PYield 0.28.2__tar.gz → 0.29.0__tar.gz

{pyield-0.28.2 → pyield-0.29.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PYield
-Version: 0.28.2
+Version: 0.29.0
 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>
@@ -36,6 +36,7 @@ Requires-Python: >=3.11
 Requires-Dist: numpy>=2.0.0
 Requires-Dist: pandas[excel,html,parquet]>=2.0.0
 Requires-Dist: requests>=2.31.0
+Requires-Dist: tenacity>=9.0.0
 Description-Content-Type: text/markdown
 
 [![PyPI version](https://img.shields.io/pypi/v/pyield.svg)](https://pypi.python.org/pypi/pyield)

pyield-0.29.0/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.29.0"

pyield-0.29.0/pyield/__init__.py

@@ -0,0 +1,28 @@
+import logging
+
+from pyield import anbima, bc, bday, ibge
+from pyield.__about__ import __version__
+from pyield.b3_futures import futures
+from pyield.b3_futures.di import DIFutures
+from pyield.forwards import forward_rates
+from pyield.interpolator import Interpolator
+from pyield.tpf import lft, ltn, ntnb, ntnf
+
+__all__ = [
+    "__version__",
+    "anbima",
+    "bday",
+    "DIFutures",
+    "forward_rates",
+    "futures",
+    "ibge",
+    "Interpolator",
+    "lft",
+    "ltn",
+    "ntnb",
+    "ntnf",
+    "bc",
+]
+
+# Configura o logger do pacote principal com um NullHandler
+logging.getLogger(__name__).addHandler(logging.NullHandler())

pyield-0.29.0/pyield/anbima/__init__.py

@@ -0,0 +1,13 @@
+from pyield.anbima.ima import last_ima
+from pyield.anbima.imaq import imaq
+from pyield.anbima.ipca import ipca_projection
+from pyield.anbima.tpf import tpf_data, tpf_pre_maturities, tpf_rates
+
+__all__ = [
+    "last_ima",
+    "imaq",
+    "ipca_projection",
+    "tpf_data",
+    "tpf_rates",
+    "tpf_pre_maturities",
+]

{pyield-0.28.2 → pyield-0.29.0}/pyield/anbima/imaq.py

@@ -134,8 +134,8 @@ def imaq(date: DateScalar) -> pd.DataFrame:
             fetching or processing.
 
     """
+    date = dc.convert_input_dates(date)
     try:
-        date = dc.convert_input_dates(date)
         df = _fetch_url_tables(date)
         if df.empty:
             return df

pyield-0.29.0/pyield/anbima/ipca.py

@@ -0,0 +1,52 @@
+import locale
+from dataclasses import dataclass
+
+import pandas as pd
+
+
+@dataclass
+class IndicatorProjection:
+    reference_period: pd.Period  # Reference month as a pd.Period object
+    projected_value: float  # Projected value
+    last_updated: pd.Timestamp  # Date and time of the last update
+
+
+def ipca_projection() -> IndicatorProjection:
+    """
+    This function retrieves and parses the Excel file that contains economic indicators,
+    specifically looking for the IPCA projection. It extracts the date of the last
+    update and the IPCA projection for the reference month.
+
+    Data file format example after parsing:
+        - ['Data e Hora da Última Atualização: 19/04/2024 - 18:55 h', '', '']
+        - ...
+        - ['IPCA1', 'Projeção (abr/24)', 0.35]
+        - ...
+    """
+    # Define the URL and get the data
+    url = "https://www.anbima.com.br/informacoes/indicadores/arqs/indicadores.xls"
+    df = pd.read_excel(url, dtype_backend="numpy_nullable")
+
+    last_update_str = df.columns[0].split("Atualização:")[-1].strip()
+    last_update = pd.to_datetime(last_update_str, format="%d/%m/%Y - %H:%M h")
+
+    ipca_row = df[df.iloc[:, 0] == "IPCA1"]
+
+    ipca_value = ipca_row.iloc[0, 2]
+    ipca_value = pd.to_numeric(ipca_value, errors="coerce")
+    ipca_value = round(float(ipca_value) / 100, 4)
+
+    # Extract and format the reference month
+    ipca_date = ipca_row.iloc[0, 1]
+    ipca_date = str(ipca_date)
+    ipca_date = ipca_date.split("(")[-1].split(")")[0]
+    locale.setlocale(locale.LC_TIME, "pt_BR.UTF-8")
+    ipca_date = pd.to_datetime(ipca_date, format="%b/%y")
+    reference_period = ipca_date.to_period("M")
+    locale.setlocale(locale.LC_TIME, "")  # Reset locale to default
+
+    return IndicatorProjection(
+        last_updated=last_update,
+        reference_period=reference_period,
+        projected_value=ipca_value,
+    )

{pyield-0.28.2 → pyield-0.29.0}/pyield/anbima/tpf.py

@@ -106,7 +106,7 @@ def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
     return df.sort_values(["BondType", "MaturityDate"], ignore_index=True)
 
 
-def anbima_tpf_data(date: DateScalar, bond_type: str | None = None) -> pd.DataFrame:
+def tpf_data(date: DateScalar, bond_type: str | None = None) -> pd.DataFrame:
     """Fetch and process TPF market data from ANBIMA.
 
     This function retrieves bond market data from the ANBIMA website for a
@@ -141,7 +141,7 @@ def anbima_tpf_data(date: DateScalar, bond_type: str | None = None) -> pd.DataFr
         return df.reset_index(drop=True)
 
 
-def anbima_tpf_rates(
+def tpf_rates(
     date: DateScalar,
     bond_type: str | None = None,
     adj_maturities: bool = False,
@@ -172,7 +172,7 @@ def anbima_tpf_rates(
 
     if df.empty:
         # Try to fetch the data from the Anbima website
-        df = anbima_tpf_data(date)
+        df = tpf_data(date)
 
     if df.empty:
         # If the data is still empty, return an empty DataFrame
@@ -203,7 +203,7 @@ def tpf_pre_maturities(date: DateScalar) -> pd.Series:
             'NTN-F' bonds, sorted in ascending order.
     """
     maturity_dates = (
-        anbima_tpf_rates(date)
+        tpf_rates(date)
         .query("BondType in ['LTN', 'NTN-F']")["MaturityDate"]
         .drop_duplicates()
         .sort_values(ignore_index=True)

{pyield-0.28.2 → pyield-0.29.0}/pyield/b3_futures/di.py

@@ -2,7 +2,7 @@ import pandas as pd
 
 import pyield.b3_futures as b3
 import pyield.date_converter as dc
-import pyield.tools as tl
+import pyield.forwards as tl
 from pyield import bday, interpolator
 from pyield.data_cache import get_anbima_dataset, get_di_dataset
 from pyield.date_converter import DateArray, DateScalar

pyield-0.29.0/pyield/bc/__init__.py

@@ -0,0 +1,15 @@
+from pyield.bc.auction import auctions
+from pyield.bc.bcdata import di_over, selic_over, selic_target
+from pyield.bc.ptax import ptax
+from pyield.bc.repos import repos
+from pyield.bc.vna import vna_lft
+
+__all__ = [
+    "auctions",
+    "repos",
+    "ptax",
+    "vna_lft",
+    "selic_over",
+    "selic_target",
+    "di_over",
+]

{pyield-0.28.2 → pyield-0.29.0}/pyield/bc/auction.py

@@ -14,6 +14,7 @@ import requests
 
 from pyield import bday
 from pyield import date_converter as dc
+from pyield.config import default_retry
 from pyield.date_converter import DateScalar
 from pyield.tpf.ntnb import duration as duration_b
 from pyield.tpf.ntnf import duration as duration_f
@@ -48,6 +49,7 @@ COLUMN_MAPPING = {
 BASE_API_URL = "https://olinda.bcb.gov.br/olinda/servico/leiloes_selic/versao/v1/odata/leiloesTitulosPublicos(dataMovimentoInicio=@dataMovimentoInicio,dataMovimentoFim=@dataMovimentoFim,dataLiquidacao=@dataLiquidacao,codigoTitulo=@codigoTitulo,dataVencimento=@dataVencimento,edital=@edital,tipoPublico=@tipoPublico,tipoOferta=@tipoOferta)?"
 
 
+@default_retry
 def _load_from_url(url: str) -> pd.DataFrame:
     response = requests.get(url, timeout=10)
     response.raise_for_status()
@@ -224,7 +226,7 @@ def _fetch_df_from_url(url: str) -> pd.DataFrame:
 def auctions(
     start: DateScalar | None = None,
     end: DateScalar | None = None,
-    auction_type: Literal["Sell", "Buy"] = None,
+    auction_type: Literal["Sell", "Buy"] | None = None,
 ) -> pd.DataFrame:
     """
     Recupera dados de leilões para um determinado período e tipo de leilão da API do BC.
@@ -318,7 +320,7 @@ def auctions(
 
     # Mapeamento do auction_type para o valor esperado pela API
     auction_type_mapping = {"Sell": "Venda", "Buy": "Compra"}
-    auction_type_api_value = auction_type_mapping.get(auction_type)
+    auction_type_api_value = auction_type_mapping.get(str(auction_type))
     # Adiciona o parâmetro tipoOferta à URL se auction_type for fornecido
     if auction_type_api_value:
         url += f"&@tipoOferta='{auction_type_api_value}'"

pyield-0.29.0/pyield/bc/bcdata.py

@@ -0,0 +1,207 @@
+import logging
+from enum import Enum
+from functools import lru_cache
+from urllib.error import HTTPError
+
+import pandas as pd
+
+from pyield.config import default_retry
+from pyield.date_converter import DateScalar, convert_input_dates
+
+logger = logging.getLogger(__name__)
+BASE_URL = "https://api.bcb.gov.br/dados/serie/bcdata.sgs."
+
+
+class BCSerie(Enum):
+    """Enum para as séries disponíveis no Banco Central."""
+
+    SELIC_OVER = 1178
+    SELIC_TARGET = 432
+    DI_OVER = 11
+
+
+def _build_download_url(
+    serie: BCSerie, start: DateScalar | None = None, end: DateScalar | None = None
+) -> str:
+    """
+    Builds the URL for downloading data from the Central Bank series.
+
+    Args:
+        serie: The series enum value to fetch
+        start: The start date for the data to fetch
+        end: The end date for the data
+
+    Returns:
+        The formatted URL for the API request
+    """
+    start_str = ""
+    if start:
+        start = convert_input_dates(start)
+        start_str = start.strftime("%d/%m/%Y")
+
+    end_str = ""
+    if end:
+        end = convert_input_dates(end)
+        end_str = end.strftime("%d/%m/%Y")
+
+    api_url = BASE_URL
+    api_url += f"{serie.value}/dados?formato=csv"
+    api_url += f"&dataInicial={start_str}&dataFinal={end_str}"
+
+    return api_url
+
+
+@default_retry
+def _fetch_data_from_url(
+    serie: BCSerie, start: DateScalar | None = None, end: DateScalar | None = None
+) -> pd.DataFrame:
+    """
+    Fetches data from the Central Bank API with retry mechanism.
+
+    Args:
+        serie: The series enum to fetch
+        start: The start date for the data to fetch
+        end: The end date for the data
+
+    Returns:
+        DataFrame with the requested data
+
+    Raises:
+        HTTPError: If the resource is not found (404) or other HTTP error
+        Various exceptions: For other errors after retry attempts are exhausted
+    """
+    api_url = _build_download_url(serie, start, end)
+
+    try:
+        df = pd.read_csv(api_url, sep=";", decimal=",", dtype_backend="numpy_nullable")
+        if df.empty or "valor" not in df.columns:
+            logger.warning(f"No data available for the requested period: {api_url}")
+            return pd.DataFrame()
+
+        # Process the dataframe
+        df = df.rename(columns={"data": "Date", "valor": "Value"})
+        df["Date"] = pd.to_datetime(df["Date"], format="%d/%m/%Y")
+        # Value is in percentage format, so divide by 100
+        df["Value"] /= 100
+        return df
+    except HTTPError as e:
+        if e.code == 404:  # noqa
+            logger.warning(f"Resource not found (404): {api_url}")
+            return pd.DataFrame()
+        else:
+            logger.error(f"HTTP error accessing Central Bank API: {e}")
+            raise
+    except pd.errors.ParserError as e:
+        # For parsing errors, log and re-raise to allow retry
+        logger.warning(f"CSV parsing error (possibly HTML or invalid format): {e}")
+        raise
+    except Exception as e:
+        logger.error(f"Error fetching data from Central Bank API: {e}")
+        raise
+
+
+@lru_cache(maxsize=128)
+def selic_over(
+    start: DateScalar | None = None, end: DateScalar | None = None
+) -> pd.DataFrame:
+    """
+    Fetches the SELIC Over rate for a specific reference date.
+
+    The SELIC Over rate is the daily average interest rate effectively practiced
+    between banks in the interbank market, using public securities as collateral.
+
+    API URL Example:
+        https://api.bcb.gov.br/dados/serie/bcdata.sgs.1178/dados?formato=json&dataInicial=12/04/2024&dataFinal=12/04/2024
+
+    Args:
+        start: The start date for the data to fetch
+        end: The end date for the data to fetch
+
+    Returns:
+        DataFrame containing Date and Value columns with the SELIC Over rate,
+        or empty DataFrame if data is not available.
+
+    Examples:
+        >>> yd.bc.selic_over("31-05-2024", "31-05-2024")
+                Date  Value
+        0 2024-05-31  0.104
+
+        # Rate changed due to Copom meeting
+        >>> yd.bc.selic_over("26-01-2025")  # No data on 26-01-2025 (sunday)
+                Date   Value
+        0 2025-01-27  0.1215
+        1 2025-01-28  0.1215
+        2 2025-01-29  0.1215
+        3 2025-01-30  0.1315
+        4 2025-01-31  0.1315
+        ...
+
+    """
+    df = _fetch_data_from_url(BCSerie.SELIC_OVER, start, end)
+    df["Value"] = df["Value"].round(4)
+    return df
+
+
+@lru_cache(maxsize=128)
+def selic_target(
+    start: DateScalar | None = None, end: DateScalar | None = None
+) -> pd.DataFrame:
+    """
+    Fetches the SELIC Target rate for a specific reference date.
+
+    The SELIC Target rate is the official rate set by the Central Bank of Brazil.
+
+    API URL Example:
+        https://api.bcb.gov.br/dados/serie/bcdata.sgs.432/dados?formato=json&dataInicial=12/04/2024&dataFinal=12/04/2024
+
+    Args:
+        start: The start date for the data to fetch
+        end: The end date for the data to fetch
+
+    Returns:
+        DataFrame containing Date and Value columns with the SELIC Target rate,
+        or empty DataFrame if data is not available.
+
+    Examples:
+        >>> yd.bc.selic_target("31-05-2024", "31-05-2024")
+                Date  Value
+        0 2024-05-31  0.105
+    """
+    df = _fetch_data_from_url(BCSerie.SELIC_TARGET, start, end)
+    df["Value"] = df["Value"].round(4)
+    return df
+
+
+@lru_cache(maxsize=128)
+def di_over(
+    start: DateScalar | None = None,
+    end: DateScalar | None = None,
+    annualized: bool = True,
+) -> pd.DataFrame:
+    """
+    Fetches the DI (Interbank Deposit) rate for a specific reference date.
+
+    API URL Example:
+        https://api.bcb.gov.br/dados/serie/bcdata.sgs.11/dados?formato=json&dataInicial=12/04/2024&dataFinal=12/04/2024
+        https://api.bcb.gov.br/dados/serie/bcdata.sgs.11/dados?formato=csv&dataInicial=12/04/2024&dataFinal=12/04/2024
+
+    Args:
+        start: The start date for the data to fetch
+        end: The end date for the data to fetch
+        annualized: If True, returns the annualized rate (252 trading
+            days per year), otherwise returns the daily rate.
+
+    Returns:
+        DataFrame containing Date and Value columns with the DI rate,
+        or empty DataFrame if data is not available.
+
+    Examples:
+        >>> yd.bc.di_over("31-05-2024", "31-05-2024")
+                Date  Value
+        0 2024-05-31  0.104
+    """
+    df = _fetch_data_from_url(BCSerie.DI_OVER, start, end)
+    if annualized:
+        df["Value"] = (df["Value"] + 1) ** 252 - 1
+        df["Value"] = df["Value"].round(4)
+    return df

{pyield-0.28.2 → pyield-0.29.0}/pyield/bc/repos.py

@@ -13,6 +13,7 @@ import requests
 
 from pyield import bday
 from pyield import date_converter as dc
+from pyield.config import default_retry
 from pyield.date_converter import DateScalar
 
 """Dicionário com o mapeamento das colunas da API do BC para o DataFrame final
@@ -37,6 +38,7 @@ COLUMN_MAPPING = {
 BASE_API_URL = "https://olinda.bcb.gov.br/olinda/servico/leiloes_selic/versao/v1/odata/leiloes_compromissadas(dataLancamentoInicio=@dataLancamentoInicio,dataLancamentoFim=@dataLancamentoFim,horaInicio=@horaInicio,dataLiquidacao=@dataLiquidacao,dataRetorno=@dataRetorno,publicoPermitidoLeilao=@publicoPermitidoLeilao,nomeTipoOferta=@nomeTipoOferta)?"
 
 
+@default_retry
 def _load_from_url(url: str) -> pd.DataFrame:
     response = requests.get(url, timeout=10)
     response.raise_for_status()

pyield-0.29.0/pyield/bc/sec.py

@@ -0,0 +1,85 @@
+import logging
+
+import pandas as pd
+
+from pyield.config import default_retry
+from pyield.date_converter import DateScalar, convert_input_dates
+
+logger = logging.getLogger(__name__)
+
+COLUMN_MAPPING = {
+    "DATA MOV": "SettlementDate",
+    "SIGLA": "BondType",
+    "CODIGO": "SelicCode",
+    "CODIGO ISIN": "ISIN",
+    "EMISSAO": "IssueDate",
+    "VENCIMENTO": "Maturity",
+    "NUM DE OPER": "TradeCount",
+    "QUANT NEGOCIADA": "TradeQuantity",
+    "VALOR NEGOCIADO": "TradeValue",
+    "PU MIN": "MinPrice",
+    "PU MED": "AvgPrice",
+    "PU MAX": "MaxPrice",
+    "PU LASTRO": "UnderlyingPrice",
+    "VALOR PAR": "ParValue",
+    "TAXA MIN": "MinRate",
+    "TAXA MED": "AvgRate",
+    "TAXA MAX": "MaxRate",
+    "NUM OPER COM CORRETAGEM": "BrokerageTradeCount",
+    "QUANT NEG COM CORRETAGEM": "BrokerageTradeQuantity",
+}
+
+
+def _build_download_url(target_date: DateScalar) -> str:
+    """
+    URL com todos os arquivos disponíveis:
+    https://www4.bcb.gov.br/pom/demab/negociacoes/apresentacao.asp?frame=1
+
+    Exemplo de URL para download:
+    https://www4.bcb.gov.br/pom/demab/negociacoes/download/NegE202409.ZIP
+
+    File format: NegEYYYYMM.ZIP
+    """
+    target_date = convert_input_dates(target_date)
+    file_date = target_date.strftime("%Y%m")
+    file_name = f"NegE{file_date}.ZIP"
+    base_url = "https://www4.bcb.gov.br/pom/demab/negociacoes/download"
+    return f"{base_url}/{file_name}"
+
+
+@default_retry
+def _fetch_data_from_url(file_url: str) -> pd.DataFrame:
+    df = pd.read_csv(
+        file_url,
+        sep=";",
+        decimal=",",
+        dtype_backend="numpy_nullable",
+    )
+    for col in ["DATA MOV", "EMISSAO", "VENCIMENTO"]:
+        df[col] = pd.to_datetime(df[col], format="%d/%m/%Y", errors="coerce")
+
+    return df
+
+
+def sec(target_date: DateScalar) -> pd.DataFrame:
+    """Fetches bond trading data for a specific date from the Brazilian Central Bank.
+
+    Downloads the daily bond trading data from the Brazilian Central Bank
+    website for the given target date.  The data is downloaded as a ZIP file,
+    extracted, and read into a Pandas DataFrame.  The columns are then
+    renamed to English names for easier use.
+
+    Args:
+        target_date (DateScalar): The date for which to fetch the bond
+            trading data.  This can be a date-like object understood by
+            `pyield.date_converter.convert_input_dates`.
+
+    Returns:
+        pd.DataFrame: A DataFrame containing the bond trading data for the
+            specified date.  Columns are renamed according to `COLUMN_MAPPING`
+            for English readability.
+    """
+    url = _build_download_url(target_date)
+    df = _fetch_data_from_url(url)
+    df = df.rename(columns=COLUMN_MAPPING)
+    return df

pyield-0.29.0/pyield/bc/vna.py

@@ -0,0 +1,92 @@
+import requests
+
+from pyield.config import default_retry
+from pyield.date_converter import DateScalar, convert_input_dates
+
+
+@default_retry
+def _get_text(date: DateScalar) -> str:
+    # url example: https://www3.bcb.gov.br/novoselic/rest/arquivosDiarios/pub/download/3/20240418APC238
+    url_base = "https://www3.bcb.gov.br/novoselic/rest/arquivosDiarios/pub/download/3/"
+    date = convert_input_dates(date)
+    url_file = f"{date.strftime('%Y%m%d')}APC238"
+    url_vna = url_base + url_file
+
+    response = requests.get(url_vna)
+    response.raise_for_status()
+    return response.text
+
+
+def _extract_vna_table_text(text: str) -> str:
+    """Extrai o texto contendo a tabela VNA do texto bruto."""
+    start_of_table = text.find("EMISSAO")
+    end_of_table = text.find("99999999*")
+    table_text = text[start_of_table:end_of_table].strip()
+    return table_text
+
+
+def _parse_vna_table_lines(table_text: str) -> list[str]:
+    """Processa o texto da tabela VNA para retornar uma lista de linhas."""
+    table_lines = table_text.splitlines()
+    table_lines = [
+        line.strip() for line in table_lines if line.strip()
+    ]  # Remove empty lines
+    body_lines = table_lines[1:]  # Remove first line (header)
+    return body_lines
+
+
+def _extract_vna_values_from_lines(body_lines: list[str]) -> list[float]:
+    """Extrai valores VNA numéricos de uma lista de linhas de texto."""
+    vnas = []
+    for line in body_lines:
+        vna_str = line.split()[-1].replace(",", ".")
+        vnas.append(float(vna_str))
+    return vnas
+
+
+def _validate_vna_values(vnas: list[float]) -> float:
+    """Valida se todos os valores VNA são iguais e retorna o valor único."""
+    vna_value = vnas[0]
+    if any(vna_value != vna for vna in vnas):
+        bcb_url = "https://www.bcb.gov.br/estabilidadefinanceira/selicbaixar"
+        msg = f"VNA values are not the same. Please check data at {bcb_url}"
+        raise ValueError(msg)
+    return vna_value
+
+
+def vna_lft(date: DateScalar) -> float:
+    """Retrieves the VNA (Valor Nominal Atualizado) from the BCB for a given date.
+
+    This function fetches daily data from the BCB website, extracts the
+    VNA value from a specific table within the downloaded content, and
+    returns this value.
+
+    Args:
+        date (DateScalar): The date for which to retrieve the VNA value.
+            This argument accepts various date formats, including string and
+            datetime objects, which are then standardized using the
+            `convert_input_dates` function.
+
+    Returns:
+        float: The VNA (Valor Nominal Atualizado) value for the specified date.
+
+    Examples:
+        >>> yd.bc.vna_lft("31-05-2024")
+        14903.01148
+
+    Raises:
+        ValueError: If the extracted VNA values from the BCB website are
+            inconsistent (i.e., not all extracted values are identical),
+            suggesting potential data discrepancies on the source website.
+            The error message includes a link to the BCB website for manual
+            verification.
+        requests.exceptions.HTTPError: If the HTTP request to the BCB website
+            fails. This could be due to network issues, website unavailability,
+            or the requested data not being found for the given date.
+    """
+    text = _get_text(date)
+    table_text = _extract_vna_table_text(text)
+    table_lines = _parse_vna_table_lines(table_text)
+    vnas = _extract_vna_values_from_lines(table_lines)
+    vna_value = _validate_vna_values(vnas)
+    return vna_value

pyield-0.29.0/pyield/config.py

@@ -0,0 +1,36 @@
+import logging
+from urllib.error import HTTPError, URLError
+
+import pandas as pd
+import tenacity
+
+logger = logging.getLogger(__name__)
+
+
+def retry_if_not_404(exception):
+    """
+    Retry if the exception is not a 404 error.
+
+    Args:
+        exception: The exception that was raised
+
+    Returns:
+        Boolean indicating whether to retry
+    """
+    # Don't retry for 404 errors (resource doesn't exist)
+    if isinstance(exception, HTTPError) and exception.code == 404:  # noqa
+        logger.info("Resource not found (404), not retrying.")
+        return False
+    # Retry for parsing errors and other connection errors
+    return isinstance(
+        exception, (URLError, pd.errors.EmptyDataError, pd.errors.ParserError)
+    )
+
+
+# Custom retry configuration that handles parsing errors
+default_retry = tenacity.retry(
+    retry=tenacity.retry_if_exception(retry_if_not_404),
+    stop=tenacity.stop_after_attempt(5),
+    wait=tenacity.wait_exponential(multiplier=1, min=1, max=10),
+    before_sleep=tenacity.before_sleep_log(logger, logging.WARNING),
+)

pyield-0.29.0/pyield/conftest.py

@@ -0,0 +1,13 @@
+import pytest
+
+import pyield
+
+
+@pytest.fixture(autouse=True)
+def add_np(doctest_namespace):
+    doctest_namespace["yd"] = pyield
+
+
+def pytest_configure(config):
+    config.addinivalue_line("doctest_optionflags", "ELLIPSIS")
+    config.addinivalue_line("doctest_optionflags", "NORMALIZE_WHITESPACE")

pyield-0.29.0/pyield/ibge/__init__.py

@@ -0,0 +1,5 @@
+from pyield.ibge.ipca import ipca_monthly_rate
+
+__all__ = [
+    "ipca_monthly_rate",
+]