PYield 0.8.2__tar.gz → 0.8.3__tar.gz

{pyield-0.8.2 → pyield-0.8.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PYield
-Version: 0.8.2
+Version: 0.8.3
 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-0.8.3/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.8.3"

pyield-0.8.2/pyield/tn_bonds.py → pyield-0.8.3/pyield/anbima.py

@@ -8,14 +8,15 @@ ANBIMA_NON_MEMBER_URL = "https://www.anbima.com.br/informacoes/merc-sec/arqs/"
 ANBIMA_MEMBER_URL = "http://www.anbima.associados.rtm/merc_sec/arqs/"
 
 
-def _get_anbima_content(reference_date: pd.Timestamp) -> str:
+def _get_file_content(reference_date: pd.Timestamp, headers: dict = None) -> str:
+    headers = headers or {}  # Default empty headers
     url_date = reference_date.strftime("%y%m%d")
     member_url = f"{ANBIMA_MEMBER_URL}ms{url_date}.txt"
     non_member_url = f"{ANBIMA_NON_MEMBER_URL}ms{url_date}.txt"
 
     # Tries to access the member URL first
     try:
-        response = requests.get(member_url, timeout=5)
+        response = requests.get(member_url, headers=headers, timeout=5)
         # Checks if the response was successful (status code 200)
         response.raise_for_status()
         return response.text
@@ -33,14 +34,9 @@ def _get_anbima_content(reference_date: pd.Timestamp) -> str:
         return ""
 
 
-def _get_raw_df(reference_date: pd.Timestamp) -> pd.DataFrame:
-    url_content = _get_anbima_content(reference_date)
-    if url_content == "":
-        date_str = reference_date.strftime("%d-%m-%Y")
-        raise ValueError(f"Could not fetch ANBIMA data for {date_str}.")
-
-    df = pd.read_csv(
-        io.StringIO(url_content),
+def _read_raw_df(file_content: str) -> pd.DataFrame:
+    return pd.read_csv(
+        io.StringIO(file_content),
         sep="@",
         encoding="latin-1",
         skiprows=2,
@@ -49,7 +45,6 @@ def _get_raw_df(reference_date: pd.Timestamp) -> pd.DataFrame:
         na_values=["--"],
         dtype_backend="numpy_nullable",
     )
-    return df
 
 
 def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
@@ -95,31 +90,27 @@ def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
     return df.sort_values(["BondType", "MaturityDate"], ignore_index=True)
 
 
-def fetch_bonds(reference_date: pd.Timestamp, return_raw=False) -> pd.DataFrame:
+def fetch_bonds(reference_date: pd.Timestamp, headers: dict = None) -> pd.DataFrame:
     """
     Fetches indicative treasury rates from ANBIMA for a specified reference date.
 
     This function retrieves the indicative rates for Brazilian treasury securities
     from ANBIMA, processing them into a structured pandas DataFrame.
-    There is an option to return raw data directly from the source without processing.
 
     Parameters:
-        reference_date (str | pd.Timestamp, optional): The date for which to fetch the
-            indicative rates. If None or not provided, the function defaults to the
-            previous business day.
-        return_raw (bool, optional): Flag to return raw data without processing.
-            Defaults to False.
+        reference_date (pd.Timestamp): The date for which to fetch the indicative rates.
 
     Returns:
         pd.DataFrame: A DataFrame containing the processed indicative rates for the
-            given reference date, or raw data if `return_raw` is True. The processed
-            data includes bond type, reference date, maturity date and various rates
-            (bid, ask, indicative) among others, depending on the `return_raw` flag.
+            given reference date.
 
     """
-    df = _get_raw_df(reference_date)
+    file_content = _get_file_content(reference_date, headers)
+
+    if file_content == "":
+        date_str = reference_date.strftime("%d-%m-%Y")
+        raise ValueError(f"Could not fetch ANBIMA data for {date_str}.")
 
-    if not return_raw:
-        df = _process_raw_df(df)
+    df = _read_raw_df(file_content)
 
-    return df
+    return _process_raw_df(df)

{pyield-0.8.2 → pyield-0.8.3}/pyield/data_access.py

@@ -1,11 +1,11 @@
 import pandas as pd
 
+from . import anbima as an
 from . import date_validator as dv
 from . import futures as ft
 from . import indicators as it
 from . import projections as pr
 from . import spreads as sp
-from . import tn_bonds as tb
 
 
 def fetch_asset(
@@ -55,10 +55,10 @@ def fetch_asset(
         return ft.fetch_intraday_df(future_code=asset_code.upper())
 
     if asset_code.upper() == "TRB":
-        return tb.fetch_bonds(reference_date=normalized_date)
+        return an.fetch_bonds(reference_date=normalized_date)
 
     if asset_code.upper() in SUPPORTED_BONDS:
-        df_bond = tb.fetch_bonds(reference_date=normalized_date)
+        df_bond = an.fetch_bonds(reference_date=normalized_date)
         df_bond.query(f"BondType == '{asset_code.upper()}'", inplace=True)
         # Return the DataFrame sorted by maturity date
         return df_bond.sort_values("MaturityDate", ignore_index=True)

{pyield-0.8.2 → pyield-0.8.3}/pyield/spreads.py

@@ -1,6 +1,6 @@
 import pandas as pd
 
-from . import tn_bonds as tb
+from . import anbima as an
 from .futures import historical as fh
 
 # Constant for conversion to basis points
@@ -38,7 +38,7 @@ def calculate_di_spreads(reference_date: pd.Timestamp) -> pd.DataFrame:
     df_di["MaturityDate"] = df_di["MaturityDate"].dt.to_period("M").dt.to_timestamp()
 
     # Fetch bond rates, filtering for LTN and NTN-F types
-    df_anbima = tb.fetch_bonds(reference_date, False)
+    df_anbima = an.fetch_bonds(reference_date, False)
     df_anbima.query("BondType in ['LTN', 'NTN-F']", inplace=True)
 
     # Merge bond and DI rates by maturity date to calculate spreads

{pyield-0.8.2 → pyield-0.8.3}/pyproject.toml

@@ -32,7 +32,7 @@ dependencies = [
     "requests>=2.31.0",
 ]
 dynamic = []
-version = "0.8.2"
+version = "0.8.3"
 
 [project.license]
 file = "LICENSE"

pyield-0.8.2/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.8.2"