luxorasap 0.2.10__tar.gz → 0.2.12__tar.gz

{luxorasap-0.2.10 → luxorasap-0.2.12}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: luxorasap
-Version: 0.2.10
+Version: 0.2.12
 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 → luxorasap-0.2.12}/pyproject.toml

@@ -10,7 +10,7 @@ build-backend = "setuptools.build_meta"
 #############################
 [project]
 name            = "luxorasap"
-version = "0.2.10"
+version = "0.2.12"
 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 = "0.2.10"
+current_version = "0.2.12"
 version_pattern = "MAJOR.MINOR.PATCH"
 
 # regex explícito – obrigatório no bumpver 2024+

{luxorasap-0.2.10 → luxorasap-0.2.12}/src/luxorasap/__init__.py

@@ -13,7 +13,7 @@ from types import ModuleType
 try:
     __version__: str = metadata.version(__name__)
 except metadata.PackageNotFoundError:  # editable install
-    __version__ = "0.2.10"
+    __version__ = "0.2.12"
 
 # ─── Lazy loader ─────────────────────────────────────────────────
 def __getattr__(name: str) -> ModuleType:

{luxorasap-0.2.10 → luxorasap-0.2.12}/src/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"])
@@ -2237,10 +2247,12 @@ class LuxorQuery:
         # Racional: Resgates rentabilizam no dia (ja estao no inicial)
         #           Aportes rentabilizam no dia (nao estano no inicial)
         df["Open_AUM"] = df.reset_index().groupby("Today")["Open_Mkt_Value"].sum()
-        df["Open_AUM_Adjusted"] = (df["Open_AUM"] + 
+        df["Open_AUM_Adjusted"] = (df["Open_AUM"] +
+                                    
                                     df["Net_Subscriptions_Redemptions"]*(df["Net_Subscriptions_Redemptions"] > 0)
                                     )
         
+        df["Open_AUM_Adjusted"] = df["Open_AUM_Adjusted"].fillna(0)
         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()
 

{luxorasap-0.2.10 → luxorasap-0.2.12}/src/luxorasap.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: luxorasap
-Version: 0.2.10
+Version: 0.2.12
 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