PYield 0.7.5__tar.gz → 0.7.7__tar.gz

{pyield-0.7.5 → pyield-0.7.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PYield
-Version: 0.7.5
+Version: 0.7.7
 Summary: A Python library for analysis of fixed income instruments in Brazil
 Keywords: fixed-income, brazil, finance, analysis, bonds
 Author-Email: Carlos Carvalho <cr.cj@outlook.com>

pyield-0.7.7/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.7.7"

{pyield-0.7.5 → pyield-0.7.7}/pyield/data_access.py

@@ -111,7 +111,7 @@ def fetch_indicator(
         raise ValueError("Indicator type not supported.")
 
 
-def fetch_projection(projection_code: str) -> dict:
+def fetch_projection(projection_code: str) -> pr.IndicatorProjection:
     """
     Fetches a financial projection for a specified code and reference date.
 

{pyield-0.7.5 → pyield-0.7.7}/pyield/futures/common.py

@@ -5,6 +5,28 @@ import requests
 
 from .. import bday
 
+COLUMNS_MAPPING = {
+    "VENCTO": "ExpirationCode",
+    "CONTR. ABERT.(1)": "OpenContracts",  # At the start of the day
+    "CONTR. FECH.(2)": "OpenContractsEndSession",  # At the end of the day
+    "NÚM. NEGOC.": "TradeCount",
+    "CONTR. NEGOC.": "TradeVolume",
+    "VOL.": "FinancialVolume",
+    "AJUSTE": "SettlementPrice",
+    "AJUSTE ANTER. (3)": "PrevSettlementRate",
+    "AJUSTE CORRIG. (4)": "AdjSettlementRate",
+    "AJUSTE  DE REF.": "SettlementRate",  # FRC
+    "PREÇO MÍN.": "MinRate",
+    "PREÇO MÉD.": "AvgRate",
+    "PREÇO MÁX.": "MaxRate",
+    "PREÇO ABERTU.": "FirstRate",
+    "ÚLT. PREÇO": "CloseRate",
+    "VAR. PTOS.": "PointsVariation",
+    # Attention: bid/ask rates are inverted
+    "ÚLT.OF. COMPRA": "CloseAskRate",
+    "ÚLT.OF. VENDA": "CloseBidRate",
+}
+
 
 def get_expiration_date(expiration_code: str) -> pd.Timestamp:
     """
@@ -228,3 +250,63 @@ def fetch_last_raw_df(future_code: str) -> pd.DataFrame:
     df = df.convert_dtypes(dtype_backend="numpy_nullable")
 
     return df
+
+
+def rename_columns(df: pd.DataFrame):
+    all_columns = {
+        "VENCTO": "ExpirationCode",
+        "CONTR. ABERT.(1)": "OpenContracts",  # At the start of the day
+        "CONTR. FECH.(2)": "OpenContractsEndSession",  # At the end of the day
+        "NÚM. NEGOC.": "TradeCount",
+        "CONTR. NEGOC.": "TradeVolume",
+        "VOL.": "FinancialVolume",
+        "AJUSTE": "SettlementPrice",
+        "AJUSTE ANTER. (3)": "PrevSettlementRate",
+        "AJUSTE CORRIG. (4)": "AdjSettlementRate",
+        "AJUSTE  DE REF.": "SettlementRate",  # FRC
+        "PREÇO MÍN.": "MinRate",
+        "PREÇO MÉD.": "AvgRate",
+        "PREÇO MÁX.": "MaxRate",
+        "PREÇO ABERTU.": "FirstRate",
+        "ÚLT. PREÇO": "CloseRate",
+        "VAR. PTOS.": "PointsVariation",
+        # Attention: bid/ask rates are inverted
+        "ÚLT.OF. COMPRA": "CloseAskRate",
+        "ÚLT.OF. VENDA": "CloseBidRate",
+    }
+    rename_dict = {}
+    for col in all_columns:
+        if col in df.columns:
+            rename_dict[col] = all_columns[col]
+    return df.rename(columns=rename_dict)
+
+
+def reorder_columns(df: pd.DataFrame):
+    all_columns = [
+        "TradeDate",
+        "TickerSymbol",
+        # "ExpirationCode",
+        "ExpirationDate",
+        "BDaysToExp",
+        "DaysToExp",
+        "OpenContracts",
+        # "OpenContractsEndSession" since there is no OpenContracts at the end of the
+        # day in XML data, it will be removed to avoid confusion with XML data
+        "TradeCount",
+        "TradeVolume",
+        "FinancialVolume",
+        "SettlementPrice",
+        "SettlementRate",
+        "FirstRate",
+        "MinRate",
+        "AvgRate",
+        "MaxRate",
+        "CloseAskRate",
+        "CloseBidRate",
+        "CloseRate",
+    ]
+    reordered_columns = []
+    for col in all_columns:
+        if col in df.columns:
+            reordered_columns.append(col)
+    return df[reordered_columns]

{pyield-0.7.5 → pyield-0.7.7}/pyield/futures/ddi.py

@@ -1,6 +1,6 @@
 import pandas as pd
 
-from . import common
+from . import common as cm
 
 
 def _convert_prices_to_rates(prices: pd.Series, n_days: pd.Series) -> pd.Series:
@@ -15,9 +15,8 @@ def _convert_prices_to_rates(prices: pd.Series, n_days: pd.Series) -> pd.Series:
         pd.Series: A pd.Series containing DDI futures rates.
     """
     rates = (100_000 / prices - 1) * (360 / n_days)
-
-    # Return rates as percentage
-    return 100 * rates
+    # Round to 5 (3 in %) dec. places (contract's current max. precision)
+    return rates.round(5)
 
 
 def _process_raw_df(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataFrame:
@@ -31,32 +30,7 @@ def _process_raw_df(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataFrame:
     Returns:
         pd.DataFrame: Processed and transformed data as a Pandas pd.DataFrame.
     """
-    # Check if the pd.DataFrame is empty
-    if df.empty:
-        return df
-
-    rename_dict = {
-        "VENCTO": "ExpirationCode",
-        "CONTR. ABERT.(1)": "OpenContracts",  # At the start of the day
-        "CONTR. FECH.(2)": "OpenContractsEndSession",  # At the end of the day
-        "NÚM. NEGOC.": "TradeCount",
-        "CONTR. NEGOC.": "TradeVolume",
-        "VOL.": "FinancialVolume",
-        "AJUSTE": "SettlementPrice",
-        "AJUSTE ANTER. (3)": "PrevSettlementRate",
-        "AJUSTE CORRIG. (4)": "AdjSettlementRate",
-        "PREÇO MÍN.": "MinRate",
-        "PREÇO MÉD.": "AvgRate",
-        "PREÇO MÁX.": "MaxRate",
-        "PREÇO ABERTU.": "FirstRate",
-        "ÚLT. PREÇO": "LastRate",
-        "VAR. PTOS.": "PointsVariation",
-        # Attention: bid/ask rates are inverted
-        "ÚLT.OF. COMPRA": "LastAskRate",
-        "ÚLT.OF. VENDA": "LastBidRate",
-    }
-
-    df = df.rename(columns=rename_dict)
+    df = cm.rename_columns(df)
 
     df["TradeDate"] = trade_date
     # Convert to datetime64[ns] since it is pandas default type for timestamps
@@ -65,51 +39,37 @@ def _process_raw_df(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataFrame:
     # Contract code format was changed in 22/05/2006
     if trade_date < pd.Timestamp("2006-05-22"):
         df["ExpirationDate"] = df["ExpirationCode"].apply(
-            common.get_old_expiration_date, args=(trade_date,)
+            cm.get_old_expiration_date, args=(trade_date,)
         )
     else:
-        df["ExpirationDate"] = df["ExpirationCode"].apply(common.get_expiration_date)
+        df["ExpirationDate"] = df["ExpirationCode"].apply(cm.get_expiration_date)
 
-    df["DaysToExpiration"] = (df["ExpirationDate"] - trade_date).dt.days
+    df["DaysToExp"] = (df["ExpirationDate"] - trade_date).dt.days
     # Convert to nullable integer, since other columns use this data type
-    df["DaysToExpiration"] = df["DaysToExpiration"].astype(pd.Int64Dtype())
-    # Remove expired contracts
-    df.query("DaysToExpiration > 0", inplace=True)
+    df["DaysToExp"] = df["DaysToExp"].astype(pd.Int64Dtype())
 
-    df["SettlementRate"] = _convert_prices_to_rates(
-        df["SettlementPrice"], df["DaysToExpiration"]
-    )
+    # Remove expired contracts
+    df.query("DaysToExp > 0", inplace=True)
 
+    # Columns where 0 means NaN
     rate_cols = [col for col in df.columns if "Rate" in col]
     cols_with_nan = rate_cols + ["SettlementPrice"]
-    # Columns where 0 means NaN
+    # Replace 0 with NaN in these columns
     df[cols_with_nan] = df[cols_with_nan].replace(0, pd.NA)
-    # Remove % and round to 5 dec. places (3 in %) since it is the contract's precision
+
     df[rate_cols] = df[rate_cols].div(100).round(5)
 
+    # Calculate SettlementRate
+    df["SettlementRate"] = _convert_prices_to_rates(
+        df["SettlementPrice"], df["DaysToExp"]
+    )
+
+    df["TickerSymbol"] = "DI1" + df["ExpirationCode"]
+
     # Filter and order columns
-    ordered_cols = [
-        "TradeDate",
-        "ExpirationCode",
-        "ExpirationDate",
-        "DaysToExpiration",
-        "OpenContracts",
-        # "OpenContractsEndSession" since there is no OpenContracts at the end of the
-        # day in XML data, it will be removed to avoid confusion with XML data
-        "TradeCount",
-        "TradeVolume",
-        "FinancialVolume",
-        "SettlementPrice",
-        "MinRate",
-        "AvgRate",
-        "MaxRate",
-        "FirstRate",
-        "LastRate",
-        "LastAskRate",
-        "LastBidRate",
-        "SettlementRate",
-    ]
-    return df[ordered_cols]
+    df = cm.reorder_columns(df)
+
+    return df
 
 
 def fetch_past_ddi(trade_date: pd.Timestamp, return_raw: bool = False) -> pd.DataFrame:
@@ -132,10 +92,10 @@ def fetch_past_ddi(trade_date: pd.Timestamp, return_raw: bool = False) -> pd.Dat
         >>> di.fetch_ddi(pd.Timestamp("2021-01-04"))
 
     Notes:
-        - DaysToExpiration: number of business days to ExpirationDate.
+        - DaysToExp: number of business days to ExpirationDate.
         - OpenContracts: number of open contracts at the start of the trading day.
     """
-    df_raw = common.fetch_past_raw_df(asset_code="DDI", trade_date=trade_date)
-    if return_raw:
+    df_raw = cm.fetch_past_raw_df(asset_code="DDI", trade_date=trade_date)
+    if return_raw or df_raw.empty:
         return df_raw
     return _process_raw_df(df_raw, trade_date)

{pyield-0.7.5 → pyield-0.7.7}/pyield/futures/di.py

@@ -1,7 +1,7 @@
 import pandas as pd
 
-from .. import bday
-from . import common
+from .. import bday as bd
+from . import common as cm
 
 
 def _convert_prices_to_rates(prices: pd.Series, bd: pd.Series) -> pd.Series:
@@ -17,22 +17,12 @@ def _convert_prices_to_rates(prices: pd.Series, bd: pd.Series) -> pd.Series:
     """
     rates = (100_000 / prices) ** (252 / bd) - 1
 
-    # Return rates as percentage
-    return 100 * rates
-
-
-def _convert_prices_in_older_contracts(df: pd.DataFrame) -> pd.DataFrame:
-    # Prior to 01/01/2002, prices were not converted to rates
-    convert_cols = [
-        "FirstRate",
-        "MinRate",
-        "MaxRate",
-        "AvgRate",
-        "CloseRate",
-        "CloseBidRate",
-        "CloseAskRate",
-    ]
-    for col in convert_cols:
+    # Round to 5 (3 in %) dec. places (contract's current max. precision)
+    return rates.round(5)
+
+
+def _adjust_older_contracts_rates(df: pd.DataFrame, rate_cols: list) -> pd.DataFrame:
+    for col in rate_cols:
         df[col] = _convert_prices_to_rates(df[col], df["BDaysToExp"])
 
     # Invert low and high prices
@@ -52,28 +42,7 @@ def _process_past_raw_df(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataF
     Returns:
         pd.DataFrame: Processed and transformed data as a Pandas pd.DataFrame.
     """
-    rename_dict = {
-        "VENCTO": "ExpirationCode",
-        "CONTR. ABERT.(1)": "OpenContracts",  # At the start of the day
-        "CONTR. FECH.(2)": "OpenContractsEndSession",  # At the end of the day
-        "NÚM. NEGOC.": "TradeCount",
-        "CONTR. NEGOC.": "TradeVolume",
-        "VOL.": "FinancialVolume",
-        "AJUSTE": "SettlementPrice",
-        "AJUSTE ANTER. (3)": "PrevSettlementRate",
-        "AJUSTE CORRIG. (4)": "AdjSettlementRate",
-        "PREÇO MÍN.": "MinRate",
-        "PREÇO MÉD.": "AvgRate",
-        "PREÇO MÁX.": "MaxRate",
-        "PREÇO ABERTU.": "FirstRate",
-        "ÚLT. PREÇO": "CloseRate",
-        "VAR. PTOS.": "PointsVariation",
-        # Attention: bid/ask rates are inverted
-        "ÚLT.OF. COMPRA": "CloseAskRate",
-        "ÚLT.OF. VENDA": "CloseBidRate",
-    }
-
-    df = df.rename(columns=rename_dict)
+    df = cm.rename_columns(df)
 
     df["TradeDate"] = trade_date
     # Convert to datetime64[ns] since it is pandas default type for timestamps
@@ -82,56 +51,39 @@ def _process_past_raw_df(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataF
     # Contract code format was changed in 22/05/2006
     if trade_date < pd.Timestamp("2006-05-22"):
         df["ExpirationDate"] = df["ExpirationCode"].apply(
-            common.get_old_expiration_date, args=(trade_date,)
+            cm.get_old_expiration_date, args=(trade_date,)
         )
     else:
-        df["ExpirationDate"] = df["ExpirationCode"].apply(common.get_expiration_date)
+        df["ExpirationDate"] = df["ExpirationCode"].apply(cm.get_expiration_date)
+
+    df["BDaysToExp"] = bd.count_bdays(trade_date, df["ExpirationDate"])
 
-    df["BDaysToExp"] = bday.count_bdays(trade_date, df["ExpirationDate"])
     # Remove expired contracts
     df.query("BDaysToExp > 0", inplace=True)
 
-    # Prior to 17/01/2002 (incluive), prices were not converted to rates
-    if trade_date <= pd.Timestamp("2002-01-17"):
-        df = _convert_prices_in_older_contracts(df)
+    # Columns where 0 means NaN
+    rate_cols = [col for col in df.columns if "Rate" in col]
+    cols_with_nan = rate_cols + ["SettlementPrice"]
+    # Replace 0 with NaN in these columns
+    df[cols_with_nan] = df[cols_with_nan].replace(0, pd.NA)
+
+    # Prior to 17/01/2002 (inclusive), prices were not converted to rates
+    if trade_date > pd.Timestamp("2002-01-17"):
+        # Remove % and round to 5 (3 in %) dec. places in rate columns
+        df[rate_cols] = df[rate_cols].div(100).round(5)
+    else:
+        df = _adjust_older_contracts_rates(df, rate_cols)
 
+    # Calculate SettlementRate
     df["SettlementRate"] = _convert_prices_to_rates(
         df["SettlementPrice"], df["BDaysToExp"]
     )
 
-    rate_cols = [col for col in df.columns if "Rate" in col]
-    cols_with_nan = rate_cols + ["SettlementPrice"]
-    # Columns where 0 means NaN
-    df[cols_with_nan] = df[cols_with_nan].replace(0, pd.NA)
-    # Remove % and round to 5 dec. places (3 in %) since it is the contract's precision
-    df[rate_cols] = df[rate_cols].div(100).round(5)
-
     df["TickerSymbol"] = "DI1" + df["ExpirationCode"]
 
     # Filter and order columns
-    ordered_cols = [
-        "TradeDate",
-        "TickerSymbol",
-        # "ExpirationCode",
-        "ExpirationDate",
-        "BDaysToExp",
-        "OpenContracts",
-        # "OpenContractsEndSession" since there is no OpenContracts at the end of the
-        # day in XML data, it will be removed to avoid confusion with XML data
-        "TradeCount",
-        "TradeVolume",
-        "FinancialVolume",
-        "SettlementPrice",
-        "SettlementRate",
-        "FirstRate",
-        "MinRate",
-        "AvgRate",
-        "MaxRate",
-        "CloseAskRate",
-        "CloseBidRate",
-        "CloseRate",
-    ]
-    return df[ordered_cols]
+    df = cm.reorder_columns(df)
+    return df
 
 
 def _process_last_raw_di_df(raw_df: pd.DataFrame) -> pd.DataFrame:
@@ -161,7 +113,7 @@ def _process_last_raw_di_df(raw_df: pd.DataFrame) -> pd.DataFrame:
     # Rename columns
     df = df.rename(columns=rename_columns)
 
-    df["BDaysToExp"] = bday.count_bdays(df["TradeTimestamp"], df["ExpirationDate"])
+    df["BDaysToExp"] = bd.count_bdays(df["TradeTimestamp"], df["ExpirationDate"])
 
     # Remove percentage in all rate columns
     rate_cols = [col for col in df.columns if "Rate" in col]
@@ -178,7 +130,7 @@ def fetch_last_di() -> pd.DataFrame:
     Returns:
         pd.DataFrame: A Pandas pd.DataFrame containing the latest DI futures data.
     """
-    raw_df = common.fetch_last_raw_df(future_code="DI1")
+    raw_df = cm.fetch_last_raw_df(future_code="DI1")
     return _process_last_raw_di_df(raw_df)
 
 
@@ -202,10 +154,7 @@ def fetch_past_di(trade_date: pd.Timestamp, return_raw: bool = False) -> pd.Data
         - BDaysToExp: number of business days to ExpirationDate.
         - OpenContracts: number of open contracts at the start of the trading day.
     """
-    df_raw = common.fetch_past_raw_df(asset_code="DI1", trade_date=trade_date)
-    if return_raw:
+    df_raw = cm.fetch_past_raw_df(asset_code="DI1", trade_date=trade_date)
+    if return_raw or df_raw.empty:
         return df_raw
-    if df_raw.empty:
-        return pd.DataFrame()
-    else:
-        return _process_past_raw_df(df_raw, trade_date)
+    return _process_past_raw_df(df_raw, trade_date)

{pyield-0.7.5 → pyield-0.7.7}/pyield/futures/frc.py

@@ -1,6 +1,6 @@
 import pandas as pd
 
-from . import common
+from . import common as cm
 
 
 def _process_past_data(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataFrame:
@@ -14,28 +14,7 @@ def _process_past_data(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataFra
     Returns:
         pd.DataFrame: Processed and transformed data as a Pandas pd.DataFrame.
     """
-    # Check if the pd.DataFrame is empty
-    if df.empty:
-        return df
-
-    rename_dict = {
-        "VENCTO": "ExpirationCode",
-        "NÚM. NEGOC.": "TradeCount",
-        "CONTR. NEGOC.": "TradeVolume",
-        "VOL.": "FinancialVolume",
-        "AJUSTE  DE REF.": "SettlementRate",
-        "PREÇO ABERTU.": "FirstRate",
-        "PREÇO MÍN.": "MinRate",
-        "PREÇO MÉD.": "AvgRate",
-        "PREÇO MÁX.": "MaxRate",
-        "ÚLT. PREÇO": "CloseRate",
-        "VAR. PTOS.": "PointsVariation",
-        # Attention: bid/ask rates are inverted
-        "ÚLT.OF. COMPRA": "CloseAskRate",
-        "ÚLT.OF. VENDA": "CloseBidRate",
-    }
-
-    df = df.rename(columns=rename_dict)
+    df = cm.rename_columns(df)
 
     df["TradeDate"] = trade_date
     # Convert to datetime64[ns] since it is pandas default type for timestamps
@@ -44,10 +23,10 @@ def _process_past_data(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataFra
     # Contract code format was changed in 22/05/2006
     if trade_date < pd.Timestamp("2006-05-22"):
         df["ExpirationDate"] = df["ExpirationCode"].apply(
-            common.get_old_expiration_date, args=(trade_date,)
+            cm.get_old_expiration_date, args=(trade_date,)
         )
     else:
-        df["ExpirationDate"] = df["ExpirationCode"].apply(common.get_expiration_date)
+        df["ExpirationDate"] = df["ExpirationCode"].apply(cm.get_expiration_date)
 
     # Replace 0 values in rate columns with pd.NA and remove percentage
     rate_cols = [col for col in df.columns if "Rate" in col]
@@ -57,24 +36,8 @@ def _process_past_data(df: pd.DataFrame, trade_date: pd.Timestamp) -> pd.DataFra
     df["TickerSymbol"] = "FRC" + df["ExpirationCode"]
 
     # Filter and order columns
-    ordered_cols = [
-        "TradeDate",
-        "TickerSymbol",
-        # "ExpirationCode",
-        "ExpirationDate",
-        "TradeCount",
-        "TradeVolume",
-        "FinancialVolume",
-        "SettlementRate",
-        "FirstRate",
-        "MinRate",
-        "AvgRate",
-        "MaxRate",
-        "CloseAskRate",
-        "CloseBidRate",
-        "CloseRate",
-    ]
-    return df[ordered_cols]
+    df = cm.reorder_columns(df)
+    return df
 
 
 def fetch_past_frc(trade_date: pd.Timestamp, return_raw: bool = False) -> pd.DataFrame:
@@ -92,7 +55,7 @@ def fetch_past_frc(trade_date: pd.Timestamp, return_raw: bool = False) -> pd.Dat
     Returns:
         pd.DataFrame: A Pandas pd.DataFrame containing processed DI futures data.
     """
-    df_raw = common.fetch_past_raw_df(asset_code="FRC", trade_date=trade_date)
-    if return_raw:
+    df_raw = cm.fetch_past_raw_df(asset_code="FRC", trade_date=trade_date)
+    if return_raw or df_raw.empty:
         return df_raw
     return _process_past_data(df_raw, trade_date)

{pyield-0.7.5 → pyield-0.7.7}/pyield/projections.py

@@ -63,19 +63,22 @@ def fetch_current_month_ipca_projection() -> IndicatorProjection:
     data = workbook.get_sheet_by_name(first_sheet).to_python(skip_empty_area=True)
 
     # Extract projection update date and time from the first row
-    last_update_str = data[0][0].split("Atualização:")[-1].strip()
+    update_str = str(data[0][0])
+    last_update_str = update_str.split("Atualização:")[-1].strip()
     last_updated = pd.to_datetime(last_update_str, format="%d/%m/%Y - %H:%M h")
 
     # Find the row containing the IPCA projection and extract its data
     ipca_data = next(line for line in data if "IPCA1" in line)
+    ipca_text = str(ipca_data[-1])
 
     # Convert the last element of the IPCA data row to float for the projection value
-    ipca_value = round(float(ipca_data[-1]) / 100, 4)
+    ipca_value = round(float(ipca_text) / 100, 4)
 
     # Extract and format the reference month
-    month_text = ipca_data[1].split("(")[-1].split(")")[0]
+    projection_text = str(ipca_data[1])
+    month_str = projection_text.split("(")[-1].split(")")[0]
     locale.setlocale(locale.LC_TIME, "pt_BR.UTF-8")
-    ipca_month_ts = pd.to_datetime(month_text, format="%b/%y")
+    ipca_month_ts = pd.to_datetime(month_str, format="%b/%y")
     ipca_month_br = ipca_month_ts.strftime("%b/%Y").upper()
     locale.setlocale(locale.LC_TIME, "")  # Reset locale to default
 

{pyield-0.7.5 → pyield-0.7.7}/pyproject.toml

@@ -32,7 +32,7 @@ dependencies = [
     "python-calamine>=0.2.0",
 ]
 dynamic = []
-version = "0.7.5"
+version = "0.7.7"
 
 [project.license]
 file = "LICENSE"

pyield-0.7.5/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.7.5"