wbportfolio 2.2.1__py2.py3-none-any.whl

wbportfolio/viewsets/configs/display/portfolio_relationship.py

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+from typing import Optional
+
+from wbcore.metadata.configs import display as dp
+from wbcore.metadata.configs.display.instance_display.shortcuts import (
+    Display,
+    create_simple_display,
+)
+from wbcore.metadata.configs.display.view_config import DisplayViewConfig
+
+
+class PortfolioInstrumentPreferredClassificationThroughDisplayConfig(DisplayViewConfig):
+    def get_instance_display(self) -> Display:
+        return create_simple_display([["instrument", "classification"]])
+
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="instrument", label="Instrument"),
+                dp.Field(key="classification_group", label="Preferred Classification Group"),
+                dp.Field(key="classification", label="Preferred Classification"),
+            ]
+        )
+
+
+class InstrumentPortfolioThroughPortfolioModelDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="instrument", label="Instrument"),
+            ]
+        )
+
+    def get_instance_display(self) -> Display:
+        return create_simple_display(
+            [
+                ["instrument"],
+            ]
+        )

wbportfolio/viewsets/configs/display/portfolios.py

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+from typing import Optional
+
+from django.utils.translation import gettext_lazy as _
+from wbcore.metadata.configs import display as dp
+from wbcore.metadata.configs.display.instance_display.shortcuts import (
+    Display,
+    create_simple_display,
+    create_simple_section,
+)
+from wbcore.metadata.configs.display.instance_display.utils import repeat_field
+from wbcore.metadata.configs.display.view_config import DisplayViewConfig
+
+
+class PortfolioDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="name", label="Name"),
+                dp.Field(key="currency", label="Currency"),
+                dp.Field(key="portfolio_synchronization", label="Synchronization Method"),
+                dp.Field(key="last_synchronization", label="Last Synchronization"),
+                dp.Field(key="depends_on", label="Depends on"),
+            ]
+        )
+
+    def get_instance_display(self) -> Display:
+        return create_simple_display(
+            [
+                ["name", "currency"],
+                ["portfolio_synchronization", "portfolio_synchronization"],
+                [repeat_field(2, "dependent_portfolios")],
+                [repeat_field(2, "trade_proposals_section")],
+                [repeat_field(2, "instruments_section")],
+                [repeat_field(2, "dependencyportfolios_section")],
+                [repeat_field(2, "preferredclassification_section")],
+            ],
+            [
+                create_simple_section(
+                    "trade_proposals_section",
+                    _("Trade Proposals"),
+                    [["trade_proposals"]],
+                    "trade_proposals",
+                    collapsed=True,
+                ),
+                create_simple_section(
+                    "instruments_section", _("Linked Instruments"), [["instruments"]], "instruments", collapsed=True
+                ),
+                create_simple_section(
+                    "dependencyportfolios_section",
+                    _("Dependency Portfolios"),
+                    [["dependencyportfolios"]],
+                    "dependencyportfolios",
+                    collapsed=True,
+                ),
+                create_simple_section(
+                    "preferredclassification_section",
+                    _("Preferred Classification"),
+                    [["preferredclassification"]],
+                    "preferredclassification",
+                    collapsed=True,
+                ),
+            ],
+        )
+
+
+class ModelPortfolioDisplayConfig(PortfolioDisplayConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="name", label="Name"),
+                dp.Field(key="currency", label="Currency"),
+                dp.Field(key="portfolio_synchronization", label="Synchronization Method"),
+                dp.Field(key="last_synchronization", label="Last Synchronization"),
+                dp.Field(key="depends_on", label="Depends on"),
+            ]
+        )
+
+    def get_instance_display(self) -> Display:
+        return create_simple_display(
+            [
+                ["name", "currency"],
+                [repeat_field(2, "portfolio_synchronization")],
+                [repeat_field(2, "dependent_portfolios")],
+                [repeat_field(2, "trade_proposals_section")],
+                [repeat_field(2, "instruments_section")],
+                [repeat_field(2, "dependencyportfolios_section")],
+                [repeat_field(2, "preferredclassification_section")],
+            ],
+            [
+                create_simple_section(
+                    "trade_proposals_section",
+                    _("Trade Proposals"),
+                    [["trade_proposals"]],
+                    "trade_proposals",
+                    collapsed=True,
+                ),
+                create_simple_section(
+                    "instruments_section", _("Linked Instruments"), [["instruments"]], "instruments", collapsed=True
+                ),
+                create_simple_section(
+                    "dependencyportfolios_section",
+                    _("Dependency Portfolios"),
+                    [["dependencyportfolios"]],
+                    "dependencyportfolios",
+                    collapsed=True,
+                ),
+                create_simple_section(
+                    "preferredclassification_section",
+                    _("Preferred Classification"),
+                    [["preferredclassification"]],
+                    "preferredclassification",
+                    collapsed=True,
+                ),
+            ],
+        )
+
+
+class PortfolioPortfolioThroughModelDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="dependency_portfolio", label="Dependency Portfolio"),
+                dp.Field(key="type", label="Type"),
+            ]
+        )

wbportfolio/viewsets/configs/display/positions.py

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+from typing import Optional
+
+from wbcore.contrib.color.enums import WBColor
+from wbcore.metadata.configs import display as dp
+from wbcore.metadata.configs.display.view_config import DisplayViewConfig
+
+perf_formatting_rules = [
+    dp.FormattingRule(
+        style={
+            "color": WBColor.YELLOW_DARK.value,
+        },
+        condition=(">", 3),
+    ),
+    dp.FormattingRule(
+        style={
+            "color": WBColor.RED_DARK.value,
+        },
+        condition=(">", 5),
+    ),
+]
+
+
+class AssetPositionPandasDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="title", label="Title"),
+                # dp.Field(key="price_start", label="Price Start"),
+                # dp.Field(key="price_end", label="Price End"),
+                dp.Field(key="total_value_start", label="Value Start ($)"),
+                dp.Field(key="total_value_end", label="Value End ($)"),
+                dp.Field(key="allocation_start", label="Weighting Start"),
+                dp.Field(key="allocation_end", label="Weighting End"),
+                dp.Field(key="performance_total", label="Total Performance"),
+                dp.Field(key="performance_forex", label="Forex Performance"),
+                dp.Field(key="contribution_total", label="Total Contribution"),
+                dp.Field(key="contribution_forex", label="Forex Contribution"),
+                dp.Field(key="market_share", label="Market Shares (end)"),
+            ]
+        )
+
+
+class AggregatedAssetPositionLiquidityDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        historic_date = self.request.GET.get("historic_date", None)
+        compared_date = self.request.GET.get("compared_date", None)
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(
+                    key="name",
+                    label="Name",
+                    formatting_rules=[dp.FormattingRule(style={"fontWeight": "bold"})],
+                ),
+                dp.Field(
+                    key="shares_first_date", label=f"Total Shares - {historic_date}" if historic_date else "None"
+                ),
+                dp.Field(
+                    key="volume_50d_first_date", label=f"Mean Volume - {historic_date}" if historic_date else "None"
+                ),
+                dp.Field(
+                    key="liquidity_first_date",
+                    label=f"Days To Liquidate - {historic_date}" if historic_date else "None",
+                ),
+                dp.Field(
+                    key="pct_aum_first_date", label=f"Percent AUM - {historic_date}" if historic_date else "None"
+                ),
+                dp.Field(
+                    key="liquidity_second_date",
+                    label=f"Days To Liquidate - {compared_date}" if compared_date else "None",
+                ),
+                dp.Field(
+                    key="pct_aum_second_date", label=f"Percent AUM - {compared_date}" if compared_date else "None"
+                ),
+            ],
+        )

wbportfolio/viewsets/configs/display/product_groups.py

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+from typing import Optional
+
+from wbcore.metadata.configs import display as dp
+from wbcore.metadata.configs.display.instance_display.display import Display
+from wbcore.metadata.configs.display.instance_display.layouts.layouts import Layout
+from wbcore.metadata.configs.display.instance_display.operators import default
+from wbcore.metadata.configs.display.instance_display.pages import Page
+from wbcore.metadata.configs.display.instance_display.styles import Style
+from wbcore.metadata.configs.display.instance_display.utils import repeat
+from wbfdm.viewsets.configs.display.instruments import InstrumentDisplayConfig
+
+
+class ProductGroupDisplayConfig(InstrumentDisplayConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="identifier", label="Identifier"),
+                dp.Field(key="name", label="Name"),
+                dp.Field(key="umbrella", label="Umbrella"),
+                dp.Field(key="type", label="Type"),
+                dp.Field(key="category", label="Category"),
+                dp.Field(key="management_company", label="Management"),
+                dp.Field(key="depositary", label="Depositary"),
+                dp.Field(key="transfer_agent", label="TA"),
+                dp.Field(key="administrator", label="Administrator"),
+                dp.Field(key="investment_manager", label="Manager"),
+                dp.Field(key="auditor", label="Auditor"),
+                dp.Field(key="paying_agent", label="Paying Agent"),
+            ]
+        )
+
+    def get_instance_display(self) -> Display:
+        display = super().get_instance_display()
+        return Display(
+            pages=[
+                display.pages[0],
+                Page(
+                    title="Product Group Information",
+                    layouts={
+                        default(): Layout(
+                            grid_template_areas=[
+                                ["type", "category", "umbrella", "."],
+                                ["management_company", "depositary", "transfer_agent", "administrator"],
+                                ["investment_manager", "auditor", "paying_agent", "."],
+                            ],
+                            grid_template_columns=[
+                                repeat(4, Style.fr(1)),
+                            ],
+                        )
+                    },
+                ),
+                *display.pages[1:],
+            ]
+        )

wbportfolio/viewsets/configs/display/product_performance.py

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+from typing import Optional
+
+from wbcore.contrib.color.enums import WBColor
+from wbcore.enums import Unit
+from wbcore.metadata.configs import display as dp
+from wbcore.metadata.configs.display.view_config import DisplayViewConfig
+from wbportfolio.filters.performances import PerformancePandasFilter
+
+
+class PerformancePandasDisplayConfig(DisplayViewConfig):
+    LEGENDS = [
+        dp.Legend(
+            items=[
+                dp.LegendItem(icon=WBColor.GREEN_DARK.value, label="Strong Growth"),
+                dp.LegendItem(icon=WBColor.GREEN.value, label="Medium Growth"),
+                dp.LegendItem(icon=WBColor.GREEN_LIGHT.value, label="Slight Growth"),
+                dp.LegendItem(icon=WBColor.RED_LIGHT.value, label="Slight Loss"),
+                dp.LegendItem(icon=WBColor.RED.value, label="Medium Loss"),
+                dp.LegendItem(icon=WBColor.RED_DARK.value, label="Strong Loss"),
+            ]
+        )
+    ]
+    FORMATTING = [
+        dp.Formatting(
+            column="perf_usd",
+            formatting_rules=[
+                dp.FormattingRule(
+                    style={"backgroundColor": WBColor.GREEN_LIGHT.value},
+                    condition=(">", 0),
+                ),
+                dp.FormattingRule(
+                    style={"backgroundColor": WBColor.GREEN.value},
+                    condition=(">", 0.01),
+                ),
+                dp.FormattingRule(
+                    style={"backgroundColor": WBColor.GREEN_DARK.value},
+                    condition=(">", 0.03),
+                ),
+                dp.FormattingRule(
+                    style={"backgroundColor": WBColor.RED_LIGHT.value},
+                    condition=("<", 0),
+                ),
+                dp.FormattingRule(style={"backgroundColor": WBColor.RED.value}, condition=("<", -0.01)),
+                dp.FormattingRule(
+                    style={"backgroundColor": WBColor.RED_DARK.value},
+                    condition=("<", -0.03),
+                ),
+            ],
+        ),
+    ]
+
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        n1_label = "N1"
+        n2_label = "N2"
+        if (
+            self.request
+            and (dates_str := self.request.GET.get("dates"))
+            and (performance_by := self.request.GET.get("performance_by"))
+        ):
+            dates = dates_str.split(",")
+            n1_label = f"{dates[0]} {PerformancePandasFilter.PerformanceBy[performance_by].label}"
+            n2_label = f"{dates[1]} {PerformancePandasFilter.PerformanceBy[performance_by].label}"
+
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="computed_str", label="Title", width=Unit.PIXEL(300)),
+                # dp.Field(key="isin", label="ISIN", width=Unit.PIXEL(150)),
+                dp.Field(key="n1", label=n1_label),
+                dp.Field(key="n2", label=n2_label),
+                dp.Field(key="diff", label="Δ"),
+                dp.Field(key="perf", label="Performance"),
+                dp.Field(key="n1_usd", label=f"{n1_label} ($)"),
+                dp.Field(key="n2_usd", label=f"{n2_label} ($)"),
+                dp.Field(key="diff_usd", label="Δ ($)"),
+                dp.Field(
+                    key="perf_usd",
+                    label="Performance ($)",
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={
+                                "fontWeight": "bold",
+                            },
+                        )
+                    ],
+                ),
+            ],
+            legends=self.LEGENDS,
+            formatting=self.FORMATTING,
+        )
+
+
+class ProductPerformanceNetNewMoneyDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="computed_str", label="Title", width=Unit.PIXEL(300)),
+                dp.Field(key="net_negative_money", label="Outflows", width=Unit.PIXEL(200)),
+                dp.Field(key="net_negative_money_usd", label="Outflows ($)", width=Unit.PIXEL(200)),
+                dp.Field(key="net_positive_money", label="Inflows", width=Unit.PIXEL(200)),
+                dp.Field(key="net_positive_money_usd", label="Inflows ($)", width=Unit.PIXEL(200)),
+                dp.Field(key="net_money", label="Net New Money", width=Unit.PIXEL(200)),
+                dp.Field(key="net_money_usd", label="Net New Money ($)", width=Unit.PIXEL(200)),
+            ],
+            formatting=[
+                dp.Formatting(
+                    column="net_money",
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={"backgroundColor": WBColor.GREEN_LIGHT.value},
+                            condition=(">=", 0),
+                        ),
+                        dp.FormattingRule(
+                            style={"backgroundColor": WBColor.RED_LIGHT.value},
+                            condition=("<", 0),
+                        ),
+                    ],
+                ),
+            ],
+        )
+
+
+class PerformanceComparisonDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="computed_str", label="Title", width=Unit.PIXEL(300)),
+                dp.Field(key="benchmark_computed_str", label="Comparison benchmark", width=Unit.PIXEL(250))
+                if self.view.benchmark_label
+                else {},
+                dp.Field(key="inception_date", label="Launch Date"),
+                dp.Field(key="instrument_last_valuation_price", label="Last NAV (Price)"),
+                dp.Field(key="last_valuation_date", label="Last NAV (Date)"),
+                dp.Field(
+                    key="perf_last_day",
+                    label="Last Daily Perf.",
+                    width=Unit.PIXEL(200),
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.RED.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=("<", 0),
+                        ),
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.GREEN_DARK.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=(">=", 0),
+                        ),
+                    ],
+                ),
+                dp.Field(
+                    key="perf_month_to_date",
+                    label="Month to Date",
+                    width=Unit.PIXEL(200),
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.RED.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=("<", 0),
+                        ),
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.GREEN_DARK.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=(">=", 0),
+                        ),
+                    ],
+                ),
+                dp.Field(
+                    key="perf_year_to_date",
+                    label="Year to Date",
+                    width=Unit.PIXEL(200),
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.RED.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=("<", 0),
+                        ),
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.GREEN_DARK.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=(">=", 0),
+                        ),
+                    ],
+                ),
+                dp.Field(
+                    key="perf_inception",
+                    label="Since Inception",
+                    width=Unit.PIXEL(200),
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.RED.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=("<", 0),
+                        ),
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.GREEN_DARK.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=(">=", 0),
+                        ),
+                    ],
+                ),
+                dp.Field(
+                    key="perf_between_dates",
+                    label="Between Dates",
+                    width=Unit.PIXEL(200),
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.RED.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=("<", 0),
+                        ),
+                        dp.FormattingRule(
+                            style={
+                                "color": WBColor.GREEN_DARK.value,
+                                "fontWeight": "bold",
+                            },
+                            condition=(">=", 0),
+                        ),
+                    ],
+                )
+                if self.view.dates
+                else {},
+            ]
+        )