luxorasap 0.1.26__py3-none-any.whl → 0.1.27__py3-none-any.whl

luxorasap/__init__.py

@@ -13,7 +13,7 @@ from types import ModuleType
 try:
     __version__: str = metadata.version(__name__)
 except metadata.PackageNotFoundError:  # editable install
-    __version__ = "0.1.26"
+    __version__ = "0.1.27"
 
 # ─── Lazy loader ─────────────────────────────────────────────────
 def __getattr__(name: str) -> ModuleType:

luxorasap/datareader/core.py

@@ -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"})
 
 

{luxorasap-0.1.26.dist-info → luxorasap-0.1.27.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: luxorasap
-Version: 0.1.26
+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-0.1.26.dist-info → luxorasap-0.1.27.dist-info}/RECORD

@@ -1,10 +1,10 @@
-luxorasap/__init__.py,sha256=0CdN0DYQg1fsYpGr_uL9pWLMvXJc8uoMmv-7n_qY1gg,1356
+luxorasap/__init__.py,sha256=Lap_a2YVeAI84i3uDJettMmJb6Er5EKKvYcw9i4Fcuc,1356
 luxorasap/btgapi/__init__.py,sha256=QUlfb5oiBY6K1Q5x4-a-x2wECe1At5wc2962I5odOJk,620
 luxorasap/btgapi/auth.py,sha256=PvyCtbEyBO2B1CIeAlNXWugKW1OgiKfPcVzS6K5FBnQ,1872
 luxorasap/btgapi/reports.py,sha256=ZVEMLoJPXc0r3XjPJPMsKQN0zZd1Npd7umNpAj1bncs,8040
 luxorasap/btgapi/trades.py,sha256=956HZ9BvN9C_VQvKTyBLN0x6ZygwVqBZN11F7OnNbDI,5985
 luxorasap/datareader/__init__.py,sha256=41RAvbrQ4R6oj67S32CrKqolx0CJ2W8cbOF6g5Cqm2g,120
-luxorasap/datareader/core.py,sha256=uBO8XxFxm5103OwFZgKm20KHqjbni-JTN_A8G5vhp0U,155775
+luxorasap/datareader/core.py,sha256=mNXCHYTK-e-8cyfwwVAkHjgchqIg1WJa4rY1zXPCSR4,156040
 luxorasap/ingest/__init__.py,sha256=XhxDTN2ar-u6UCPhnxNU_to-nWiit-SpQ6cA_N9eMSs,795
 luxorasap/ingest/cloud/__init__.py,sha256=azo4zLS-kmV2ZZjePFB4CsibL4obbzHChC-Rn3Jp2Bc,2168
 luxorasap/ingest/legacy_local/dataloader.py,sha256=zKPhuiBSFwkuWN6d8g2s60KkbVk1R_1cGMCtQM9j-0c,11908
@@ -14,8 +14,8 @@ luxorasap/utils/dataframe/reader.py,sha256=Vzjdw-AeS1lnWEHQ8RZNh0kK93NWTp0NWVi_B
 luxorasap/utils/dataframe/transforms.py,sha256=OIvlTTcjFX6bUhuQp_syEp7ssm4sLzwvgsag6n2Wl3k,2438
 luxorasap/utils/storage/__init__.py,sha256=U3XRq94yzRp3kgBSUcRzs2tQgJ4o8h8a1ZzwiscA5XM,67
 luxorasap/utils/storage/blob.py,sha256=0QnwrUP-9vWYK8ffa6NqE7rV_t6RdScRM8GQnMxY_4w,3184
-luxorasap-0.1.26.dist-info/METADATA,sha256=SvMgaLYEOkv8EDmoqaAJ5_YY5ZcepzxrLDw5XDoilJk,3804
-luxorasap-0.1.26.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-luxorasap-0.1.26.dist-info/entry_points.txt,sha256=XFh-dOwUhlya9DmGvgookMI0ezyUJjcOvTIHDEYS44g,52
-luxorasap-0.1.26.dist-info/top_level.txt,sha256=9YOL6bUIpzY06XFBRkUW1e4rgB32Ds91fQPGwUEjxzU,10
-luxorasap-0.1.26.dist-info/RECORD,,
+luxorasap-0.1.27.dist-info/METADATA,sha256=okMLILpjx_OJjBP3R2Sf4MFE1wZofKmi230l2yG5__0,3804
+luxorasap-0.1.27.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+luxorasap-0.1.27.dist-info/entry_points.txt,sha256=XFh-dOwUhlya9DmGvgookMI0ezyUJjcOvTIHDEYS44g,52
+luxorasap-0.1.27.dist-info/top_level.txt,sha256=9YOL6bUIpzY06XFBRkUW1e4rgB32Ds91fQPGwUEjxzU,10
+luxorasap-0.1.27.dist-info/RECORD,,