PyPI - moexapi - Versions diffs - 1.7.20__tar.gz → 1.7.22__tar.gz - Mend

moexapi 1.7.20tar.gz → 1.7.22tar.gz

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{moexapi-1.7.20 → moexapi-1.7.22}/PKG-INFO RENAMED Viewed

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.7.20
+Version: 1.7.22
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License
@@ -66,6 +66,13 @@ Out[4]: [Candle(date=datetime.date(2023, 10, 2), low=165.51, high=168.86, open=1
 ### Bonds
+`get_history()` returns `History.accrued_interest` from ISS `ACCRUEDINT`.
+It is accrued coupon cash per security in `History.currency` (settlement
+currency), not a percentage or a ruble conversion. Missing values remain `None`;
+zero is a valid observation. Same-day board merges retain one matching value
+and reject conflicting known values; if any merged observation is missing the
+result is `None`. Split adjustments scale accrued cash with per-security prices.
 ```
 In [5]: moexapi.Bond(moexapi.get_ticker('SU26238RMFS4'))
 Out[5]: Bond(secid='SU26238RMFS4', shortname='ОФЗ 26238', amortization=[Amortization(date=datetime.date(2041, 5, 15), value=1000, initialfacevalue=1000)], coupons=[Coupon(date=2021-12-08, value=34.04), Coupon(date=2022-06-08, value=35.4), Coupon(date=2022-12-07, value=35.4), Coupon(date=2023-06-07, value=35.4), Coupon(date=2023-12-06, value=35.4), Coupon(date=2024-06-05, value=35.4), Coupon(date=2024-12-04, value=35.4), Coupon(date=2025-06-04, value=35.4), Coupon(date=2025-12-03, value=35.4), Coupon(date=2026-06-03, value=35.4), Coupon(date=2026-12-02, value=35.4), Coupon(date=2027-06-02, value=35.4), Coupon(date=2027-12-01, value=35.4), Coupon(date=2028-05-31, value=35.4), Coupon(date=2028-11-29, value=35.4), Coupon(date=2029-05-30, value=35.4), Coupon(date=2029-11-28, value=35.4), Coupon(date=2030-05-29, value=35.4), Coupon(date=2030-11-27, value=35.4), Coupon(date=2031-05-28, value=35.4), Coupon(date=2031-11-26, value=35.4), Coupon(date=2032-05-26, value=35.4), Coupon(date=2032-11-24, value=35.4), Coupon(date=2033-05-25, value=35.4), Coupon(date=2033-11-23, value=35.4), Coupon(date=2034-05-24, value=35.4), Coupon(date=2034-11-22, value=35.4), Coupon(date=2035-05-23, value=35.4), Coupon(date=2035-11-21, value=35.4), Coupon(date=2036-05-21, value=35.4), Coupon(date=2036-11-19, value=35.4), Coupon(date=2037-05-20, value=35.4), Coupon(date=2037-11-18, value=35.4), Coupon(date=2038-05-19, value=35.4), Coupon(date=2038-11-17, value=35.4), Coupon(date=2039-05-18, value=35.4), Coupon(date=2039-11-16, value=35.4), Coupon(date=2040-05-16, value=35.4), Coupon(date=2040-11-14, value=35.4), Coupon(date=2041-05-15, value=35.4)], offers=[])

{moexapi-1.7.20 → moexapi-1.7.22}/README.md RENAMED Viewed

@@ -26,6 +26,13 @@ Out[4]: [Candle(date=datetime.date(2023, 10, 2), low=165.51, high=168.86, open=1
 ### Bonds
+`get_history()` returns `History.accrued_interest` from ISS `ACCRUEDINT`.
+It is accrued coupon cash per security in `History.currency` (settlement
+currency), not a percentage or a ruble conversion. Missing values remain `None`;
+zero is a valid observation. Same-day board merges retain one matching value
+and reject conflicting known values; if any merged observation is missing the
+result is `None`. Split adjustments scale accrued cash with per-security prices.
 ```
 In [5]: moexapi.Bond(moexapi.get_ticker('SU26238RMFS4'))
 Out[5]: Bond(secid='SU26238RMFS4', shortname='ОФЗ 26238', amortization=[Amortization(date=datetime.date(2041, 5, 15), value=1000, initialfacevalue=1000)], coupons=[Coupon(date=2021-12-08, value=34.04), Coupon(date=2022-06-08, value=35.4), Coupon(date=2022-12-07, value=35.4), Coupon(date=2023-06-07, value=35.4), Coupon(date=2023-12-06, value=35.4), Coupon(date=2024-06-05, value=35.4), Coupon(date=2024-12-04, value=35.4), Coupon(date=2025-06-04, value=35.4), Coupon(date=2025-12-03, value=35.4), Coupon(date=2026-06-03, value=35.4), Coupon(date=2026-12-02, value=35.4), Coupon(date=2027-06-02, value=35.4), Coupon(date=2027-12-01, value=35.4), Coupon(date=2028-05-31, value=35.4), Coupon(date=2028-11-29, value=35.4), Coupon(date=2029-05-30, value=35.4), Coupon(date=2029-11-28, value=35.4), Coupon(date=2030-05-29, value=35.4), Coupon(date=2030-11-27, value=35.4), Coupon(date=2031-05-28, value=35.4), Coupon(date=2031-11-26, value=35.4), Coupon(date=2032-05-26, value=35.4), Coupon(date=2032-11-24, value=35.4), Coupon(date=2033-05-25, value=35.4), Coupon(date=2033-11-23, value=35.4), Coupon(date=2034-05-24, value=35.4), Coupon(date=2034-11-22, value=35.4), Coupon(date=2035-05-23, value=35.4), Coupon(date=2035-11-21, value=35.4), Coupon(date=2036-05-21, value=35.4), Coupon(date=2036-11-19, value=35.4), Coupon(date=2037-05-20, value=35.4), Coupon(date=2037-11-18, value=35.4), Coupon(date=2038-05-19, value=35.4), Coupon(date=2038-11-17, value=35.4), Coupon(date=2039-05-18, value=35.4), Coupon(date=2039-11-16, value=35.4), Coupon(date=2040-05-16, value=35.4), Coupon(date=2040-11-14, value=35.4), Coupon(date=2041-05-15, value=35.4)], offers=[])

{moexapi-1.7.20 → moexapi-1.7.22}/moexapi/bonds.py RENAMED Viewed

@@ -139,12 +139,22 @@ class Bond:
             if abs(amortization_sum - self.initial_face_value) > 1e-9 and len(original_values) > 1:
                 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
+                if all(abs(original - rounded) <= 1e-9
+                       for original, rounded in zip(original_values, rounded_values)):
+                    # Correct only differences attributable to payment rounding.
+                    for amortization_item, value in zip(self.amortization, values):
+                        amortization_item.value = value
+                elif amortization_sum > self.initial_face_value:
+                    raise ValueError(
+                        f"Amortization sum {amortization_sum} is greater than initial face value {self.initial_face_value}"
+                    )
+                else:
+                    # Incomplete or discounted repayment schedules must retain
+                    # their published cash flows rather than inventing principal.
+                    logger.warning(
+                        "%s: Amortization sum %s is less than initial face value %s; keeping published payments",
+                        self.secid, amortization_sum, self.initial_face_value,
+                    )
         except Exception as e:
             logger.error(f"{ticker.secid} ({ticker.shortname}): {e}")
             raise e

{moexapi-1.7.20 → moexapi-1.7.22}/moexapi/history.py RENAMED Viewed

@@ -40,6 +40,8 @@ class History:
     volume -- number of shares/bonds/currencies sold on the day
     value -- sum of all transactions in currency for the day
     currency -- currency of transaction value
+    accrued_interest -- accrued coupon cash per security in currency, or None
+                        when ISS does not supply it (not a percent quote)
     """
     date: datetime.date
     low: float
@@ -51,11 +53,18 @@ class History:
     volume: T.Optional[int]
     value: T.Optional[float]
     currency: T.Optional[str] = None
+    accrued_interest: T.Optional[float] = None
     @classmethod
     def merge(cls, first: 'History', second: 'History'):
         assert first.date == second.date
         assert first.currency == second.currency, "Can't merge history in different currencies"
+        accrued_interest = None
+        if first.accrued_interest is not None and second.accrued_interest is not None:
+            if not np.isclose(first.accrued_interest, second.accrued_interest):
+                raise ValueError(f"Conflicting accrued interest on {first.date}")
+            # This is cash per security, not turnover: never sum across boards.
+            accrued_interest = first.accrued_interest
         return cls(
             date=first.date,
             low=min(first.low, second.low),
@@ -67,6 +76,7 @@ class History:
             volume=_maybe_sum(first.volume, second.volume),
             value=_maybe_sum(first.value, second.value),
             currency=first.currency,
+            accrued_interest=accrued_interest,
         )
     def mult(self, mult: float) -> None:
@@ -75,6 +85,8 @@ class History:
         self.open *= mult
         self.close *= mult
         self.mid_price *= mult
+        if self.accrued_interest is not None:
+            self.accrued_interest *= mult
         if self.volume is not None:
             self.volume /= mult
@@ -156,6 +168,7 @@ def _parse_history(
                 volume=line.get("VOLUME"),
                 value=value,
                 currency=currency,
+                accrued_interest=line.get("ACCRUEDINT"),
             )
             if len(result) > 0 and result[-1].date == date:
                 if board in boards:

{moexapi-1.7.20 → moexapi-1.7.22}/moexapi.egg-info/PKG-INFO RENAMED Viewed

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.7.20
+Version: 1.7.22
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License
@@ -66,6 +66,13 @@ Out[4]: [Candle(date=datetime.date(2023, 10, 2), low=165.51, high=168.86, open=1
 ### Bonds
+`get_history()` returns `History.accrued_interest` from ISS `ACCRUEDINT`.
+It is accrued coupon cash per security in `History.currency` (settlement
+currency), not a percentage or a ruble conversion. Missing values remain `None`;
+zero is a valid observation. Same-day board merges retain one matching value
+and reject conflicting known values; if any merged observation is missing the
+result is `None`. Split adjustments scale accrued cash with per-security prices.
 ```
 In [5]: moexapi.Bond(moexapi.get_ticker('SU26238RMFS4'))
 Out[5]: Bond(secid='SU26238RMFS4', shortname='ОФЗ 26238', amortization=[Amortization(date=datetime.date(2041, 5, 15), value=1000, initialfacevalue=1000)], coupons=[Coupon(date=2021-12-08, value=34.04), Coupon(date=2022-06-08, value=35.4), Coupon(date=2022-12-07, value=35.4), Coupon(date=2023-06-07, value=35.4), Coupon(date=2023-12-06, value=35.4), Coupon(date=2024-06-05, value=35.4), Coupon(date=2024-12-04, value=35.4), Coupon(date=2025-06-04, value=35.4), Coupon(date=2025-12-03, value=35.4), Coupon(date=2026-06-03, value=35.4), Coupon(date=2026-12-02, value=35.4), Coupon(date=2027-06-02, value=35.4), Coupon(date=2027-12-01, value=35.4), Coupon(date=2028-05-31, value=35.4), Coupon(date=2028-11-29, value=35.4), Coupon(date=2029-05-30, value=35.4), Coupon(date=2029-11-28, value=35.4), Coupon(date=2030-05-29, value=35.4), Coupon(date=2030-11-27, value=35.4), Coupon(date=2031-05-28, value=35.4), Coupon(date=2031-11-26, value=35.4), Coupon(date=2032-05-26, value=35.4), Coupon(date=2032-11-24, value=35.4), Coupon(date=2033-05-25, value=35.4), Coupon(date=2033-11-23, value=35.4), Coupon(date=2034-05-24, value=35.4), Coupon(date=2034-11-22, value=35.4), Coupon(date=2035-05-23, value=35.4), Coupon(date=2035-11-21, value=35.4), Coupon(date=2036-05-21, value=35.4), Coupon(date=2036-11-19, value=35.4), Coupon(date=2037-05-20, value=35.4), Coupon(date=2037-11-18, value=35.4), Coupon(date=2038-05-19, value=35.4), Coupon(date=2038-11-17, value=35.4), Coupon(date=2039-05-18, value=35.4), Coupon(date=2039-11-16, value=35.4), Coupon(date=2040-05-16, value=35.4), Coupon(date=2040-11-14, value=35.4), Coupon(date=2041-05-15, value=35.4)], offers=[])

{moexapi-1.7.20 → moexapi-1.7.22}/pyproject.toml RENAMED Viewed

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 [project]
 name = "moexapi"
-version = "1.7.20"
+version = "1.7.22"
 description = "Python API for MOEX ISS"
 readme = "README.md"
 authors = [{ name = "Aliaksei Rak", email = "kventinel@gmail.com" }]