PYield 0.35.3__tar.gz → 0.35.4__tar.gz

{pyield-0.35.3 → pyield-0.35.4}/.gitignore

@@ -21,10 +21,6 @@ share/python-wheels/
 *.egg
 MANIFEST
 
-# pdm
-pdm.lock
-.pdm-python
-
 # uv
 uv.lock
 
@@ -34,8 +30,6 @@ uv.lock
 env/
 venv/
 ENV/
-env.bak/
-venv.bak/
 
 # Jupiter Notebook
 .ipynb_checkpoints

{pyield-0.35.3 → pyield-0.35.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PYield
-Version: 0.35.3
+Version: 0.35.4
 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-0.35.4/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.35.4"

{pyield-0.35.3 → pyield-0.35.4}/pyield/b3/di1.py

@@ -61,7 +61,7 @@ def data(
     # Remove duplicates and sort dates
     dates = dates.drop_duplicates().sort_values().reset_index(drop=True)
 
-    df = get_cached_dataset("DI").query("TradeDate in @dates").reset_index(drop=True)
+    df = get_cached_dataset("di1").query("TradeDate in @dates").reset_index(drop=True)
 
     today = dt.now(TIMEZONE_BZ)
     last_bday = bday.last_business_day()
@@ -383,7 +383,7 @@ def eod_dates() -> pd.Series:
         dtype: datetime64[ns]
     """
     available_dates = (
-        get_cached_dataset("DI")
+        get_cached_dataset("di1")
         .drop_duplicates(subset=["TradeDate"])["TradeDate"]
         .sort_values(ascending=True)
         .reset_index(drop=True)

{pyield-0.35.3 → pyield-0.35.4}/pyield/bc/trades_intraday.py

@@ -1,3 +1,8 @@
+"""
+Fetches real-time secondary trading data for domestic Federal Public Debt (FPD)
+https://www.bcb.gov.br/htms/selic/selicprecos.asp?frame=1
+"""
+
 import datetime as dt
 import io
 import logging
@@ -18,7 +23,13 @@ test_file = Path(__file__).parent.parent.parent / "tests/data/negocios-registrad
 
 
 def _fetch_csv_from_url() -> str:
-    FILE_URL = "https://www3.bcb.gov.br/novoselic/NegociosRegistradosDownload"
+    """
+    Example URL for the CSV file containing intraday trades data:
+        https://www3.bcb.gov.br/novoselic/rest/precosNegociacao/pub/download/estatisticas/02-06-2025
+    """
+    today = dt.datetime.now(BZ_TIMEZONE).date()
+    formatted_date = today.strftime("%d-%m-%Y")
+    FILE_URL = f"https://www3.bcb.gov.br/novoselic/rest/precosNegociacao/pub/download/estatisticas/{formatted_date}"
     r = requests.get(FILE_URL, timeout=30)  # API usually takes 10s to respond
     r.raise_for_status()
     r.encoding = "iso-8859-15"

{pyield-0.35.3 → pyield-0.35.4}/pyield/data_cache.py

@@ -1,6 +1,7 @@
 import functools
 import logging
 from datetime import datetime
+from typing import Literal
 from zoneinfo import ZoneInfo
 
 import pandas as pd
@@ -16,12 +17,12 @@ BASE_DATA_URL = f"{GIT_URL}/data"
 
 # Dicionário global para configurações dos datasets usando 'filename'
 DATASET_CONFIGS = {
-    "DI": {
+    "di1": {
         "filename": "b3_di.parquet",  # Apenas o nome do arquivo
         "date_column": "TradeDate",
         "name": "Futuro de DI (B3)",
     },
-    "TPF": {
+    "tpf": {
         "filename": "anbima_tpf.parquet",  # Apenas o nome do arquivo
         "date_column": "ReferenceDate",
         "name": "TPF (ANBIMA)",
@@ -73,6 +74,6 @@ def _get_dataset_with_ttl(dataset_id: str, date_key: str) -> pd.DataFrame:
         raise  # Re-raise a exceção para que o chamador saiba que falhou
 
 
-def get_cached_dataset(dataset_id: str) -> pd.DataFrame:
+def get_cached_dataset(dataset_id: Literal["di1", "tpf"]) -> pd.DataFrame:
     """Obtém um dataset configurado pelo seu ID. O cache expira diariamente."""
-    return _get_dataset_with_ttl(dataset_id, _get_today_date_key())
+    return _get_dataset_with_ttl(dataset_id.lower(), _get_today_date_key())

pyield-0.35.3/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.35.3"