wbportfolio 2.2.1__py2.py3-none-any.whl
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- wbportfolio/__init__.py +1 -0
- wbportfolio/admin/__init__.py +12 -0
- wbportfolio/admin/asset.py +47 -0
- wbportfolio/admin/custodians.py +9 -0
- wbportfolio/admin/portfolio.py +127 -0
- wbportfolio/admin/portfolio_relationships.py +22 -0
- wbportfolio/admin/product_groups.py +42 -0
- wbportfolio/admin/products.py +80 -0
- wbportfolio/admin/reconciliations.py +14 -0
- wbportfolio/admin/registers.py +17 -0
- wbportfolio/admin/roles.py +19 -0
- wbportfolio/admin/synchronization/__init__.py +2 -0
- wbportfolio/admin/synchronization/admin.py +114 -0
- wbportfolio/admin/synchronization/portfolio_synchronization.py +18 -0
- wbportfolio/admin/synchronization/price_computation.py +21 -0
- wbportfolio/admin/transactions/__init__.py +5 -0
- wbportfolio/admin/transactions/claim.py +16 -0
- wbportfolio/admin/transactions/dividends.py +14 -0
- wbportfolio/admin/transactions/fees.py +35 -0
- wbportfolio/admin/transactions/trades.py +49 -0
- wbportfolio/admin/transactions/transactions.py +37 -0
- wbportfolio/analysis/__init__.py +0 -0
- wbportfolio/analysis/claims.py +235 -0
- wbportfolio/apps.py +5 -0
- wbportfolio/contrib/__init__.py +0 -0
- wbportfolio/contrib/company_portfolio/__init__.py +0 -0
- wbportfolio/contrib/company_portfolio/admin.py +28 -0
- wbportfolio/contrib/company_portfolio/apps.py +29 -0
- wbportfolio/contrib/company_portfolio/configs/__init__.py +3 -0
- wbportfolio/contrib/company_portfolio/configs/display.py +182 -0
- wbportfolio/contrib/company_portfolio/configs/endpoints.py +34 -0
- wbportfolio/contrib/company_portfolio/configs/previews.py +37 -0
- wbportfolio/contrib/company_portfolio/constants.py +1 -0
- wbportfolio/contrib/company_portfolio/dynamic_preferences_registry.py +87 -0
- wbportfolio/contrib/company_portfolio/factories.py +32 -0
- wbportfolio/contrib/company_portfolio/filters.py +127 -0
- wbportfolio/contrib/company_portfolio/management.py +19 -0
- wbportfolio/contrib/company_portfolio/migrations/0001_initial.py +214 -0
- wbportfolio/contrib/company_portfolio/migrations/__init__.py +0 -0
- wbportfolio/contrib/company_portfolio/models.py +334 -0
- wbportfolio/contrib/company_portfolio/scripts.py +76 -0
- wbportfolio/contrib/company_portfolio/serializers.py +303 -0
- wbportfolio/contrib/company_portfolio/tasks.py +19 -0
- wbportfolio/contrib/company_portfolio/tests/__init__.py +0 -0
- wbportfolio/contrib/company_portfolio/tests/conftest.py +161 -0
- wbportfolio/contrib/company_portfolio/tests/test_models.py +161 -0
- wbportfolio/contrib/company_portfolio/urls.py +29 -0
- wbportfolio/contrib/company_portfolio/viewsets.py +195 -0
- wbportfolio/defaults/__init__.py +0 -0
- wbportfolio/defaults/fees/__init__.py +0 -0
- wbportfolio/defaults/fees/default.py +92 -0
- wbportfolio/defaults/portfolio/__init__.py +0 -0
- wbportfolio/defaults/portfolio/default_rebalancing.py +45 -0
- wbportfolio/dynamic_preferences_registry.py +58 -0
- wbportfolio/factories/__init__.py +35 -0
- wbportfolio/factories/adjustments.py +17 -0
- wbportfolio/factories/assets.py +75 -0
- wbportfolio/factories/claim.py +39 -0
- wbportfolio/factories/custodians.py +11 -0
- wbportfolio/factories/dividends.py +14 -0
- wbportfolio/factories/fees.py +15 -0
- wbportfolio/factories/indexes.py +17 -0
- wbportfolio/factories/portfolio_cash_flow.py +20 -0
- wbportfolio/factories/portfolio_cash_targets.py +15 -0
- wbportfolio/factories/portfolio_swing_pricings.py +15 -0
- wbportfolio/factories/portfolios.py +59 -0
- wbportfolio/factories/product_groups.py +28 -0
- wbportfolio/factories/products.py +56 -0
- wbportfolio/factories/pytest_utils.py +121 -0
- wbportfolio/factories/reconciliations.py +23 -0
- wbportfolio/factories/roles.py +20 -0
- wbportfolio/factories/synchronization.py +40 -0
- wbportfolio/factories/trades.py +35 -0
- wbportfolio/factories/transactions.py +21 -0
- wbportfolio/fdm/__init__.py +0 -0
- wbportfolio/fdm/tasks.py +12 -0
- wbportfolio/filters/__init__.py +32 -0
- wbportfolio/filters/assets.py +485 -0
- wbportfolio/filters/assets_and_net_new_money_progression.py +42 -0
- wbportfolio/filters/custodians.py +10 -0
- wbportfolio/filters/esg.py +22 -0
- wbportfolio/filters/performances.py +171 -0
- wbportfolio/filters/portfolios.py +24 -0
- wbportfolio/filters/positions.py +178 -0
- wbportfolio/filters/products.py +157 -0
- wbportfolio/filters/roles.py +26 -0
- wbportfolio/filters/signals.py +92 -0
- wbportfolio/filters/transactions/__init__.py +20 -0
- wbportfolio/filters/transactions/claim.py +394 -0
- wbportfolio/filters/transactions/fees.py +66 -0
- wbportfolio/filters/transactions/trades.py +224 -0
- wbportfolio/filters/transactions/transactions.py +98 -0
- wbportfolio/import_export/__init__.py +0 -0
- wbportfolio/import_export/backends/__init__.py +2 -0
- wbportfolio/import_export/backends/ubs/__init__.py +3 -0
- wbportfolio/import_export/backends/ubs/asset_position.py +45 -0
- wbportfolio/import_export/backends/ubs/fees.py +63 -0
- wbportfolio/import_export/backends/ubs/instrument_price.py +44 -0
- wbportfolio/import_export/backends/ubs/mixin.py +15 -0
- wbportfolio/import_export/backends/utils.py +58 -0
- wbportfolio/import_export/backends/wbfdm/__init__.py +2 -0
- wbportfolio/import_export/backends/wbfdm/adjustment.py +50 -0
- wbportfolio/import_export/backends/wbfdm/dividend.py +16 -0
- wbportfolio/import_export/backends/wbfdm/mixin.py +15 -0
- wbportfolio/import_export/handlers/__init__.py +0 -0
- wbportfolio/import_export/handlers/adjustment.py +39 -0
- wbportfolio/import_export/handlers/asset_position.py +167 -0
- wbportfolio/import_export/handlers/dividend.py +80 -0
- wbportfolio/import_export/handlers/fees.py +58 -0
- wbportfolio/import_export/handlers/portfolio_cash_flow.py +57 -0
- wbportfolio/import_export/handlers/register.py +43 -0
- wbportfolio/import_export/handlers/trade.py +191 -0
- wbportfolio/import_export/parsers/__init__.py +0 -0
- wbportfolio/import_export/parsers/default_mapping.py +30 -0
- wbportfolio/import_export/parsers/jpmorgan/__init__.py +0 -0
- wbportfolio/import_export/parsers/jpmorgan/customer_trade.py +63 -0
- wbportfolio/import_export/parsers/jpmorgan/fees.py +64 -0
- wbportfolio/import_export/parsers/jpmorgan/strategy.py +116 -0
- wbportfolio/import_export/parsers/jpmorgan/valuation.py +41 -0
- wbportfolio/import_export/parsers/leonteq/__init__.py +0 -0
- wbportfolio/import_export/parsers/leonteq/customer_trade.py +47 -0
- wbportfolio/import_export/parsers/leonteq/equity.py +81 -0
- wbportfolio/import_export/parsers/leonteq/fees.py +70 -0
- wbportfolio/import_export/parsers/leonteq/trade.py +94 -0
- wbportfolio/import_export/parsers/leonteq/valuation.py +39 -0
- wbportfolio/import_export/parsers/natixis/__init__.py +0 -0
- wbportfolio/import_export/parsers/natixis/customer_trade.py +62 -0
- wbportfolio/import_export/parsers/natixis/d1_customer_trade.py +66 -0
- wbportfolio/import_export/parsers/natixis/d1_equity.py +80 -0
- wbportfolio/import_export/parsers/natixis/d1_fees.py +58 -0
- wbportfolio/import_export/parsers/natixis/d1_trade.py +70 -0
- wbportfolio/import_export/parsers/natixis/d1_valuation.py +41 -0
- wbportfolio/import_export/parsers/natixis/dividend.py +53 -0
- wbportfolio/import_export/parsers/natixis/equity.py +60 -0
- wbportfolio/import_export/parsers/natixis/fees.py +53 -0
- wbportfolio/import_export/parsers/natixis/trade.py +63 -0
- wbportfolio/import_export/parsers/natixis/utils.py +76 -0
- wbportfolio/import_export/parsers/natixis/valuation.py +46 -0
- wbportfolio/import_export/parsers/refinitiv/__init__.py +0 -0
- wbportfolio/import_export/parsers/refinitiv/adjustment.py +24 -0
- wbportfolio/import_export/parsers/sg_lux/__init__.py +0 -0
- wbportfolio/import_export/parsers/sg_lux/custodian_positions.py +70 -0
- wbportfolio/import_export/parsers/sg_lux/customer_trade.py +75 -0
- wbportfolio/import_export/parsers/sg_lux/customer_trade_pending_slk.py +140 -0
- wbportfolio/import_export/parsers/sg_lux/customer_trade_slk.py +80 -0
- wbportfolio/import_export/parsers/sg_lux/customer_trade_without_pw.py +57 -0
- wbportfolio/import_export/parsers/sg_lux/equity.py +137 -0
- wbportfolio/import_export/parsers/sg_lux/fees.py +56 -0
- wbportfolio/import_export/parsers/sg_lux/perf_fees.py +51 -0
- wbportfolio/import_export/parsers/sg_lux/portfolio_cash_flow.py +29 -0
- wbportfolio/import_export/parsers/sg_lux/portfolio_future_cash_flow.py +36 -0
- wbportfolio/import_export/parsers/sg_lux/registers.py +210 -0
- wbportfolio/import_export/parsers/sg_lux/sylk.py +248 -0
- wbportfolio/import_export/parsers/sg_lux/utils.py +36 -0
- wbportfolio/import_export/parsers/sg_lux/valuation.py +53 -0
- wbportfolio/import_export/parsers/societe_generale/__init__.py +0 -0
- wbportfolio/import_export/parsers/societe_generale/customer_trade.py +54 -0
- wbportfolio/import_export/parsers/societe_generale/strategy.py +94 -0
- wbportfolio/import_export/parsers/societe_generale/valuation.py +37 -0
- wbportfolio/import_export/parsers/tellco/__init__.py +0 -0
- wbportfolio/import_export/parsers/tellco/customer_trade.py +64 -0
- wbportfolio/import_export/parsers/tellco/equity.py +86 -0
- wbportfolio/import_export/parsers/tellco/valuation.py +52 -0
- wbportfolio/import_export/parsers/ubs/__init__.py +0 -0
- wbportfolio/import_export/parsers/ubs/api/__init__.py +0 -0
- wbportfolio/import_export/parsers/ubs/api/asset_position.py +106 -0
- wbportfolio/import_export/parsers/ubs/api/fees.py +31 -0
- wbportfolio/import_export/parsers/ubs/api/instrument_price.py +20 -0
- wbportfolio/import_export/parsers/ubs/api/utils.py +0 -0
- wbportfolio/import_export/parsers/ubs/customer_trade.py +60 -0
- wbportfolio/import_export/parsers/ubs/equity.py +97 -0
- wbportfolio/import_export/parsers/ubs/historical_customer_trade.py +67 -0
- wbportfolio/import_export/parsers/ubs/valuation.py +52 -0
- wbportfolio/import_export/parsers/vontobel/__init__.py +0 -0
- wbportfolio/import_export/parsers/vontobel/asset_position.py +97 -0
- wbportfolio/import_export/parsers/vontobel/customer_trade.py +54 -0
- wbportfolio/import_export/parsers/vontobel/historical_customer_trade.py +40 -0
- wbportfolio/import_export/parsers/vontobel/instrument.py +34 -0
- wbportfolio/import_export/parsers/vontobel/management_fees.py +86 -0
- wbportfolio/import_export/parsers/vontobel/performance_fees.py +35 -0
- wbportfolio/import_export/parsers/vontobel/trade.py +38 -0
- wbportfolio/import_export/parsers/vontobel/utils.py +17 -0
- wbportfolio/import_export/parsers/vontobel/valuation.py +29 -0
- wbportfolio/import_export/resources/__init__.py +0 -0
- wbportfolio/import_export/resources/assets.py +68 -0
- wbportfolio/import_export/resources/trades.py +41 -0
- wbportfolio/import_export/utils.py +42 -0
- wbportfolio/metric/__init__.py +0 -0
- wbportfolio/metric/backends/__init__.py +2 -0
- wbportfolio/metric/backends/base.py +86 -0
- wbportfolio/metric/backends/constants.py +222 -0
- wbportfolio/metric/backends/portfolio_base.py +255 -0
- wbportfolio/metric/backends/portfolio_esg.py +66 -0
- wbportfolio/metric/tests/__init__.py +0 -0
- wbportfolio/metric/tests/conftest.py +4 -0
- wbportfolio/metric/tests/test_portfolio_base.py +135 -0
- wbportfolio/metric/tests/test_portfolio_esg.py +69 -0
- wbportfolio/migrations/0001_initial_squashed.py +13848 -0
- wbportfolio/migrations/0002_product_default_sub_account_squashed_0039_alter_assetallocation_company_and_more.py +3836 -0
- wbportfolio/migrations/0040_instrument_financial_instrument.py +26 -0
- wbportfolio/migrations/0041_remove_listresearch_research_ptr_and_more.py +129 -0
- wbportfolio/migrations/0042_instrumentlist_instrumentlistthroughmodel_and_more.py +71 -0
- wbportfolio/migrations/0043_alter_instrumentlistthroughmodel_options_and_more.py +238 -0
- wbportfolio/migrations/0044_alter_instrumentlist_identifier.py +35 -0
- wbportfolio/migrations/0045_alter_instrument_financial_instrument.py +26 -0
- wbportfolio/migrations/0046_add_product_default_account.py +166 -0
- wbportfolio/migrations/0047_remove_product_default_sub_account.py +14 -0
- wbportfolio/migrations/0048_alter_trade_status.py +29 -0
- wbportfolio/migrations/0049_trade_claimed_shares.py +25 -0
- wbportfolio/migrations/0050_fees_fee_date_fees_wbportfolio_transac_1f7a29_idx.py +44 -0
- wbportfolio/migrations/0051_delete_macroreview.py +11 -0
- wbportfolio/migrations/0052_remove_cash_instrument_ptr_and_more.py +888 -0
- wbportfolio/migrations/0053_remove_product_group.py +132 -0
- wbportfolio/migrations/0054_portfolioinstrumentpreferredclassificationthroughmodel_and_more.py +270 -0
- wbportfolio/migrations/0055_remove_product__custom_management_rebates_and_more.py +139 -0
- wbportfolio/migrations/0056_remove_companyportfoliodata_assets_under_management_currency_and_more.py +56 -0
- wbportfolio/migrations/0057_alter_portfolio_preferred_instrument_classifications_and_more.py +36 -0
- wbportfolio/migrations/0058_pmsinstrument.py +23 -0
- wbportfolio/migrations/0059_fees_unique_fees.py +51 -0
- wbportfolio/migrations/0060_alter_portfolioportfoliothroughmodel_type.py +21 -0
- wbportfolio/migrations/0061_portfolio_bank_accounts_product_bank_account_and_more.py +175 -0
- wbportfolio/migrations/0062_alter_dailyportfoliocashflow_options.py +20 -0
- wbportfolio/migrations/0063_accountreconciliation_accountreconciliationline_and_more.py +133 -0
- wbportfolio/migrations/0064_alter_portfolio_managers_portfolio_is_tracked_and_more.py +40 -0
- wbportfolio/migrations/0065_alter_portfolio_managers_claim_as_shares_and_more.py +73 -0
- wbportfolio/migrations/0066_assetposition_initial_shares_at_custodian_and_more.py +108 -0
- wbportfolio/migrations/0067_assetposition_unique_asset_position.py +77 -0
- wbportfolio/migrations/0068_trade_internal_trade_trade_marked_as_internal_and_more.py +59 -0
- wbportfolio/migrations/0069_remove_portfolio_is_invested_and_more.py +56 -0
- wbportfolio/migrations/0070_remove_assetposition_unique_asset_position_and_more.py +82 -0
- wbportfolio/migrations/0071_alter_trade_options_alter_trade_order.py +22 -0
- wbportfolio/migrations/__init__.py +0 -0
- wbportfolio/models/__init__.py +26 -0
- wbportfolio/models/adjustments.py +246 -0
- wbportfolio/models/asset.py +869 -0
- wbportfolio/models/custodians.py +101 -0
- wbportfolio/models/indexes.py +33 -0
- wbportfolio/models/mixins/__init__.py +0 -0
- wbportfolio/models/mixins/instruments.py +127 -0
- wbportfolio/models/mixins/liquidity_stress_test.py +1307 -0
- wbportfolio/models/portfolio.py +1039 -0
- wbportfolio/models/portfolio_cash_flow.py +167 -0
- wbportfolio/models/portfolio_cash_targets.py +46 -0
- wbportfolio/models/portfolio_relationship.py +135 -0
- wbportfolio/models/portfolio_swing_pricings.py +51 -0
- wbportfolio/models/product_groups.py +230 -0
- wbportfolio/models/products.py +569 -0
- wbportfolio/models/reconciliations/__init__.py +2 -0
- wbportfolio/models/reconciliations/account_reconciliation_lines.py +192 -0
- wbportfolio/models/reconciliations/account_reconciliations.py +102 -0
- wbportfolio/models/reconciliations/reconciliations.py +25 -0
- wbportfolio/models/registers.py +132 -0
- wbportfolio/models/roles.py +208 -0
- wbportfolio/models/synchronization/__init__.py +3 -0
- wbportfolio/models/synchronization/portfolio_synchronization.py +292 -0
- wbportfolio/models/synchronization/price_computation.py +200 -0
- wbportfolio/models/synchronization/synchronization.py +188 -0
- wbportfolio/models/transactions/__init__.py +7 -0
- wbportfolio/models/transactions/claim.py +634 -0
- wbportfolio/models/transactions/dividends.py +31 -0
- wbportfolio/models/transactions/expiry.py +7 -0
- wbportfolio/models/transactions/fees.py +153 -0
- wbportfolio/models/transactions/trade_proposals.py +502 -0
- wbportfolio/models/transactions/trades.py +704 -0
- wbportfolio/models/transactions/transactions.py +211 -0
- wbportfolio/models/utils.py +12 -0
- wbportfolio/permissions.py +13 -0
- wbportfolio/pms/__init__.py +0 -0
- wbportfolio/pms/statistics/__init__.py +0 -0
- wbportfolio/pms/trading/__init__.py +1 -0
- wbportfolio/pms/trading/handler.py +164 -0
- wbportfolio/pms/typing.py +194 -0
- wbportfolio/preferences.py +6 -0
- wbportfolio/reports/__init__.py +0 -0
- wbportfolio/reports/monthly_position_report.py +74 -0
- wbportfolio/risk_management/__init__.py +0 -0
- wbportfolio/risk_management/backends/__init__.py +11 -0
- wbportfolio/risk_management/backends/accounts.py +166 -0
- wbportfolio/risk_management/backends/controversy_portfolio.py +63 -0
- wbportfolio/risk_management/backends/exposure_portfolio.py +203 -0
- wbportfolio/risk_management/backends/instrument_list_portfolio.py +89 -0
- wbportfolio/risk_management/backends/liquidity_risk.py +86 -0
- wbportfolio/risk_management/backends/liquidity_stress_instrument.py +86 -0
- wbportfolio/risk_management/backends/mixins.py +220 -0
- wbportfolio/risk_management/backends/product_integrity.py +111 -0
- wbportfolio/risk_management/backends/stop_loss_instrument.py +24 -0
- wbportfolio/risk_management/backends/stop_loss_portfolio.py +36 -0
- wbportfolio/risk_management/backends/ucits_portfolio.py +63 -0
- wbportfolio/risk_management/tests/__init__.py +0 -0
- wbportfolio/risk_management/tests/conftest.py +15 -0
- wbportfolio/risk_management/tests/test_accounts.py +98 -0
- wbportfolio/risk_management/tests/test_controversy_portfolio.py +33 -0
- wbportfolio/risk_management/tests/test_exposure_portfolio.py +94 -0
- wbportfolio/risk_management/tests/test_instrument_list_portfolio.py +60 -0
- wbportfolio/risk_management/tests/test_liquidity_risk.py +47 -0
- wbportfolio/risk_management/tests/test_product_integrity.py +55 -0
- wbportfolio/risk_management/tests/test_stop_loss_instrument.py +110 -0
- wbportfolio/risk_management/tests/test_stop_loss_portfolio.py +119 -0
- wbportfolio/risk_management/tests/test_ucits_portfolio.py +39 -0
- wbportfolio/serializers/__init__.py +42 -0
- wbportfolio/serializers/adjustments.py +24 -0
- wbportfolio/serializers/assets.py +166 -0
- wbportfolio/serializers/custodians.py +26 -0
- wbportfolio/serializers/portfolio_cash_flow.py +48 -0
- wbportfolio/serializers/portfolio_cash_targets.py +20 -0
- wbportfolio/serializers/portfolio_relationship.py +53 -0
- wbportfolio/serializers/portfolio_swing_pricing.py +20 -0
- wbportfolio/serializers/portfolios.py +143 -0
- wbportfolio/serializers/positions.py +76 -0
- wbportfolio/serializers/product_group.py +88 -0
- wbportfolio/serializers/products.py +331 -0
- wbportfolio/serializers/reconciliations.py +171 -0
- wbportfolio/serializers/registers.py +72 -0
- wbportfolio/serializers/roles.py +60 -0
- wbportfolio/serializers/signals.py +157 -0
- wbportfolio/serializers/synchronization.py +18 -0
- wbportfolio/serializers/transactions/__init__.py +24 -0
- wbportfolio/serializers/transactions/claim.py +310 -0
- wbportfolio/serializers/transactions/dividends.py +18 -0
- wbportfolio/serializers/transactions/expiry.py +18 -0
- wbportfolio/serializers/transactions/fees.py +32 -0
- wbportfolio/serializers/transactions/trades.py +315 -0
- wbportfolio/serializers/transactions/transactions.py +84 -0
- wbportfolio/tasks.py +125 -0
- wbportfolio/tests/__init__.py +0 -0
- wbportfolio/tests/conftest.py +164 -0
- wbportfolio/tests/models/__init__.py +0 -0
- wbportfolio/tests/models/test_account_reconciliation.py +191 -0
- wbportfolio/tests/models/test_assets.py +193 -0
- wbportfolio/tests/models/test_custodians.py +12 -0
- wbportfolio/tests/models/test_customer_trades.py +113 -0
- wbportfolio/tests/models/test_dividends.py +7 -0
- wbportfolio/tests/models/test_imports.py +192 -0
- wbportfolio/tests/models/test_instrument_mixins.py +48 -0
- wbportfolio/tests/models/test_merge.py +133 -0
- wbportfolio/tests/models/test_portfolio_cash_flow.py +112 -0
- wbportfolio/tests/models/test_portfolio_cash_targets.py +27 -0
- wbportfolio/tests/models/test_portfolio_swing_pricings.py +42 -0
- wbportfolio/tests/models/test_portfolios.py +676 -0
- wbportfolio/tests/models/test_product_groups.py +80 -0
- wbportfolio/tests/models/test_products.py +187 -0
- wbportfolio/tests/models/test_roles.py +82 -0
- wbportfolio/tests/models/test_splits.py +233 -0
- wbportfolio/tests/models/test_synchronization.py +617 -0
- wbportfolio/tests/models/transactions/__init__.py +0 -0
- wbportfolio/tests/models/transactions/test_claim.py +129 -0
- wbportfolio/tests/models/transactions/test_fees.py +65 -0
- wbportfolio/tests/models/transactions/test_trades.py +204 -0
- wbportfolio/tests/models/utils.py +13 -0
- wbportfolio/tests/serializers/__init__.py +0 -0
- wbportfolio/tests/serializers/test_claims.py +21 -0
- wbportfolio/tests/signals.py +151 -0
- wbportfolio/tests/tests.py +31 -0
- wbportfolio/tests/viewsets/__init__.py +0 -0
- wbportfolio/tests/viewsets/test_assets.py +67 -0
- wbportfolio/tests/viewsets/test_performances.py +72 -0
- wbportfolio/tests/viewsets/test_products.py +92 -0
- wbportfolio/tests/viewsets/transactions/__init__.py +0 -0
- wbportfolio/tests/viewsets/transactions/test_claims.py +146 -0
- wbportfolio/urls.py +247 -0
- wbportfolio/utils.py +30 -0
- wbportfolio/viewsets/__init__.py +57 -0
- wbportfolio/viewsets/adjustments.py +46 -0
- wbportfolio/viewsets/assets.py +562 -0
- wbportfolio/viewsets/assets_and_net_new_money_progression.py +117 -0
- wbportfolio/viewsets/charts/__init__.py +1 -0
- wbportfolio/viewsets/charts/assets.py +247 -0
- wbportfolio/viewsets/configs/__init__.py +6 -0
- wbportfolio/viewsets/configs/buttons/__init__.py +23 -0
- wbportfolio/viewsets/configs/buttons/adjustments.py +13 -0
- wbportfolio/viewsets/configs/buttons/assets.py +145 -0
- wbportfolio/viewsets/configs/buttons/claims.py +83 -0
- wbportfolio/viewsets/configs/buttons/custodians.py +76 -0
- wbportfolio/viewsets/configs/buttons/fees.py +14 -0
- wbportfolio/viewsets/configs/buttons/mixins.py +88 -0
- wbportfolio/viewsets/configs/buttons/portfolios.py +115 -0
- wbportfolio/viewsets/configs/buttons/products.py +41 -0
- wbportfolio/viewsets/configs/buttons/reconciliations.py +65 -0
- wbportfolio/viewsets/configs/buttons/registers.py +11 -0
- wbportfolio/viewsets/configs/buttons/signals.py +68 -0
- wbportfolio/viewsets/configs/buttons/trade_proposals.py +25 -0
- wbportfolio/viewsets/configs/buttons/trades.py +144 -0
- wbportfolio/viewsets/configs/display/__init__.py +61 -0
- wbportfolio/viewsets/configs/display/adjustments.py +81 -0
- wbportfolio/viewsets/configs/display/assets.py +265 -0
- wbportfolio/viewsets/configs/display/claim.py +299 -0
- wbportfolio/viewsets/configs/display/custodians.py +24 -0
- wbportfolio/viewsets/configs/display/esg.py +88 -0
- wbportfolio/viewsets/configs/display/fees.py +133 -0
- wbportfolio/viewsets/configs/display/portfolio_cash_flow.py +103 -0
- wbportfolio/viewsets/configs/display/portfolio_relationship.py +38 -0
- wbportfolio/viewsets/configs/display/portfolios.py +125 -0
- wbportfolio/viewsets/configs/display/positions.py +75 -0
- wbportfolio/viewsets/configs/display/product_groups.py +54 -0
- wbportfolio/viewsets/configs/display/product_performance.py +241 -0
- wbportfolio/viewsets/configs/display/products.py +249 -0
- wbportfolio/viewsets/configs/display/reconciliations.py +151 -0
- wbportfolio/viewsets/configs/display/registers.py +71 -0
- wbportfolio/viewsets/configs/display/roles.py +49 -0
- wbportfolio/viewsets/configs/display/trade_proposals.py +97 -0
- wbportfolio/viewsets/configs/display/trades.py +359 -0
- wbportfolio/viewsets/configs/display/transactions.py +55 -0
- wbportfolio/viewsets/configs/endpoints/__init__.py +75 -0
- wbportfolio/viewsets/configs/endpoints/adjustments.py +17 -0
- wbportfolio/viewsets/configs/endpoints/assets.py +115 -0
- wbportfolio/viewsets/configs/endpoints/claim.py +106 -0
- wbportfolio/viewsets/configs/endpoints/custodians.py +6 -0
- wbportfolio/viewsets/configs/endpoints/esg.py +14 -0
- wbportfolio/viewsets/configs/endpoints/fees.py +26 -0
- wbportfolio/viewsets/configs/endpoints/portfolio_relationship.py +23 -0
- wbportfolio/viewsets/configs/endpoints/portfolios.py +43 -0
- wbportfolio/viewsets/configs/endpoints/positions.py +18 -0
- wbportfolio/viewsets/configs/endpoints/product_groups.py +11 -0
- wbportfolio/viewsets/configs/endpoints/product_performance.py +29 -0
- wbportfolio/viewsets/configs/endpoints/products.py +37 -0
- wbportfolio/viewsets/configs/endpoints/reconciliations.py +31 -0
- wbportfolio/viewsets/configs/endpoints/roles.py +9 -0
- wbportfolio/viewsets/configs/endpoints/trade_proposals.py +17 -0
- wbportfolio/viewsets/configs/endpoints/trades.py +82 -0
- wbportfolio/viewsets/configs/endpoints/transactions.py +17 -0
- wbportfolio/viewsets/configs/menu/__init__.py +30 -0
- wbportfolio/viewsets/configs/menu/adjustments.py +8 -0
- wbportfolio/viewsets/configs/menu/assets.py +8 -0
- wbportfolio/viewsets/configs/menu/claim.py +41 -0
- wbportfolio/viewsets/configs/menu/custodians.py +11 -0
- wbportfolio/viewsets/configs/menu/fees.py +13 -0
- wbportfolio/viewsets/configs/menu/instrument_prices.py +10 -0
- wbportfolio/viewsets/configs/menu/portfolio_cash_flow.py +8 -0
- wbportfolio/viewsets/configs/menu/portfolios.py +15 -0
- wbportfolio/viewsets/configs/menu/positions.py +14 -0
- wbportfolio/viewsets/configs/menu/product_groups.py +10 -0
- wbportfolio/viewsets/configs/menu/product_performance.py +25 -0
- wbportfolio/viewsets/configs/menu/products.py +15 -0
- wbportfolio/viewsets/configs/menu/reconciliations.py +7 -0
- wbportfolio/viewsets/configs/menu/registers.py +10 -0
- wbportfolio/viewsets/configs/menu/roles.py +16 -0
- wbportfolio/viewsets/configs/menu/trades.py +18 -0
- wbportfolio/viewsets/configs/menu/transactions.py +8 -0
- wbportfolio/viewsets/configs/previews/__init__.py +1 -0
- wbportfolio/viewsets/configs/previews/portfolios.py +21 -0
- wbportfolio/viewsets/configs/titles/__init__.py +65 -0
- wbportfolio/viewsets/configs/titles/adjustments.py +19 -0
- wbportfolio/viewsets/configs/titles/assets.py +57 -0
- wbportfolio/viewsets/configs/titles/assets_and_net_new_money_progression.py +6 -0
- wbportfolio/viewsets/configs/titles/claim.py +81 -0
- wbportfolio/viewsets/configs/titles/custodians.py +12 -0
- wbportfolio/viewsets/configs/titles/esg.py +10 -0
- wbportfolio/viewsets/configs/titles/fees.py +25 -0
- wbportfolio/viewsets/configs/titles/instrument_prices.py +20 -0
- wbportfolio/viewsets/configs/titles/portfolios.py +32 -0
- wbportfolio/viewsets/configs/titles/positions.py +11 -0
- wbportfolio/viewsets/configs/titles/product_groups.py +12 -0
- wbportfolio/viewsets/configs/titles/product_performance.py +16 -0
- wbportfolio/viewsets/configs/titles/products.py +6 -0
- wbportfolio/viewsets/configs/titles/registers.py +12 -0
- wbportfolio/viewsets/configs/titles/roles.py +23 -0
- wbportfolio/viewsets/configs/titles/trades.py +51 -0
- wbportfolio/viewsets/configs/titles/transactions.py +8 -0
- wbportfolio/viewsets/custodians.py +66 -0
- wbportfolio/viewsets/esg.py +165 -0
- wbportfolio/viewsets/mixins.py +48 -0
- wbportfolio/viewsets/portfolio_cash_flow.py +31 -0
- wbportfolio/viewsets/portfolio_cash_targets.py +8 -0
- wbportfolio/viewsets/portfolio_relationship.py +46 -0
- wbportfolio/viewsets/portfolio_swing_pricing.py +8 -0
- wbportfolio/viewsets/portfolios.py +154 -0
- wbportfolio/viewsets/positions.py +292 -0
- wbportfolio/viewsets/product_groups.py +84 -0
- wbportfolio/viewsets/product_performance.py +646 -0
- wbportfolio/viewsets/products.py +529 -0
- wbportfolio/viewsets/reconciliations.py +160 -0
- wbportfolio/viewsets/registers.py +75 -0
- wbportfolio/viewsets/roles.py +44 -0
- wbportfolio/viewsets/signals.py +42 -0
- wbportfolio/viewsets/synchronization.py +25 -0
- wbportfolio/viewsets/transactions/__init__.py +40 -0
- wbportfolio/viewsets/transactions/claim.py +933 -0
- wbportfolio/viewsets/transactions/fees.py +190 -0
- wbportfolio/viewsets/transactions/mixins.py +19 -0
- wbportfolio/viewsets/transactions/trade_proposals.py +93 -0
- wbportfolio/viewsets/transactions/trades.py +395 -0
- wbportfolio/viewsets/transactions/transactions.py +123 -0
- wbportfolio-2.2.1.dist-info/METADATA +21 -0
- wbportfolio-2.2.1.dist-info/RECORD +486 -0
- wbportfolio-2.2.1.dist-info/WHEEL +5 -0
- wbportfolio-2.2.1.dist-info/licenses/LICENSE +4 -0
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from typing import Optional
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from wbcore.contrib.authentication.models import User
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from wbcore.contrib.color.enums import WBColor
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from wbcore.contrib.directory.models import Person
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from wbcore.enums import Unit
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from wbcore.metadata.configs import display as dp
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from wbcore.metadata.configs.display.instance_display.shortcuts import Display
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from wbcore.metadata.configs.display.instance_display.styles import Style
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from wbcore.metadata.configs.display.instance_display.utils import repeat
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from wbcore.metadata.configs.display.view_config import DisplayViewConfig
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from wbcore.metadata.configs.display.windows import Window
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from wbportfolio.models.transactions.claim import Claim
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class ClaimDisplayConfig(DisplayViewConfig):
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LEGENDS = [
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dp.Legend(
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key="status",
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items=[
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dp.LegendItem(
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icon=WBColor.YELLOW_LIGHT.value,
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label=Claim.Status.DRAFT.label,
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value=Claim.Status.DRAFT.name,
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),
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dp.LegendItem(
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icon=WBColor.YELLOW.value,
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label=Claim.Status.AUTO_MATCHED.label,
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value=Claim.Status.AUTO_MATCHED.name,
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),
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dp.LegendItem(
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icon=WBColor.BLUE_LIGHT.value,
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label=Claim.Status.PENDING.label,
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value=Claim.Status.PENDING.name,
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),
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dp.LegendItem(
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icon=WBColor.GREEN_LIGHT.value,
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label=Claim.Status.APPROVED.label,
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value=Claim.Status.APPROVED.name,
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),
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dp.LegendItem(
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icon=WBColor.GREY.value,
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label=Claim.Status.WITHDRAWN.label,
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value=Claim.Status.WITHDRAWN.name,
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),
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],
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)
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]
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LIST_FORMATTING = [
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dp.Formatting(
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column="status",
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formatting_rules=[
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dp.FormattingRule(
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style={"backgroundColor": WBColor.GREEN_LIGHT.value},
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condition=("==", Claim.Status.APPROVED.name),
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),
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dp.FormattingRule(
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style={"backgroundColor": WBColor.YELLOW.value},
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condition=("==", Claim.Status.AUTO_MATCHED.name),
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),
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dp.FormattingRule(
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style={"backgroundColor": WBColor.BLUE_LIGHT.value},
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condition=("==", Claim.Status.PENDING.name),
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),
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dp.FormattingRule(
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style={"backgroundColor": WBColor.GREY.value},
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condition=("==", Claim.Status.WITHDRAWN.name),
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),
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dp.FormattingRule(
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style={"backgroundColor": WBColor.YELLOW_LIGHT.value},
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condition=("==", Claim.Status.DRAFT.name),
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),
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],
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)
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]
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def get_list_display(self):
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user: User = self.request.user
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profile: Person = user.profile
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fields = [
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dp.Field(key="date", label="Date", width=Unit.PIXEL(100)),
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(
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dp.Field(key="product", label="Product", width=Unit.PIXEL(300))
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if "product_id" not in self.view.kwargs
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else ()
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),
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dp.Field(key="claimant", label="Claimant", width=Unit.PIXEL(250)),
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(
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dp.Field(key="account", label="Account", width=Unit.PIXEL(150))
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if "account_id" not in self.view.kwargs
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else ()
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),
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dp.Field(key="trade_comment", label="Comment", width=Unit.PIXEL(250)),
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dp.Field(
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key="shares",
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label="Shares",
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formatting_rules=[
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dp.FormattingRule(
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style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
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condition=("<", 0),
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)
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],
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width=Unit.PIXEL(100),
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),
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dp.Field(key="last_nav", label="NAV", width=Unit.PIXEL(100)),
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dp.Field(key="total_value", label="Value", width=Unit.PIXEL(100)),
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dp.Field(key="total_value_usd", label="Value (USD)", width=Unit.PIXEL(100)),
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dp.Field(key="bank", label="Bank", width=Unit.PIXEL(100)),
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]
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if profile.is_internal or user.is_superuser:
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fields.extend(
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[
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dp.Field(key="creator", label="Creator", width=Unit.PIXEL(150)),
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(
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dp.Field(key="trade", label="Trade", width=Unit.PIXEL(250))
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if "trade_id" not in self.view.kwargs
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else ()
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),
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]
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)
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fields.append(dp.Field(key="reference", label="Reference", width=Unit.PIXEL(150)))
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return dp.ListDisplay(
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fields=fields,
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formatting=ClaimDisplayConfig.LIST_FORMATTING,
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legends=ClaimDisplayConfig.LEGENDS,
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)
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def get_window(self) -> Window | None:
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if self.instance or self.new_mode:
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if self.profile.is_internal or self.user.is_superuser:
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return Window(max_width=500, min_width=500, max_height=900, min_height=900)
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return Window(max_width=500, min_width=500, max_height=750, min_height=750)
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return None
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135
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def get_instance_display(self) -> Display:
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fields = [
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["trade_type", "trade_type"],
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["product", "product"],
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["as_shares", "quantity"],
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["bank", "bank"],
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["date", "date"],
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["account", "account"],
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["reference", "reference"],
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]
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if "entry_id" not in self.view.kwargs:
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fields.append(["claimant", "claimant"])
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147
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# For client we hide the status and trade as it does not concern them
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if self.profile.is_internal or self.user.is_superuser:
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fields.insert(0, ["status", "status"])
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if "trade_id" not in self.view.kwargs:
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fields.insert(6, ["trade", "trade"])
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153
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return dp.Display(
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pages=[
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dp.Page(
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layouts={
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"default": dp.Layout(
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grid_template_areas=fields,
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grid_template_columns=[repeat(2, Style.minmax(Style.px(200), Style.px(250)))],
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)
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}
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)
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]
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)
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class ConsolidatedTradeSummaryDisplayConfig(DisplayViewConfig):
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DEFAULT_COL_WIDTH = 100
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170
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def get_list_display(self) -> Optional[dp.ListDisplay]:
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fields = [
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dp.Field(key="title", label="Title", pinned="left", width=250),
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dp.Field(
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key="initial_investment_date", label="Initial Investment", pinned="left", width=self.DEFAULT_COL_WIDTH
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),
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176
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+
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
|
+
)
|