luxorasap 0.2.10__py3-none-any.whl → 0.2.11__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__ = "0.2.10"
+    __version__ = "0.2.11"
 
 # ─── Lazy loader ─────────────────────────────────────────────────
 def __getattr__(name: str) -> ModuleType:

luxorasap/datareader/core.py

@@ -156,7 +156,6 @@ class LuxorQuery:
 
 
     def __load_table(self, table_name, index=False, index_name="index", dtypes_override={}, auto_convert_mapped_types=True):
-    
         def __load_parquet(table_name):
             table_path = f"{self.blob_directory}/{table_name}.parquet"#self.tables_path/"parquet"/f"{table_name}.parquet"
             
@@ -1911,7 +1910,12 @@ class LuxorQuery:
                             .fillna(0)+1).reset_index()
         
         us_margin_cost = self.get_prices("sofr + 75bps", period="60m", currency=currency, usdbrl_ticker=usdbrl_ticker)
-        us_margin_cost["Date"] = us_margin_cost["Date"].dt.date
+        try:
+            us_margin_cost["Date"] = us_margin_cost["Date"].dt.date
+        except AttributeError:
+            logging.info(f'Erro ao converter usd_margin_cost para date. currency:{currency}, usdbrl_ticker:{usdbrl_ticker}\
+                         {us_margin_cost.dtypes}')
+            
         us_margin_cost = (us_margin_cost[["Date", "Last_Price"]]
                             .rename(columns={"Last_Price":"us_margin_cost"})
                             .set_index("Date").pct_change()
@@ -2156,28 +2160,34 @@ class LuxorQuery:
         types_to_recalculate = ['ndf usdbrl']
         # Separando os dados em dois grupos, para editar um deles
         df_exposure = df.query("Type.isin(@types_to_recalculate)").copy()
-        
-        df = df.query("~Type.isin(@types_to_recalculate)").copy()
-        # Calculo especifico para pnl do FX.
-        df_exposure["Total_Pnl"] = df_exposure["Pnl_Bought"] + df_exposure["Pnl_Sold"] \
-                                     + df_exposure["Pnl_Unchanged"]
-        
-        df_exposure = df_exposure.set_index(["Asset_ID"])
-        # Valor de mercado sera o PnL acumulado
-        df_exposure["Total_Pnl"] = df_exposure.groupby(["Asset_ID"])["Total_Pnl"].cumsum()
-        df_exposure = df_exposure.reset_index()
-        df_exposure["Close_Mkt_Value"] = df_exposure["Total_Pnl"]
-        df_exposure["Open_Mkt_Value"] = df_exposure["Close_Mkt_Value"].shift(1, fill_value=0)
-        
-        # Retirando qualquer possibilidade de impacto para aporte e resgate
-        df_exposure["Shares_Bought_Cost"] = 0
-        df_exposure["Amount_Sold"] = 0
-        # TODO Pensar o que vai mudar no caso de uma zeragem parcial
-        df_exposure = df_exposure.drop(columns="Total_Pnl")
-        
-        
-        # Juntando dfs novamente
-        df = pd.concat([df, df_exposure])
+        if len(df_exposure) > 0:
+            df = df.query("~Type.isin(@types_to_recalculate)").copy()
+            # Calculo especifico para pnl do FX.
+            
+            df_exposure["Pnl_Bought"] = df_exposure["Pnl_Bought"].astype('float')
+            df_exposure["Pnl_Sold"] = df_exposure["Pnl_Sold"].astype('float')
+            df_exposure["Pnl_Unchanged"] = df_exposure["Pnl_Unchanged"].astype('float')
+            
+            df_exposure["Total_Pnl"] = df_exposure["Pnl_Bought"] + df_exposure["Pnl_Sold"] \
+                                        + df_exposure["Pnl_Unchanged"]
+            
+            df_exposure = df_exposure.set_index(["Asset_ID"])
+            # Valor de mercado sera o PnL acumulado
+            
+            df_exposure["Total_Pnl"] = df_exposure.groupby(["Asset_ID"])["Total_Pnl"].cumsum()
+            df_exposure = df_exposure.reset_index()
+            df_exposure["Close_Mkt_Value"] = df_exposure["Total_Pnl"]
+            df_exposure["Open_Mkt_Value"] = df_exposure["Close_Mkt_Value"].shift(1, fill_value=0)
+            
+            # Retirando qualquer possibilidade de impacto para aporte e resgate
+            df_exposure["Shares_Bought_Cost"] = 0
+            df_exposure["Amount_Sold"] = 0
+            # TODO Pensar o que vai mudar no caso de uma zeragem parcial
+            df_exposure = df_exposure.drop(columns="Total_Pnl")
+            
+            
+            # Juntando dfs novamente
+            df = pd.concat([df, df_exposure])
 
         # Calculando net de aporte e resgate por ativo
         df["Cash_Flow"] = abs(df["Shares_Bought_Cost"]) + -abs(df["Amount_Sold"])

{luxorasap-0.2.10.dist-info → luxorasap-0.2.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: luxorasap
-Version: 0.2.10
+Version: 0.2.11
 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-0.2.10.dist-info → luxorasap-0.2.11.dist-info}/RECORD

@@ -1,10 +1,10 @@
-luxorasap/__init__.py,sha256=PROECEFenSv7riGfWipnJstnJs8Qykozh2Wq0ZMlAwg,1356
+luxorasap/__init__.py,sha256=2oaOQ9biubY-DQ-DhpQEpPoip4s_RqAn4rvb3fE8y1A,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=4b4moVqXnmQ_MtSjVeQyXy5R5Vt_QJZSNUaveqO0Ge8,158055
+luxorasap/datareader/core.py,sha256=VyUmD9DsFG6pemdotWZdjVIxpzkNqfhIl10elCZrh88,158680
 luxorasap/ingest/__init__.py,sha256=gHkw8FU8TuRL5tfHkACxwsLHwLYX8SgX9xHkB8uTjww,831
 luxorasap/ingest/cloud/__init__.py,sha256=I0JZh9FbGnIVxu7VmiTXe8rKN_w5OWLULvkVkVZNeUk,7242
 luxorasap/ingest/legacy_local/dataloader.py,sha256=DF3CvojDAi0itVDZPsQbmpl5pqMTNwOOpxTz4Ju8mho,12419
@@ -17,8 +17,8 @@ luxorasap/utils/storage/blob.py,sha256=vgCKMOiVgP-V1A2xZRhG3kJhPFU-LA9E9kddOQTxY
 luxorasap/utils/storage/change_tracker.py,sha256=HkeKc62UyD2BtP2gqafnJHZSBvYreH_7SQI1CYhn3Us,11709
 luxorasap/utils/tools/__init__.py,sha256=dvK7Z4xnNQAuEiObVN7qjeLWAvP49JeFn2Oq9GdgmXs,76
 luxorasap/utils/tools/excel.py,sha256=SfeTcbJWsWq3uKruwKSjJ4aWgMovITzlNXjP2bhdMjI,1246
-luxorasap-0.2.10.dist-info/METADATA,sha256=IOEkl3f4lMtJ2xJ0ln08fY6yJqrInkdW7FCBe3Aodl0,3804
-luxorasap-0.2.10.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-luxorasap-0.2.10.dist-info/entry_points.txt,sha256=XFh-dOwUhlya9DmGvgookMI0ezyUJjcOvTIHDEYS44g,52
-luxorasap-0.2.10.dist-info/top_level.txt,sha256=9YOL6bUIpzY06XFBRkUW1e4rgB32Ds91fQPGwUEjxzU,10
-luxorasap-0.2.10.dist-info/RECORD,,
+luxorasap-0.2.11.dist-info/METADATA,sha256=VxmpijHTlDCIgqzDQj-D1Uz0Bng9_6R7O1sw-7rZg-c,3804
+luxorasap-0.2.11.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+luxorasap-0.2.11.dist-info/entry_points.txt,sha256=XFh-dOwUhlya9DmGvgookMI0ezyUJjcOvTIHDEYS44g,52
+luxorasap-0.2.11.dist-info/top_level.txt,sha256=9YOL6bUIpzY06XFBRkUW1e4rgB32Ds91fQPGwUEjxzU,10
+luxorasap-0.2.11.dist-info/RECORD,,