wbportfolio 2.2.1__py2.py3-none-any.whl

wbportfolio/viewsets/configs/display/trades.py

@@ -0,0 +1,359 @@
+from typing import Optional
+
+from wbcore.contrib.color.enums import WBColor
+from wbcore.contrib.icons import WBIcon
+from wbcore.enums import Unit
+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.instance_display.utils import repeat_field
+from wbcore.metadata.configs.display.view_config import DisplayViewConfig
+from wbportfolio.models import Trade
+
+NEGATIVE_RED_FORMATTING = [
+    dp.FormattingRule(
+        style={
+            "color": WBColor.RED_DARK.value,
+            "fontWeight": "bold",
+        },
+        condition=("<", 0),
+    )
+]
+
+SHARE_FORMATTING = dp.Formatting(
+    column="shares",
+    formatting_rules=[
+        dp.FormattingRule(
+            style={
+                "color": WBColor.RED_DARK.value,
+                # "fontWeight": "bold",
+            },
+            condition=("<", 0),
+        )
+    ],
+)
+
+TRADE_STATUS_LEGENDS = dp.Legend(
+    key="status",
+    items=[
+        dp.LegendItem(
+            icon=WBColor.BLUE_LIGHT.value,
+            label=Trade.Status.DRAFT.label,
+            value=Trade.Status.DRAFT.value,
+        ),
+        dp.LegendItem(
+            icon=WBColor.YELLOW_LIGHT.value,
+            label=Trade.Status.SUBMIT.label,
+            value=Trade.Status.SUBMIT.value,
+        ),
+        dp.LegendItem(
+            icon=WBColor.GREEN_LIGHT.value,
+            label=Trade.Status.EXECUTED.label,
+            value=Trade.Status.EXECUTED.value,
+        ),
+        dp.LegendItem(
+            icon=WBColor.GREEN.value,
+            label=Trade.Status.CONFIRMED.label,
+            value=Trade.Status.CONFIRMED.value,
+        ),
+    ],
+)
+
+TRADE_STATUS_FORMATTING = dp.Formatting(
+    column="status",
+    formatting_rules=[
+        dp.FormattingRule(
+            style={"backgroundColor": WBColor.BLUE_LIGHT.value},
+            condition=("==", Trade.Status.DRAFT.value),
+        ),
+        dp.FormattingRule(
+            style={"backgroundColor": WBColor.YELLOW_LIGHT.value},
+            condition=("==", Trade.Status.SUBMIT.value),
+        ),
+        dp.FormattingRule(
+            style={"backgroundColor": WBColor.GREEN_LIGHT.value},
+            condition=("==", Trade.Status.EXECUTED.value),
+        ),
+        dp.FormattingRule(
+            style={"backgroundColor": WBColor.GREEN.value},
+            condition=("==", Trade.Status.CONFIRMED.value),
+        ),
+    ],
+)
+
+
+class TradeDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="transaction_subtype", label="Type", width=Unit.PIXEL(100)),
+                dp.Field(key="transaction_date", label="Trade Date", width=Unit.PIXEL(150)),
+                dp.Field(key="underlying_instrument", label="Instrument", width=Unit.PIXEL(250)),
+                dp.Field(
+                    label="Value",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="shares", label="Shares", width=Unit.PIXEL(100)),
+                        dp.Field(key="price", label="Price", width=Unit.PIXEL(100)),
+                        dp.Field(key="total_value", label="Value", width=Unit.PIXEL(125)),
+                        dp.Field(key="total_value_usd", label="Value ($)", width=Unit.PIXEL(125), show="open"),
+                    ],
+                ),
+                dp.Field(
+                    label="Bank",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="bank", label="Counterparty", width=Unit.PIXEL(150)),
+                        dp.Field(key="custodian", label="Custodian", width=Unit.PIXEL(150), show="open"),
+                        dp.Field(key="register", label="Register", width=Unit.PIXEL(200), show="open"),
+                    ],
+                ),
+                dp.Field(
+                    label="Information",
+                    open_by_default=False,
+                    key=None,
+                    children=list(
+                        filter(
+                            lambda x: not (x.key == "portfolio" and "portfolio_id" in self.view.kwargs),
+                            [
+                                dp.Field(key="currency", label="Currency", width=Unit.PIXEL(100)),
+                                dp.Field(key="portfolio", label="Portfolio", width=Unit.PIXEL(250), show="open"),
+                                dp.Field(
+                                    key="marked_for_deletion",
+                                    label="Marked for Deletion",
+                                    width=Unit.PIXEL(150),
+                                    show="open",
+                                ),
+                                dp.Field(key="pending", label="Pending", width=Unit.PIXEL(150), show="open"),
+                            ],
+                        )
+                    ),
+                ),
+            ],
+            legends=[TRADE_STATUS_LEGENDS],
+            formatting=[SHARE_FORMATTING, TRADE_STATUS_FORMATTING],
+        )
+
+    def get_instance_display(self) -> Display:
+        return create_simple_display(
+            [
+                ["transaction_date", "value_date", "."],
+                [repeat_field(3, "underlying_instrument")],
+                ["shares", "price", "bank"],
+                ["external_id", "marked_for_deletion", "register"],
+                [repeat_field(3, "comment")],
+            ]
+        )
+
+
+class SubscriptionRedemptionDisplayConfig(TradeDisplayConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="transaction_subtype", label="Type", width=Unit.PIXEL(100)),
+                dp.Field(key="transaction_date", label="Trade Date", width=Unit.PIXEL(150)),
+                dp.Field(key="underlying_instrument", label="Product", width=Unit.PIXEL(250)),
+                dp.Field(
+                    label="Value",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="shares", label="Shares", width=Unit.PIXEL(100)),
+                        dp.Field(key="price", label="Price", width=Unit.PIXEL(100)),
+                        dp.Field(key="total_value", label="Value", width=Unit.PIXEL(125)),
+                        dp.Field(key="total_value_usd", label="Value ($)", width=Unit.PIXEL(125), show="open"),
+                    ],
+                ),
+                dp.Field(
+                    label="Customer",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="claimed_shares", label="Claimed Shares", width=Unit.PIXEL(150)),
+                        dp.Field(key="claims", label="Claims", width=Unit.PIXEL(150), show="open"),
+                        dp.Field(key="comment", label="Comment", width=Unit.PIXEL(200)),
+                    ],
+                ),
+                dp.Field(
+                    label="Bank",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="bank", label="Bank", width=Unit.PIXEL(150)),
+                        dp.Field(key="custodian", label="Custodian", width=Unit.PIXEL(150), show="open"),
+                        dp.Field(key="register", label="Register", width=Unit.PIXEL(200), show="open"),
+                    ],
+                ),
+                dp.Field(
+                    label="Information",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="currency", label="Currency", width=Unit.PIXEL(100), show="open"),
+                        dp.Field(key="portfolio", label="Portfolio", width=Unit.PIXEL(250), show="open"),
+                        dp.Field(key="marked_for_deletion", label="Marked for Deletion", width=Unit.PIXEL(150)),
+                        dp.Field(key="pending", label="Pending", width=Unit.PIXEL(150), show="open"),
+                        dp.Field(key="marked_as_internal", label="Internal", width=Unit.PIXEL(150), show="open"),
+                        dp.Field(key="internal_trade", label="Internal Trade", width=Unit.PIXEL(150), show="open"),
+                    ],
+                ),
+            ],
+            legends=[
+                dp.Legend(
+                    key="completely_claimed",
+                    items=[
+                        dp.LegendItem(
+                            icon=WBColor.GREEN_LIGHT.value,
+                            label="Completely Claimed",
+                            value=True,
+                        )
+                    ],
+                ),
+                dp.Legend(
+                    key="completely_claimed_if_approved",
+                    items=[
+                        dp.LegendItem(
+                            icon=WBColor.YELLOW_LIGHT.value,
+                            label="Completely Claimed if approved",
+                            value=True,
+                        )
+                    ],
+                ),
+                dp.Legend(
+                    key="pending",
+                    items=[
+                        dp.LegendItem(icon=WBIcon.FOLDERS_ADD.icon, label="Pending", value=True),
+                    ],
+                ),
+                dp.Legend(
+                    key="marked_for_deletion",
+                    items=[
+                        dp.LegendItem(icon=WBIcon.DELETE.icon, label="To Be Deleted", value=True),
+                    ],
+                ),
+            ],
+            formatting=[
+                SHARE_FORMATTING,
+                dp.Formatting(
+                    column="completely_claimed",
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={"backgroundColor": WBColor.GREEN_LIGHT.value},
+                            condition=("==", True),
+                        )
+                    ],
+                ),
+                dp.Formatting(
+                    column="completely_claimed_if_approved",
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            style={"backgroundColor": WBColor.YELLOW_LIGHT.value},
+                            condition=("==", True),
+                        )
+                    ],
+                ),
+                dp.Formatting(
+                    column="pending",
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            icon=WBIcon.FOLDERS_ADD.icon,
+                            condition=("==", True),
+                        )
+                    ],
+                ),
+            ],
+        )
+
+    def get_instance_display(self) -> Display:
+        return create_simple_display(
+            [
+                ["transaction_date", "value_date", "."],
+                [repeat_field(3, "underlying_instrument")],
+                ["shares", "price", "bank"],
+                ["external_id", "marked_for_deletion", "register"],
+                [repeat_field(3, "comment")],
+                ["marked_as_internal", repeat_field(2, "internal_trade")],
+            ]
+        )
+
+
+class TradePortfolioDisplayConfig(TradeDisplayConfig):
+    pass
+
+
+class TradeTradeProposalDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="underlying_instrument", label="Instrument"),
+                dp.Field(
+                    label="Weight",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="effective_weight", label="Effective Weight"),
+                        dp.Field(key="target_weight", label="Target Weight"),
+                        dp.Field(
+                            key="weighting",
+                            label="Delta Weight",
+                            formatting_rules=[
+                                dp.FormattingRule(
+                                    style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
+                                    condition=("<", 0),
+                                ),
+                                dp.FormattingRule(
+                                    style={"color": WBColor.GREEN_DARK.value, "fontWeight": "bold"},
+                                    condition=(">", 0),
+                                ),
+                            ],
+                        ),
+                    ],
+                ),
+                dp.Field(
+                    label="Shares",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(
+                            key="transaction_subtype",
+                            label="Direction",
+                            formatting_rules=[
+                                dp.FormattingRule(
+                                    style={"color": WBColor.RED_DARK.value, "fontWeight": "bold"},
+                                    condition=("==", Trade.Type.SELL.name),
+                                ),
+                                dp.FormattingRule(
+                                    style={"color": WBColor.GREEN_DARK.value, "fontWeight": "bold"},
+                                    condition=("==", Trade.Type.BUY.name),
+                                ),
+                            ],
+                        ),
+                        dp.Field(key="shares", label="Shares", show="open"),
+                    ],
+                ),
+                dp.Field(
+                    label="Information",
+                    open_by_default=False,
+                    key=None,
+                    children=[
+                        dp.Field(key="comment", label="Comment"),
+                        dp.Field(key="order", label="Order", show="open"),
+                    ],
+                ),
+            ],
+            legends=[TRADE_STATUS_LEGENDS],
+            formatting=[SHARE_FORMATTING, TRADE_STATUS_FORMATTING],
+        )
+
+    def get_instance_display(self) -> Display:
+        return create_simple_display(
+            [
+                ["underlying_instrument", "target_weight", "weighting"],
+                ["effective_weight", "transaction_subtype", "shares"],
+                [repeat_field(3, "comment")],
+            ]
+        )

wbportfolio/viewsets/configs/display/transactions.py

@@ -0,0 +1,55 @@
+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.instance_display.utils import repeat_field
+from wbcore.metadata.configs.display.view_config import DisplayViewConfig
+
+
+class TransactionDisplayConfig(DisplayViewConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="transaction_type", label="Type"),
+                dp.Field(key="transaction_underlying_type", label="Underlying Type"),
+                dp.Field(key="transaction_date", label="Transaction Date"),
+                dp.Field(key="portfolio", label="Portfolio"),
+                dp.Field(key="underlying_instrument", label="Instrument"),
+                dp.Field(key="currency_fx_rate", label="FX Rate"),
+                dp.Field(key="currency", label="Currency"),
+                dp.Field(key="total_value", label="Total Value"),
+                dp.Field(key="total_value_fx_portfolio", label="Total Value (Portfolio)"),
+                dp.Field(key="total_value_usd", label="Total Value ($)"),
+            ]
+        )
+
+    def get_instance_display(self) -> Display:
+        return create_simple_display(
+            [
+                ["transaction_type", "underlying_instrument", "external_id"],
+                ["transaction_date", "book_date", "value_date"],
+                ["currency", "total_value", "total_value_fx_portfolio"],
+                [".", "total_value_gross", "total_value_gross_fx_portfolio"],
+                [repeat_field(3, "comment")],
+            ]
+        )
+
+
+class TransactionPortfolioDisplayConfig(TransactionDisplayConfig):
+    def get_list_display(self) -> Optional[dp.ListDisplay]:
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(key="transaction_type", label="Type"),
+                dp.Field(key="transaction_underlying_type", label="Underlying Type"),
+                dp.Field(key="transaction_date", label="Transaction Date"),
+                dp.Field(key="underlying_instrument", label="Instrument"),
+                dp.Field(key="currency_fx_rate", label="FX Rate"),
+                dp.Field(key="currency", label="Currency"),
+                dp.Field(key="total_value", label="Total Value"),
+                dp.Field(key="total_value_fx_portfolio", label="Total Value (Portfolio)"),
+                dp.Field(key="total_value_usd", label="Total Value ($)"),
+            ]
+        )

wbportfolio/viewsets/configs/endpoints/__init__.py

@@ -0,0 +1,75 @@
+from .adjustments import AdjustmentEndpointConfig
+from .assets import (
+    AssetPositionEndpointConfig,
+    AssetPositionEquityEndpointConfig,
+    AssetPositionIndexEndpointConfig,
+    AssetPositionInstrumentEndpointConfig,
+    AssetPositionPortfolioEndpointConfig,
+    AssetPositionProductGroupEndpointConfig,
+    AssetPositionUnderlyingInstrumentChartEndpointConfig,
+    CashPositionPortfolioEndpointConfig,
+    CompositionModelPortfolioPandasEndpointConfig,
+    ContributorPortfolioChartEndpointConfig,
+    DistributionChartEndpointConfig,
+    DistributionTableEndpointConfig,
+)
+from .claim import (
+    ConsolidatedTradeSummaryEndpointConfig,
+    ConsolidatedTradeSummaryDistributionChartEndpointConfig,
+    CumulativeNNMChartEndpointConfig,
+    ClaimAccountEndpointConfig,
+    ClaimEndpointConfig,
+    ClaimEntryEndpointConfig,
+    ClaimProductEndpointConfig,
+    ClaimTradeEndpointConfig,
+    NegativeTermimalAccountPerProductEndpointConfig,
+    ProfitAndLossPandasEndpointConfig,
+)
+
+from .custodians import CustodianEndpointConfig
+from .fees import (
+    FeesAggregatedPortfolioPandasEndpointConfig,
+    FeesPortfolioEndpointConfig,
+)
+from .fees import FeesAggregatedPortfolioPandasEndpointConfig, FeesPortfolioEndpointConfig, FeeEndpointConfig
+
+from .portfolios import (
+    ModelPortfolioEndpointConfig,
+    PortfolioEndpointConfig,
+    PortfolioPortfolioThroughModelEndpointConfig,
+)
+from .positions import (
+    AggregatedAssetPositionLiquidityEndpointConfig,
+    AssetPositionPandasEndpointConfig,
+)
+from .product_groups import ProductGroupEndpointConfig
+from .product_performance import (
+    PerformanceComparisonEndpointConfig,
+    PerformancePandasEndpointConfig,
+    ProductPerformanceNetNewMoneyEndpointConfig,
+)
+from .products import (
+    ProductCustomerEndpointConfig,
+    ProductPerformanceFeesEndpointConfig,
+    InstrumentPriceAUMDataEndpointConfig,
+    NominalProductEndpointConfig,
+    AUMProductEndpointConfig,
+)
+from .roles import PortfolioRoleInstrumentEndpointConfig
+from .trades import (
+    CustodianDistributionInstrumentEndpointConfig,
+    TradeEndpointConfig,
+    TradeInstrumentEndpointConfig,
+    TradePortfolioEndpointConfig,
+    TradeProposalEndpointConfig,
+    TradeProposalPortfolioEndpointConfig,
+    TradeTradeProposalEndpointConfig,
+    SubscriptionRedemptionEndpointConfig,
+)
+from .transactions import TransactionEndpointConfig, TransactionPortfolioEndpointConfig
+from .portfolio_relationship import (
+    PortfolioInstrumentPreferredClassificationThroughEndpointConfig,
+    InstrumentPortfolioThroughPortfolioModelEndpointConfig,
+)
+from .esg import ESGMetricAggregationPortfolioPandasEndpointConfig
+from .reconciliations import AccountReconciliationLineEndpointViewConfig, AccountReconciliationEndpointViewConfig

wbportfolio/viewsets/configs/endpoints/adjustments.py

@@ -0,0 +1,17 @@
+from rest_framework.reverse import reverse
+from wbcore.metadata.configs.endpoints import EndpointViewConfig
+
+
+class AdjustmentEndpointConfig(EndpointViewConfig):
+    def get_endpoint(self, **kwargs):
+        if instrument_id := self.view.kwargs.get("instrument_id", None):
+            return reverse("wbportfolio:instrument-adjustment-list", args=[instrument_id], request=self.request)
+        return reverse("wbportfolio:adjustment-list", args=[], request=self.request)
+
+    def get_instance_endpoint(self, **kwargs):
+        if self.view.kwargs.get("pk", None):
+            return None
+        return self.get_endpoint(**kwargs)
+
+    def get_delete_endpoint(self, **kwargs):
+        return None

wbportfolio/viewsets/configs/endpoints/assets.py

@@ -0,0 +1,115 @@
+from rest_framework.reverse import reverse
+from wbcore.metadata.configs.endpoints import EndpointViewConfig
+
+
+class AssetPositionEndpointConfig(EndpointViewConfig):
+    def get_endpoint(self, **kwargs):
+        return None
+
+    def get_list_endpoint(self, **kwargs):
+        return reverse("wbportfolio:assetposition-list", request=self.request)
+
+
+class AssetPositionPortfolioEndpointConfig(AssetPositionEndpointConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:portfolio-asset-list",
+            args=[self.view.kwargs["portfolio_id"]],
+            request=self.request,
+        )
+
+
+class AssetPositionEquityEndpointConfig(AssetPositionEndpointConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:equity-asset-list",
+            args=[self.view.kwargs["equity_id"]],
+            request=self.request,
+        )
+
+
+class AssetPositionInstrumentEndpointConfig(AssetPositionEndpointConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:instrument-asset-list",
+            args=[self.view.kwargs["instrument_id"]],
+            request=self.request,
+        )
+
+
+class AssetPositionIndexEndpointConfig(AssetPositionEndpointConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:index-asset-list",
+            args=[self.view.kwargs["index_id"]],
+            request=self.request,
+        )
+
+
+class AssetPositionProductGroupEndpointConfig(AssetPositionEndpointConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:productgroup-asset-list",
+            args=[self.view.kwargs["product_group_id"]],
+            request=self.request,
+        )
+
+
+class CashPositionPortfolioEndpointConfig(AssetPositionEndpointConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:productcashposition-list",
+            args=[],
+            request=self.request,
+        )
+
+
+class ContributorPortfolioChartEndpointConfig(AssetPositionEndpointConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:portfolio-contributor-list",
+            args=[self.view.kwargs["portfolio_id"]],
+            request=self.request,
+        )
+
+
+class AssetPositionUnderlyingInstrumentChartEndpointConfig(EndpointViewConfig):
+    def get_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:instrument-assetpositionchart-list",
+            args=[self.view.kwargs["instrument_id"]],
+            request=self.request,
+        )
+
+
+class DistributionChartEndpointConfig(EndpointViewConfig):
+    def get_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:portfolio-distributionchart-list",
+            args=[self.view.kwargs["portfolio_id"]],
+            request=self.request,
+        )
+
+
+class DistributionTableEndpointConfig(EndpointViewConfig):
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:portfolio-distributiontable-list",
+            args=[self.view.kwargs["portfolio_id"]],
+            request=self.request,
+        )
+
+    def get_endpoint(self, **kwargs):
+        return None
+
+
+class CompositionModelPortfolioPandasEndpointConfig(EndpointViewConfig):
+    def get_endpoint(self, **kwargs):
+        return None
+
+    def get_list_endpoint(self, **kwargs):
+        return reverse(
+            "wbportfolio:portfolio-modelcompositionpandas-list",
+            args=[self.view.kwargs["portfolio_id"]],
+            request=self.request,
+        )