btgsolutions-dataservices-python-client 4.4.0__tar.gz → 4.4.2__tar.gz

{btgsolutions_dataservices_python_client-4.4.0/btgsolutions_dataservices_python_client.egg-info → btgsolutions_dataservices_python_client-4.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: btgsolutions_dataservices_python_client
-Version: 4.4.0
+Version: 4.4.2
 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
@@ -612,7 +612,7 @@ 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')

{btgsolutions_dataservices_python_client-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/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')

{btgsolutions_dataservices_python_client-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/btgsolutions_dataservices/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "4.4.0"
+__version__ = "4.4.2"
 
 from .websocket import *
 from .rest import *

{btgsolutions_dataservices_python_client-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/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 "
@@ -382,7 +393,7 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
             "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.",
@@ -554,7 +565,7 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
     },
     "AlternativeDataMacroMarkets.get_dpmfi": {
         "category": "macro",
-        "path": "dpmfi",
+        "path": "dpmfi/",
         "method": "GET",
         "client": "AlternativeDataMacroMarkets",
         "description": (
@@ -640,7 +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"],
@@ -788,17 +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",
@@ -969,7 +982,11 @@ PUBLIC_SOURCES_ENDPOINTS: dict[str, dict[str, Any]] = {
         "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 summary=True and include_raw=False for a compact payload."
+            "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"],
@@ -1011,9 +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"],
@@ -1023,7 +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": {
@@ -1306,6 +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-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/btgsolutions_dataservices/rest/alternative_data_companies.py

@@ -478,7 +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
         ----------------
@@ -492,7 +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.

{btgsolutions_dataservices_python_client-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/btgsolutions_dataservices/rest/alternative_data_funds.py

@@ -82,7 +82,10 @@ 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.
@@ -124,7 +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
         ----------------
@@ -209,12 +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-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/btgsolutions_dataservices/rest/alternative_data_macro_markets.py

@@ -263,7 +263,7 @@ class AlternativeDataMacroMarkets:
             Number of rows to skip for pagination.
             Field is not required. Default: 0.
         """
-        return self._get("dpmfi", {
+        return self._get("dpmfi/", {
             "start_date": start_date,
             "end_date": end_date,
             "status": status,

{btgsolutions_dataservices_python_client-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/btgsolutions_dataservices/rest/alternative_data_metadata.py

@@ -206,7 +206,10 @@ 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.

{btgsolutions_dataservices_python_client-4.4.0 → btgsolutions_dataservices_python_client-4.4.2}/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-4.4.0 → btgsolutions_dataservices_python_client-4.4.2/btgsolutions_dataservices_python_client.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: btgsolutions_dataservices_python_client
-Version: 4.4.0
+Version: 4.4.2
 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
@@ -612,7 +612,7 @@ 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')