PYield 0.8.5__tar.gz → 0.9.2__tar.gz

{pyield-0.8.5 → pyield-0.9.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PYield
-Version: 0.8.5
+Version: 0.9.2
 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>
@@ -74,23 +74,23 @@ pip install pyield
 
 # Count the number of business days between two dates
 # Start date is included, end date is excluded
->>> yd.count_bdays(start='29-12-2023', end='02-01-2024')
+>>> yd.bday.count(start='29-12-2023', end='02-01-2024')
 1
 
 # Get the next business day after a given date (offset=1)
->>> yd.offset_bdays(dates="29-12-2023", offset=1)
+>>> yd.bday.offset(dates="29-12-2023", offset=1)
 Timestamp('2024-01-02 00:00:00')
 
 # Get the next business day if it is not a business day (offset=0)
->>> yd.offset_bdays(dates="30-12-2023", offset=0)
+>>> yd.bday.offset(dates="30-12-2023", offset=0)
 Timestamp('2024-01-02 00:00:00')
 
 # Since 2023-12-29 is a business day, it returns the same date (offset=0)
->>> yd.offset_bdays(dates="29-12-2023", offset=0)
+>>> yd.bday.offset(dates="29-12-2023", offset=0)
 Timestamp('2023-12-29 00:00:00')
 
 # Generate a pandas series with the business days between two dates
->>> yd.generate_bdays(start='29-12-2023', end='03-01-2024')
+>>> yd.bday.generate(start='29-12-2023', end='03-01-2024')
 0   2023-12-29
 1   2024-01-02
 2   2024-01-03
@@ -100,7 +100,7 @@ dtype: datetime64[ns]
 ### Futures Data
 ```python
 # Fetch current DI Futures data from B3 (15 minutes delay)
->>> yd.fetch_asset(asset_code="DI1")
+>>> yd.futures(contract_code="DI1")
 TradeTime      TickerSymbol ExpirationDate BDaysToExp ... MaxRate LastAskRate LastBidRate CurrentRate
 2024-04-21 13:37:39       DI1K24     2024-05-02          7 ... 0.10660     0.10652     0.10660  0.10660
 2024-04-21 13:37:39       DI1M24     2024-06-03         28 ... 0.10518     0.10510     0.10516  0.10518
@@ -111,7 +111,7 @@ TradeTime      TickerSymbol ExpirationDate BDaysToExp ... MaxRate LastAskRate La
 2024-04-21 13:37:39       DI1F39     2039-01-03       3683 ...    <NA>        <NA>        <NA>     <NA>
 
 # Fetch historical DI Futures data from B3
->>> yd.fetch_asset(asset_code="DI1", reference_date='08-03-2024')
+>>> yd.futures(contract_code="DI1", reference_date='08-03-2024')
 TradeDate  TickerSymbol ExpirationDate BDaysToExp ... LastRate LastAskRate LastBidRate SettlementRate
 2024-03-08       DI1J24     2024-04-01         15 ...   10.952      10.952      10.956         10.956
 2024-03-08       DI1K24     2024-05-02         37 ...   10.776      10.774      10.780         10.777
@@ -127,7 +127,7 @@ TradeDate  TickerSymbol ExpirationDate BDaysToExp ... LastRate LastAskRate LastB
 # Fetch a DataFrame with the NTN-B data from ANBIMA
 # Anbima data is available for the last 5 working days
 # Obs: Anbima members have access to the full history
->>> yd.fetch_asset(asset_code="NTN-B", reference_date='12-04-2024')
+>>> yd.anbima(reference_date='12-04-2024', bond_type='NTN-B')
 
 BondType ReferenceDate MaturityDate BidRate AskRate IndicativeRate       Price
    NTN-B    2024-04-12   2024-08-15 0.07540 0.07504        0.07523 4,271.43565
@@ -142,7 +142,7 @@ BondType ReferenceDate MaturityDate BidRate AskRate IndicativeRate       Price
 ### Spreads Calculation
 ```python
 # Calculate the spread between two DI Futures contracts and the pre-fix bonds
->>> yd.calculate_spreads(spread_type="di_pre", reference_date="11-04-2024")
+>>> yd.spread(spread_type="di_pre", reference_date="11-04-2024")
 
 BondType ReferenceDate MaturityDate  DISpread
      LTN    2024-04-11   2024-07-01    -20.28
@@ -157,22 +157,22 @@ BondType ReferenceDate MaturityDate  DISpread
 ### Indicators Data
 ```python
 # Fetch the SELIC target rate from the Central Bank of Brazil
->>> yd.fetch_indicator(indicator_code="SELIC", reference_date='12-04-2024')
+>>> yd.indicator(indicator_code="SELIC", reference_date='12-04-2024')
 0.1075  # 10.75%
 
 # Fetch the IPCA monthly inflation rate from IBGE
->>> yd.fetch_indicator(indicator_code="IPCA", reference_date='18-03-2024')
+>>> yd.indicator(indicator_code="IPCA", reference_date='18-03-2024')
 0.16  # 0.16%
 
 # If no data is yet available for the indicator, the function returns None
->>> yd.fetch_indicator(indicator_code="IPCA", reference_date='10-04-2024')
+>>> yd.indicator(indicator_code="IPCA", reference_date='10-04-2024')
 None
 ```
 
 ### Projections Data
 ```python
 # Fetch current month projection for IPCA from IBGE API
->>> ipca = yd.fetch_projection(projection_code="IPCA_CM")
+>>> ipca = yd.projection(projection_code="IPCA_CM")
 >>> print(ipca)
 IndicatorProjection(
     last_updated=Timestamp('2024-04-19 18:55:00'),

{pyield-0.8.5 → pyield-0.9.2}/README.md

@@ -31,23 +31,23 @@ pip install pyield
 
 # Count the number of business days between two dates
 # Start date is included, end date is excluded
->>> yd.count_bdays(start='29-12-2023', end='02-01-2024')
+>>> yd.bday.count(start='29-12-2023', end='02-01-2024')
 1
 
 # Get the next business day after a given date (offset=1)
->>> yd.offset_bdays(dates="29-12-2023", offset=1)
+>>> yd.bday.offset(dates="29-12-2023", offset=1)
 Timestamp('2024-01-02 00:00:00')
 
 # Get the next business day if it is not a business day (offset=0)
->>> yd.offset_bdays(dates="30-12-2023", offset=0)
+>>> yd.bday.offset(dates="30-12-2023", offset=0)
 Timestamp('2024-01-02 00:00:00')
 
 # Since 2023-12-29 is a business day, it returns the same date (offset=0)
->>> yd.offset_bdays(dates="29-12-2023", offset=0)
+>>> yd.bday.offset(dates="29-12-2023", offset=0)
 Timestamp('2023-12-29 00:00:00')
 
 # Generate a pandas series with the business days between two dates
->>> yd.generate_bdays(start='29-12-2023', end='03-01-2024')
+>>> yd.bday.generate(start='29-12-2023', end='03-01-2024')
 0   2023-12-29
 1   2024-01-02
 2   2024-01-03
@@ -57,7 +57,7 @@ dtype: datetime64[ns]
 ### Futures Data
 ```python
 # Fetch current DI Futures data from B3 (15 minutes delay)
->>> yd.fetch_asset(asset_code="DI1")
+>>> yd.futures(contract_code="DI1")
 TradeTime      TickerSymbol ExpirationDate BDaysToExp ... MaxRate LastAskRate LastBidRate CurrentRate
 2024-04-21 13:37:39       DI1K24     2024-05-02          7 ... 0.10660     0.10652     0.10660  0.10660
 2024-04-21 13:37:39       DI1M24     2024-06-03         28 ... 0.10518     0.10510     0.10516  0.10518
@@ -68,7 +68,7 @@ TradeTime      TickerSymbol ExpirationDate BDaysToExp ... MaxRate LastAskRate La
 2024-04-21 13:37:39       DI1F39     2039-01-03       3683 ...    <NA>        <NA>        <NA>     <NA>
 
 # Fetch historical DI Futures data from B3
->>> yd.fetch_asset(asset_code="DI1", reference_date='08-03-2024')
+>>> yd.futures(contract_code="DI1", reference_date='08-03-2024')
 TradeDate  TickerSymbol ExpirationDate BDaysToExp ... LastRate LastAskRate LastBidRate SettlementRate
 2024-03-08       DI1J24     2024-04-01         15 ...   10.952      10.952      10.956         10.956
 2024-03-08       DI1K24     2024-05-02         37 ...   10.776      10.774      10.780         10.777
@@ -84,7 +84,7 @@ TradeDate  TickerSymbol ExpirationDate BDaysToExp ... LastRate LastAskRate LastB
 # Fetch a DataFrame with the NTN-B data from ANBIMA
 # Anbima data is available for the last 5 working days
 # Obs: Anbima members have access to the full history
->>> yd.fetch_asset(asset_code="NTN-B", reference_date='12-04-2024')
+>>> yd.anbima(reference_date='12-04-2024', bond_type='NTN-B')
 
 BondType ReferenceDate MaturityDate BidRate AskRate IndicativeRate       Price
    NTN-B    2024-04-12   2024-08-15 0.07540 0.07504        0.07523 4,271.43565
@@ -99,7 +99,7 @@ BondType ReferenceDate MaturityDate BidRate AskRate IndicativeRate       Price
 ### Spreads Calculation
 ```python
 # Calculate the spread between two DI Futures contracts and the pre-fix bonds
->>> yd.calculate_spreads(spread_type="di_pre", reference_date="11-04-2024")
+>>> yd.spread(spread_type="di_pre", reference_date="11-04-2024")
 
 BondType ReferenceDate MaturityDate  DISpread
      LTN    2024-04-11   2024-07-01    -20.28
@@ -114,22 +114,22 @@ BondType ReferenceDate MaturityDate  DISpread
 ### Indicators Data
 ```python
 # Fetch the SELIC target rate from the Central Bank of Brazil
->>> yd.fetch_indicator(indicator_code="SELIC", reference_date='12-04-2024')
+>>> yd.indicator(indicator_code="SELIC", reference_date='12-04-2024')
 0.1075  # 10.75%
 
 # Fetch the IPCA monthly inflation rate from IBGE
->>> yd.fetch_indicator(indicator_code="IPCA", reference_date='18-03-2024')
+>>> yd.indicator(indicator_code="IPCA", reference_date='18-03-2024')
 0.16  # 0.16%
 
 # If no data is yet available for the indicator, the function returns None
->>> yd.fetch_indicator(indicator_code="IPCA", reference_date='10-04-2024')
+>>> yd.indicator(indicator_code="IPCA", reference_date='10-04-2024')
 None
 ```
 
 ### Projections Data
 ```python
 # Fetch current month projection for IPCA from IBGE API
->>> ipca = yd.fetch_projection(projection_code="IPCA_CM")
+>>> ipca = yd.projection(projection_code="IPCA_CM")
 >>> print(ipca)
 IndicatorProjection(
     last_updated=Timestamp('2024-04-19 18:55:00'),

pyield-0.9.2/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.9.2"

pyield-0.9.2/pyield/__init__.py

@@ -0,0 +1,20 @@
+from . import bday, interpolators, ntnb
+from .__about__ import __version__
+from .fetchers.anbima import anbima
+from .fetchers.futures import futures
+from .fetchers.indicators import indicator
+from .fetchers.projections import projection
+from .spreads import spread
+
+__all__ = [
+    "__version__",
+    "anbima",
+    "bday",
+    "ntnb",
+    "indicator",
+    "projection",
+    "spread",
+    "futures",
+    "interpolators",
+    "spread",
+]

{pyield-0.8.5 → pyield-0.9.2}/pyield/bday.py

@@ -45,7 +45,7 @@ def _normalize_input_dates(
         raise ValueError("Invalid date format.")
 
 
-def is_bday(date: SingleDateTypes | None = None) -> bool:
+def is_business_day(date: SingleDateTypes | None = None) -> bool:
     """
     Checks if the input date is a business day.
 
@@ -64,7 +64,7 @@ def is_bday(date: SingleDateTypes | None = None) -> bool:
     """
     normalized_date = _normalize_input_dates(date)
     # Shift the date if it is not a business day
-    adjusted_date = offset_bdays(normalized_date, 0)
+    adjusted_date = offset(normalized_date, 0)
     return normalized_date == adjusted_date
 
 
@@ -87,7 +87,7 @@ def _convert_to_numpy_date(
 
 
 @overload
-def offset_bdays(
+def offset(
     dates: SingleDateTypes | None = None,
     offset: int = 0,
     roll: Literal["forward", "backward"] = "forward",
@@ -96,7 +96,7 @@ def offset_bdays(
 
 
 @overload
-def offset_bdays(
+def offset(
     dates: SeriesDateTypes,
     offset: int = 0,
     roll: Literal["forward", "backward"] = "forward",
@@ -104,7 +104,7 @@ def offset_bdays(
 ) -> pd.Series: ...
 
 
-def offset_bdays(
+def offset(
     dates: SingleDateTypes | SeriesDateTypes | None = None,
     offset: int = 0,
     roll: Literal["forward", "backward"] = "forward",
@@ -176,15 +176,15 @@ def offset_bdays(
         # Force to datetime[ns] if the input was a single date
         result = result.as_unit("ns")
     else:
-        result = pd.to_datetime(offsetted_dates_np)
+        result_dti = pd.to_datetime(offsetted_dates_np)
         # Force the result to be a Series if the input was not a single date
-        result = pd.Series(result).astype("datetime64[ns]")
+        result = pd.Series(result_dti).astype("datetime64[ns]")
 
     return result
 
 
 @overload
-def count_bdays(
+def count(
     start: SingleDateTypes | None = None,
     end: SingleDateTypes | None = None,
     holiday_list: Literal["old", "new", "infer"] = "infer",
@@ -192,7 +192,7 @@ def count_bdays(
 
 
 @overload
-def count_bdays(
+def count(
     start: SeriesDateTypes,
     end: SingleDateTypes | None,
     holiday_list: Literal["old", "new", "infer"] = "infer",
@@ -200,7 +200,7 @@ def count_bdays(
 
 
 @overload
-def count_bdays(
+def count(
     start: SingleDateTypes | None,
     end: SeriesDateTypes,
     holiday_list: Literal["old", "new", "infer"] = "infer",
@@ -208,14 +208,14 @@ def count_bdays(
 
 
 @overload
-def count_bdays(
+def count(
     start: SeriesDateTypes,
     end: SeriesDateTypes,
     holiday_list: Literal["old", "new", "infer"] = "infer",
 ) -> pd.Series: ...
 
 
-def count_bdays(
+def count(
     start: SingleDateTypes | SeriesDateTypes | None = None,
     end: SingleDateTypes | SeriesDateTypes | None = None,
     holiday_list: Literal["old", "new", "infer"] = "infer",
@@ -285,7 +285,7 @@ def count_bdays(
         return pd.Series(result_np, dtype="Int64")
 
 
-def generate_bdays(
+def generate(
     start: SingleDateTypes | None = None,
     end: SingleDateTypes | None = None,
     inclusive: Literal["both", "neither", "left", "right"] = "both",

{pyield-0.8.5 → pyield-0.9.2}/pyield/date_validator.py

@@ -41,7 +41,7 @@ def normalize_date(input_date: str | pd.Timestamp | None = None) -> pd.Timestamp
     elif input_date is None:
         # If no date is provided, use the last available business day
         today = pd.Timestamp.today().normalize()
-        normalized_date = bday.offset_bdays(dates=today, offset=0, roll="backward")
+        normalized_date = bday.offset(dates=today, offset=0, roll="backward")
     else:
         raise ValueError(f"Date format not recognized: {input_date}")
 

{pyield-0.8.5/pyield → pyield-0.9.2/pyield/fetchers}/anbima.py

@@ -3,12 +3,17 @@ import io
 import pandas as pd
 import requests
 
+from .. import date_validator as dv
+
 # URL Constants
 ANBIMA_URL = "https://www.anbima.com.br/informacoes/merc-sec/arqs/"
 # URL example: https://www.anbima.com.br/informacoes/merc-sec/arqs/ms240614.txt
 
 
-def _get_file_content(reference_date: pd.Timestamp, remote_access: dict = None) -> str:
+def _get_file_content(
+    reference_date: pd.Timestamp,
+    remote_access: dict | None = None,
+) -> str:
     url_date = reference_date.strftime("%y%m%d")
     filename = f"ms{url_date}.txt"
 
@@ -55,15 +60,6 @@ def _read_raw_df(file_content: str) -> pd.DataFrame:
 
 
 def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
-    """
-    Process raw data from ANBIMA by renaming columns and adjusting data formats.
-
-    Parameters:
-        df (pd.DataFrame): Raw DataFrame to process.
-
-    Returns:
-        pd.DataFrame: Processed DataFrame.
-    """
     # Filter selected columns and rename them
     selected_columns_dict = {
         "Titulo": "BondType",
@@ -94,50 +90,63 @@ def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
     return df.sort_values(["BondType", "MaturityDate"], ignore_index=True)
 
 
-def fetch_data(
-    reference_date: pd.Timestamp, remote_access: dict = None
+def anbima(
+    reference_date: str | pd.Timestamp | None = None,
+    bond_type: str | list[str] | None = None,
+    remote_access: dict | None = 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.
+    This function retrieves the indicative rates for Brazilian treasury securities from
+    ANBIMA, processing them into a structured pandas DataFrame.
 
-    Parameters:
-        reference_date (pd.Timestamp): The date for which to fetch the indicative rates.
+    Args:
+        reference_date (str | pd.Timestamp | None, optional): The date for which to
+            fetch the indicative rates. If a string is provided, it should be in the
+            format 'dd-mm-yyyy'. Defaults last business day if None.
+        bond_type (str, optional): The type of bond to filter by. Defaults to None.
+        remote_access (dict, optional): Dictionary containing remote access parameters.
+            Defaults to None.
 
     Returns:
         pd.DataFrame: A DataFrame containing the processed indicative rates for the
-            given reference date.
+        given reference date.
 
+    Raises:
+        ValueError: If the data could not be fetched for the given reference date or if
+        an unsupported bond type is provided.
+
+    Examples:
+        # Fetch ANBIMA data for all bonds using the last business day available
+        >>> yd.anbima("18-06-2024")
+        # Fetch ANBIMA data for NTN-B bonds using a specific reference date
+        >>> yd.anbima("18-06-2024", "NTN-B")
     """
-    file_content = _get_file_content(reference_date, remote_access)
+    # Normalize the reference date
+    normalized_date = dv.normalize_date(reference_date)
+    file_content = _get_file_content(normalized_date, remote_access)
 
-    if file_content == "":
-        date_str = reference_date.strftime("%d-%m-%Y")
+    if not file_content:
+        date_str = normalized_date.strftime("%d-%m-%Y")
         raise ValueError(f"Could not fetch ANBIMA data for {date_str}.")
 
     df = _read_raw_df(file_content)
 
-    return _process_raw_df(df)
-
+    df = _process_raw_df(df)
 
-def fetch_rates(
-    reference_date: pd.Timestamp, remote_access: 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.
+    # If bond type is not specified, return the full DataFrame
+    if bond_type is None:
+        return df
 
-    Parameters:
-        reference_date (pd.Timestamp): The date for which to fetch the indicative rates.
+    # Format bond type as a list of uppercase strings
+    if isinstance(bond_type, str):
+        bond_list = [bond_type]
+    elif isinstance(bond_type, list):
+        bond_list = bond_type
+    else:
+        msg = "Invalid bond type format. Must be a string or a list of strings."
+        raise ValueError(msg)
+    bond_list = [bt.upper() for bt in bond_list]
 
-    Returns:
-        pd.DataFrame: A DataFrame containing the processed indicative rates for the
-            given reference date.
-
-    """
-    df = fetch_data(reference_date, remote_access)
-    return df[["BondType", "MaturityDate", "IndicativeRate"]].copy()
+    return df.query("BondType in @bond_list").reset_index(drop=True)

pyield-0.9.2/pyield/fetchers/futures/__init__.py

@@ -0,0 +1,59 @@
+import pandas as pd
+
+from ... import date_validator as dv
+from .historical import fetch_historical_df
+from .intraday import fetch_intraday_df
+
+SUPPORTED_FUTURES = ["DI1", "DDI", "FRC", "DAP", "DOL", "WDO", "IND", "WIN"]
+
+
+def futures(
+    contract_code: str,
+    reference_date: str | pd.Timestamp | None = None,
+) -> pd.DataFrame:
+    """
+    Fetches data for a specified futures contract based on type and reference date.
+
+    Args:
+        future_code (str): The futures contract code identifying the type of financial
+        asset.
+        Supported options:
+            - "DI1": One-day Interbank Deposit Futures (Futuro de DI) from B3.
+            - "DDI": DI x U.S. Dollar Spread Futures (Futuro de Cupom Cambial) from B3.
+            - "FRC": Forward Rate Agreement (FRA) from B3.
+            - "DAP": DI x IPCA Spread Futures.
+            - "DOL": U.S. Dollar Futures from B3.
+            - "WDO": Mini U.S. Dollar Futures from B3.
+            - "IND": Ibovespa Futures from B3.
+            - "WIN": Mini Ibovespa Futures from B3.
+        reference_date (str | None): The reference date for which data is fetched.
+            Defaults to the last business day if None. If the reference date is a
+            string, it should be in 'DD-MM-YYYY' format.
+
+    Returns:
+        pd.DataFrame: A DataFrame containing the fetched data for the specified futures
+            contract.
+
+    Raises:
+        ValueError: If the futures contract code is not recognized or supported.
+
+    Examples:
+        >>> yd.futures.data("DI1", "31-05-2024")
+        >>> yd.futures.data("DDI", "31-05-2024")
+    """
+    contract_code = contract_code.upper()
+    if contract_code not in SUPPORTED_FUTURES:
+        raise ValueError("Futures contract not supported.")
+
+    normalized_date = dv.normalize_date(reference_date)
+
+    today = pd.Timestamp.today().normalize()
+    if normalized_date == today:
+        df = fetch_intraday_df(contract_code)
+    else:
+        df = fetch_historical_df(contract_code, normalized_date)
+
+    return df
+
+
+__all__ = ["futures"]

{pyield-0.8.5/pyield → pyield-0.9.2/pyield/fetchers}/futures/common.py

@@ -1,6 +1,6 @@
 import pandas as pd
 
-from .. import bday
+from ... import bday
 
 
 def get_expiration_date(expiration_code: str, expiration_day: int = 1) -> pd.Timestamp:
@@ -59,7 +59,7 @@ def get_expiration_date(expiration_code: str, expiration_day: int = 1) -> pd.Tim
         expiration = pd.Timestamp(year, month, expiration_day)
 
         # Adjust to the next business day when expiration date is not a business day
-        adj_expiration = bday.offset_bdays(expiration, offset=0)
+        adj_expiration = bday.offset(expiration, offset=0)
 
         return adj_expiration
 

{pyield-0.8.5/pyield → pyield-0.9.2/pyield/fetchers}/futures/historical.py

@@ -3,7 +3,7 @@ import io
 import pandas as pd
 import requests
 
-from .. import bday
+from ... import bday
 from . import common
 
 COUNT_CONVENTIONS = {
@@ -73,13 +73,13 @@ def get_old_expiration_date(
         expiration_date = pd.Timestamp(year, month, 1)
         # Adjust to the next business day when the date is a weekend or a holiday.
         # Must use old holiday list, since this contract code was used until 2006.
-        return bday.offset_bdays(expiration_date, offset=0, holiday_list="old")
+        return bday.offset(expiration_date, offset=0, holiday_list="old")
 
     except (KeyError, ValueError):
         return pd.NaT  # type: ignore
 
 
-def convert_prices_to_rates(
+def _convert_prices_to_rates(
     prices: pd.Series, days_to_expiration: pd.Series, count_convention: int
 ) -> pd.Series:
     """
@@ -105,7 +105,7 @@ def convert_prices_to_rates(
     return rates.round(5)
 
 
-def fetch_raw_df(asset_code: str, trade_date: pd.Timestamp) -> pd.DataFrame:
+def _fetch_raw_df(asset_code: str, trade_date: pd.Timestamp) -> pd.DataFrame:
     """
     Fetch the historical futures data from B3 for a specific trade date. If the data is
     not available, an empty DataFrame is returned.
@@ -153,7 +153,7 @@ def fetch_raw_df(asset_code: str, trade_date: pd.Timestamp) -> pd.DataFrame:
 
 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"], 252)
+        df[col] = _convert_prices_to_rates(df[col], df["BDaysToExp"], 252)
 
     # Invert low and high prices
     df["MinRate"], df["MaxRate"] = df["MaxRate"], df["MinRate"]
@@ -161,7 +161,7 @@ def _adjust_older_contracts_rates(df: pd.DataFrame, rate_cols: list) -> pd.DataF
     return df
 
 
-def rename_columns(df: pd.DataFrame) -> pd.DataFrame:
+def _rename_columns(df: pd.DataFrame) -> pd.DataFrame:
     all_columns = {
         "VENCTO": "ExpirationCode",
         "CONTR. ABERT.(1)": "OpenContracts",  # At the start of the day
@@ -212,7 +212,7 @@ def process_df(
     # Convert to nullable integer, since it is the default type in the library
     df["DaysToExp"] = df["DaysToExp"].astype(pd.Int64Dtype())
 
-    df["BDaysToExp"] = bday.count_bdays(trade_date, df["ExpirationDate"])
+    df["BDaysToExp"] = bday.count(trade_date, df["ExpirationDate"])
 
     # Remove expired contracts
     df.query("DaysToExp > 0", inplace=True)
@@ -233,13 +233,13 @@ def process_df(
         df[rate_cols] = df[rate_cols].div(100).round(5)
 
     if COUNT_CONVENTIONS[asset_code] == 252:
-        df["SettlementRate"] = convert_prices_to_rates(
+        df["SettlementRate"] = _convert_prices_to_rates(
             prices=df["SettlementPrice"],
             days_to_expiration=df["BDaysToExp"],
             count_convention=252,
         )
     elif COUNT_CONVENTIONS[asset_code] == 360:
-        df["SettlementRate"] = convert_prices_to_rates(
+        df["SettlementRate"] = _convert_prices_to_rates(
             prices=df["SettlementPrice"],
             days_to_expiration=df["DaysToExp"],
             count_convention=360,
@@ -248,7 +248,7 @@ def process_df(
     return df
 
 
-def select_and_reorder_columns(df: pd.DataFrame):
+def _select_and_reorder_columns(df: pd.DataFrame):
     all_columns = [
         "TradeDate",
         "TickerSymbol",
@@ -292,10 +292,10 @@ def fetch_historical_df(asset_code: str, trade_date: pd.Timestamp) -> pd.DataFra
     Returns:
         pd.DataFrame: A Pandas pd.DataFrame containing processed futures data.
     """
-    df_raw = fetch_raw_df(asset_code=asset_code, trade_date=trade_date)
+    df_raw = _fetch_raw_df(asset_code=asset_code, trade_date=trade_date)
     if df_raw.empty:
         return df_raw
-    df = rename_columns(df_raw)
+    df = _rename_columns(df_raw)
     df = process_df(df, trade_date, asset_code)
-    df = select_and_reorder_columns(df)
+    df = _select_and_reorder_columns(df)
     return df

{pyield-0.8.5/pyield → pyield-0.9.2/pyield/fetchers}/futures/intraday.py

@@ -3,11 +3,11 @@ from io import StringIO
 import pandas as pd
 import requests
 
-from .. import bday
+from ... import bday
 
 
 # Função para salvar DataFrame em CSV e ler com read_csv
-def convert_with_read_csv(df):
+def _convert_with_read_csv(df):
     buffer = StringIO()
     df.to_csv(buffer, index=False)
     buffer.seek(0)  # Reposiciona o cursor no início do buffer
@@ -45,7 +45,7 @@ def _fetch_b3_df(future_code: str) -> pd.DataFrame:
     df = pd.json_normalize(r.json()["Scty"])
 
     # Convert DataFrame to use nullable data types for better type consistency
-    return convert_with_read_csv(df)
+    return _convert_with_read_csv(df)
 
 
 def _rename_columns(df: pd.DataFrame) -> pd.DataFrame:
@@ -111,7 +111,7 @@ def _process_df(raw_df: pd.DataFrame) -> pd.DataFrame:
     trade_ts = now - pd.Timedelta(minutes=15)
     df["TradeTime"] = trade_ts
 
-    df["BDaysToExp"] = bday.count_bdays(df["TradeDate"], df["ExpirationDate"])
+    df["BDaysToExp"] = bday.count(df["TradeDate"], df["ExpirationDate"])
 
     df["DaysToExp"] = (df["ExpirationDate"] - df["TradeDate"]).dt.days
     # Convert to nullable integer, since it is the default type in the library