PYield 0.34.0__tar.gz → 0.34.2__tar.gz

{pyield-0.34.0 → pyield-0.34.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PYield
-Version: 0.34.0
+Version: 0.34.2
 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-0.34.2/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.34.2"

{pyield-0.34.0 → pyield-0.34.2}/pyield/bc/trades_monthly.py

@@ -32,7 +32,7 @@ COLUMN_MAPPING = {
 }
 
 
-def _build_filename(target_date: DateScalar, all_operations: bool) -> str:
+def _build_filename(target_date: DateScalar, extragoup: bool) -> str:
     """
     URL com todos os arquivos disponíveis:
     https://www4.bcb.gov.br/pom/demab/negociacoes/apresentacao.asp?frame=1
@@ -45,7 +45,7 @@ def _build_filename(target_date: DateScalar, all_operations: bool) -> str:
     """
     target_date = convert_input_dates(target_date)
     file_date = target_date.strftime("%Y%m")
-    operation_acronym = "T" if all_operations else "E"
+    operation_acronym = "E" if extragoup else "T"
     return f"Neg{operation_acronym}{file_date}.ZIP"
 
 
@@ -64,7 +64,7 @@ def _fetch_data_from_url(file_url: str) -> pd.DataFrame:
 
 
 def fpd_monthly_trades(
-    target_date: DateScalar, all_operations: bool = True
+    target_date: DateScalar, extragroup: bool = False
 ) -> pd.DataFrame:
     """Fetches monthly secondary trading data for the domestic 'Federal Public Debt'
     (FPD) registered in the Brazilian Central Bank (BCB) Selic system.
@@ -79,8 +79,14 @@ def fpd_monthly_trades(
             fetched. This date can be a string, datetime, or pandas Timestamp object.
             It will be converted to a pandas Timestamp object. Only the year and month
             of this date will be used to download the corresponding monthly file.
-        all_operations (bool): If True, fetches all operations. If False, fetches only
-            the extra group operations. Defaults to True.
+            extragroup (bool): If True, fetches only the trades that are considered
+            'extragroup' (between different economic groups)".
+            If False, fetches all trades. Default is False.
+            Extragroup trades are those where the transferring counterparty's
+            conglomerate is different from the receiving counterparty's conglomerate, or
+            when at least one of the counterparties does not belong to a conglomerate.
+            In the case of funds, the conglomerate considered is that of the
+            administrator.
 
     Returns:
         pd.DataFrame: A DataFrame containing the bond trading data for the specified
@@ -103,18 +109,14 @@ def fpd_monthly_trades(
     Examples:
         >>> from pyield import bc
         >>> df = bc.fpd_monthly_trades("07-01-2025")  # Returns all trades for Jan/2025
-
-    Notes:
-        Transactions are considered off-group when the transferring counterparty's
-        conglomerate is different from the receiving counterparty's conglomerate,
-        or when at least one of the counterparties does not belong to a conglomerate.
-        In the case of funds, the conglomerate considered is that of the administrator.
     """
-    filename = _build_filename(target_date, all_operations)
+    filename = _build_filename(target_date, extragroup)
     logger.info(f"Fetching FPD trades for {target_date} from BCB")
     url = f"{BASE_URL}/{filename}"
     df = _fetch_data_from_url(url)
     df = df.rename(columns=COLUMN_MAPPING)
     # Volume are empty in the original BCB file, so we calculate it
     df["Volume"] = (df["Quantity"] * df["AvgPrice"]).round(2)
+    sort_cols = ["SettlementDate", "BondType", "MaturityDate"]
+    df = df.sort_values(by=sort_cols).reset_index(drop=True)
     return df

pyield-0.34.0/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.34.0"