PYield 0.27.2__tar.gz → 0.27.4__tar.gz

{pyield-0.27.2 → pyield-0.27.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PYield
-Version: 0.27.2
+Version: 0.27.4
 Summary: A Python library for analysis of fixed income instruments in Brazil
 Project-URL: Source, https://github.com/crdcj/PYield
 Author-email: Carlos Carvalho <cr.cj@outlook.com>

pyield-0.27.4/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.27.4"

{pyield-0.27.2 → pyield-0.27.4}/pyield/__init__.py

@@ -2,7 +2,7 @@ import logging
 
 from pyield import bday
 from pyield.__about__ import __version__
-from pyield.anbima.ima import ima
+from pyield.anbima.ima import last_ima
 from pyield.anbima.imaq import imaq
 from pyield.anbima.tpf import anbima_tpf_data, anbima_tpf_rates, tpf_pre_maturities
 from pyield.b3_futures import futures
@@ -26,7 +26,7 @@ __all__ = [
     "DIFutures",
     "forward_rates",
     "futures",
-    "ima",
+    "last_ima",
     "imaq",
     "indicator",
     "Interpolator",

{pyield-0.27.2 → pyield-0.27.4}/pyield/anbima/ima.py

@@ -5,6 +5,8 @@ from typing import Literal
 import pandas as pd
 import requests
 
+logger = logging.getLogger(__name__)
+
 ima_types = Literal[
     "IRF-M 1",
     "IRF-M 1+",
@@ -17,7 +19,7 @@ ima_types = Literal[
     "IMA-GERAL",
 ]
 
-LAST_IMA_COL_MAPPING = {
+IMA_COL_MAPPING = {
     # "2",
     "Data de Referência": "Date",
     "INDICE": "IMAType",
@@ -27,17 +29,17 @@ LAST_IMA_COL_MAPPING = {
     "Código ISIN": "ISIN",
     "Taxa Indicativa (% a.a.)": "IndicativeRate",
     "PU (R$)": "Price",
-    # "PU de Juros (R$)": "InterestPrice",
+    "PU de Juros (R$)": "InterestPrice",
     "Quantidade (1.000 títulos)": "MarketQuantity",
     "Quantidade Teórica (1.000 títulos)": "TheoreticalQuantity",
     "Carteira a Mercado (R$ mil)": "MarketValue",
     "Peso (%)": "Weight",
     "Prazo (d.u.)": "BDToMat",
     "Duration (d.u.)": "Duration",
-    # "Número de Operações *": "NumberOfOperations",
-    # "Quant. Negociada (1.000 títulos) *": "NegotiatedQuantity",
-    # "Valor Negociado (R$ mil) *": "NegotiatedValue",
-    "PMR": "PMR",  # Prazmo médio de repactuação
+    "Número de Operações *": "NumberOfOperations",
+    "Quant. Negociada (1.000 títulos) *": "NegotiatedQuantity",
+    "Valor Negociado (R$ mil) *": "NegotiatedValue",
+    "PMR": "PMR",  # Prazo médio de repactuação
     "Convexidade": "Convexity",
 }
 
@@ -64,7 +66,7 @@ def _fetch_last_ima() -> pd.DataFrame:
 
 
 def _process_last_ima(df: pd.DataFrame) -> pd.DataFrame:
-    df = df.rename(columns=LAST_IMA_COL_MAPPING)[LAST_IMA_COL_MAPPING.values()]
+    df = df.rename(columns=IMA_COL_MAPPING)[IMA_COL_MAPPING.values()]
     df["IndicativeRate"] = (df["IndicativeRate"] / 100).round(6)
     df["Date"] = pd.to_datetime(df["Date"], format="%d/%m/%Y")
     df["Maturity"] = pd.to_datetime(df["Maturity"], format="%d/%m/%Y")
@@ -74,11 +76,12 @@ def _process_last_ima(df: pd.DataFrame) -> pd.DataFrame:
     # Duration is in business days, convert to years
     df["Duration"] /= 252
     mduration = df["Duration"] / (1 + df["IndicativeRate"])
-    df["DV01"] = 0.0001 * df["Price"] * mduration * df["MarketQuantity"]
-    # Since MarketDV01 is the total stock value, we round them to integer
-    df["MarketDV01"] = df["DV01"].round(0).astype("Int64")
+    df["DV01"] = 0.0001 * mduration * df["Price"]
     # LFT DV01 is zero
-    df["MarketDV01"] = df["MarketDV01"].where(df["BondType"] != "LFT", 0)
+    df["DV01"] = df["DV01"].where(df["BondType"] != "LFT", 0)
+    # Since MarketDV01 is the total stock value, we round them to integer
+    df["MarketDV01"] = (df["DV01"] * df["MarketQuantity"]).round(0).astype("Int64")
+
     return df
 
 
@@ -90,15 +93,19 @@ def _reorder_last_ima(df: pd.DataFrame) -> pd.DataFrame:
         "Maturity",
         "SelicCode",
         "ISIN",
-        "Weight",
-        "IndicativeRate",
-        "Price",
         "BDToMat",
         "Duration",
+        "IndicativeRate",
+        "Price",
+        "InterestPrice",
         "DV01",
         "PMR",
+        "Weight",
         "Convexity",
         "TheoreticalQuantity",
+        "NumberOfOperations",
+        "NegotiatedQuantity",
+        "NegotiatedValue",
         "MarketDV01",
         "MarketQuantity",
         "MarketValue",
@@ -106,7 +113,7 @@ def _reorder_last_ima(df: pd.DataFrame) -> pd.DataFrame:
     return df[col_order].reset_index(drop=True)
 
 
-def ima(ima_type: ima_types | None = None) -> pd.DataFrame:
+def last_ima(ima_type: ima_types | None = None) -> pd.DataFrame:
     """
     Fetch and process the last IMA market data available from ANBIMA.
 
@@ -121,28 +128,32 @@ def ima(ima_type: ima_types | None = None) -> pd.DataFrame:
 
     Returns:
         pd.DataFrame: A DataFrame containing the IMA data with the following columns:
-            - Date: Reference date of the data.
-            - Index: IMA index.
-            - BondType: Type of bond.
-            - Maturity: Bond maturity date.
-            - SelicCode: Code representing the SELIC rate.
-            - ISIN: International Securities Identification Number.
-            - Price: Bond price.
-            - Weight: Weight of the bond in the index.
-            - BDToMat: Business days to maturity.
-            - Duration: Duration of the bond in years.
-            - PMR: Average repurchase term.
-            - Convexity: Convexity of the bond.
-            - TheoreticalQuantity: Theoretical quantity.
-            - MarketDV01: Market DV01 in R$.
-            - MarketQuantity: Market quantity.
-            - MarketValue: Market value in R$.
-
+            - Date: reference date of the data.
+            - IMAType: type of IMA index.
+            - BondType: type of bond.
+            - Maturity: bond maturity date.
+            - SelicCode: bond code in the SELIC system.
+            - ISIN: international Securities Identification Number.
+            - BDToMat: business days to maturity.
+            - Duration: duration of the bond in business years (252 days/year).
+            - IndicativeRate: indicative rate.
+            - Price: bond price.
+            - InterestPrice: interest price.
+            - DV01: DV01 in R$.
+            - PMR: average repurchase term.
+            - Weight: weight of the bond in the index.
+            - Convexity: convexity of the bond.
+            - TheoreticalQuantity: theoretical quantity.
+            - NumberOfOperations: number of operations.
+            - NegotiatedQuantity: negotiated quantity.
+            - NegotiatedValue: negotiated value.
+            - MarketQuantity: market quantity.
+            - MarketDV01: market DV01 in R$.
+            - MarketValue: market value in R$.
 
     Raises:
         Exception: Logs error and returns an empty DataFrame if any error occurs during
             fetching or processing.
-
     """
     try:
         df = _fetch_last_ima()
@@ -153,5 +164,5 @@ def ima(ima_type: ima_types | None = None) -> pd.DataFrame:
         df = df.sort_values(["IMAType", "BondType", "Maturity"]).reset_index(drop=True)
         return df
     except Exception as e:
-        logging.exception(f"Error fetching or processing the last IMA data: {e}")
+        logger.exception(f"Error fetching or processing the last IMA data: {e}")
         return pd.DataFrame()

{pyield-0.27.2 → pyield-0.27.4}/pyield/indicators.py

@@ -263,14 +263,34 @@ def _fetch_with_retry(
             return process_response(data)
 
         except RequestException as e:
-            msg = f"Erro ao buscar {error_message} (tentativa {attempt + 1}): {e}"
+            msg = f"Erro ao buscar {error_message} (tentativa {attempt + 1}): "
+
+            if hasattr(e, "response"):
+                response = e.response
+                if response is not None:  # Verificação extra se response não é None
+                    status_code = response.status_code
+                    msg += f"Status Code: {status_code}, "
+                    if status_code == requests.codes.not_found:
+                        msg = f"Sem dado para {error_message} na data solicitada."
+                        msg += f"API URL é: {api_url}"
+                        logger.warning(msg)
+                        return float("nan")
+            else:
+                status_code = "N/A (response is None ou response attribute não existe)"
+
+            msg += f"Exceção: {e}, Tipo da Exceção: {type(e)}"
+            msg += f" , Response Object Existe? {hasattr(e, 'response')}"
+
             logger.error(msg)
 
-        except Exception as unhandled_error:  # Outros erros - LÓGICA INESPERADA!
+        except Exception as unhandled_error:
             msg = f"Erro INESPERADO ao buscar {error_message}: {unhandled_error}"
             logger.exception(msg)  # Loga stack trace completo para debug
+            break
 
         attempt += 1
         time.sleep(1.2**attempt)  # Backoff exponencial
 
-    raise ValueError(f"Falha ao buscar {error_message} após {MAX_ATTEMPTS} tentativas")
+    msg = f"Falha ao buscar {error_message} após {MAX_ATTEMPTS} tentativas."
+    msg += f" API URL: {api_url}"
+    raise ValueError(msg)

pyield-0.27.2/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.27.2"