btgsolutions-dataservices-python-client 4.3.2__tar.gz → 4.4.1__tar.gz

{btgsolutions_dataservices_python_client-4.3.2/btgsolutions_dataservices_python_client.egg-info → btgsolutions_dataservices_python_client-4.4.1}/PKG-INFO

@@ -1,25 +1,14 @@
-Metadata-Version: 2.4
+Metadata-Version: 2.1
 Name: btgsolutions_dataservices_python_client
-Version: 4.3.2
+Version: 4.4.1
 Summary: Python package containing several classes and data for extracting and manipulating market and trading data.
 Home-page: https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client
 Author: BTG Solutions Data Services powered by BTG Pactual Solutions
+License: UNKNOWN
+Platform: UNKNOWN
 Requires-Python: >=3.9,<3.15
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: pandas>=2.2.2
-Requires-Dist: websocket-client>=1.8.0
-Requires-Dist: PyJWT>=2.8.0
-Requires-Dist: requests>=2.32.3
-Requires-Dist: pyarrow>=17.0.0
-Dynamic: author
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: home-page
-Dynamic: license-file
-Dynamic: requires-dist
-Dynamic: requires-python
-Dynamic: summary
 
 # BTG Solutions - Data Services
 
@@ -612,7 +601,7 @@ companies.get_governance_beneficial_ownership(company_id='AAPL')  # UK PSC / US
 companies.get_corporate_registry(company_id='PETR4', direction='partners')
 companies.get_corporate_registry(company_id='PETR4', direction='investees')
 companies.get_insider_trades(company_id='AAPL', start_date='2024-01-01', end_date='2024-12-31')
-companies.get_board_changes(company_id='VALE3', event='appointed')
+companies.get_board_changes(company_id='VALE3', event='elected')
 companies.get_assemblies(company_id='PINE4')
 companies.get_financial_statements(company_id='PETR4', statement='income_statement', quarter='4T24')
 companies.get_financial_notes(company_id='VALE3', quarter='4T24')
@@ -670,6 +659,8 @@ macro.get_macro_indicators(indicator='selic')
 macro.get_macro_indicators(indicator='ipca_contributions', start_date='2024-01', end_date='2024-12')
 macro.get_macro_indicators(indicator='gdp', type='yoy')
 macro.get_macro_indicators(indicator='comexstat', year='2024', state='SP')
+macro.get_macro_indicators(indicator='comexstat', aggregate='states', start_date='2024-01', end_date='2024-12')
+macro.get_macro_indicators(indicator='comexstat', aggregate='timeline', group_by='country', state='SP')
 macro.get_macro_indicators(indicator='rreo', year='2024', period='6')
 macro.get_maximum_theoretical_margin(asset='PETR4', report_date='2024-12-31')
 macro.get_dpmfi(start_date='2024-01', end_date='2024-12', status='dados_oficiais')
@@ -740,3 +731,5 @@ ref = btg.ReferenceData(api_key='YOUR_API_KEY')
 ref.ticker_reference(tickers=['VALE3','PETR4'])
 ```
 
+
+

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/README.md

@@ -589,7 +589,7 @@ companies.get_governance_beneficial_ownership(company_id='AAPL')  # UK PSC / US
 companies.get_corporate_registry(company_id='PETR4', direction='partners')
 companies.get_corporate_registry(company_id='PETR4', direction='investees')
 companies.get_insider_trades(company_id='AAPL', start_date='2024-01-01', end_date='2024-12-31')
-companies.get_board_changes(company_id='VALE3', event='appointed')
+companies.get_board_changes(company_id='VALE3', event='elected')
 companies.get_assemblies(company_id='PINE4')
 companies.get_financial_statements(company_id='PETR4', statement='income_statement', quarter='4T24')
 companies.get_financial_notes(company_id='VALE3', quarter='4T24')
@@ -644,10 +644,12 @@ ownership.get_fund_holders(identifier='PETR4', identifier_type='b3_ticker')
 import btgsolutions_dataservices as btg
 macro = btg.AlternativeDataMacroMarkets(api_key='YOUR_API_KEY')
 macro.get_macro_indicators(indicator='selic')
-macro.get_macro_indicators(indicator='ipca_contributions', start_date='2024-01', end_date='2024-12')
-macro.get_macro_indicators(indicator='gdp', type='yoy')
-macro.get_macro_indicators(indicator='comexstat', year='2024', state='SP')
-macro.get_macro_indicators(indicator='rreo', year='2024', period='6')
+macro.get_macro_indicators(indicator='ipca_contributions', start_date='2024-01', end_date='2024-12')
+macro.get_macro_indicators(indicator='gdp', type='yoy')
+macro.get_macro_indicators(indicator='comexstat', year='2024', state='SP')
+macro.get_macro_indicators(indicator='comexstat', aggregate='states', start_date='2024-01', end_date='2024-12')
+macro.get_macro_indicators(indicator='comexstat', aggregate='timeline', group_by='country', state='SP')
+macro.get_macro_indicators(indicator='rreo', year='2024', period='6')
 macro.get_maximum_theoretical_margin(asset='PETR4', report_date='2024-12-31')
 macro.get_dpmfi(start_date='2024-01', end_date='2024-12', status='dados_oficiais')
 macro.get_dpmfi(snapshot_date='2026-06-24', limit=10)  # reproducible scoped snapshot

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "4.3.2"
+__version__ = "4.4.1"
 
 from .websocket import *
 from .rest import *

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/rest/alternative_data_catalog.py

@@ -57,6 +57,17 @@ PUBLIC_SOURCES_DATA_GAPS: dict[str, str] = {
         "can include broad aggregates such as Outros Comites; do not infer "
         "granular committee names unless they are present in returned fields."
     ),
+    "get_board_changes": (
+        "Brazilian board-change rows can be materialized from FRE snapshot "
+        "comparisons. Use event_date as the timeline date when present; "
+        "reference_date and previous_reference_date describe the snapshots "
+        "used to detect the change. BR events commonly include elected, "
+        "replaced and resigned. A replaced row is a join event for the new "
+        "member/seat and suppresses a duplicate FRE-inferred elected row for "
+        "that same person, body, role and nearby date. Brazilian rows derived "
+        "from FRE snapshots use source='fre' unless a more specific source is "
+        "stored with the event."
+    ),
     "get_financial_statements": (
         "company_id may be omitted only for universe-level screens or rankings. "
         "There is no dedicated latest-quarter discovery field; when a requested "
@@ -138,13 +149,15 @@ PUBLIC_SOURCES_DATA_GAPS: dict[str, str] = {
         "and free-float endpoints for Brazilian ownership context."
     ),
     "get_asset_institutional_holders": (
-        "Institutional-holder coverage can be sparse for B3-listed assets and "
-        "can return zero rows for tickers that still have fund-holder or ETF "
-        "holder coverage. This endpoint reads the precomputed asset-holder "
-        "layer and ownership_snapshot fund_holder fallback; it does not run the "
-        "live fund-portfolio/ETF holding lookup used by get_asset_fund_holders. "
-        "Use get_asset_fund_holders for Brazilian assets when this endpoint is "
-        "empty."
+        "Institutional-holder coverage comes from the precomputed asset-holder "
+        "layer. For B3 tickers, the service can resolve the ticker to the "
+        "listed share-class ISIN from the B3 sector-classification staging "
+        "data when a direct b3_ticker snapshot is not present. Responses can "
+        "include lookup_identifier, lookup_identifier_type and lookup_note when "
+        "that ticker-to-ISIN fallback was used. This endpoint still does not run "
+        "the live fund-portfolio/ETF holding lookup used by "
+        "get_asset_fund_holders; use get_asset_fund_holders when this endpoint "
+        "is empty or when ETF/fund-holder coverage is needed."
     ),
     "get_disclosure_documents_repurchase": (
         "Share-repurchase disclosure coverage can be thin for many companies. "
@@ -373,14 +386,16 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "description": (
             "List ETFs available in the public-sources ETF registry. Use this "
             "for ETF discovery because ETFs are not returned by listed-company "
-            "search endpoints."
+            "search endpoints. Use include_metrics=False for lightweight "
+            "autocomplete/search responses."
         ),
         "parameters": {
             "query": "Free-text filter over ticker, fund name, CNPJ or issuer.",
             "issuer": "Optional issuer key/name filter.",
             "source": "Holdings source used for reference date and totals: official, approximate or index.",
-            "sort_by": "Sort mode: name, ticker, positions_count_desc, total_value_desc or total_value_asc.",
+            "sort_by": "Sort mode: name, ticker, positions_count_desc, total_value_desc, total_value_asc, fund_nav_desc, fund_nav_asc, nav_desc, nav_asc, shareholders_count_desc, shareholders_count_asc, holders_desc or holders_asc.",
             "min_positions": "Minimum number of positions required.",
+            "include_metrics": "When false, skip latest holdings/AUM/NAV/holder metric enrichment.",
             "limit": "Maximum number of ETFs.",
             "offset": "Pagination offset.",
         },
@@ -506,6 +521,14 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
             "country": "Partner country filter for Comexstat.",
             "source": "Optional data-source filter.",
             "type": "Subseries/type filter for PIM, PMC, PMS or GDP, such as industria_geral.",
+            "aggregate": (
+                "Optional compact aggregation mode. RREO supports timeline and states; "
+                "Comexstat supports states, countries, timeline and top_partners_by_state."
+            ),
+            "group_by": (
+                "Optional Comexstat aggregation dimension for compact outputs, such as "
+                "state, country or state_country."
+            ),
             "limit": "Maximum number of observations.",
             "offset": "Pagination offset.",
         },
@@ -628,7 +651,8 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "description": (
             "Get historical governance snapshots for a company over a date "
             "range. Use this for composition changes over time; use "
-            "get_board_changes for event-style appointment and departure changes."
+            "get_board_changes for event-style election, replacement and "
+            "departure changes."
         ),
         "parameters": {
             "company_id": PUBLIC_SOURCES_CONVENTIONS["company_id"],
@@ -671,11 +695,16 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "client": "AlternativeDataCompanies",
         "description": (
             "Get governance compensation or remuneration records for a company, "
-            "optionally filtered by fiscal_year."
+            "optionally filtered by fiscal_year, reference_date or governance_body. "
+            "Use summary=True for one compact record per fiscal year and governance body."
         ),
         "parameters": {
             "company_id": PUBLIC_SOURCES_CONVENTIONS["company_id"],
             "fiscal_year": "Optional four-digit fiscal year.",
+            "reference_date": "Optional exact filing/reference date (YYYY-MM-DD).",
+            "governance_body": "Optional governance body filter.",
+            "summary": "When true, returns compact chart-ready records.",
+            "latest_only": "When true, restricts records to the latest matching reference date.",
             "limit": "Maximum number of records.",
             "offset": "Pagination offset.",
         },
@@ -771,17 +800,18 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "client": "AlternativeDataCompanies",
         "description": (
             "Get board or executive change events for a company, such as "
-            "appointments and departures. Use this for event timelines; use "
-            "get_board for composition at a date."
+            "elections, replacements and departures. Use this for event "
+            "timelines; use get_board for composition at a date."
         ),
         "parameters": {
             "company_id": PUBLIC_SOURCES_CONVENTIONS["company_id"],
-            "start_date": "Start date in YYYY-MM-DD.",
-            "end_date": "End date in YYYY-MM-DD.",
-            "event": "Optional event type filter.",
+            "start_date": "Start date in YYYY-MM-DD; filters event_date when present, otherwise reference_date.",
+            "end_date": "End date in YYYY-MM-DD; filters event_date when present, otherwise reference_date.",
+            "event": "Optional event type filter, for example elected, replaced, resigned or appointed depending on jurisdiction.",
             "limit": "Maximum number of events.",
         },
         "relationships": ["company_resolution", "company_trading_bridge"],
+        "caveats": [PUBLIC_SOURCES_DATA_GAPS["get_board_changes"]],
     },
     "AlternativeDataCompanies.get_financial_statements": {
         "category": "companies",
@@ -791,8 +821,11 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "description": (
             "Get company financial-statement line items from CVM filings. "
             "statement can be income_statement, balance_sheet or cash_flow; "
-            "use account_code to retrieve a specific account. Omit company_id "
-            "only for universe-level screens or rankings."
+            "use account_code/account_codes to retrieve specific accounts. "
+            "The optional summary mode returns direct CVM account-line metrics; "
+            "EBITDA is intentionally not returned because it is not a "
+            "standardized CVM account line. Omit company_id only for "
+            "universe-level screens or rankings."
         ),
         "parameters": {
             "company_id": (
@@ -800,10 +833,15 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
                 + " Omit only for universe-level screens or rankings."
             ),
             "statement": "Statement type or alias, for example income_statement, balance_sheet or cash_flow.",
+            "statements": "Optional comma-separated list of statement types/aliases to query in one call.",
             "quarter": "Brazilian quarter code such as 1T24 or 4T24.",
             "reference_date": "Reference date in YYYY-MM-DD.",
             "statement_type": "Optional presentation/filter such as consolidated or individual when supported.",
             "account_code": "Optional account code filter.",
+            "account_codes": "Optional comma-separated list of CVM account code filters.",
+            "summary": "When true, include direct-account summary metrics.",
+            "metrics": "Optional comma-separated summary metrics. ebitda is ignored because it is not a direct CVM account-line metric.",
+            "include_raw": "When false, suppress raw line items and return only metadata plus summary.",
             "limit": "Maximum number of line items.",
             "offset": "Pagination offset.",
         },
@@ -822,11 +860,17 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "description": (
             "Get structured explanatory notes, notas explicativas, from CVM "
             "DFP/ITR filings. Use this for note text and parsed note details, "
-            "not accounting line-item tables."
+            "not accounting line-item tables. Use sections, summary and "
+            "include_raw=False to reduce dashboard payloads."
         ),
         "parameters": {
             "company_id": PUBLIC_SOURCES_CONVENTIONS["company_id"],
             "quarter": "Brazilian quarter code such as 1T24 or 4T24.",
+            "sections": "Optional comma-separated note sections: geographic_segments, fx_exposure, supplier_concentration.",
+            "summary": "When true, include compact counts by selected note section.",
+            "include_raw": "When false, suppress raw note documents and return only metadata plus summary.",
+            "only_with_data": "When true, return only periods where at least one selected section has parsed rows.",
+            "latest_only": "When true and quarter is omitted, restrict results to the latest matching quarter.",
             "limit": "Maximum number of notes.",
             "offset": "Pagination offset.",
         },
@@ -844,7 +888,9 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
             "Get CVM disclosure documents for Brazilian companies. "
             "document_type='repurchase' returns share-buyback documents; "
             "document_type='insiders' returns Brazilian insider-trading "
-            "disclosures; the upstream alias 'insider' is also accepted."
+            "disclosures; the upstream alias 'insider' is also accepted. "
+            "Use group_by to return compact aggregations such as month, "
+            "participant_group and side without downloading raw documents."
         ),
         "parameters": {
             "company_id": PUBLIC_SOURCES_CONVENTIONS["company_id"],
@@ -856,7 +902,11 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
             "end_date": "End date in YYYY-MM-DD.",
             "transaction": "Optional transaction description filter.",
             "transaction_type": "Optional transaction type filter.",
+            "transaction_types": "Optional comma-separated list of normalized transaction type filters.",
             "participant_group": "Optional participant group filter.",
+            "group_by": "Optional comma-separated aggregation dimensions: month, participant_group, side, asset, company, transaction_type, security, characteristics.",
+            "include_raw": "When false, suppress raw disclosure documents and return only metadata plus aggregations.",
+            "operation_type": "Optional operation class; spot narrows insiders to cash buy/sell operations.",
             "limit": "Maximum number of documents.",
             "offset": "Pagination offset.",
         },
@@ -931,13 +981,20 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "client": "AlternativeDataFunds",
         "description": (
             "Get a fund or ETF portfolio holdings/positions for a reference date. "
-            "Use this for constituent assets and weights or values, not NAV history."
+            "Use this for constituent assets and weights or values, not NAV history. "
+            "Use summary=True and include_raw=False for a compact payload. "
+            "For CVM/CDA rows without same-day daily NAV, position_weight may be "
+            "computed from the latest prior daily report within seven days; "
+            "company_nav_reference_date and company_nav_source identify that "
+            "NAV source when present."
         ),
         "parameters": {
             "fund_id": PUBLIC_SOURCES_CONVENTIONS["fund_id"],
             "reference_date": "Reference date in YYYY-MM-DD; omitted means latest snapshot.",
             "asset_class": "Optional asset class filter.",
             "source": "Holdings source: official, approximate or index.",
+            "summary": "When true, include compact holdings totals and asset-class buckets.",
+            "include_raw": "When false, suppress raw holding rows from holdings.",
             "limit": "Maximum number of holdings.",
             "offset": "Pagination offset.",
         },
@@ -971,9 +1028,10 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "method": "GET",
         "client": "AlternativeDataFunds",
         "description": (
-            "Get a fund's NAV/AUM or portfolio-value history over time. Mutual "
-            "funds return net_worth, quota_value and shareholders when available; "
-            "ETFs can return total_value and positions_count instead."
+            "Get a fund's daily NAV/AUM, quota and holder-count history over "
+            "time when CVM daily reports are available. If no daily report "
+            "exists for the fund, the endpoint falls back to holdings-derived "
+            "portfolio total_value and positions_count."
         ),
         "parameters": {
             "fund_id": PUBLIC_SOURCES_CONVENTIONS["fund_id"],
@@ -983,7 +1041,7 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         },
         "relationships": ["fund_company_bridge", "fund_market_exposure_bridge"],
         "caveats": [
-            "ETF history can use portfolio total_value because ETFs do not have the same daily CVM NAV filing schema as mutual funds.",
+            "Inspect returned columns before comparing series: daily-report rows include net_assets_value, quota_value and shareholders_count, while holdings fallback rows only expose portfolio total_value and positions_count.",
         ],
     },
     "AlternativeDataFunds.get_lookthrough": {
@@ -1223,7 +1281,8 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "description": (
             "Get institutional holders of an asset from the precomputed "
             "asset-holder layer. identifier defaults to a B3 ticker when "
-            "identifier_type='b3_ticker'."
+            "identifier_type='b3_ticker'; B3 tickers may be resolved to their "
+            "share-class ISIN when no direct ticker snapshot exists."
         ),
         "parameters": {
             "identifier": PUBLIC_SOURCES_CONVENTIONS["asset_identifier"],
@@ -1265,6 +1324,11 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
             "start_date": "Required start date in YYYY-MM-DD.",
             "end_date": "Required end date in YYYY-MM-DD.",
             "asset": "Optional asset ticker filter.",
+            "date_field": (
+                "Optional date field used by the API to apply the start/end "
+                "range filter. Accepted values are reference_date or "
+                "delivery_date."
+            ),
             "raw_data": "If true, return upstream raw data; otherwise return a DataFrame.",
         },
         "relationships": [

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/rest/alternative_data_companies.py

@@ -1,4 +1,4 @@
-from typing import Optional
+from typing import Optional, Sequence, Union
 import requests
 from ..exceptions import BadResponse
 from ..config import url_api_v1
@@ -44,6 +44,12 @@ class AlternativeDataCompanies:
             self._raise_error(response)
         return response.json()
 
+    @staticmethod
+    def _csv_param(value: Optional[Union[str, Sequence[str]]]) -> Optional[str]:
+        if value is None or isinstance(value, str):
+            return value
+        return ",".join(str(item) for item in value if item is not None and str(item) != "")
+
     @staticmethod
     def _raise_error(response):
         try:
@@ -258,6 +264,10 @@ class AlternativeDataCompanies:
         self,
         company_id: str,
         fiscal_year: Optional[str] = None,
+        reference_date: Optional[str] = None,
+        governance_body: Optional[str] = None,
+        summary: bool = False,
+        latest_only: bool = False,
         limit: int = 100,
         offset: int = 0,
     ) -> dict:
@@ -272,6 +282,18 @@ class AlternativeDataCompanies:
         fiscal_year: str
             Four-digit fiscal year filter.
             Field is not required. Example: '2024'.
+        reference_date: str
+            Exact filing/reference date filter (YYYY-MM-DD).
+            Field is not required.
+        governance_body: str
+            Governance body filter. Example: 'Conselho de Administração'.
+            Field is not required.
+        summary: bool
+            When true, returns one compact record per fiscal year and governance body.
+            Field is not required. Default: False.
+        latest_only: bool
+            When true, restricts records to the latest matching reference date.
+            Field is not required. Default: False.
         limit: int
             Maximum number of results to return.
             Field is not required. Default: 100.
@@ -282,6 +304,10 @@ class AlternativeDataCompanies:
         return self._get("companies/governance-compensation", {
             "company_id": company_id,
             "fiscal_year": fiscal_year,
+            "reference_date": reference_date,
+            "governance_body": governance_body,
+            "summary": summary,
+            "latest_only": latest_only,
             "limit": limit,
             "offset": offset,
         })
@@ -452,7 +478,14 @@ class AlternativeDataCompanies:
         limit: int = 100,
     ) -> dict:
         """
-        Board appointment and resignation events.
+        Board and executive change events.
+
+        Brazilian listed-company events can include FRE-derived ``elected``,
+        ``replaced`` and ``resigned`` rows. Inspect ``event_date`` as the
+        effective timeline date when present; ``reference_date`` and
+        ``previous_reference_date`` describe the source snapshots used to
+        detect the change. Brazilian rows derived from FRE snapshots use
+        ``source='fre'`` unless a more specific source is stored.
 
         Parameters
         ----------------
@@ -466,7 +499,8 @@ class AlternativeDataCompanies:
             End date in YYYY-MM-DD format.
             Field is not required.
         event: str
-            Event type filter: 'appointed' or 'resigned'.
+            Event type filter, for example 'elected', 'replaced',
+            'resigned' or 'appointed' depending on jurisdiction.
             Field is not required.
         limit: int
             Maximum number of results to return.
@@ -484,10 +518,15 @@ class AlternativeDataCompanies:
         self,
         company_id: Optional[str] = None,
         statement: str = "income_statement",
+        statements: Optional[Union[str, Sequence[str]]] = None,
         quarter: Optional[str] = None,
         reference_date: Optional[str] = None,
         statement_type: Optional[str] = None,
         account_code: Optional[str] = None,
+        account_codes: Optional[Union[str, Sequence[str]]] = None,
+        summary: Optional[bool] = None,
+        metrics: Optional[Union[str, Sequence[str]]] = None,
+        include_raw: Optional[bool] = None,
         limit: int = 100,
         offset: int = 0,
     ) -> dict:
@@ -509,6 +548,11 @@ class AlternativeDataCompanies:
         statement: str
             Statement type (e.g. 'income_statement', 'balance_sheet', 'cash_flow').
             Field is not required. Default: 'income_statement'.
+        statements: str | list[str]
+            Optional comma-separated list (or Python sequence) of statement types
+            to query in a single call. When omitted, ``statement`` preserves the
+            historical single-statement behavior.
+            Field is not required.
         quarter: str
             Brazilian quarter code filter (e.g. '1T24' or '4T24').
             Field is not required.
@@ -523,6 +567,26 @@ class AlternativeDataCompanies:
         account_code: str
             Specific account code filter.
             Field is not required.
+        account_codes: str | list[str]
+            Optional comma-separated list (or Python sequence) of account codes.
+            This is useful for dashboard summaries that need only a few CVM
+            account lines instead of the full statement.
+            Field is not required.
+        summary: bool
+            When true, include a ``summary`` block with direct CVM account-line
+            metrics such as revenue, EBIT, net income, assets, equity and
+            operating cash flow. EBITDA is not returned because it is not a
+            standardized direct CVM account line.
+            Field is not required. Default: False.
+        metrics: str | list[str]
+            Optional summary metrics to return, for example
+            ``['revenue', 'ebit', 'net_income']``. ``ebitda`` is not returned
+            because it is not a standardized direct CVM account line.
+            Field is not required.
+        include_raw: bool
+            When false and ``summary=True``, suppress raw line items and return
+            only metadata plus the summary block.
+            Field is not required. Default: True.
         limit: int
             Maximum number of results to return.
             Field is not required. Default: 100.
@@ -533,10 +597,15 @@ class AlternativeDataCompanies:
         return self._get("companies/financial-statements", {
             "company_id": company_id,
             "statement": statement,
+            "statements": self._csv_param(statements),
             "quarter": quarter,
             "reference_date": reference_date,
             "statement_type": statement_type,
             "account_code": account_code,
+            "account_codes": self._csv_param(account_codes),
+            "summary": summary,
+            "metrics": self._csv_param(metrics),
+            "include_raw": include_raw,
             "limit": limit,
             "offset": offset,
         })
@@ -545,6 +614,11 @@ class AlternativeDataCompanies:
         self,
         company_id: str,
         quarter: Optional[str] = None,
+        sections: Optional[Union[str, Sequence[str]]] = None,
+        summary: Optional[bool] = None,
+        include_raw: Optional[bool] = None,
+        only_with_data: Optional[bool] = None,
+        latest_only: Optional[bool] = None,
         limit: int = 10,
         offset: int = 0,
     ) -> dict:
@@ -561,6 +635,24 @@ class AlternativeDataCompanies:
         quarter: str
             Brazilian quarter code filter (e.g. '1T24' or '4T24').
             Field is not required.
+        sections: str | list[str]
+            Optional note sections to return. Supported values are
+            geographic_segments, fx_exposure and supplier_concentration.
+            Field is not required.
+        summary: bool
+            When true, includes compact per-document counts by selected section.
+            Field is not required. Default: False.
+        include_raw: bool
+            When false, suppresses raw note documents from ``results``.
+            Field is not required. Default: True.
+        only_with_data: bool
+            When true, returns only periods where at least one selected section
+            has parsed rows.
+            Field is not required. Default: False.
+        latest_only: bool
+            When true and quarter is omitted, restricts the response to the
+            latest matching quarter.
+            Field is not required. Default: False.
         limit: int
             Maximum number of results to return.
             Field is not required. Default: 10.
@@ -571,6 +663,11 @@ class AlternativeDataCompanies:
         return self._get("companies/financial-notes", {
             "company_id": company_id,
             "quarter": quarter,
+            "sections": self._csv_param(sections),
+            "summary": summary,
+            "include_raw": include_raw,
+            "only_with_data": only_with_data,
+            "latest_only": latest_only,
             "limit": limit,
             "offset": offset,
         })
@@ -586,7 +683,11 @@ class AlternativeDataCompanies:
         end_date: Optional[str] = None,
         transaction: Optional[str] = None,
         transaction_type: Optional[str] = None,
+        transaction_types: Optional[Union[str, Sequence[str]]] = None,
         participant_group: Optional[str] = None,
+        group_by: Optional[Union[str, Sequence[str]]] = None,
+        include_raw: Optional[bool] = None,
+        operation_type: Optional[str] = None,
         limit: int = 100,
         offset: int = 0,
     ) -> dict:
@@ -627,9 +728,27 @@ class AlternativeDataCompanies:
         transaction_type: str
             Transaction type filter.
             Field is not required.
+        transaction_types: str | list[str]
+            Optional comma-separated list (or Python sequence) of normalized
+            transaction types.
+            Field is not required.
         participant_group: str
             Participant group filter.
             Field is not required.
+        group_by: str | list[str]
+            Optional aggregation dimensions. Supported values include month,
+            participant_group, side, asset, company, transaction_type, security
+            and characteristics. For dashboard insider charts, use
+            ``['month', 'participant_group', 'side']``.
+            Field is not required.
+        include_raw: bool
+            When false, suppress raw disclosure documents and return only
+            metadata plus aggregations.
+            Field is not required. Default: True.
+        operation_type: str
+            Optional operation class. ``spot`` narrows insider aggregations to
+            cash buy/sell operations and excludes transfers/conversions.
+            Field is not required.
         limit: int
             Maximum number of results to return.
             Field is not required. Default: 100.
@@ -647,7 +766,11 @@ class AlternativeDataCompanies:
             "end_date": end_date,
             "transaction": transaction,
             "transaction_type": transaction_type,
+            "transaction_types": self._csv_param(transaction_types),
             "participant_group": participant_group,
+            "group_by": self._csv_param(group_by),
+            "include_raw": include_raw,
+            "operation_type": operation_type,
             "limit": limit,
             "offset": offset,
         })

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/rest/alternative_data_funds.py

@@ -59,6 +59,7 @@ class AlternativeDataFunds:
         source: str = "official",
         sort_by: str = "name",
         min_positions: int = 1,
+        include_metrics: bool = True,
         limit: int = 100,
         offset: int = 0,
     ) -> dict:
@@ -81,11 +82,18 @@ class AlternativeDataFunds:
             Field is not required. Default: 'official'.
         sort_by: str
             Sort mode: 'name', 'ticker', 'positions_count_desc',
-            'total_value_desc', or 'total_value_asc'.
+            'total_value_desc', 'total_value_asc', 'fund_nav_desc',
+            'fund_nav_asc', 'nav_desc', 'nav_asc',
+            'shareholders_count_desc', 'shareholders_count_asc',
+            'holders_desc', or 'holders_asc'.
             Field is not required. Default: 'name'.
         min_positions: int
             Minimum number of positions required for an ETF to be returned.
             Field is not required. Default: 1.
+        include_metrics: bool
+            When false, returns ETF identity fields without computing latest
+            positions, AUM/NAV or holder metrics. Use this for autocomplete.
+            Field is not required. Default: True.
         limit: int
             Maximum number of ETFs to return.
             Field is not required. Default: 100.
@@ -99,6 +107,7 @@ class AlternativeDataFunds:
             "source": source,
             "sort_by": sort_by,
             "min_positions": min_positions,
+            "include_metrics": include_metrics,
             "limit": limit,
             "offset": offset,
         })
@@ -109,6 +118,8 @@ class AlternativeDataFunds:
         reference_date: Optional[str] = None,
         asset_class: Optional[str] = None,
         source: str = "official",
+        summary: Optional[bool] = None,
+        include_raw: Optional[bool] = None,
         limit: int = 200,
         offset: int = 0,
     ) -> dict:
@@ -116,7 +127,10 @@ class AlternativeDataFunds:
         Holdings snapshot for a Brazilian CVM fund, ETF, or US fund.
         Use this to connect funds or ETFs to underlying assets. For the inverse
         relationship, use AlternativeDataOwnership.get_fund_holders() with a B3
-        asset ticker.
+        asset ticker. For CVM/CDA rows without same-day daily NAV, the API may
+        compute position_weight from the latest prior daily report within seven
+        days; company_nav_reference_date and company_nav_source identify that
+        NAV source when it differs from the holdings reference date.
 
         Parameters
         ----------------
@@ -133,6 +147,13 @@ class AlternativeDataFunds:
         source: str
             Data source: 'official', 'approximate', or 'index'.
             Field is not required. Default: 'official'.
+        summary: bool
+            When true, includes compact positions_count, total_value,
+            total_weight and asset-class buckets.
+            Field is not required. Default: False.
+        include_raw: bool
+            When false, suppresses raw holding rows from ``holdings``.
+            Field is not required. Default: True.
         limit: int
             Maximum number of holdings to return (max 5000).
             Field is not required. Default: 200.
@@ -145,6 +166,8 @@ class AlternativeDataFunds:
             "reference_date": reference_date,
             "asset_class": asset_class,
             "source": source,
+            "summary": summary,
+            "include_raw": include_raw,
             "limit": limit,
             "offset": offset,
         })
@@ -192,12 +215,11 @@ class AlternativeDataFunds:
         limit: int = 12,
     ) -> dict:
         """
-        History time-series for a Brazilian CVM fund or ETF. Mutual funds
-        return NAV/quota fields; ETFs return portfolio total_value and
-        positions_count.
-        Always inspect returned column names: ETF history can differ from
-        mutual-fund NAV history because ETFs do not expose the same daily CVM
-        NAV filing schema.
+        History time-series for a Brazilian CVM fund or ETF. When CVM daily
+        reports are available, rows include net_assets_value/total_value,
+        quota_value/fund_nav and shareholders_count. If no daily report exists
+        for the fund, the endpoint falls back to holdings-derived portfolio
+        value and positions_count.
 
         Parameters
         ----------------

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/rest/alternative_data_macro_markets.py

@@ -64,6 +64,8 @@ class AlternativeDataMacroMarkets:
         country: Optional[str] = None,
         source: Optional[str] = None,
         type: Optional[str] = None,
+        aggregate: Optional[str] = None,
+        group_by: Optional[str] = None,
         limit: int = 100,
         offset: int = 0,
     ) -> dict:
@@ -116,6 +118,15 @@ class AlternativeDataMacroMarkets:
         type: str
             Variation type for PIM/PMC/PMS/GDP: 'yoy' or 'mom'.
             Field is not required.
+        aggregate: str
+            Optional compact aggregation mode. RREO supports 'timeline' and
+            'states'. ComexStat supports 'states', 'countries', 'timeline',
+            and 'top_partners_by_state'.
+            Field is not required.
+        group_by: str
+            Optional aggregation dimension for ComexStat. Use 'state',
+            'country', or 'state_country' where supported.
+            Field is not required.
         limit: int
             Maximum number of observations to return.
             Field is not required. Default: 100.
@@ -134,6 +145,8 @@ class AlternativeDataMacroMarkets:
             "country": country,
             "source": source,
             "type": type,
+            "aggregate": aggregate,
+            "group_by": group_by,
             "limit": limit,
             "offset": offset,
         })

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/rest/alternative_data_metadata.py

@@ -183,6 +183,7 @@ class AlternativeDataMetadata:
         source: str = "official",
         sort_by: str = "name",
         min_positions: int = 1,
+        include_metrics: bool = True,
         limit: int = 100,
         offset: int = 0,
     ) -> dict:
@@ -205,11 +206,18 @@ class AlternativeDataMetadata:
             Field is not required. Default: 'official'.
         sort_by: str
             Sort mode: 'name', 'ticker', 'positions_count_desc',
-            'total_value_desc', or 'total_value_asc'.
+            'total_value_desc', 'total_value_asc', 'fund_nav_desc',
+            'fund_nav_asc', 'nav_desc', 'nav_asc',
+            'shareholders_count_desc', 'shareholders_count_asc',
+            'holders_desc', or 'holders_asc'.
             Field is not required. Default: 'name'.
         min_positions: int
             Minimum number of positions required for an ETF to be returned.
             Field is not required. Default: 1.
+        include_metrics: bool
+            When false, returns ETF identity fields without computing latest
+            positions, AUM/NAV or holder metrics. Use this for autocomplete.
+            Field is not required. Default: True.
         limit: int
             Maximum number of ETFs to return.
             Field is not required. Default: 100.
@@ -223,6 +231,7 @@ class AlternativeDataMetadata:
             "source": source,
             "sort_by": sort_by,
             "min_positions": min_positions,
+            "include_metrics": include_metrics,
             "limit": limit,
             "offset": offset,
         })

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/rest/alternative_data_ownership.py

@@ -373,9 +373,10 @@ class AlternativeDataOwnership:
     ) -> dict:
         """
         Institutional holders of a specific asset from the precomputed
-        asset-holder layer. Coverage can be sparse for B3 tickers. This
-        endpoint does not run the live fund-portfolio/ETF holding lookup used
-        by get_fund_holders(); when this endpoint returns no holders,
+        asset-holder layer. For B3 tickers, the service can resolve the ticker
+        to the listed share-class ISIN when no direct ticker snapshot exists.
+        This endpoint does not run the live fund-portfolio/ETF holding lookup
+        used by get_fund_holders(); when this endpoint returns no holders,
         get_fund_holders() is often the richer inverse relationship for
         Brazilian assets because it uses fund portfolio and ETF holding
         snapshots.

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1}/btgsolutions_dataservices/rest/public_sources.py

@@ -100,7 +100,8 @@ class PublicSources:
             If false, returns data in a dataframe. If true, returns raw data.
             Field is not required. Default: False.
         date_field: str
-            Specific data field to filter.
+            Specific date field used to apply the period filter.
+            Accepted values: "reference_date" or "delivery_date".
             Field is not required. Example: "delivery_date". Default: None.
         """
 

{btgsolutions_dataservices_python_client-4.3.2 → btgsolutions_dataservices_python_client-4.4.1/btgsolutions_dataservices_python_client.egg-info}/PKG-INFO

@@ -1,25 +1,14 @@
-Metadata-Version: 2.4
-Name: btgsolutions_dataservices_python_client
-Version: 4.3.2
+Metadata-Version: 2.1
+Name: btgsolutions-dataservices-python-client
+Version: 4.4.1
 Summary: Python package containing several classes and data for extracting and manipulating market and trading data.
 Home-page: https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client
 Author: BTG Solutions Data Services powered by BTG Pactual Solutions
+License: UNKNOWN
+Platform: UNKNOWN
 Requires-Python: >=3.9,<3.15
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: pandas>=2.2.2
-Requires-Dist: websocket-client>=1.8.0
-Requires-Dist: PyJWT>=2.8.0
-Requires-Dist: requests>=2.32.3
-Requires-Dist: pyarrow>=17.0.0
-Dynamic: author
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: home-page
-Dynamic: license-file
-Dynamic: requires-dist
-Dynamic: requires-python
-Dynamic: summary
 
 # BTG Solutions - Data Services
 
@@ -612,7 +601,7 @@ companies.get_governance_beneficial_ownership(company_id='AAPL')  # UK PSC / US
 companies.get_corporate_registry(company_id='PETR4', direction='partners')
 companies.get_corporate_registry(company_id='PETR4', direction='investees')
 companies.get_insider_trades(company_id='AAPL', start_date='2024-01-01', end_date='2024-12-31')
-companies.get_board_changes(company_id='VALE3', event='appointed')
+companies.get_board_changes(company_id='VALE3', event='elected')
 companies.get_assemblies(company_id='PINE4')
 companies.get_financial_statements(company_id='PETR4', statement='income_statement', quarter='4T24')
 companies.get_financial_notes(company_id='VALE3', quarter='4T24')
@@ -670,6 +659,8 @@ macro.get_macro_indicators(indicator='selic')
 macro.get_macro_indicators(indicator='ipca_contributions', start_date='2024-01', end_date='2024-12')
 macro.get_macro_indicators(indicator='gdp', type='yoy')
 macro.get_macro_indicators(indicator='comexstat', year='2024', state='SP')
+macro.get_macro_indicators(indicator='comexstat', aggregate='states', start_date='2024-01', end_date='2024-12')
+macro.get_macro_indicators(indicator='comexstat', aggregate='timeline', group_by='country', state='SP')
 macro.get_macro_indicators(indicator='rreo', year='2024', period='6')
 macro.get_maximum_theoretical_margin(asset='PETR4', report_date='2024-12-31')
 macro.get_dpmfi(start_date='2024-01', end_date='2024-12', status='dados_oficiais')
@@ -740,3 +731,5 @@ ref = btg.ReferenceData(api_key='YOUR_API_KEY')
 ref.ticker_reference(tickers=['VALE3','PETR4'])
 ```
 
+
+