moexapi 1.6.42__tar.gz → 1.6.44__tar.gz

{moexapi-1.6.42 → moexapi-1.6.44}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.6.42
+Version: 1.6.44
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License

{moexapi-1.6.42 → moexapi-1.6.44}/moexapi/bonds.py

@@ -7,6 +7,9 @@ from . import tickers
 from . import utils
 
 
+logger = utils.initialize_logging(__file__)
+
+
 def _max(first, second):
     if first is not None and second is not None:
         return max(first, second)
@@ -120,13 +123,57 @@ class Bond:
                 self.amortization = [item for item in self.amortization if item.date != start_date]
                 self.coupons = [item for item in self.coupons if item.date != start_date]
                 self.offers = [item for item in self.offers if item.date != start_date]
+            original_values = [item.value for item in self.amortization]
+            amortization_sum = sum(original_values)
+            if abs(amortization_sum - self.initial_face_value) > 1e-9:
+                values = [value / amortization_sum * self.initial_face_value for value in original_values]
+                rounded_values = [round(value + 1e-9, 2) for value in values]
+                for original_value, rounded_value in zip(original_values, rounded_values):
+                    if abs(original_value - rounded_value) > 1e-9:
+                        logger.error(f"Original value {original_value} is not equal to rounded value {rounded_value}")
+                        raise ValueError(f"Amortization sum {amortization_sum} is greater than initial face value {self.initial_face_value}")
+                for amortization_item, value in zip(self.amortization, values):
+                    amortization_item.value = value
         except Exception as e:
-            raise type(e)(f"{ticker.secid} ({ticker.shortname}): {e}") from e
+            logger.error(f"{ticker.secid} ({ticker.shortname}): {e}")
+            raise e
 
     @property
     def expiration_date(self) -> datetime.date:
         return max(item.date for item in self.amortization + self.coupons + self.offers)
 
+    def __repr__(self) -> str:
+        lines = [
+            f"Bond({self.secid})",
+            f"  name:                  {self.name}",
+            f"  shortname:             {self.shortname}",
+            f"  issue_date:            {self.issue_date}",
+            f"  mat_date:              {self.mat_date}",
+            f"  initial_face_value:    {self.initial_face_value}",
+            f"  face_value:            {self.face_value}",
+            f"  start_date_moex:       {self.start_date_moex}",
+            f"  early_repayment:       {self.early_repayment}",
+            f"  days_to_redemption:    {self.days_to_redemption}",
+            f"  issue_size:            {self.issue_size:,}",
+            f"  is_qualified_investors:{' ' if not self.is_qualified_investors else ''}{self.is_qualified_investors}",
+            f"  coupon_frequency:      {self.coupon_frequency}",
+            f"  evening_session:       {self.evening_session}",
+            f"  coupon_percent:        {self.coupon_percent}",
+        ]
+        if self.amortization:
+            lines.append(f"  amortization ({len(self.amortization)}):")
+            for a in self.amortization:
+                lines.append(f"    {a.date}  value={a.value}  face={a.initialfacevalue}")
+        if self.coupons:
+            lines.append(f"  coupons ({len(self.coupons)}):")
+            for c in self.coupons:
+                lines.append(f"    {c.date}  value={c.value}")
+        if self.offers:
+            lines.append(f"  offers ({len(self.offers)}):")
+            for o in self.offers:
+                lines.append(f"    {o.date}  value={o.value}")
+        return "\n".join(lines)
+
     def next_offer(self, date_from: T.Optional[datetime.date] = None) -> T.Optional[Offer]:
         date_from = date_from or datetime.date.today()
         result = [offer for offer in self.offers if offer.date >= date_from]

{moexapi-1.6.42 → moexapi-1.6.44}/moexapi/tickers.py

@@ -28,6 +28,7 @@ ACCRUEDINT = "ACCRUEDINT"
 VALTODAY = "VALTODAY"
 CURRENCY = "CURRENCYID"
 IS_TRADED = "is_traded"
+LISTED_TILL = "listed_till"
 
 
 def _sur_to_rub(currency: T.Optional[str]) -> T.Optional[str]:
@@ -145,22 +146,29 @@ class TickerInfo:
     isin: T.Optional[str]
     subtype: T.Optional[str]
     listlevel: T.Optional[int]
+    listed_till: T.Optional[datetime.date] = None
 
     @classmethod
     def from_secid(cls, secid: str, market: markets.Market) -> "TickerInfo":
         response = utils.json_api_call(f"https://iss.moex.com/iss/securities/{secid}.json")
         boards = utils.prepare_dict(response, "boards")
         is_traded = False
+        listed_till = datetime.date.min
         for line in boards:
             if not market.boards or line[BOARDID.lower()] in market.boards and line[IS_TRADED] == 1:
                 is_traded = True
+            if line[LISTED_TILL] is not None and listed_till is not None:
+                listed_till = max(listed_till, datetime.date.fromisoformat(line[LISTED_TILL]))
+            else:
+                listed_till = None
         description = get_ticker_info_dict(secid)
         return cls(
             shortname=description.get(SHORTNAME),
             isin=description.get(ISIN),
             subtype=description.get(SECSUBTYPE),
             listlevel=int(description[LISTLEVEL]) if LISTLEVEL in description else None,
-            is_traded=is_traded
+            is_traded=is_traded,
+            listed_till=listed_till,
         )
 
 
@@ -181,7 +189,7 @@ class Ticker:
     price_in_rub: T.Optional[float] = None
     accumulated_coupon: T.Optional[float] = None
     value: T.Optional[float] = None
-
+    listed_till: T.Optional[datetime.date] = None
     @classmethod
     def from_listing(cls, listing: Listing) -> "Ticker":
         info = TickerInfo.from_secid(listing.secid, listing.market)
@@ -195,6 +203,7 @@ class Ticker:
             isin=info.isin,
             subtype=info.subtype,
             listlevel=info.listlevel,
+            listed_till=info.listed_till,
         )
         board_info = TickerBoardInfo.from_secid(listing.secid, listing.market, listing.board)
         if board_info is not None:
@@ -238,6 +247,11 @@ class Ticker:
                 if ticker not in unique_tickers:
                     unique_tickers.append(ticker)
             tickers = unique_tickers
+        if len(tickers) > 1 and any(ticker.listed_till is None for ticker in tickers):
+            tickers = [ticker for ticker in tickers if ticker.listed_till is None]
+        if len(tickers) > 1:
+            max_listed_till = max(ticker.listed_till for ticker in tickers)
+            tickers = [ticker for ticker in tickers if ticker.listed_till == max_listed_till]
         if len(tickers) != 1:
             if len(tickers) > 1:
                 logger.error(f'Find too many tickers for {secid}: {tickers}')

{moexapi-1.6.42 → moexapi-1.6.44}/moexapi.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.6.42
+Version: 1.6.44
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License

{moexapi-1.6.42 → moexapi-1.6.44}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "moexapi"
-version = "1.6.42"
+version = "1.6.44"
 description = "Python API for MOEX ISS"
 readme = "README.md"
 authors = [{ name = "Aliaksei Rak", email = "kventinel@gmail.com" }]