wbportfolio/defaults/portfolio/default_rebalancing.py +45 -0
  54. wbportfolio/dynamic_preferences_registry.py +58 -0
  55. wbportfolio/factories/__init__.py +35 -0
  56. wbportfolio/factories/adjustments.py +17 -0
  57. wbportfolio/factories/assets.py +75 -0
  58. wbportfolio/factories/claim.py +39 -0
  59. wbportfolio/factories/custodians.py +11 -0
  60. wbportfolio/factories/dividends.py +14 -0
  61. wbportfolio/factories/fees.py +15 -0
  62. wbportfolio/factories/indexes.py +17 -0
  63. wbportfolio/factories/portfolio_cash_flow.py +20 -0
  64. wbportfolio/factories/portfolio_cash_targets.py +15 -0
  65. wbportfolio/factories/portfolio_swing_pricings.py +15 -0
  66. wbportfolio/factories/portfolios.py +59 -0
  67. wbportfolio/factories/product_groups.py +28 -0
  68. wbportfolio/factories/products.py +56 -0
  69. wbportfolio/factories/pytest_utils.py +121 -0
  70. wbportfolio/factories/reconciliations.py +23 -0
  71. wbportfolio/factories/roles.py +20 -0
  72. wbportfolio/factories/synchronization.py +40 -0
  73. wbportfolio/factories/trades.py +35 -0
  74. wbportfolio/factories/transactions.py +21 -0
  75. wbportfolio/fdm/__init__.py +0 -0
  76. wbportfolio/fdm/tasks.py +12 -0
  77. wbportfolio/filters/__init__.py +32 -0
  78. wbportfolio/filters/assets.py +485 -0
  79. wbportfolio/filters/assets_and_net_new_money_progression.py +42 -0
  80. wbportfolio/filters/custodians.py +10 -0
  81. wbportfolio/filters/esg.py +22 -0
  82. wbportfolio/filters/performances.py +171 -0
  83. wbportfolio/filters/portfolios.py +24 -0
  84. wbportfolio/filters/positions.py +178 -0
  85. wbportfolio/filters/products.py +157 -0
  86. wbportfolio/filters/roles.py +26 -0
  87. wbportfolio/filters/signals.py +92 -0
  88. wbportfolio/filters/transactions/__init__.py +20 -0
  89. wbportfolio/filters/transactions/claim.py +394 -0
  90. wbportfolio/filters/transactions/fees.py +66 -0
  91. wbportfolio/filters/transactions/trades.py +224 -0
  92. wbportfolio/filters/transactions/transactions.py +98 -0
  93. wbportfolio/import_export/__init__.py +0 -0
  94. wbportfolio/import_export/backends/__init__.py +2 -0
  95. wbportfolio/import_export/backends/ubs/__init__.py +3 -0
  96. wbportfolio/import_export/backends/ubs/asset_position.py +45 -0
  97. wbportfolio/import_export/backends/ubs/fees.py +63 -0
  98. wbportfolio/import_export/backends/ubs/instrument_price.py +44 -0
  99. wbportfolio/import_export/backends/ubs/mixin.py +15 -0
  100. wbportfolio/import_export/backends/utils.py +58 -0
  101. wbportfolio/import_export/backends/wbfdm/__init__.py +2 -0
  102. wbportfolio/import_export/backends/wbfdm/adjustment.py +50 -0
  103. wbportfolio/import_export/backends/wbfdm/dividend.py +16 -0
  104. wbportfolio/import_export/backends/wbfdm/mixin.py +15 -0
  105. wbportfolio/import_export/handlers/__init__.py +0 -0
  106. wbportfolio/import_export/handlers/adjustment.py +39 -0
  107. wbportfolio/import_export/handlers/asset_position.py +167 -0
  108. wbportfolio/import_export/handlers/dividend.py +80 -0
  109. wbportfolio/import_export/handlers/fees.py +58 -0
  110. wbportfolio/import_export/handlers/portfolio_cash_flow.py +57 -0
  111. wbportfolio/import_export/handlers/register.py +43 -0
  112. wbportfolio/import_export/handlers/trade.py +191 -0
  113. wbportfolio/import_export/parsers/__init__.py +0 -0
  114. wbportfolio/import_export/parsers/default_mapping.py +30 -0
  115. wbportfolio/import_export/parsers/jpmorgan/__init__.py +0 -0
  116. wbportfolio/import_export/parsers/jpmorgan/customer_trade.py +63 -0
  117. wbportfolio/import_export/parsers/jpmorgan/fees.py +64 -0
  118. wbportfolio/import_export/parsers/jpmorgan/strategy.py +116 -0
  119. wbportfolio/import_export/parsers/jpmorgan/valuation.py +41 -0
  120. wbportfolio/import_export/parsers/leonteq/__init__.py +0 -0
  121. wbportfolio/import_export/parsers/leonteq/customer_trade.py +47 -0
  122. wbportfolio/import_export/parsers/leonteq/equity.py +81 -0
  123. wbportfolio/import_export/parsers/leonteq/fees.py +70 -0
  124. wbportfolio/import_export/parsers/leonteq/trade.py +94 -0
  125. wbportfolio/import_export/parsers/leonteq/valuation.py +39 -0
  126. wbportfolio/import_export/parsers/natixis/__init__.py +0 -0
  127. wbportfolio/import_export/parsers/natixis/customer_trade.py +62 -0
  128. wbportfolio/import_export/parsers/natixis/d1_customer_trade.py +66 -0
  129. wbportfolio/import_export/parsers/natixis/d1_equity.py +80 -0
  130. wbportfolio/import_export/parsers/natixis/d1_fees.py +58 -0
  131. wbportfolio/import_export/parsers/natixis/d1_trade.py +70 -0
  132. wbportfolio/import_export/parsers/natixis/d1_valuation.py +41 -0
  133. wbportfolio/import_export/parsers/natixis/dividend.py +53 -0
  134. wbportfolio/import_export/parsers/natixis/equity.py +60 -0
  135. wbportfolio/import_export/parsers/natixis/fees.py +53 -0
  136. wbportfolio/import_export/parsers/natixis/trade.py +63 -0
  137. wbportfolio/import_export/parsers/natixis/utils.py +76 -0
  138. wbportfolio/import_export/parsers/natixis/valuation.py +46 -0
  139. wbportfolio/import_export/parsers/refinitiv/__init__.py +0 -0
  140. wbportfolio/import_export/parsers/refinitiv/adjustment.py +24 -0
  141. wbportfolio/import_export/parsers/sg_lux/__init__.py +0 -0
  142. wbportfolio/import_export/parsers/sg_lux/custodian_positions.py +70 -0
  143. wbportfolio/import_export/parsers/sg_lux/customer_trade.py +75 -0
  144. wbportfolio/import_export/parsers/sg_lux/customer_trade_pending_slk.py +140 -0
  145. wbportfolio/import_export/parsers/sg_lux/customer_trade_slk.py +80 -0
  146. wbportfolio/import_export/parsers/sg_lux/customer_trade_without_pw.py +57 -0
  147. wbportfolio/import_export/parsers/sg_lux/equity.py +137 -0
  148. wbportfolio/import_export/parsers/sg_lux/fees.py +56 -0
  149. wbportfolio/import_export/parsers/sg_lux/perf_fees.py +51 -0
  150. wbportfolio/import_export/parsers/sg_lux/portfolio_cash_flow.py +29 -0
  151. wbportfolio/import_export/parsers/sg_lux/portfolio_future_cash_flow.py +36 -0
  152. wbportfolio/import_export/parsers/sg_lux/registers.py +210 -0
  153. wbportfolio/import_export/parsers/sg_lux/sylk.py +248 -0
  154. wbportfolio/import_export/parsers/sg_lux/utils.py +36 -0
  155. wbportfolio/import_export/parsers/sg_lux/valuation.py +53 -0
  156. wbportfolio/import_export/parsers/societe_generale/__init__.py +0 -0
  157. wbportfolio/import_export/parsers/societe_generale/customer_trade.py +54 -0
  158. wbportfolio/import_export/parsers/societe_generale/strategy.py +94 -0
  159. wbportfolio/import_export/parsers/societe_generale/valuation.py +37 -0
  160. wbportfolio/import_export/parsers/tellco/__init__.py +0 -0
  161. wbportfolio/import_export/parsers/tellco/customer_trade.py +64 -0
  162. wbportfolio/import_export/parsers/tellco/equity.py +86 -0
  163. wbportfolio/import_export/parsers/tellco/valuation.py +52 -0
  164. wbportfolio/import_export/parsers/ubs/__init__.py +0 -0
  165. wbportfolio/import_export/parsers/ubs/api/__init__.py +0 -0
  166. wbportfolio/import_export/parsers/ubs/api/asset_position.py +106 -0
  167. wbportfolio/import_export/parsers/ubs/api/fees.py +31 -0
  168. wbportfolio/import_export/parsers/ubs/api/instrument_price.py +20 -0
  169. wbportfolio/import_export/parsers/ubs/api/utils.py +0 -0
  170. wbportfolio/import_export/parsers/ubs/customer_trade.py +60 -0
  171. wbportfolio/import_export/parsers/ubs/equity.py +97 -0
  172. wbportfolio/import_export/parsers/ubs/historical_customer_trade.py +67 -0
  173. wbportfolio/import_export/parsers/ubs/valuation.py +52 -0
  174. wbportfolio/import_export/parsers/vontobel/__init__.py +0 -0
  175. wbportfolio/import_export/parsers/vontobel/asset_position.py +97 -0
  176. wbportfolio/import_export/parsers/vontobel/customer_trade.py +54 -0
  177. wbportfolio/import_export/parsers/vontobel/historical_customer_trade.py +40 -0
  178. wbportfolio/import_export/parsers/vontobel/instrument.py +34 -0
  179. wbportfolio/import_export/parsers/vontobel/management_fees.py +86 -0
  180. wbportfolio/import_export/parsers/vontobel/performance_fees.py +35 -0
  181. wbportfolio/import_export/parsers/vontobel/trade.py +38 -0
  182. wbportfolio/import_export/parsers/vontobel/utils.py +17 -0
  183. wbportfolio/import_export/parsers/vontobel/valuation.py +29 -0
  184. wbportfolio/import_export/resources/__init__.py +0 -0
  185. wbportfolio/import_export/resources/assets.py +68 -0
  186. wbportfolio/import_export/resources/trades.py +41 -0
  187. wbportfolio/import_export/utils.py +42 -0
  188. wbportfolio/metric/__init__.py +0 -0
  189. wbportfolio/metric/backends/__init__.py +2 -0
  190. wbportfolio/metric/backends/base.py +86 -0
  191. wbportfolio/metric/backends/constants.py +222 -0
  192. wbportfolio/metric/backends/portfolio_base.py +255 -0
  193. wbportfolio/metric/backends/portfolio_esg.py +66 -0
  194. wbportfolio/metric/tests/__init__.py +0 -0
  195. wbportfolio/metric/tests/conftest.py +4 -0
  196. wbportfolio/metric/tests/test_portfolio_base.py +135 -0
  197. wbportfolio/metric/tests/test_portfolio_esg.py +69 -0
  198. wbportfolio/migrations/0001_initial_squashed.py +13848 -0
  199. wbportfolio/migrations/0002_product_default_sub_account_squashed_0039_alter_assetallocation_company_and_more.py +3836 -0
  200. wbportfolio/migrations/0040_instrument_financial_instrument.py +26 -0
  201. wbportfolio/migrations/0041_remove_listresearch_research_ptr_and_more.py +129 -0
  202. wbportfolio/migrations/0042_instrumentlist_instrumentlistthroughmodel_and_more.py +71 -0
  203. wbportfolio/migrations/0043_alter_instrumentlistthroughmodel_options_and_more.py +238 -0
  204. wbportfolio/migrations/0044_alter_instrumentlist_identifier.py +35 -0
  205. wbportfolio/migrations/0045_alter_instrument_financial_instrument.py +26 -0
  206. wbportfolio/migrations/0046_add_product_default_account.py +166 -0
  207. wbportfolio/migrations/0047_remove_product_default_sub_account.py +14 -0
  208. wbportfolio/migrations/0048_alter_trade_status.py +29 -0
  209. wbportfolio/migrations/0049_trade_claimed_shares.py +25 -0
  210. wbportfolio/migrations/0050_fees_fee_date_fees_wbportfolio_transac_1f7a29_idx.py +44 -0
  211. wbportfolio/migrations/0051_delete_macroreview.py +11 -0
  212. wbportfolio/migrations/0052_remove_cash_instrument_ptr_and_more.py +888 -0
  213. wbportfolio/migrations/0053_remove_product_group.py +132 -0
  214. wbportfolio/migrations/0054_portfolioinstrumentpreferredclassificationthroughmodel_and_more.py +270 -0
  215. wbportfolio/migrations/0055_remove_product__custom_management_rebates_and_more.py +139 -0
  216. wbportfolio/migrations/0056_remove_companyportfoliodata_assets_under_management_currency_and_more.py +56 -0
  217. wbportfolio/migrations/0057_alter_portfolio_preferred_instrument_classifications_and_more.py +36 -0
  218. wbportfolio/migrations/0058_pmsinstrument.py +23 -0
  219. wbportfolio/migrations/0059_fees_unique_fees.py +51 -0
  220. wbportfolio/migrations/0060_alter_portfolioportfoliothroughmodel_type.py +21 -0
  221. wbportfolio/migrations/0061_portfolio_bank_accounts_product_bank_account_and_more.py +175 -0
  222. wbportfolio/migrations/0062_alter_dailyportfoliocashflow_options.py +20 -0
  223. wbportfolio/migrations/0063_accountreconciliation_accountreconciliationline_and_more.py +133 -0
  224. wbportfolio/migrations/0064_alter_portfolio_managers_portfolio_is_tracked_and_more.py +40 -0
  225. wbportfolio/migrations/0065_alter_portfolio_managers_claim_as_shares_and_more.py +73 -0
  226. wbportfolio/migrations/0066_assetposition_initial_shares_at_custodian_and_more.py +108 -0
  227. wbportfolio/migrations/0067_assetposition_unique_asset_position.py +77 -0
  228. wbportfolio/migrations/0068_trade_internal_trade_trade_marked_as_internal_and_more.py +59 -0
  229. wbportfolio/migrations/0069_remove_portfolio_is_invested_and_more.py +56 -0
  230. wbportfolio/migrations/0070_remove_assetposition_unique_asset_position_and_more.py +82 -0
  231. wbportfolio/migrations/0071_alter_trade_options_alter_trade_order.py +22 -0
  232. wbportfolio/migrations/__init__.py +0 -0
  233. wbportfolio/models/__init__.py +26 -0
  234. wbportfolio/models/adjustments.py +246 -0
  235. wbportfolio/models/asset.py +869 -0
  236. wbportfolio/models/custodians.py +101 -0
  237. wbportfolio/models/indexes.py +33 -0
  238. wbportfolio/models/mixins/__init__.py +0 -0
  239. wbportfolio/models/mixins/instruments.py +127 -0
  240. wbportfolio/models/mixins/liquidity_stress_test.py +1307 -0
  241. wbportfolio/models/portfolio.py +1039 -0
  242. wbportfolio/models/portfolio_cash_flow.py +167 -0
  243. wbportfolio/models/portfolio_cash_targets.py +46 -0
  244. wbportfolio/models/portfolio_relationship.py +135 -0
  245. wbportfolio/models/portfolio_swing_pricings.py +51 -0
  246. wbportfolio/models/product_groups.py +230 -0
  247. wbportfolio/models/products.py +569 -0
  248. wbportfolio/models/reconciliations/__init__.py +2 -0
  249. wbportfolio/models/reconciliations/account_reconciliation_lines.py +192 -0
  250. wbportfolio/models/reconciliations/account_reconciliations.py +102 -0
  251. wbportfolio/models/reconciliations/reconciliations.py +25 -0
  252. wbportfolio/models/registers.py +132 -0
  253. wbportfolio/models/roles.py +208 -0
  254. wbportfolio/models/synchronization/__init__.py +3 -0
  255. wbportfolio/models/synchronization/portfolio_synchronization.py +292 -0
  256. wbportfolio/models/synchronization/price_computation.py +200 -0
  257. wbportfolio/models/synchronization/synchronization.py +188 -0
  258. wbportfolio/models/transactions/__init__.py +7 -0
  259. wbportfolio/models/transactions/claim.py +634 -0
  260. wbportfolio/models/transactions/dividends.py +31 -0
  261. wbportfolio/models/transactions/expiry.py +7 -0
  262. wbportfolio/models/transactions/fees.py +153 -0
  263. wbportfolio/models/transactions/trade_proposals.py +502 -0
  264. wbportfolio/models/transactions/trades.py +704 -0
  265. wbportfolio/models/transactions/transactions.py +211 -0
  266. wbportfolio/models/utils.py +12 -0
  267. wbportfolio/permissions.py +13 -0
  268. wbportfolio/pms/__init__.py +0 -0
  269. wbportfolio/pms/statistics/__init__.py +0 -0
  270. wbportfolio/pms/trading/__init__.py +1 -0
  271. wbportfolio/pms/trading/handler.py +164 -0
  272. wbportfolio/pms/typing.py +194 -0
  273. wbportfolio/preferences.py +6 -0
  274. wbportfolio/reports/__init__.py +0 -0
  275. wbportfolio/reports/monthly_position_report.py +74 -0
  276. wbportfolio/risk_management/__init__.py +0 -0
  277. wbportfolio/risk_management/backends/__init__.py +11 -0
  278. wbportfolio/risk_management/backends/accounts.py +166 -0
  279. wbportfolio/risk_management/backends/controversy_portfolio.py +63 -0
  280. wbportfolio/risk_management/backends/exposure_portfolio.py +203 -0
  281. wbportfolio/risk_management/backends/instrument_list_portfolio.py +89 -0
  282. wbportfolio/risk_management/backends/liquidity_risk.py +86 -0
  283. wbportfolio/risk_management/backends/liquidity_stress_instrument.py +86 -0
  284. wbportfolio/risk_management/backends/mixins.py +220 -0
  285. wbportfolio/risk_management/backends/product_integrity.py +111 -0
  286. wbportfolio/risk_management/backends/stop_loss_instrument.py +24 -0
  287. wbportfolio/risk_management/backends/stop_loss_portfolio.py +36 -0
  288. wbportfolio/risk_management/backends/ucits_portfolio.py +63 -0
  289. wbportfolio/risk_management/tests/__init__.py +0 -0
  290. wbportfolio/risk_management/tests/conftest.py +15 -0
  291. wbportfolio/risk_management/tests/test_accounts.py +98 -0
  292. wbportfolio/risk_management/tests/test_controversy_portfolio.py +33 -0
  293. wbportfolio/risk_management/tests/test_exposure_portfolio.py +94 -0
  294. wbportfolio/risk_management/tests/test_instrument_list_portfolio.py +60 -0
  295. wbportfolio/risk_management/tests/test_liquidity_risk.py +47 -0
  296. wbportfolio/risk_management/tests/test_product_integrity.py +55 -0
  297. wbportfolio/risk_management/tests/test_stop_loss_instrument.py +110 -0
  298. wbportfolio/risk_management/tests/test_stop_loss_portfolio.py +119 -0
  299. wbportfolio/risk_management/tests/test_ucits_portfolio.py +39 -0
  300. wbportfolio/serializers/__init__.py +42 -0
  301. wbportfolio/serializers/adjustments.py +24 -0
  302. wbportfolio/serializers/assets.py +166 -0
  303. wbportfolio/serializers/custodians.py +26 -0
  304. wbportfolio/serializers/portfolio_cash_flow.py +48 -0
  305. wbportfolio/serializers/portfolio_cash_targets.py +20 -0
  306. wbportfolio/serializers/portfolio_relationship.py +53 -0
  307. wbportfolio/serializers/portfolio_swing_pricing.py +20 -0
  308. wbportfolio/serializers/portfolios.py +143 -0
  309. wbportfolio/serializers/positions.py +76 -0
  310. wbportfolio/serializers/product_group.py +88 -0
  311. wbportfolio/serializers/products.py +331 -0
  312. wbportfolio/serializers/reconciliations.py +171 -0
  313. wbportfolio/serializers/registers.py +72 -0
  314. wbportfolio/serializers/roles.py +60 -0
  315. wbportfolio/serializers/signals.py +157 -0
  316. wbportfolio/serializers/synchronization.py +18 -0
  317. wbportfolio/serializers/transactions/__init__.py +24 -0
  318. wbportfolio/serializers/transactions/claim.py +310 -0
  319. wbportfolio/serializers/transactions/dividends.py +18 -0
  320. wbportfolio/serializers/transactions/expiry.py +18 -0
  321. wbportfolio/serializers/transactions/fees.py +32 -0
  322. wbportfolio/serializers/transactions/trades.py +315 -0
  323. wbportfolio/serializers/transactions/transactions.py +84 -0
  324. wbportfolio/tasks.py +125 -0
  325. wbportfolio/tests/__init__.py +0 -0
  326. wbportfolio/tests/conftest.py +164 -0
  327. wbportfolio/tests/models/__init__.py +0 -0
  328. wbportfolio/tests/models/test_account_reconciliation.py +191 -0
  329. wbportfolio/tests/models/test_assets.py +193 -0
  330. wbportfolio/tests/models/test_custodians.py +12 -0
  331. wbportfolio/tests/models/test_customer_trades.py +113 -0
  332. wbportfolio/tests/models/test_dividends.py +7 -0
  333. wbportfolio/tests/models/test_imports.py +192 -0
  334. wbportfolio/tests/models/test_instrument_mixins.py +48 -0
  335. wbportfolio/tests/models/test_merge.py +133 -0
  336. wbportfolio/tests/models/test_portfolio_cash_flow.py +112 -0
  337. wbportfolio/tests/models/test_portfolio_cash_targets.py +27 -0
  338. wbportfolio/tests/models/test_portfolio_swing_pricings.py +42 -0
  339. wbportfolio/tests/models/test_portfolios.py +676 -0
  340. wbportfolio/tests/models/test_product_groups.py +80 -0
  341. wbportfolio/tests/models/test_products.py +187 -0
  342. wbportfolio/tests/models/test_roles.py +82 -0
  343. wbportfolio/tests/models/test_splits.py +233 -0
  344. wbportfolio/tests/models/test_synchronization.py +617 -0
  345. wbportfolio/tests/models/transactions/__init__.py +0 -0
  346. wbportfolio/tests/models/transactions/test_claim.py +129 -0
  347. wbportfolio/tests/models/transactions/test_fees.py +65 -0
  348. wbportfolio/tests/models/transactions/test_trades.py +204 -0
  349. wbportfolio/tests/models/utils.py +13 -0
  350. wbportfolio/tests/serializers/__init__.py +0 -0
  351. wbportfolio/tests/serializers/test_claims.py +21 -0
  352. wbportfolio/tests/signals.py +151 -0
  353. wbportfolio/tests/tests.py +31 -0
  354. wbportfolio/tests/viewsets/__init__.py +0 -0
  355. wbportfolio/tests/viewsets/test_assets.py +67 -0
  356. wbportfolio/tests/viewsets/test_performances.py +72 -0
  357. wbportfolio/tests/viewsets/test_products.py +92 -0
  358. wbportfolio/tests/viewsets/transactions/__init__.py +0 -0
  359. wbportfolio/tests/viewsets/transactions/test_claims.py +146 -0
  360. wbportfolio/urls.py +247 -0
  361. wbportfolio/utils.py +30 -0
  362. wbportfolio/viewsets/__init__.py +57 -0
  363. wbportfolio/viewsets/adjustments.py +46 -0
  364. wbportfolio/viewsets/assets.py +562 -0
  365. wbportfolio/viewsets/assets_and_net_new_money_progression.py +117 -0
  366. wbportfolio/viewsets/charts/__init__.py +1 -0
  367. wbportfolio/viewsets/charts/assets.py +247 -0
  368. wbportfolio/viewsets/configs/__init__.py +6 -0
  369. wbportfolio/viewsets/configs/buttons/__init__.py +23 -0
  370. wbportfolio/viewsets/configs/buttons/adjustments.py +13 -0
  371. wbportfolio/viewsets/configs/buttons/assets.py +145 -0
  372. wbportfolio/viewsets/configs/buttons/claims.py +83 -0
  373. wbportfolio/viewsets/configs/buttons/custodians.py +76 -0
  374. wbportfolio/viewsets/configs/buttons/fees.py +14 -0
  375. wbportfolio/viewsets/configs/buttons/mixins.py +88 -0
  376. wbportfolio/viewsets/configs/buttons/portfolios.py +115 -0
  377. wbportfolio/viewsets/configs/buttons/products.py +41 -0
  378. wbportfolio/viewsets/configs/buttons/reconciliations.py +65 -0
  379. wbportfolio/viewsets/configs/buttons/registers.py +11 -0
  380. wbportfolio/viewsets/configs/buttons/signals.py +68 -0
  381. wbportfolio/viewsets/configs/buttons/trade_proposals.py +25 -0
  382. wbportfolio/viewsets/configs/buttons/trades.py +144 -0
  383. wbportfolio/viewsets/configs/display/__init__.py +61 -0
  384. wbportfolio/viewsets/configs/display/adjustments.py +81 -0
  385. wbportfolio/viewsets/configs/display/assets.py +265 -0
  386. wbportfolio/viewsets/configs/display/claim.py +299 -0
  387. wbportfolio/viewsets/configs/display/custodians.py +24 -0
  388. wbportfolio/viewsets/configs/display/esg.py +88 -0
  389. wbportfolio/viewsets/configs/display/fees.py +133 -0
  390. wbportfolio/viewsets/configs/display/portfolio_cash_flow.py +103 -0
  391. wbportfolio/viewsets/configs/display/portfolio_relationship.py +38 -0
  392. wbportfolio/viewsets/configs/display/portfolios.py +125 -0
  393. wbportfolio/viewsets/configs/display/positions.py +75 -0
  394. wbportfolio/viewsets/configs/display/product_groups.py +54 -0
  395. wbportfolio/viewsets/configs/display/product_performance.py +241 -0
  396. wbportfolio/viewsets/configs/display/products.py +249 -0
  397. wbportfolio/viewsets/configs/display/reconciliations.py +151 -0
  398. wbportfolio/viewsets/configs/display/registers.py +71 -0
  399. wbportfolio/viewsets/configs/display/roles.py +49 -0
  400. wbportfolio/viewsets/configs/display/trade_proposals.py +97 -0
  401. wbportfolio/viewsets/configs/display/trades.py +359 -0
  402. wbportfolio/viewsets/configs/display/transactions.py +55 -0
  403. wbportfolio/viewsets/configs/endpoints/__init__.py +75 -0
  404. wbportfolio/viewsets/configs/endpoints/adjustments.py +17 -0
  405. wbportfolio/viewsets/configs/endpoints/assets.py +115 -0
  406. wbportfolio/viewsets/configs/endpoints/claim.py +106 -0
  407. wbportfolio/viewsets/configs/endpoints/custodians.py +6 -0
  408. wbportfolio/viewsets/configs/endpoints/esg.py +14 -0
  409. wbportfolio/viewsets/configs/endpoints/fees.py +26 -0
  410. wbportfolio/viewsets/configs/endpoints/portfolio_relationship.py +23 -0
  411. wbportfolio/viewsets/configs/endpoints/portfolios.py +43 -0
  412. wbportfolio/viewsets/configs/endpoints/positions.py +18 -0
  413. wbportfolio/viewsets/configs/endpoints/product_groups.py +11 -0
  414. wbportfolio/viewsets/configs/endpoints/product_performance.py +29 -0
  415. wbportfolio/viewsets/configs/endpoints/products.py +37 -0
  416. wbportfolio/viewsets/configs/endpoints/reconciliations.py +31 -0
  417. wbportfolio/viewsets/configs/endpoints/roles.py +9 -0
  418. wbportfolio/viewsets/configs/endpoints/trade_proposals.py +17 -0
  419. wbportfolio/viewsets/configs/endpoints/trades.py +82 -0
  420. wbportfolio/viewsets/configs/endpoints/transactions.py +17 -0
  421. wbportfolio/viewsets/configs/menu/__init__.py +30 -0
  422. wbportfolio/viewsets/configs/menu/adjustments.py +8 -0
  423. wbportfolio/viewsets/configs/menu/assets.py +8 -0
  424. wbportfolio/viewsets/configs/menu/claim.py +41 -0
  425. wbportfolio/viewsets/configs/menu/custodians.py +11 -0
  426. wbportfolio/viewsets/configs/menu/fees.py +13 -0
  427. wbportfolio/viewsets/configs/menu/instrument_prices.py +10 -0
  428. wbportfolio/viewsets/configs/menu/portfolio_cash_flow.py +8 -0
  429. wbportfolio/viewsets/configs/menu/portfolios.py +15 -0
  430. wbportfolio/viewsets/configs/menu/positions.py +14 -0
  431. wbportfolio/viewsets/configs/menu/product_groups.py +10 -0
  432. wbportfolio/viewsets/configs/menu/product_performance.py +25 -0
  433. wbportfolio/viewsets/configs/menu/products.py +15 -0
  434. wbportfolio/viewsets/configs/menu/reconciliations.py +7 -0
  435. wbportfolio/viewsets/configs/menu/registers.py +10 -0
  436. wbportfolio/viewsets/configs/menu/roles.py +16 -0
  437. wbportfolio/viewsets/configs/menu/trades.py +18 -0
  438. wbportfolio/viewsets/configs/menu/transactions.py +8 -0
  439. wbportfolio/viewsets/configs/previews/__init__.py +1 -0
  440. wbportfolio/viewsets/configs/previews/portfolios.py +21 -0
  441. wbportfolio/viewsets/configs/titles/__init__.py +65 -0
  442. wbportfolio/viewsets/configs/titles/adjustments.py +19 -0
  443. wbportfolio/viewsets/configs/titles/assets.py +57 -0
  444. wbportfolio/viewsets/configs/titles/assets_and_net_new_money_progression.py +6 -0
  445. wbportfolio/viewsets/configs/titles/claim.py +81 -0
  446. wbportfolio/viewsets/configs/titles/custodians.py +12 -0
  447. wbportfolio/viewsets/configs/titles/esg.py +10 -0
  448. wbportfolio/viewsets/configs/titles/fees.py +25 -0
  449. wbportfolio/viewsets/configs/titles/instrument_prices.py +20 -0
  450. wbportfolio/viewsets/configs/titles/portfolios.py +32 -0
  451. wbportfolio/viewsets/configs/titles/positions.py +11 -0
  452. wbportfolio/viewsets/configs/titles/product_groups.py +12 -0
  453. wbportfolio/viewsets/configs/titles/product_performance.py +16 -0
  454. wbportfolio/viewsets/configs/titles/products.py +6 -0
  455. wbportfolio/viewsets/configs/titles/registers.py +12 -0
  456. wbportfolio/viewsets/configs/titles/roles.py +23 -0
  457. wbportfolio/viewsets/configs/titles/trades.py +51 -0
  458. wbportfolio/viewsets/configs/titles/transactions.py +8 -0
  459. wbportfolio/viewsets/custodians.py +66 -0
  460. wbportfolio/viewsets/esg.py +165 -0
  461. wbportfolio/viewsets/mixins.py +48 -0
  462. wbportfolio/viewsets/portfolio_cash_flow.py +31 -0
  463. wbportfolio/viewsets/portfolio_cash_targets.py +8 -0
  464. wbportfolio/viewsets/portfolio_relationship.py +46 -0
  465. wbportfolio/viewsets/portfolio_swing_pricing.py +8 -0
  466. wbportfolio/viewsets/portfolios.py +154 -0
  467. wbportfolio/viewsets/positions.py +292 -0
  468. wbportfolio/viewsets/product_groups.py +84 -0
  469. wbportfolio/viewsets/product_performance.py +646 -0
  470. wbportfolio/viewsets/products.py +529 -0
  471. wbportfolio/viewsets/reconciliations.py +160 -0
  472. wbportfolio/viewsets/registers.py +75 -0
  473. wbportfolio/viewsets/roles.py +44 -0
  474. wbportfolio/viewsets/signals.py +42 -0
  475. wbportfolio/viewsets/synchronization.py +25 -0
  476. wbportfolio/viewsets/transactions/__init__.py +40 -0
  477. wbportfolio/viewsets/transactions/claim.py +933 -0
  478. wbportfolio/viewsets/transactions/fees.py +190 -0
  479. wbportfolio/viewsets/transactions/mixins.py +19 -0
  480. wbportfolio/viewsets/transactions/trade_proposals.py +93 -0
  481. wbportfolio/viewsets/transactions/trades.py +395 -0
  482. wbportfolio/viewsets/transactions/transactions.py +123 -0
  483. wbportfolio-2.2.1.dist-info/METADATA +21 -0
  484. wbportfolio-2.2.1.dist-info/RECORD +486 -0
  485. wbportfolio-2.2.1.dist-info/WHEEL +5 -0
  486. wbportfolio-2.2.1.dist-info/licenses/LICENSE +4 -0
@@ -0,0 +1,299 @@
1
+ from typing import Optional
2
+
3
+ from wbcore.contrib.authentication.models import User
4
+ from wbcore.contrib.color.enums import WBColor
5
+ from wbcore.contrib.directory.models import Person
6
+ from wbcore.enums import Unit
7
+ from wbcore.metadata.configs import display as dp
8
+ from wbcore.metadata.configs.display.instance_display.shortcuts import Display
9
+ from wbcore.metadata.configs.display.instance_display.styles import Style
10
+ from wbcore.metadata.configs.display.instance_display.utils import repeat
11
+ from wbcore.metadata.configs.display.view_config import DisplayViewConfig
12
+ from wbcore.metadata.configs.display.windows import Window
13
+ from wbportfolio.models.transactions.claim import Claim
14
+
15
+
16
+ class ClaimDisplayConfig(DisplayViewConfig):
17
+ LEGENDS = [
18
+ dp.Legend(
19
+ key="status",
20
+ items=[
21
+ dp.LegendItem(
22
+ icon=WBColor.YELLOW_LIGHT.value,
23
+ label=Claim.Status.DRAFT.label,
24
+ value=Claim.Status.DRAFT.name,
25
+ ),
26
+ dp.LegendItem(
27
+ icon=WBColor.YELLOW.value,
28
+ label=Claim.Status.AUTO_MATCHED.label,
29
+ value=Claim.Status.AUTO_MATCHED.name,
30
+ ),
31
+ dp.LegendItem(
32
+ icon=WBColor.BLUE_LIGHT.value,
33
+ label=Claim.Status.PENDING.label,
34
+ value=Claim.Status.PENDING.name,
35
+ ),
36
+ dp.LegendItem(
37
+ icon=WBColor.GREEN_LIGHT.value,
38
+ label=Claim.Status.APPROVED.label,
39
+ value=Claim.Status.APPROVED.name,
40
+ ),
41
+ dp.LegendItem(
42
+ icon=WBColor.GREY.value,
43
+ label=Claim.Status.WITHDRAWN.label,
44
+ value=Claim.Status.WITHDRAWN.name,
45
+ ),
46
+ ],
47
+ )
48
+ ]
49
+ LIST_FORMATTING = [
50
+ dp.Formatting(
51
+ column="status",
52
+ formatting_rules=[
53
+ dp.FormattingRule(
54
+ style={"backgroundColor": WBColor.GREEN_LIGHT.value},
55
+ condition=("==", Claim.Status.APPROVED.name),
56
+ ),
57
+ dp.FormattingRule(
58
+ style={"backgroundColor": WBColor.YELLOW.value},
59
+ condition=("==", Claim.Status.AUTO_MATCHED.name),
60
+ ),
61
+ dp.FormattingRule(
62
+ style={"backgroundColor": WBColor.BLUE_LIGHT.value},
63
+ condition=("==", Claim.Status.PENDING.name),
64
+ ),
65
+ dp.FormattingRule(
66
+ style={"backgroundColor": WBColor.GREY.value},
67
+ condition=("==", Claim.Status.WITHDRAWN.name),
68
+ ),
69
+ dp.FormattingRule(
70
+ style={"backgroundColor": WBColor.YELLOW_LIGHT.value},
71
+ condition=("==", Claim.Status.DRAFT.name),
72
+ ),
73
+ ],
74
+ )
75
+ ]
76
+
77
+ def get_list_display(self):
78
+ user: User = self.request.user
79
+ profile: Person = user.profile
80
+ fields = [
81
+ dp.Field(key="date", label="Date", width=Unit.PIXEL(100)),
82
+ (
83
+ dp.Field(key="product", label="Product", width=Unit.PIXEL(300))
84
+ if "product_id" not in self.view.kwargs
85
+ else ()
86
+ ),
87
+ dp.Field(key="claimant", label="Claimant", width=Unit.PIXEL(250)),
88
+ (
89
+ dp.Field(key="account", label="Account", width=Unit.PIXEL(150))
90
+ if "account_id" not in self.view.kwargs
91
+ else ()
92
+ ),
93
+ dp.Field(key="trade_comment", label="Comment", width=Unit.PIXEL(250)),
94
+ dp.Field(
95
+ key="shares",
96
+ label="Shares",
97
+ formatting_rules=[
98
+ dp.FormattingRule(
99
+ style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
100
+ condition=("<", 0),
101
+ )
102
+ ],
103
+ width=Unit.PIXEL(100),
104
+ ),
105
+ dp.Field(key="last_nav", label="NAV", width=Unit.PIXEL(100)),
106
+ dp.Field(key="total_value", label="Value", width=Unit.PIXEL(100)),
107
+ dp.Field(key="total_value_usd", label="Value (USD)", width=Unit.PIXEL(100)),
108
+ dp.Field(key="bank", label="Bank", width=Unit.PIXEL(100)),
109
+ ]
110
+ if profile.is_internal or user.is_superuser:
111
+ fields.extend(
112
+ [
113
+ dp.Field(key="creator", label="Creator", width=Unit.PIXEL(150)),
114
+ (
115
+ dp.Field(key="trade", label="Trade", width=Unit.PIXEL(250))
116
+ if "trade_id" not in self.view.kwargs
117
+ else ()
118
+ ),
119
+ ]
120
+ )
121
+ fields.append(dp.Field(key="reference", label="Reference", width=Unit.PIXEL(150)))
122
+ return dp.ListDisplay(
123
+ fields=fields,
124
+ formatting=ClaimDisplayConfig.LIST_FORMATTING,
125
+ legends=ClaimDisplayConfig.LEGENDS,
126
+ )
127
+
128
+ def get_window(self) -> Window | None:
129
+ if self.instance or self.new_mode:
130
+ if self.profile.is_internal or self.user.is_superuser:
131
+ return Window(max_width=500, min_width=500, max_height=900, min_height=900)
132
+ return Window(max_width=500, min_width=500, max_height=750, min_height=750)
133
+ return None
134
+
135
+ def get_instance_display(self) -> Display:
136
+ fields = [
137
+ ["trade_type", "trade_type"],
138
+ ["product", "product"],
139
+ ["as_shares", "quantity"],
140
+ ["bank", "bank"],
141
+ ["date", "date"],
142
+ ["account", "account"],
143
+ ["reference", "reference"],
144
+ ]
145
+ if "entry_id" not in self.view.kwargs:
146
+ fields.append(["claimant", "claimant"])
147
+ # For client we hide the status and trade as it does not concern them
148
+ if self.profile.is_internal or self.user.is_superuser:
149
+ fields.insert(0, ["status", "status"])
150
+ if "trade_id" not in self.view.kwargs:
151
+ fields.insert(6, ["trade", "trade"])
152
+
153
+ return dp.Display(
154
+ pages=[
155
+ dp.Page(
156
+ layouts={
157
+ "default": dp.Layout(
158
+ grid_template_areas=fields,
159
+ grid_template_columns=[repeat(2, Style.minmax(Style.px(200), Style.px(250)))],
160
+ )
161
+ }
162
+ )
163
+ ]
164
+ )
165
+
166
+
167
+ class ConsolidatedTradeSummaryDisplayConfig(DisplayViewConfig):
168
+ DEFAULT_COL_WIDTH = 100
169
+
170
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
171
+ fields = [
172
+ dp.Field(key="title", label="Title", pinned="left", width=250),
173
+ dp.Field(
174
+ key="initial_investment_date", label="Initial Investment", pinned="left", width=self.DEFAULT_COL_WIDTH
175
+ ),
176
+ dp.Field(key="aum_sparkline", label="NNM Chart", pinned="left"),
177
+ dp.Field(
178
+ key="shares",
179
+ label="Outstanding Shares",
180
+ open_by_default=False,
181
+ children=[
182
+ dp.Field(key="sum_shares_start", label="Start", width=self.DEFAULT_COL_WIDTH, show="open"),
183
+ dp.Field(key="sum_shares_end", label="End", width=self.DEFAULT_COL_WIDTH),
184
+ dp.Field(key="sum_shares_diff", label="Δ", width=self.DEFAULT_COL_WIDTH, show="open"),
185
+ dp.Field(key="sum_shares_perf", label="%", width=self.DEFAULT_COL_WIDTH),
186
+ ],
187
+ marry_children=True,
188
+ ),
189
+ dp.Field(
190
+ key="aum_stat",
191
+ label="AUM",
192
+ open_by_default=False,
193
+ children=[
194
+ dp.Field(key="sum_aum_start", label="Start", width=self.DEFAULT_COL_WIDTH, show="open"),
195
+ dp.Field(key="sum_aum_end", label="End", width=self.DEFAULT_COL_WIDTH),
196
+ dp.Field(key="sum_aum_diff", label="Δ", width=self.DEFAULT_COL_WIDTH, show="open"),
197
+ dp.Field(key="sum_aum_perf", label="%", width=self.DEFAULT_COL_WIDTH),
198
+ ],
199
+ marry_children=True,
200
+ ),
201
+ dp.Field(
202
+ key="nnm_stat",
203
+ label="NNM",
204
+ open_by_default=False,
205
+ children=[
206
+ *map(
207
+ lambda monthly_nnm_column: dp.Field(
208
+ key=monthly_nnm_column[0],
209
+ label=monthly_nnm_column[1],
210
+ show="open",
211
+ width=self.DEFAULT_COL_WIDTH,
212
+ ),
213
+ self.view.nnm_monthly_columns,
214
+ ),
215
+ dp.Field(
216
+ key="sum_nnm_total",
217
+ label="Total",
218
+ width=self.DEFAULT_COL_WIDTH,
219
+ ),
220
+ dp.Field(
221
+ key="sum_nnm_perf",
222
+ label="%",
223
+ width=self.DEFAULT_COL_WIDTH,
224
+ ),
225
+ ],
226
+ marry_children=True,
227
+ ),
228
+ dp.Field(
229
+ key="performance_stat",
230
+ label="Performance",
231
+ open_by_default=False,
232
+ children=[
233
+ dp.Field(
234
+ key="total_performance",
235
+ label="Total",
236
+ width=self.DEFAULT_COL_WIDTH,
237
+ ),
238
+ dp.Field(
239
+ key="total_performance_perf",
240
+ label="%",
241
+ width=self.DEFAULT_COL_WIDTH,
242
+ ),
243
+ ],
244
+ marry_children=True,
245
+ ),
246
+ ]
247
+
248
+ if self.view.commission_type_columns:
249
+ fields.append(
250
+ dp.Field(
251
+ key="rebate_stat",
252
+ label="Rebate",
253
+ open_by_default=False,
254
+ children=[
255
+ *map(
256
+ lambda commission_type_column: dp.Field(
257
+ key=commission_type_column[0],
258
+ label=commission_type_column[1],
259
+ show="open",
260
+ width=self.DEFAULT_COL_WIDTH,
261
+ ),
262
+ self.view.commission_type_columns,
263
+ ),
264
+ dp.Field(
265
+ key="rebate_total",
266
+ label="Total",
267
+ width=self.DEFAULT_COL_WIDTH,
268
+ ),
269
+ ],
270
+ marry_children=True,
271
+ )
272
+ )
273
+
274
+ return dp.ListDisplay(fields=fields)
275
+
276
+
277
+ class ProfitAndLossPandasDisplayConfig(DisplayViewConfig):
278
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
279
+ return dp.ListDisplay(
280
+ fields=[
281
+ dp.Field(key="title", label="Title"),
282
+ dp.Field(key="unrealized_pnl", label="Realized P&L"),
283
+ dp.Field(key="realized_pnl", label="Unrealized P&L"),
284
+ dp.Field(key="total_pnl", label="Total P&L"),
285
+ dp.Field(key="total_invested", label="Total Invested"),
286
+ dp.Field(key="performance", label="Performance"),
287
+ ]
288
+ )
289
+
290
+
291
+ class NegativeTermimalAccountPerProductDisplayConfig(DisplayViewConfig):
292
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
293
+ return dp.ListDisplay(
294
+ fields=[
295
+ dp.Field(key="account_repr", label="Account"),
296
+ dp.Field(key="product_repr", label="Product"),
297
+ dp.Field(key="sum_shares", label="Total Shares"),
298
+ ]
299
+ )
@@ -0,0 +1,24 @@
1
+ from typing import Optional
2
+
3
+ from wbcore.enums import Unit
4
+ from wbcore.metadata.configs import display as dp
5
+ from wbcore.metadata.configs.display.instance_display.shortcuts import (
6
+ Display,
7
+ create_simple_display,
8
+ )
9
+ from wbcore.metadata.configs.display.view_config import DisplayViewConfig
10
+
11
+
12
+ class CustodianDisplayConfig(DisplayViewConfig):
13
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
14
+ return dp.ListDisplay(
15
+ fields=[
16
+ dp.Field(key="name", label="Name", width=Unit.PIXEL(200)),
17
+ dp.Field(key="mapping", label="Mapping", width=Unit.PIXEL(200)),
18
+ ],
19
+ formatting=[],
20
+ legends=[],
21
+ )
22
+
23
+ def get_instance_display(self) -> Display:
24
+ return create_simple_display([["name", "mapping"]])
@@ -0,0 +1,88 @@
1
+ from collections import defaultdict
2
+ from typing import Optional
3
+
4
+ from wbcore.enums import Unit
5
+ from wbcore.metadata.configs import display as dp
6
+ from wbcore.metadata.configs.display.view_config import DisplayViewConfig
7
+
8
+
9
+ class ESGMetricAggregationPortfolioPandasDisplayConfig(DisplayViewConfig):
10
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
11
+ fields = [
12
+ dp.Field(
13
+ key=None,
14
+ label="Portfolio Data",
15
+ children=[
16
+ dp.Field(
17
+ key="underlying_instrument_repr", label="Name", width=Unit.PIXEL(300), lock_position=True
18
+ ),
19
+ dp.Field(key="weighting", label="Weight", width=Unit.PIXEL(100), lock_position=True),
20
+ dp.Field(
21
+ key="total_value_fx_usd", label="Total Asset (USD)", width=Unit.PIXEL(150), lock_position=True
22
+ ),
23
+ ],
24
+ )
25
+ ]
26
+ esg_data_fields = [
27
+ dp.Field(
28
+ key="esg_data",
29
+ label=self.view.esg_aggregation.get_esg_code().name,
30
+ width=Unit.PIXEL(150),
31
+ lock_position=True,
32
+ )
33
+ ]
34
+ for extra in self.view.dataloader.extra_esg_data_logs:
35
+ esg_data_fields.append(
36
+ dp.Field(key=extra.series.name, label=extra.label, width=Unit.PIXEL(150), lock_position=True)
37
+ )
38
+ fields.append(
39
+ dp.Field(key=None, label="ESG Data", children=esg_data_fields, lock_position=True),
40
+ )
41
+ if self.view.dataloader.intermediary_logs:
42
+ intermediary_fields = []
43
+ intermediary_groups = defaultdict(list)
44
+
45
+ for intermediary in self.view.dataloader.intermediary_logs:
46
+ field = dp.Field(
47
+ key=intermediary.series.name,
48
+ label=intermediary.label,
49
+ width=Unit.PIXEL(100),
50
+ lock_position=True,
51
+ )
52
+ if intermediary.group:
53
+ intermediary_groups[intermediary.group].append(field)
54
+
55
+ else:
56
+ intermediary_fields.append(
57
+ dp.Field(
58
+ key=intermediary.series.name,
59
+ label=intermediary.label,
60
+ width=Unit.PIXEL(150),
61
+ lock_position=True,
62
+ )
63
+ )
64
+ for group_name, intermediary_groups_fields in intermediary_groups.items():
65
+ intermediary_fields.append(
66
+ dp.Field(key=None, label=group_name, children=intermediary_groups_fields, lock_position=True)
67
+ )
68
+ fields.append(
69
+ dp.Field(key=None, label="Intermediary", children=intermediary_fields, lock_position=True),
70
+ )
71
+ fields.append(
72
+ dp.Field(
73
+ key=None,
74
+ label="Metric",
75
+ children=[
76
+ dp.Field(
77
+ key="metric", label=self.view.esg_aggregation.value, width=Unit.PIXEL(150), lock_position=True
78
+ ),
79
+ dp.Field(
80
+ key="weights_in_coverage",
81
+ label="Weight in Coverage",
82
+ width=Unit.PIXEL(100),
83
+ lock_position=True,
84
+ ),
85
+ ],
86
+ )
87
+ )
88
+ return dp.ListDisplay(fields=fields)
@@ -0,0 +1,133 @@
1
+ from typing import Optional
2
+
3
+ from wbcore.metadata.configs import display as dp
4
+ from wbcore.metadata.configs.display.instance_display.shortcuts import (
5
+ Display,
6
+ create_simple_display,
7
+ )
8
+ from wbcore.metadata.configs.display.instance_display.utils import repeat_field
9
+ from wbcore.metadata.configs.display.view_config import DisplayViewConfig
10
+
11
+
12
+ class FeesDisplayConfig(DisplayViewConfig):
13
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
14
+ return dp.ListDisplay(
15
+ fields=[
16
+ dp.Field(key="portfolio", label="Portfolio"),
17
+ dp.Field(key="transaction_subtype", label="Type"),
18
+ dp.Field(key="fee_date", label="Date"),
19
+ dp.Field(
20
+ label="Value",
21
+ open_by_default=False,
22
+ key=None,
23
+ children=[
24
+ dp.Field(key="total_value", label="Value"),
25
+ dp.Field(key="total_value_fx_portfolio", label="Value (Portfolio)"),
26
+ dp.Field(key="total_value_usd", label="Value ($)"),
27
+ dp.Field(key="total_value_gross", label="Value Gross"),
28
+ dp.Field(key="total_value_gross_fx_portfolio", label="Value Gross (Portfolio)"),
29
+ dp.Field(key="total_value_gross_usd", label="Value Gross ($)"),
30
+ ],
31
+ ),
32
+ dp.Field(
33
+ label="Information",
34
+ open_by_default=False,
35
+ key=None,
36
+ children=[
37
+ dp.Field(key="currency_fx_rate", label="FX rate"),
38
+ dp.Field(key="currency", label="Currency"),
39
+ dp.Field(key="calculated", label="Calculated"),
40
+ ],
41
+ ),
42
+ ],
43
+ )
44
+
45
+ def get_instance_display(self) -> Display:
46
+ return create_simple_display(
47
+ [
48
+ [repeat_field(2, "portfolio"), "transaction_subtype"],
49
+ ["fee_date", "value_date", "book_date"],
50
+ ["currency_fx_rate", "currency", "."],
51
+ ["total_value", "total_value_fx_portfolio", "."],
52
+ ["total_value_gross", "total_value_gross_fx_portfolio", "."],
53
+ [repeat_field(3, "comment")],
54
+ ]
55
+ )
56
+
57
+
58
+ class FeesPortfolioDisplayConfig(DisplayViewConfig):
59
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
60
+ return dp.ListDisplay(
61
+ fields=[
62
+ dp.Field(key="transaction_subtype", label="Type"),
63
+ dp.Field(key="fee_date", label="Date"),
64
+ dp.Field(
65
+ label="Value",
66
+ open_by_default=False,
67
+ key=None,
68
+ children=[
69
+ dp.Field(
70
+ label="Net",
71
+ open_by_default=False,
72
+ key=None,
73
+ children=[
74
+ dp.Field(key="total_value", label="Value"),
75
+ dp.Field(key="total_value_fx_portfolio", label="Value (Portfolio)", show="open"),
76
+ dp.Field(key="total_value_usd", label="Value ($)", show="open"),
77
+ ],
78
+ ),
79
+ dp.Field(
80
+ label="Gross",
81
+ open_by_default=False,
82
+ key=None,
83
+ children=[
84
+ dp.Field(key="total_value_gross", label="Value Gross", show="open"),
85
+ dp.Field(
86
+ key="total_value_gross_fx_portfolio", label="Value Gross (Portfolio)", show="open"
87
+ ),
88
+ dp.Field(key="total_value_gross_usd", label="Value Gross ($)", show="open"),
89
+ ],
90
+ ),
91
+ ],
92
+ ),
93
+ dp.Field(
94
+ label="Information",
95
+ open_by_default=False,
96
+ key=None,
97
+ children=[
98
+ dp.Field(key="calculated", label="Calculated"),
99
+ dp.Field(key="currency_fx_rate", label="FX rate", show="open"),
100
+ dp.Field(key="currency", label="Currency", show="open"),
101
+ dp.Field(key="linked_product", label="Product", show="open"),
102
+ ],
103
+ ),
104
+ ]
105
+ )
106
+
107
+ def get_instance_display(self) -> Display:
108
+ return create_simple_display(
109
+ [
110
+ [repeat_field(3, "transaction_subtype")],
111
+ ["fee_date", "value_date", "book_date"],
112
+ ["currency_fx_rate", "currency", "."],
113
+ ["total_value", "total_value_fx_portfolio", "."],
114
+ ["total_value_gross", "total_value_gross_fx_portfolio", "."],
115
+ [repeat_field(3, "comment")],
116
+ ]
117
+ )
118
+
119
+
120
+ class FeesAggregatedPortfolioPandasDisplayConfig(DisplayViewConfig):
121
+ def get_list_display(self) -> Optional[dp.ListDisplay]:
122
+ return dp.ListDisplay(
123
+ fields=[
124
+ dp.Field(key="fee_date", label="Date"),
125
+ dp.Field(key="TRANSACTION", label="Transactions"),
126
+ dp.Field(key="PERFORMANCE_CRYSTALIZED", label="Performance"),
127
+ dp.Field(key="PERFORMANCE", label="Performance Crystalized"),
128
+ dp.Field(key="MANAGEMENT", label="Management"),
129
+ dp.Field(key="ISSUER", label="Issuer"),
130
+ dp.Field(key="OTHER", label="Other"),
131
+ dp.Field(key="total", label="Total"),
132
+ ]
133
+ )
@@ -0,0 +1,103 @@
1
+ from wbcore.contrib.color.enums import WBColor
2
+ from wbcore.metadata.configs import display as dp
3
+ from wbcore.metadata.configs.display.view_config import DisplayViewConfig
4
+
5
+
6
+ class DailyPortfolioCashFlowDisplayConfig(DisplayViewConfig):
7
+ def get_instance_display(self) -> dp.Display:
8
+ return dp.create_simple_display(
9
+ grid_template_areas=[
10
+ ["portfolio", "value_date", "cash_flow_forecast", "total_assets"],
11
+ ["estimated_total_assets", "cash", "cash_flow_asset_ratio", "true_cash"],
12
+ ["cash_pct", "true_cash_pct", "target_cash", "excess_cash"],
13
+ ["proposed_rebalancing", "proposed_rebalancing", "rebalancing", "rebalancing"],
14
+ [dp.repeat_field(4, "comment")],
15
+ ]
16
+ )
17
+
18
+ def get_list_display(self) -> dp.ListDisplay:
19
+ negative_formatting = dp.FormattingRule(condition=("<", 0), style={"color": WBColor.RED_DARK.value})
20
+ positive_formatting = dp.FormattingRule(condition=(">", 0), style={"color": WBColor.GREEN_DARK.value})
21
+ bold_formatting = dp.FormattingRule(condition=("!=", 0), style={"fontWeight": "bold"})
22
+ pending_formatting = dp.FormattingRule(
23
+ style={"backgroundColor": WBColor.GREY.value, "fontStyle": "italic"},
24
+ condition=[("==", True, "pending")],
25
+ )
26
+ swing_formatting_positive = dp.FormattingRule(
27
+ style={"backgroundColor": WBColor.YELLOW_LIGHT.value},
28
+ condition=[("==", "pos", "swing_pricing_indicator")],
29
+ )
30
+ swing_formatting_negative = dp.FormattingRule(
31
+ style={"backgroundColor": WBColor.BLUE_LIGHT.value},
32
+ condition=[("==", "neg", "swing_pricing_indicator")],
33
+ )
34
+ fields = []
35
+
36
+ if "portfolio_id" not in self.view.kwargs:
37
+ fields.append(dp.Field(key="portfolio", label="Portfolio", pinned="left"))
38
+
39
+ fields.extend(
40
+ [
41
+ dp.Field(key="value_date", label="Value Date", width=100, pinned="left"),
42
+ dp.Field(
43
+ key="cash_flow_forecast", label="CF Forecast", width=100, formatting_rules=[negative_formatting]
44
+ ),
45
+ dp.Field(
46
+ key="total_assets",
47
+ label="Total AuM",
48
+ width=100,
49
+ formatting_rules=[negative_formatting, pending_formatting],
50
+ ),
51
+ dp.Field(
52
+ key="estimated_total_assets",
53
+ label="Estimated AuM",
54
+ width=100,
55
+ formatting_rules=[negative_formatting],
56
+ ),
57
+ dp.Field(
58
+ key="cash",
59
+ label="Cash & E.",
60
+ width=100,
61
+ formatting_rules=[negative_formatting, pending_formatting],
62
+ ),
63
+ dp.Field(
64
+ key="cash_flow_asset_ratio",
65
+ label="Cash Flow Forecast / E. AuM",
66
+ width=125,
67
+ formatting_rules=[negative_formatting, swing_formatting_positive, swing_formatting_negative],
68
+ ),
69
+ dp.Field(key="true_cash", label="True Cash", width=100, formatting_rules=[negative_formatting]),
70
+ dp.Field(key="cash_pct", label="Cash & E. %", width=100, formatting_rules=[negative_formatting]),
71
+ dp.Field(key="true_cash_pct", label="True Cash %", width=100, formatting_rules=[negative_formatting]),
72
+ dp.Field(
73
+ key="target_cash_pct", label="Target Cash %", width=100, formatting_rules=[negative_formatting]
74
+ ),
75
+ dp.Field(key="target_cash", label="Target Cash", width=100, formatting_rules=[negative_formatting]),
76
+ dp.Field(key="excess_cash", label="Δ Target Cash", width=100, formatting_rules=[negative_formatting]),
77
+ dp.Field(
78
+ key="proposed_rebalancing",
79
+ label="Proposed Rbl.",
80
+ width=100,
81
+ formatting_rules=[negative_formatting, positive_formatting, bold_formatting],
82
+ ),
83
+ dp.Field(
84
+ key="rebalancing",
85
+ label="Rbl.",
86
+ width=100,
87
+ formatting_rules=[negative_formatting, positive_formatting, bold_formatting],
88
+ ),
89
+ dp.Field(key="comment", label="Comment", width=300),
90
+ ]
91
+ )
92
+ return dp.ListDisplay(
93
+ fields=fields,
94
+ legends=[
95
+ dp.Legend(items=[dp.LegendItem(label="Pending data", icon=WBColor.GREY.value)]),
96
+ dp.Legend(
97
+ items=[
98
+ dp.LegendItem(label="Swing Pricing: Subscription", icon=WBColor.YELLOW_LIGHT.value),
99
+ dp.LegendItem(label="Swing Pricing: Redemption", icon=WBColor.BLUE_LIGHT.value),
100
+ ]
101
+ ),
102
+ ],
103
+ )