PYield 0.20.0__tar.gz → 0.20.2__tar.gz

{pyield-0.20.0 → pyield-0.20.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PYield
-Version: 0.20.0
+Version: 0.20.2
 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-0.20.2/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.20.2"

{pyield-0.20.0 → pyield-0.20.2}/pyield/b3_futures/__init__.py

@@ -41,7 +41,19 @@ def futures(
 
     Examples:
         >>> futures("DI1", "31-05-2024")
-        >>> futures("DDI", "31-05-2024")
+            TradeDate TickerSymbol  ... CloseBidRate  CloseRate
+        0  2024-05-31       DI1M24  ...      0.10404    0.10404
+        1  2024-05-31       DI1N24  ...       0.1039    0.10386
+        2  2024-05-31       DI1Q24  ...      0.10374    0.10374
+        3  2024-05-31       DI1U24  ...      0.10365    0.10355
+        ...
+        >>> futures("DAP", "31-05-2024")
+            TradeDate TickerSymbol  ... CloseBidRate  CloseRate
+        0  2024-05-31       DAPM24  ...         <NA>       <NA>
+        1  2024-05-31       DAPN24  ...         <NA>       <NA>
+        2  2024-05-31       DAPQ24  ...         <NA>     0.0885
+        3  2024-05-31       DAPU24  ...         <NA>     0.0865
+        ...
     """
     contract_code = contract_code.upper()
     if contract_code not in SUPPORTED_FUTURES:

{pyield-0.20.0 → pyield-0.20.2}/pyield/b3_futures/common.py

@@ -23,13 +23,13 @@ def get_expiration_date(expiration_code: str, expiration_day: int = 1) -> pd.Tim
 
     Examples:
         >>> get_expiration_date("F23")
-        pd.Timestamp('2023-01-01')
+        Timestamp('2023-01-02 00:00:00')
 
         >>> get_expiration_date("Z33")
-        pd.Timestamp('2033-12-01')
+        Timestamp('2033-12-01 00:00:00')
 
         >>> get_expiration_date("A99")
-        pd.NaT
+        NaT
 
     Notes:
         The expiration date is calculated based on the format change introduced by B3 on

{pyield-0.20.0 → pyield-0.20.2}/pyield/b3_futures/historical.py

@@ -37,7 +37,7 @@ def get_old_expiration_date(
 
     Examples:
         >>> get_old_expiration_date("JAN3", pd.Timestamp("2001-05-21"))
-        pd.Timestamp('2003-01-01')
+        Timestamp('2003-01-02 00:00:00')
 
     Notes:
         - In 22-05-2006, B3 changed the format of the DI contract codes. Before that

pyield-0.20.2/pyield/date_converter.py

@@ -0,0 +1,78 @@
+import datetime as dt
+from typing import overload
+
+import numpy as np
+import pandas as pd
+
+type ScalarDateTypes = str | np.datetime64 | pd.Timestamp | dt.datetime | dt.date
+type ArrayDateTypes = pd.Series | pd.DatetimeIndex | np.ndarray | list | tuple
+
+
+def validate_date_format(date_str):
+    # Primeiro tenta com hífen (-)
+    for fmt in ["%d-%m-%Y", "%d/%m/%Y"]:
+        try:
+            dt.datetime.strptime(date_str, fmt)
+            return
+        except ValueError:
+            continue
+    raise ValueError(
+        f"Invalid format: {date_str}. Day first is required (e.g. '31-05-2024')."
+    )
+
+
+@overload
+def convert_input_dates(dates: ScalarDateTypes) -> pd.Timestamp: ...
+@overload
+def convert_input_dates(dates: ArrayDateTypes) -> pd.Series: ...
+
+
+def convert_input_dates(
+    dates: ScalarDateTypes | ArrayDateTypes,
+) -> pd.Timestamp | pd.Series:
+    match dates:
+        case None:
+            raise ValueError("'dates' cannot be None.")
+
+        case str():
+            validate_date_format(dates)
+            return pd.to_datetime(dates, dayfirst=True)
+
+        case dt.datetime() | dt.date() | np.datetime64() | pd.Timestamp():
+            return pd.Timestamp(dates).normalize()
+
+        case pd.Series() | np.ndarray() | list() | tuple():
+            result = pd.Series(dates)
+
+            if result.empty:
+                raise ValueError("'dates' cannot be an empty Array.")
+
+            if pd.api.types.is_string_dtype(result):
+                # Check first element to validate date format
+                validate_date_format(result[0])
+
+            return pd.to_datetime(result, dayfirst=True).astype("datetime64[ns]")
+
+        case pd.DatetimeIndex():
+            return pd.Series(dates).astype("datetime64[ns]")
+
+        case _:
+            raise ValueError("Invalid input type for 'dates'.")
+
+
+def convert_to_numpy_date(
+    dates: pd.Timestamp | pd.Series,
+) -> np.datetime64 | np.ndarray:
+    """
+    Converts the input dates to a numpy datetime64[D] format.
+
+    Args:
+        dates (Timestamp | Series): A single date or a Series of dates.
+
+    Returns:
+        np.datetime64 | np.ndarray: The input dates in a numpy datetime64[D] format.
+    """
+    if isinstance(dates, pd.Timestamp):
+        return np.datetime64(dates, "D")
+    else:
+        return dates.to_numpy().astype("datetime64[D]")

{pyield-0.20.0 → pyield-0.20.2}/pyield/indicators.py

@@ -6,11 +6,12 @@ import requests
 
 from pyield import date_converter as dc
 
+type IndicatorCode = Literal["IPCA_MR", "SELIC_TARGET", "SELIC_OVER", "DI", "VNA_LFT"]
 TIMEOUT = 10
 
 
 def indicator(
-    indicator_code: Literal["IPCA_MR", "SELIC_TARGET", "SELIC_OVER", "DI", "VNA_LFT"],
+    indicator_code: IndicatorCode,
     reference_date: str | pd.Timestamp,
 ) -> float:
     """
@@ -22,9 +23,8 @@ def indicator(
     correct API is dynamically chosen based on the indicator code provided.
 
     Args:
-        indicator_code (Literal["IPCA_MR", "SELIC_TARGET", "SELIC_OVER", "DI",
-        "VNA_LFT"]):
-            The code for the desired economic indicator:
+        indicator_code (IndicatorCode): The code of the economic indicator to fetch.
+            The available options are:
             - "IPCA_MR": IPCA Monthly Rate (inflation).
             - "SELIC_TARGET": SELIC Target rate.
             - "SELIC_OVER": SELIC Over (overnight) rate.

{pyield-0.20.0 → pyield-0.20.2}/pyield/projections.py

@@ -38,11 +38,7 @@ def projection(projection_code: Literal["IPCA_CM"]) -> IndicatorProjection:
 
     Example:
         >>> projection("IPCA_CM")
-        IndicatorProjection(
-            reference_period=Period('2024-09', 'M'),
-            projected_value=0.0046,
-            last_updated=Timestamp('2024-09-27 18:42:00')
-        )
+        IndicatorProjection(reference_period=Period(...), projected_value=..., ...)
 
     """
     proj_type = str(projection_code).upper()

{pyield-0.20.0 → pyield-0.20.2}/pyproject.toml

@@ -32,7 +32,7 @@ dependencies = [
     "types-requests",
 ]
 dynamic = []
-version = "0.20.0"
+version = "0.20.2"
 
 [project.license]
 file = "LICENSE"

pyield-0.20.0/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.20.0"

pyield-0.20.0/pyield/date_converter.py

@@ -1,82 +0,0 @@
-import datetime as dt
-import re
-from typing import overload
-
-import numpy as np
-import pandas as pd
-
-type ScalarDateTypes = str | np.datetime64 | pd.Timestamp | dt.datetime | dt.date
-type PandasArrayDateTypes = pd.Series | pd.DatetimeIndex | pd.Index
-type ArrayDateTypes = PandasArrayDateTypes | np.ndarray | list | tuple
-
-
-def validate_year_format(value):
-    """If the input date is a string, it validates the year format."""
-    if not isinstance(value, str):
-        return
-
-    value = value.strip().lower()
-    if value in {"today", "now"}:
-        return
-
-    if re.match(r"^\d{4}-", value):
-        error_msg = f"Invalid format: {value}. Day first format is required. Example: '31-05-2024'."  # noqa
-        raise ValueError(error_msg)
-
-
-def check_first_value(dates):
-    match dates:
-        case None:
-            raise ValueError("Date cannot be None.")
-        case str():
-            validate_year_format(dates)
-        case list() | tuple() | np.ndarray() | pd.Series():
-            validate_year_format(dates[0])
-
-
-@overload
-def convert_input_dates(dates: ScalarDateTypes) -> pd.Timestamp: ...
-@overload
-def convert_input_dates(dates: ArrayDateTypes) -> pd.Series: ...
-
-
-def convert_input_dates(
-    dates: ScalarDateTypes | ArrayDateTypes,
-) -> pd.Timestamp | pd.Series:
-    check_first_value(dates)
-
-    result = pd.to_datetime(dates, dayfirst=True)
-
-    match result:
-        case pd.Timestamp():
-            result = result.normalize()
-        case dt.datetime() | dt.date() | np.datetime64():
-            result = pd.Timestamp(result).normalize()
-        case pd.Series():
-            result = result.astype("datetime64[ns]")
-        case pd.DatetimeIndex():
-            result = pd.Series(result).astype("datetime64[ns]")
-        case None:
-            raise ValueError("Date cannot be None.")
-        case _:
-            raise ValueError("Invalid date input type.")
-
-    return result
-
-
-def convert_to_numpy_date(
-    dates: pd.Timestamp | pd.Series,
-) -> np.datetime64 | np.ndarray:
-    """
-    Converts the input dates to a numpy datetime64[D] format.
-
-    Args:
-        dates (Timestamp | Series): A single date or a Series of dates.
-
-    Returns:
-        np.datetime64 | np.ndarray: The input dates in a numpy datetime64[D] format.
-    """
-    if isinstance(dates, pd.Timestamp):
-        return np.datetime64(dates, "D")
-    else:
-        return dates.to_numpy().astype("datetime64[D]")