luxorasap 0.1.25__tar.gz → 0.1.27__tar.gz

{luxorasap-0.1.25 → luxorasap-0.1.27}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: luxorasap
-Version: 0.1.25
+Version: 0.1.27
 Summary: Toolbox da Luxor para ingestão, análise e automação de dados financeiros.
 Author-email: Luxor Group <backoffice@luxor.com.br>
 License: Proprietary – All rights reserved

{luxorasap-0.1.25 → luxorasap-0.1.27}/pyproject.toml

@@ -10,7 +10,7 @@ build-backend = "setuptools.build_meta"
 #############################
 [project]
 name            = "luxorasap"
-version = "0.1.25"
+version = "0.1.27"
 description     = "Toolbox da Luxor para ingestão, análise e automação de dados financeiros."
 readme          = "README.md"
 requires-python = ">=3.9"
@@ -78,7 +78,7 @@ exclude = ["tests*"]
 # bumpver (sem-ver)
 #############################
 [tool.bumpver]
-current_version = "0.1.25"
+current_version = "0.1.27"
 version_pattern = "MAJOR.MINOR.PATCH"
 
 # regex explícito – obrigatório no bumpver 2024+

{luxorasap-0.1.25 → luxorasap-0.1.27}/src/luxorasap/__init__.py

@@ -13,7 +13,7 @@ from types import ModuleType
 try:
     __version__: str = metadata.version(__name__)
 except metadata.PackageNotFoundError:  # editable install
-    __version__ = "0.1.25"
+    __version__ = "0.1.27"
 
 # ─── Lazy loader ─────────────────────────────────────────────────
 def __getattr__(name: str) -> ModuleType:

{luxorasap-0.1.25 → luxorasap-0.1.27}/src/luxorasap/datareader/core.py

@@ -289,8 +289,8 @@ class LuxorQuery:
                                             "Price" : "Last_Price"
                                             })[["Date","Asset","Last_Price"]]
                         )
+                
                 if table_key == 'hist_vc_px_last':
-
                     last_prices = table.groupby("Asset")["Last_Price"].last()
                     last_date_df = pd.DataFrame({"Date": [dt.datetime.now()] * len(last_prices)})
                     last_date_df["Asset"] = last_prices.index
@@ -299,8 +299,8 @@ class LuxorQuery:
                     table = (pd.concat([table, last_date_df]).sort_values(by="Date")
                                 .set_index("Date").groupby("Asset")
                                 .apply(lambda g: g[~g.index.duplicated(keep="first")].resample("D").ffill(),
-                                       include_groups=False).reset_index(level=0, drop=True)
-                                .reset_index())
+                                       include_groups=False).reset_index()
+                                )
 
                 self.price_tables_loaded[table_key] = table
                 
@@ -637,7 +637,6 @@ class LuxorQuery:
         tickers = [t.lower() for t in tickers] # padronizando tickers para lowercase
 
         prices = self.hist_prices_table.copy()
-        
 
         surrogate_previous_date = previous_date - dt.timedelta(days=30)
         surrogate_recent_date = recent_date + dt.timedelta(days=30)
@@ -658,7 +657,7 @@ class LuxorQuery:
 
         if get_intraday_prices:
             prices = self.__hist_prices_intraday_extensor(prices)
-
+        
         if currency != "local":
 
             # TODO:  Resolver problema de consistencia com ticker e ticker_bbg 
@@ -667,25 +666,29 @@ class LuxorQuery:
 
             ticker_map = assets.query("~Ticker_BBG.isna() and Ticker_BBG != Ticker")[["Ticker", "Ticker_BBG"]].set_index("Ticker").to_dict("index")
             assets["Ticker"] = assets["Ticker"].apply(lambda x: ticker_map[x]["Ticker_BBG"] if x in ticker_map.keys() else x)
-
-            prices = pd.merge(assets[["Ticker", "Location"]], prices, left_on="Ticker", right_on="Asset")[["Date", "Asset", "Last_Price", "Location"]]
+            ticker_to_location = assets[["Ticker", "Location"]].drop_duplicates()
+            prices = pd.merge(prices, ticker_to_location, left_on="Asset", right_on="Ticker", how='left')[["Date", "Asset", "Last_Price", "Location"]]
+            
             currency_map = {"bz":"brl","br":"brl", "us":"usd", "cn":"cad", "eur":"eur"}
             prices["Location"] = prices["Location"].apply(lambda x: currency_map.get(x, 'not found'))
 
             prices_by_location = []
             iter_prices = prices.groupby("Location")
-
+            
             for p in iter_prices:
+                
                 if p[0] == 'not found':
                     assets_not_found = list(p[1]["Asset"].unique())
                     logger.warning(f"currency_map nao suporta Location dos ativos {assets_not_found}.")
                     continue
                 price_currency = p[0]
+                
                 converted_prices = self.convert_currency(p[1][list(set(p[1].columns) - {"Location"})], 
                                                                 price_currency=price_currency, dest_currency=currency,
                                                                 usdbrl_ticker=usdbrl_ticker, force_continuous_date_range=force_continuous_date_range,
                                                                 holiday_location=holiday_location, get_intraday_prices=get_intraday_prices,
                                                                 force_month_end=force_month_end)
+                
                 if not converted_prices.empty:
                     prices_by_location.append(converted_prices)
                     
@@ -697,7 +700,7 @@ class LuxorQuery:
         
         # Finalmente, vamos seguir filtrando pelo periodo desejado.
         prices = prices.query("Date <= @recent_date and Date >= @previous_date and Asset.isin(@tickers)")
-
+        
         #if adjust_bmfxlcoc and ('bmfxclco curncy' in tickers) and (recent_date == dt.date.today()):
         #    max_date = prices.query("Asset == 'bmfxclco curncy'")["Date"].max()
         #    if max_date < dt.date.today(): # vamos colocar mais um dia usando usdbrl curncy
@@ -1558,6 +1561,7 @@ class LuxorQuery:
                                     period=period, holiday_location=holiday_location,
                                     currency=currency, agregate_by_name=False, usdbrl_ticker=usdbrl_ticker
                                     )
+
         # Vamos obter os precos de fechamento em cada dia
         # Preenchendo primeiro todo o historico
         prices_previous_date = (df["Date"].min() - dt.timedelta(days=100)).date()
@@ -1566,8 +1570,9 @@ class LuxorQuery:
                     tickers=price_keys, previous_date=prices_previous_date, currency=currency,
                     get_intraday_prices=True, usdbrl_ticker=usdbrl_ticker
                     ).rename(columns={"Asset":"Price_Key"})
-
-        df = df.merge(prices, on=["Date", "Price_Key"], how="left")
+        
+        #df = df.merge(prices, on=["Date", "Price_Key"], how="left")
+        df = df.merge(prices, on=["Date", "Price_Key"]) #, how="left")
         # Finalmente, vamos atualizar com o preco mais recente do ativo na data de hoje
         #df_prev = df.query("Date < @dt.date.today()").copy()
         #df_today = df.query("Date == @dt.date.today()").copy()
@@ -1591,7 +1596,7 @@ class LuxorQuery:
         
         # preenchendo Last_Price nulos com o do dia anterior para os mesmos asset_id
         df["Last_Price"] = df.groupby("Asset_ID")["Last_Price"].ffill()
-
+        
         return df
 
     
@@ -1764,7 +1769,7 @@ class LuxorQuery:
                                         usdbrl_ticker=usdbrl_ticker).rename(columns={"Asset":"Price_Key"})
 
         positions_and_movements = positions_and_movements.merge(prices[["Date", "Price_Key", "Last_Price"]], on=["Date","Price_Key"])
-
+        
         positions_and_movements["Period"] = period
         positions_and_movements["Currency"] = currency
         # Consideramos como ativos atuais aqueles que possuem posicao aberta ou que foram encerradas no dia
@@ -1798,7 +1803,7 @@ class LuxorQuery:
         positions_and_movements = positions_and_movements.merge(spx_prices, on="Date", how="left")
         
         #positions_and_movements["spx_index"] = (positions_and_movements["spx_index"].pct_change().fillna(0)+1).cumprod()-1
-
+    
         return positions_and_movements.rename(columns={"Price_Key":"Ticker"})
 
 
@@ -2038,8 +2043,6 @@ class LuxorQuery:
         # Juntando dfs novamente
         df = pd.concat([df, df_op_fix])
 
-        
-
         # Precisamos consertar o open_price do FX. (Deve ser convertido pelo spot de fechamento sempre)
 
         # Podemos puxar o caixa aqui e concatenar para as proximas operacoes
@@ -2192,7 +2195,6 @@ class LuxorQuery:
 
             df = pd.concat([df, df_fees])  
                         
-
         df["Daily_Pnl"] = df["Pnl_Unchanged"] + df["Pnl_Bought"] + df["Pnl_Sold"] + df["Dividends"]
 
         # Calculando PL Inicial Ajustado
@@ -2208,7 +2210,6 @@ class LuxorQuery:
         
         df["Daily_Attribution"] = np.where(df["Open_AUM_Adjusted"] == 0,0, df["Daily_Pnl"] / df["Open_AUM_Adjusted"])
         df["Daily_Return"] = df.reset_index().groupby("Today")["Daily_Attribution"].sum()
-        
 
         # ao retornar, filtrar port Daily_Pnl != 0 e  not Daily_Pnl.isna()
         if ignore_small_pnl:

{luxorasap-0.1.25 → luxorasap-0.1.27}/src/luxorasap.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: luxorasap
-Version: 0.1.25
+Version: 0.1.27
 Summary: Toolbox da Luxor para ingestão, análise e automação de dados financeiros.
 Author-email: Luxor Group <backoffice@luxor.com.br>
 License: Proprietary – All rights reserved