PYield 0.9.1__tar.gz → 0.9.2__tar.gz

{pyield-0.9.1 → pyield-0.9.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PYield
-Version: 0.9.1
+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>

pyield-0.9.2/pyield/__about__.py

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

{pyield-0.9.1 → pyield-0.9.2}/pyield/bday.py

@@ -176,9 +176,9 @@ def offset(
         # 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
 

{pyield-0.9.1 → pyield-0.9.2}/pyield/fetchers/anbima.py

@@ -10,7 +10,10 @@ 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"
 
@@ -90,7 +93,7 @@ def _process_raw_df(df_raw: pd.DataFrame) -> pd.DataFrame:
 def anbima(
     reference_date: str | pd.Timestamp | None = None,
     bond_type: str | list[str] | None = None,
-    remote_access: dict = None,
+    remote_access: dict | None = None,
 ) -> pd.DataFrame:
     """
     Fetches indicative treasury rates from ANBIMA for a specified reference date.

{pyield-0.9.1 → pyield-0.9.2}/pyield/fetchers/indicators.py

@@ -10,17 +10,17 @@ def indicator(
     indicator_type: Literal["IPCA_MR", "SELIC_TARGET", "DI", "VNA_LFT"],
     reference_date: str | pd.Timestamp | None = None,
 ) -> float | None:
-    indicator_type = indicator_type.upper()
-    if indicator_type == "IPCA_MR":
+    ind_type = str(indicator_type).upper()
+    if ind_type == "IPCA_MR":
         return ipca_monthly_rate(reference_date)
-    elif indicator_type == "SELIC_TARGET":
+    elif ind_type == "SELIC_TARGET":
         return selic_target(reference_date)
-    elif indicator_type == "DI":
+    elif ind_type == "DI":
         return di(reference_date)
-    elif indicator_type == "VNA_LFT":
+    elif ind_type == "VNA_LFT":
         return vna_lft(reference_date)
     else:
-        raise ValueError(f"Invalid indicator type: {indicator_type}")
+        raise ValueError(f"Invalid indicator type: {ind_type}")
 
 
 def ipca_monthly_rate(reference_date: str | pd.Timestamp | None = None) -> float | None:

{pyield-0.9.1 → pyield-0.9.2}/pyield/fetchers/projections.py

@@ -17,11 +17,11 @@ class IndicatorProjection:
 
 
 def projection(projection_type: Literal["IPCA_CM"]) -> IndicatorProjection:
-    projection_type = projection_type.upper()
-    if projection_type == "IPCA_CM":
+    proj_type = str(projection_type).upper()
+    if proj_type == "IPCA_CM":
         return ipca_current_month()
     else:
-        raise ValueError(f"Invalid projection type: {projection_type}")
+        raise ValueError(f"Invalid projection type: {proj_type}")
 
 
 def ipca_current_month() -> IndicatorProjection:

{pyield-0.9.1 → pyield-0.9.2}/pyield/ntnb.py

@@ -87,14 +87,12 @@ def coupon_dates_map(
     # Generate coupon dates
     dates = pd.date_range(start=first_coupon_date, end=end, freq="3MS")
 
-    # Convert to pandas Series since pd.date_range returns a DatetimeIndex
-    dates = pd.Series(dates)
-
     # Offset dates by 14 in order to have day 15 of the month
     dates += pd.Timedelta(days=14)
 
     # First coupon date must be after the reference date
-    return dates[dates >= start].reset_index(drop=True)
+    dates = dates[dates >= start]
+    return pd.Series(dates).reset_index(drop=True)
 
 
 def coupon_dates(
@@ -128,14 +126,8 @@ def coupon_dates(
         # Move the coupon date back 6 months
         coupon_date -= pd.DateOffset(months=6)
 
-    # Convert the list to a pandas Series
-    coupon_dates = pd.Series(coupon_dates)
-
-    # Sort the coupon dates in ascending order
-    coupon_dates = coupon_dates.sort_values(ignore_index=True)
-
-    # Force a index reset to avoid issues with the index
-    return coupon_dates.reset_index(drop=True)
+    # Return the coupon dates as a sorted Series
+    return pd.Series(coupon_dates).sort_values(ignore_index=True)
 
 
 def quotation(
@@ -309,7 +301,7 @@ def _get_nsr_df(reference_date: pd.Timestamp) -> pd.DataFrame:
     Returns:
         pd.DataFrame: DataFrame containing the NIR data for NTN-B bonds.
     """
-    df = futures.data(contract_code="DI1", reference_date=reference_date)
+    df = futures(contract_code="DI1", reference_date=reference_date)
     if "CurrentRate" in df.columns:
         df = df.rename(columns={"CurrentRate": "NSR_DI"})
         keep_cols = [
@@ -342,7 +334,7 @@ def _get_nsr_df(reference_date: pd.Timestamp) -> pd.DataFrame:
     if reference_date == today:
         # If the reference date is today, use the previous business day
         anbima_date = bday.offset(reference_date, -1)
-    df_pre = spread.di_pre(reference_date=anbima_date)
+    df_pre = spread(spread_type="DI_PRE", reference_date=anbima_date)
     df_pre.query("BondType == 'LTN'", inplace=True)
     df_pre["MaturityDate"] = bday.offset(df_pre["MaturityDate"], 0)
     df_pre["DISpread"] /= 10_000  # Remove BPS (basis points) from the spread

{pyield-0.9.1 → pyield-0.9.2}/pyield/spreads.py

@@ -38,9 +38,9 @@ def spread(
     Example:
         >>> spread("DI_PRE", "2024-06-18")
     """
-    spread_type = spread_type.upper()
+    spread_type_cap = str(spread_type).upper()
     normalized_date = dv.normalize_date(reference_date)
-    if spread_type == "DI_PRE":
+    if spread_type_cap == "DI_PRE":
         return di_pre(normalized_date)
     else:
         raise ValueError(f"Unsupported spread type: {spread_type}")

{pyield-0.9.1 → pyield-0.9.2}/pyproject.toml

@@ -32,7 +32,7 @@ dependencies = [
     "requests>=2.31.0",
 ]
 dynamic = []
-version = "0.9.1"
+version = "0.9.2"
 
 [project.license]
 file = "LICENSE"

pyield-0.9.1/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.9.1"