wbportfolio 2.2.3__py2.py3-none-any.whl → 2.2.5__py2.py3-none-any.whl

wbportfolio/import_export/backends/refinitiv/adjustment.py

@@ -0,0 +1,40 @@
+from datetime import datetime
+from io import BytesIO
+from typing import Optional
+
+from django.db import models
+from pandas.tseries.offsets import BDay
+from wbcore.contrib.io.backends import AbstractDataBackend, register
+from wbfdm.import_export.backends.refinitiv.utils import Controller
+from wbportfolio.import_export.backends.utils import (
+    get_timedelta_import_instrument_price,
+)
+
+from ..wbfdm.mixin import DataBackendMixin
+
+DEFAULT_MAPPING = {"AX": "factor"}
+
+
+@register("Adjustment", provider_key="refinitiv")
+class DataBackend(DataBackendMixin, AbstractDataBackend):
+    CHUNK_SIZE = 50
+
+    def __init__(self, import_credential: Optional[models.Model] = None, **kwargs):
+        self.controller = Controller(import_credential.username, import_credential.password)
+
+    def get_files(
+        self,
+        execution_time: datetime,
+        obj_external_ids: list[str] = None,
+        **kwargs,
+    ) -> BytesIO:
+        execution_date = execution_time.date()
+        start = kwargs.get("start", (execution_date - BDay(get_timedelta_import_instrument_price())).date())
+        fields = list(DEFAULT_MAPPING.keys())
+        if obj_external_ids:
+            df = self.controller.get_data(obj_external_ids, fields, start, execution_date)
+            if not df.empty:
+                content_file = BytesIO()
+                df.to_json(content_file, orient="records")
+                file_name = f"adjustment_chunk-{start:%Y-%m-%d}-{execution_date:%Y-%m-%d}_{datetime.timestamp(execution_time)}.json"
+                yield file_name, content_file

wbportfolio/kpi_handlers/nnm.py

@@ -0,0 +1,163 @@
+from decimal import Decimal
+from typing import Type
+
+from django.db.models import Exists, OuterRef, Sum
+from django.db.models.expressions import F
+from django.db.models.functions import Coalesce
+from django.db.models.query import QuerySet
+from wbcore import serializers
+from wbcore.contrib.currency.models import CurrencyFXRates
+from wbcore.serializers.serializers import Serializer
+from wbcrm.models import Account
+from wbhuman_resources.models.kpi import KPI, KPIHandler
+from wbhuman_resources.serializers import KPIModelSerializer
+from wbportfolio.models.transactions.claim import Claim
+
+
+class NetNewMoneyKPISerializer(KPIModelSerializer):
+    transaction_subtype = serializers.ChoiceField(
+        default="all",
+        choices=[("SUBSCRIPTION", "Only Subscriptions"), ("REDEMPTION", "Only Redemptions"), ("all", "All")],
+    )
+    nnm_from = serializers.ChoiceField(
+        default="all",
+        label="NNM from",
+        choices=[("new_clients", "New clients"), ("existing_clients", "Existing clients"), ("all", "All")],
+    )
+    only_approved = serializers.BooleanField(
+        default=False, label="Only Approved claims", help_text="Filter only approve claims"
+    )
+
+    creator = serializers.BooleanField(
+        default=True, label="Creator of claim", help_text="NNM considered are related to the creator of claim"
+    )
+    claimant = serializers.BooleanField(
+        default=True, label="Claimant of claim", help_text="NNM considered are related to the claimant"
+    )
+    in_charge_of_customer = serializers.BooleanField(
+        default=True,
+        label="In charge of customer",
+        help_text="NNM considered are related to the persons in charge of customer",
+    )
+
+    def update(self, instance, validated_data):
+        transaction_subtype = validated_data.get(
+            "transaction_subtype",
+            instance.additional_data["serializer_data"].get("transaction_subtype", "all"),
+        )
+        only_approved = validated_data.get(
+            "only_approved",
+            instance.additional_data["serializer_data"].get("only_approved", False),
+        )
+        nnm_from = validated_data.get(
+            "nnm_from",
+            instance.additional_data["serializer_data"].get("nnm_from", "all"),
+        )
+
+        creator = validated_data.get(
+            "creator",
+            instance.additional_data["serializer_data"].get("creator", True),
+        )
+        claimant = validated_data.get(
+            "claimant",
+            instance.additional_data["serializer_data"].get("claimant", True),
+        )
+        in_charge_of_customer = validated_data.get(
+            "in_charge_of_customer",
+            instance.additional_data["serializer_data"].get("in_charge_of_customer", True),
+        )
+
+        additional_data = instance.additional_data
+        additional_data["serializer_data"]["only_approved"] = only_approved
+        additional_data["serializer_data"]["transaction_subtype"] = transaction_subtype
+        additional_data["serializer_data"]["nnm_from"] = nnm_from
+        additional_data["serializer_data"]["creator"] = creator
+        additional_data["serializer_data"]["claimant"] = claimant
+        additional_data["serializer_data"]["in_charge_of_customer"] = in_charge_of_customer
+
+        additional_data["list_data"] = instance.get_handler().get_list_data(additional_data["serializer_data"])
+        validated_data["additional_data"] = additional_data
+
+        return super().update(instance, validated_data)
+
+    class Meta(KPIModelSerializer.Meta):
+        fields = (
+            *KPIModelSerializer.Meta.fields,
+            "transaction_subtype",
+            "nnm_from",
+            "creator",
+            "claimant",
+            "in_charge_of_customer",
+            "only_approved",
+        )
+
+
+class NetNewMoneyKPI(KPIHandler):
+    def get_name(self) -> str:
+        return "Net New Money"
+
+    def get_serializer(self) -> Type[Serializer]:
+        return NetNewMoneyKPISerializer
+
+    def annotate_parameters(self, queryset: QuerySet[KPI]) -> QuerySet[KPI]:
+        return queryset.annotate(
+            transaction_subtype=F("additional_data__serializer_data__transaction_subtype"),
+            nnm_from=F("additional_data__serializer_data__nnm_from"),
+            creator=F("additional_data__serializer_data__creator"),
+            claimant=F("additional_data__serializer_data__claimant"),
+            in_charge_of_customer=F("additional_data__serializer_data__in_charge_of_customer"),
+            only_approved=F("additional_data__serializer_data__only_approved"),
+        )
+
+    def get_list_data(self, serializer_data: dict) -> list[str]:
+        return [
+            f"Claim Area: {serializer_data['transaction_subtype']}",
+            f"NNM from: {serializer_data['nnm_from']}",
+            f"Creator: {serializer_data['creator']}",
+            f"Claimant: {serializer_data['claimant']}",
+            f"In charge of customer: {serializer_data['in_charge_of_customer']}",
+            f"Only Approved: {serializer_data['only_approved']}",
+        ]
+
+    def get_display_grid(self) -> list[list[str]]:
+        return [
+            ["nnm_from"] * 3,
+            ["only_approved"] * 3,
+            ["transaction_subtype"] * 3,
+            ["creator", "claimant", "in_charge_of_customer"],
+        ]
+
+    def evaluate(self, kpi: "KPI", evaluated_person, evaluation_date=None) -> int:
+        serializer_data = kpi.additional_data.get("serializer_data")
+        to_date = evaluation_date if evaluation_date else kpi.period.upper
+        claims = (
+            Claim.objects.exclude(status=Claim.Status.WITHDRAWN)
+            .filter(date__gte=kpi.period.lower, date__lte=to_date, account__isnull=False)
+            .annotate(
+                existing_client=Exists(Claim.objects.filter(date__lte=kpi.period.lower, account=OuterRef("account")))
+            )
+        )
+
+        if serializer_data.get("only_approved") is True:
+            claims = claims.filter(status=Claim.Status.APPROVED)
+
+        if (nnm_from := serializer_data.get("nnm_from")) and (nnm_from != "all"):
+            if nnm_from == "new_clients":
+                claims = claims.filter(existing_client=False)
+            elif nnm_from == "existing_clients":
+                claims = claims.filter(existing_client=True)
+
+        # TODO This introduced duplicates and can't be removed easily with distinct("id") because of the aggregation
+        accounts_ids = list(
+            Account.get_managed_accounts_for_entry(evaluated_person.entry_ptr).values_list("id", flat=True)
+        )
+        for employer in evaluated_person.employers.all():
+            accounts_ids.extend(list(Account.get_managed_accounts_for_entry(employer).values_list("id", flat=True)))
+        accounts = Account.objects.filter(id__in=accounts_ids)
+        claims = claims.filter(account__in=accounts)
+
+        return claims.annotate(
+            net_new_money=F("trade__price") * F("shares"),
+            fx_rate=CurrencyFXRates.get_fx_rates_subquery("date", currency="product__currency", lookup_expr="exact"),
+            net_new_money_usd=Coalesce(F("net_new_money") * F("fx_rate"), Decimal(0)),
+        ).aggregate(s=Sum("net_new_money"))["s"] or Decimal(0)

wbportfolio/models/llm/wbcrm/analyze_relationship.py

@@ -0,0 +1,58 @@
+import json
+from typing import TYPE_CHECKING
+
+from django.db.models import F, FloatField, Sum
+from django.db.models.functions import Cast, ExtractYear
+from langchain_core.messages import HumanMessage, SystemMessage
+from wbfdm.models import Instrument
+
+if TYPE_CHECKING:
+    from langchain_core.messages import BaseMessage
+    from wbcrm.models import Account
+
+
+def get_holding_prompt(account: "Account") -> list["BaseMessage"]:
+    from wbportfolio.models import Product
+    from wbportfolio.models.transactions.claim import Claim
+
+    products = (
+        Claim.get_valid_and_approved_claims(account=account)
+        .distinct("product")
+        .values_list("product", "product__isin")
+    )
+
+    performances = {}
+    for product_id, product_name in products:
+        performances[product_name] = Instrument.extract_annual_performance_df(
+            Product.objects.get(id=product_id).get_prices_df()
+        ).to_dict()
+
+    return [
+        SystemMessage(
+            "The following products are held by the account holder. Analyze their performances and check correlations between the holdings and their performances/interactions."
+        ),
+        HumanMessage(json.dumps(performances)),
+    ]
+
+
+def get_performances_prompt(account: "Account") -> list["BaseMessage"]:
+    from wbportfolio.models.transactions.claim import Claim
+
+    holdings = (
+        Claim.get_valid_and_approved_claims(account=account)
+        .annotate(year=ExtractYear("date"))
+        .values("year", "product")
+        .annotate(
+            sum_shares=Cast(Sum("shares"), FloatField()),
+            product_name=F("product__name"),
+            product_isin=F("product__isin"),
+        )
+        .values("product_name", "product_isin", "sum_shares", "year")
+    )
+
+    return [
+        SystemMessage(
+            "The following holdings (subscriptions/redemptions) have been found for this account. Please include this data in the analysis and check if there is any correlation between the holding data and the interactions."
+        ),
+        HumanMessage(json.dumps(list(holdings.order_by("year", "product")))),
+    ]

{wbportfolio-2.2.3.dist-info → wbportfolio-2.2.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: wbportfolio
-Version: 2.2.3
+Version: 2.2.5
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 Requires-Dist: cryptography==3.4.*
 Requires-Dist: dateparser==1.*

{wbportfolio-2.2.3.dist-info → wbportfolio-2.2.5.dist-info}/RECORD

@@ -99,6 +99,7 @@ wbportfolio/import_export/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJW
 wbportfolio/import_export/utils.py,sha256=mzybnwU2y-NOk43QDNDlOCaSPO-0BFlSX_X8uxplNiY,1083
 wbportfolio/import_export/backends/__init__.py,sha256=Ki5jE95usAbxfV3zeZMkAmjh7G8TodBkKTDBPa_HJX0,40
 wbportfolio/import_export/backends/utils.py,sha256=joFlyCrstrXSFb0RmQ4T7lfRVT7lxb7qe8TePis8wFU,2116
+wbportfolio/import_export/backends/refinitiv/adjustment.py,sha256=ahVjWMHY1FuuDnMeascAlVUa3Mys6rvROG1uKDq6QeA,1554
 wbportfolio/import_export/backends/ubs/__init__.py,sha256=jHm6zfyZPfvdzyMfJGngGbwROxtYWyJdpQorpleVKMA,82
 wbportfolio/import_export/backends/ubs/asset_position.py,sha256=xN9VBsl8wdXDbfQOKS_tOlmlwuNqv-yGGg20QUBbavI,1901
 wbportfolio/import_export/backends/ubs/fees.py,sha256=wKGWyzmtvXloUYeMN6mkfoAwtn4qVqyw0OX3e8qGtrw,2863
@@ -190,6 +191,7 @@ wbportfolio/import_export/parsers/vontobel/valuation.py,sha256=iav8_xYpTJchmTa7K
 wbportfolio/import_export/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/import_export/resources/assets.py,sha256=mfQY2md1X4JgMxsvSMoPBKaYKmklZOaFFafqntOMswA,2248
 wbportfolio/import_export/resources/trades.py,sha256=gsF7SRL9JrCHSrCekndrEkKrLjTw1YXLltmyXYK2K0Y,1124
+wbportfolio/kpi_handlers/nnm.py,sha256=hCn0oG0C-6dQ0G-6S4r31nAS633NZdlOT-ntZrzvXZI,7180
 wbportfolio/metric/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/metric/backends/__init__.py,sha256=jfim5By5KqXfraENRFlhXy3i3gIzmElD6sfwL3qK2KM,108
 wbportfolio/metric/backends/base.py,sha256=FlKR00BHrvFEDHG_s1k1_YPyW2gJeJwcI8Bc1UilDys,3222
@@ -250,6 +252,7 @@ wbportfolio/models/products.py,sha256=d9gst_FnkNzkn4IGUnMJBe6MgyfwSRgAmnfep6dE1B
 wbportfolio/models/registers.py,sha256=nusTwh08YFIEPlRq-4Fuv1az72NxvBVaH7V9M_5lhyI,4666
 wbportfolio/models/roles.py,sha256=34BwZleaPMHnUqDK1nHett45xaNNsUqSHY44844itW8,7387
 wbportfolio/models/utils.py,sha256=wYAqgqIfBPafDY9CZWwSCDhSt0ucdyMTrvDwnrnk6H8,393
+wbportfolio/models/llm/wbcrm/analyze_relationship.py,sha256=_y2Myc-M2hXQDkRGXvzsM0ZNC31dmxSHHz5BKMtymww,2106
 wbportfolio/models/mixins/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbportfolio/models/mixins/instruments.py,sha256=oZoehE8gX0jquMgELZYce2C7p2GPgPC8dAuqOZgRcqY,5485
 wbportfolio/models/mixins/liquidity_stress_test.py,sha256=whkzjtbOyl_ncNyaQBORb_Z_rDgcvfdTYPgqPolu7dA,58865
@@ -480,7 +483,7 @@ wbportfolio/viewsets/transactions/mixins.py,sha256=i9ICaUXZfryIrbgS-bdCcoBJO-pTn
 wbportfolio/viewsets/transactions/trade_proposals.py,sha256=5mgAk60cINZHd2HfTu7StFOc882FGakNcIVZpNSwBCs,3528
 wbportfolio/viewsets/transactions/trades.py,sha256=_rZuPRDjf3MbwZ5xvdCgczCxcIbvI-RvyAf-50Y_Ga4,14744
 wbportfolio/viewsets/transactions/transactions.py,sha256=VgSBUs1g5etsXjt7zi4wQi82XwOGuHsd_zppnsbMZMs,4517
-wbportfolio-2.2.3.dist-info/METADATA,sha256=Fb8yJ_h0Irnn6uOwqGz08tZUdBdWO8v3Me9qa-VqhfI,622
-wbportfolio-2.2.3.dist-info/WHEEL,sha256=aO3RJuuiFXItVSnAUEmQ0yRBvv9e1sbJh68PtuQkyAE,105
-wbportfolio-2.2.3.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
-wbportfolio-2.2.3.dist-info/RECORD,,
+wbportfolio-2.2.5.dist-info/METADATA,sha256=5BgM91I5D6LmcjXAmQi44idFcDIHHHgcvVIk4kpKYKg,622
+wbportfolio-2.2.5.dist-info/WHEEL,sha256=aO3RJuuiFXItVSnAUEmQ0yRBvv9e1sbJh68PtuQkyAE,105
+wbportfolio-2.2.5.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
+wbportfolio-2.2.5.dist-info/RECORD,,