PYield 0.11.2__tar.gz → 0.11.4__tar.gz

{pyield-0.11.2 → pyield-0.11.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PYield
-Version: 0.11.2
+Version: 0.11.4
 Summary: A Python library for analysis of fixed income instruments in Brazil
 Keywords: fixed-income, brazil, finance, analysis, bonds
 Author-Email: Carlos Carvalho <cr.cj@outlook.com>

pyield-0.11.4/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.11.4"

{pyield-0.11.2 → pyield-0.11.4}/pyield/fetchers/anbima.py

@@ -1,5 +1,6 @@
 import io
 import os
+import zipfile as zp
 
 import pandas as pd
 import requests
@@ -10,13 +11,19 @@ from .. import date_converter as dc
 ANBIMA_URL = "https://www.anbima.com.br/informacoes/merc-sec/arqs/"
 # URL example: https://www.anbima.com.br/informacoes/merc-sec/arqs/ms240614.txt
 RATES_URL = (
-    "https://raw.githubusercontent.com/crdcj/PYield/main/data/anbima_rates.csv.gz"
+    "https://raw.githubusercontent.com/crdcj/pyield-data/main/anbima_rates.csv.gz"
 )
 
+# Before 13/05/2014 the file was zipped and the endpoint ended with ".exe"
+FORMAT_CHANGE_DATE = pd.to_datetime("13-05-2014", dayfirst=True)
+
 
 def _get_file_content(reference_date: pd.Timestamp) -> str:
     url_date = reference_date.strftime("%y%m%d")
-    filename = f"ms{url_date}.txt"
+    if reference_date < FORMAT_CHANGE_DATE:
+        filename = f"ms{url_date}.exe"
+    else:
+        filename = f"ms{url_date}.txt"
 
     # Tries to access the member URL first
     try:
@@ -29,23 +36,28 @@ def _get_file_content(reference_date: pd.Timestamp) -> str:
             anbima_headers = None
 
         file_url = f"{anbima_member_url}{filename}"
-        response = requests.get(file_url, headers=anbima_headers, timeout=5)
+        r = requests.get(file_url, headers=anbima_headers, timeout=5)
         # Checks if the response was successful (status code 200)
-        response.raise_for_status()
-        return response.text
-    except requests.exceptions.RequestException:
-        # Blind attempt to access the member URL
-        pass
+        r.raise_for_status()
+
+        if reference_date < FORMAT_CHANGE_DATE:
+            zip_file = zp.ZipFile(io.BytesIO(r.content))
+            file_content = zip_file.read(zip_file.namelist()[0]).decode("latin-1")
+        else:
+            file_content = r.text
 
-    # If the member URL fails, tries to access the non-member URL
-    try:
-        file_url = f"{ANBIMA_URL}{filename}"
-        response = requests.get(file_url, timeout=5)
-        response.raise_for_status()  # Checks if the second attempt was successful
-        return response.text
     except requests.exceptions.RequestException:
-        # Both URLs failed
-        return ""
+        # If the member URL fails, tries to access the non-member URL
+        try:
+            file_url = f"{ANBIMA_URL}{filename}"
+            r = requests.get(file_url, timeout=5)
+            r.raise_for_status()  # Checks if the second attempt was successful
+            file_content = r.text
+        except requests.exceptions.RequestException:
+            # Both URLs failed
+            file_content = ""
+
+    return file_content
 
 
 def _read_raw_df(file_content: str) -> pd.DataFrame:

{pyield-0.11.2 → pyield-0.11.4}/pyproject.toml

@@ -32,7 +32,7 @@ dependencies = [
     "requests>=2.31.0",
 ]
 dynamic = []
-version = "0.11.2"
+version = "0.11.4"
 
 [project.license]
 file = "LICENSE"

pyield-0.11.2/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.11.2"