PYield 0.29.2__tar.gz → 0.29.4__tar.gz

{pyield-0.29.2 → pyield-0.29.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PYield
-Version: 0.29.2
+Version: 0.29.4
 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-0.29.4/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.29.4"

{pyield-0.29.2 → pyield-0.29.4}/pyield/__init__.py

@@ -1,9 +1,9 @@
 import logging
 
-from pyield import anbima, bc, bday, ibge
+from pyield import anbima, b3, bc, bday, ibge
 from pyield.__about__ import __version__
-from pyield.b3_futures import futures
-from pyield.b3_futures.di import DIFutures
+from pyield.b3 import futures
+from pyield.b3.di import DIFutures
 from pyield.forwards import forward_rates
 from pyield.interpolator import Interpolator
 from pyield.tpf import lft, ltn, ntnb, ntnf
@@ -22,6 +22,7 @@ __all__ = [
     "ntnb",
     "ntnf",
     "bc",
+    "b3",
 ]
 
 # Configura o logger do pacote principal com um NullHandler

{pyield-0.29.2 → pyield-0.29.4}/pyield/anbima/tpf.py

@@ -1,77 +1,39 @@
-import io
-import os
-import zipfile as zp
+import logging
+from urllib.error import HTTPError
 
 import pandas as pd
-import requests
 
 from pyield import bday
-from pyield import date_converter as dc
+from pyield.config import default_retry
 from pyield.data_cache import get_anbima_dataset
-from pyield.date_converter import DateScalar
+from pyield.date_converter import DateScalar, convert_input_dates
 
-# URL Constants
 ANBIMA_URL = "https://www.anbima.com.br/informacoes/merc-sec/arqs"
-ANBIMA_MEMBER_URL = "http://www.anbima.associados.rtm/merc_sec/arqs"
 # URL example: https://www.anbima.com.br/informacoes/merc-sec/arqs/ms240614.txt
 
-# 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)
+logger = logging.getLogger(__name__)
 
 
-def _get_file_content(date: pd.Timestamp) -> str:
+def _build_file_url(date: pd.Timestamp) -> str:
     url_date = date.strftime("%y%m%d")
-    if date < FORMAT_CHANGE_DATE:
-        filename = f"ms{url_date}.exe"
-    else:
-        filename = f"ms{url_date}.txt"
+    filename = f"ms{url_date}.txt"
+    file_url = f"{ANBIMA_URL}/{filename}"
+    return file_url
 
-    # Tries to access the member URL first
-    try:
-        anbima_base_url = os.getenv("ANBIMA_BASE_URL")
-        if anbima_base_url:
-            anbima_member_url = f"{anbima_base_url}merc_sec/arqs"
-            anbima_headers = {"private-token": os.getenv("ANBIMA_TOKEN")}
-        else:
-            anbima_member_url = ANBIMA_MEMBER_URL
-            anbima_headers = None
-
-        file_url = f"{anbima_member_url}/{filename}"
-        r = requests.get(file_url, headers=anbima_headers, timeout=5)
-        # Checks if the response was successful (status code 200)
-        r.raise_for_status()
-
-        if 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
-
-    except requests.exceptions.RequestException:
-        # 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:
-    return pd.read_csv(
-        io.StringIO(file_content),
+
+@default_retry
+def _read_raw_df(file_url: str) -> pd.DataFrame:
+    df = pd.read_csv(
+        file_url,
         sep="@",
-        encoding="latin-1",
+        encoding="latin1",
         skiprows=2,
         decimal=",",
         thousands=".",
         na_values=["--"],
         dtype_backend="numpy_nullable",
     )
+    return df
 
 
 def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
@@ -97,7 +59,8 @@ def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
 
     # Remove percentage from rates
     rate_cols = [col for col in df.columns if "Rate" in col]
-    df[rate_cols] = (df[rate_cols] / 100).round(6)
+    # Data has 6 decimal places, so we round to 7 decimal places
+    df[rate_cols] = (df[rate_cols] / 100).round(7)
 
     df["ReferenceDate"] = pd.to_datetime(df["ReferenceDate"], format="%Y%m%d")
     df["MaturityDate"] = pd.to_datetime(df["MaturityDate"], format="%Y%m%d")
@@ -107,7 +70,7 @@ def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
 
 
 def tpf_data(date: DateScalar, bond_type: str | None = None) -> pd.DataFrame:
-    """Fetch and process TPF market data from ANBIMA.
+    """Fetch and process TPF secondary market data from ANBIMA.
 
     This function retrieves bond market data from the ANBIMA website for a
     specified reference date. It handles different file formats based on the date
@@ -121,24 +84,34 @@ def tpf_data(date: DateScalar, bond_type: str | None = None) -> pd.DataFrame:
     Returns:
         pd.DataFrame: A DataFrame containing bond market data.
             Returns an empty DataFrame if data is not available for the
-            specified date.
+            specified date (weekends, holidays, or unavailable data).
     """
-    # Normalize the reference date
-    date = dc.convert_input_dates(date)
-    file_content = _get_file_content(date)
-
-    if not file_content:
-        return pd.DataFrame()
-
-    df = _read_raw_df(file_content)
-
-    df = _process_raw_df(df)
-
-    if bond_type is None:
+    try:
+        date = convert_input_dates(date)
+        date_log = date.strftime("%d/%m/%Y")
+        file_url = _build_file_url(date)
+        df = _read_raw_df(file_url)
+        if df.empty:
+            logger.info(
+                f"No TPF secondary market data from ANBIMA for {date_log}. "
+                "Returning empty DataFrame."
+            )
+            return df
+        df = _process_raw_df(df)
+        if bond_type:
+            df = df.query("BondType == @bond_type").reset_index(drop=True)
         return df
-    else:
-        df.query("BondType == @bond_type", inplace=True)
-        return df.reset_index(drop=True)
+    except HTTPError as e:
+        if e.code == 404:  # noqa
+            logger.info(
+                f"No TPF secondary market data from ANBIMA for {date_log}. "
+                "Returning empty DataFrame."
+            )
+            return pd.DataFrame()
+        raise  # Propagate other HTTP errors
+    except Exception as e:
+        logger.error(f"Error fetching TPF data for {date_log}: {e}")
+        raise
 
 
 def tpf_rates(
@@ -166,9 +139,8 @@ def tpf_rates(
             available for the specified date.
     """
     df = get_anbima_dataset()
-
-    date = dc.convert_input_dates(date)
-    df.query("ReferenceDate == @date", inplace=True)
+    date = convert_input_dates(date)
+    df = df.query("ReferenceDate == @date").reset_index(drop=True)
 
     if df.empty:
         # Try to fetch the data from the Anbima website
@@ -179,13 +151,13 @@ def tpf_rates(
         return pd.DataFrame()
 
     if bond_type:
-        df.query("BondType == @bond_type", inplace=True)
+        df = df.query("BondType == @bond_type").reset_index(drop=True)
 
     if adj_maturities:
         df["MaturityDate"] = bday.offset(df["MaturityDate"], 0)
 
     df = df[["BondType", "MaturityDate", "IndicativeRate"]].copy()
-    return df.sort_values(["BondType", "MaturityDate"], ignore_index=True)
+    return df.sort_values(["BondType", "MaturityDate"]).reset_index(drop=True)
 
 
 def tpf_pre_maturities(date: DateScalar) -> pd.Series:

pyield-0.29.4/pyield/b3/__init__.py

@@ -0,0 +1,9 @@
+from pyield.b3.di import DIFutures
+from pyield.b3.di_over import di_over
+from pyield.b3.futures import futures
+
+__all__ = [
+    "di_over",
+    "futures",
+    "DIFutures",
+]

{pyield-0.29.2/pyield/b3_futures → pyield-0.29.4/pyield/b3}/di.py

@@ -1,9 +1,8 @@
 import pandas as pd
 
-import pyield.b3_futures as b3
 import pyield.date_converter as dc
 import pyield.forwards as tl
-from pyield import bday, interpolator
+from pyield import b3, bday, interpolator
 from pyield.data_cache import get_anbima_dataset, get_di_dataset
 from pyield.date_converter import DateArray, DateScalar
 

pyield-0.29.4/pyield/b3/di_over.py

@@ -0,0 +1,70 @@
+import ftplib
+
+from pyield.date_converter import DateScalar, convert_input_dates
+
+
+def di_over(date: DateScalar) -> float:
+    """
+    Gets the DI (Interbank Deposit) rate for a specific date from B3/CETIP FTP server.
+
+    Args:
+        date (str): Date in DD/MM/YYYY format
+
+    Returns:
+        float: DI rate for the specified date
+
+    Raises:
+        ValueError: If date is not in the correct format
+        ftplib.error_perm: If the file is not found or there is a permission error
+        Exception: For any other unexpected error
+
+    Examples:
+        >>> di_over("28/02/2025")
+        0.1315
+    """
+    ftp = None
+    try:
+        # Convert date to file format
+        date_obj = convert_input_dates(date)
+        filename = date_obj.strftime("%Y%m%d.txt")
+
+        # Connect to FTP and get the file
+        ftp = ftplib.FTP("ftp.cetip.com.br")
+        ftp.login()
+        ftp.cwd("/MediaCDI")
+
+        # Read rate
+        lines = []
+        ftp.retrlines(f"RETR {filename}", lines.append)
+
+        # Close FTP connection
+        ftp.quit()
+
+        # Get and format rate
+        if lines:
+            raw_rate = lines[0].strip()
+            rate = int(raw_rate) / 10000
+            return round(rate, 5)
+        else:
+            return "Empty file or no data"
+
+    except ValueError as e:
+        return f"Date format error: {e}"
+    except ftplib.error_perm as e:
+        return f"File access error: {e}"
+    except Exception as e:
+        return f"Unexpected error: {e}"
+    finally:
+        # Ensure FTP connection is closed
+        if ftp:
+            try:
+                ftp.quit()
+            except:  # noqa
+                pass
+
+
+# Example usage
+if __name__ == "__main__":
+    date = "28/02/2025"
+    rate = di_over(date)
+    print(f"DI Rate for {date}: {rate}")

{pyield-0.29.2/pyield/b3_futures → pyield-0.29.4/pyield/b3/futures}/__init__.py

@@ -5,8 +5,8 @@ from zoneinfo import ZoneInfo
 import pandas as pd
 
 from pyield import date_converter as dc
-from pyield.b3_futures.historical import fetch_historical_df
-from pyield.b3_futures.intraday import fetch_intraday_df
+from pyield.b3.futures.historical import fetch_historical_df
+from pyield.b3.futures.intraday import fetch_intraday_df
 from pyield.date_converter import DateScalar
 
 TIMEZONE_BZ = ZoneInfo("America/Sao_Paulo")

{pyield-0.29.2/pyield/b3_futures → pyield-0.29.4/pyield/b3/futures}/historical.py

@@ -4,7 +4,7 @@ import pandas as pd
 import requests
 
 from pyield import bday
-from pyield.b3_futures import common
+from pyield.b3.futures import common
 
 COUNT_CONVENTIONS = {
     "DAP": 252,

{pyield-0.29.2/pyield/b3_futures → pyield-0.29.4/pyield/b3/futures}/xml.py

@@ -8,7 +8,7 @@ import requests
 from lxml import etree
 
 from pyield import bday
-from pyield.b3_futures import common
+from pyield.b3.futures import common
 
 
 def _get_file_from_path(file_path: Path) -> io.BytesIO:

{pyield-0.29.2 → pyield-0.29.4}/pyield/config.py

@@ -6,6 +6,9 @@ import tenacity
 
 logger = logging.getLogger(__name__)
 
+# Default timeout values for HTTP requests (connect_timeout, read_timeout)
+DEFAULT_TIMEOUT = (3.05, 30)
+
 
 def retry_if_not_404(exception):
     """

{pyield-0.29.2 → pyield-0.29.4}/pyield/tpf/ltn.py

@@ -3,7 +3,7 @@ import pandas as pd
 from pyield import bday
 from pyield import date_converter as dc
 from pyield.anbima import tpf
-from pyield.b3_futures import di
+from pyield.b3 import di
 from pyield.date_converter import DateScalar
 from pyield.tpf import tools as tt
 

{pyield-0.29.2 → pyield-0.29.4}/pyield/tpf/ntnf.py

@@ -7,7 +7,7 @@ from pyield import bday
 from pyield import date_converter as dc
 from pyield import interpolator as ip
 from pyield.anbima import tpf
-from pyield.b3_futures import di
+from pyield.b3 import di
 from pyield.date_converter import DateScalar
 from pyield.tpf import tools as tt
 

{pyield-0.29.2 → pyield-0.29.4}/pyield/tpf/tools.py

@@ -5,7 +5,7 @@ import pandas as pd
 
 from pyield import date_converter as dc
 from pyield.anbima import tpf
-from pyield.b3_futures.di import DIFutures
+from pyield.b3.di import DIFutures
 from pyield.date_converter import DateScalar
 
 

pyield-0.29.2/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.29.2"