moexapi 1.7.21__tar.gz → 1.7.23__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (21) hide show
  1. {moexapi-1.7.21 → moexapi-1.7.23}/PKG-INFO +8 -1
  2. {moexapi-1.7.21 → moexapi-1.7.23}/README.md +7 -0
  3. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/history.py +15 -0
  4. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi.egg-info/PKG-INFO +8 -1
  5. {moexapi-1.7.21 → moexapi-1.7.23}/pyproject.toml +1 -1
  6. {moexapi-1.7.21 → moexapi-1.7.23}/LICENSE +0 -0
  7. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/__init__.py +0 -0
  8. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/bonds.py +0 -0
  9. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/candles.py +0 -0
  10. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/changeover.py +0 -0
  11. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/dividends.py +0 -0
  12. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/exchange.py +0 -0
  13. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/markets.py +0 -0
  14. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/splits.py +0 -0
  15. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/tickers.py +0 -0
  16. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi/utils.py +0 -0
  17. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi.egg-info/SOURCES.txt +0 -0
  18. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi.egg-info/dependency_links.txt +0 -0
  19. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi.egg-info/requires.txt +0 -0
  20. {moexapi-1.7.21 → moexapi-1.7.23}/moexapi.egg-info/top_level.txt +0 -0
  21. {moexapi-1.7.21 → moexapi-1.7.23}/setup.cfg +0 -0
{moexapi-1.7.21 → moexapi-1.7.23}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: moexapi
3
- Version: 1.7.21
3
+ Version: 1.7.23
4
4
  Summary: Python API for MOEX ISS
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5
  Author-email: Aliaksei Rak <kventinel@gmail.com>
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  License: MIT License
@@ -66,6 +66,13 @@ Out[4]: [Candle(date=datetime.date(2023, 10, 2), low=165.51, high=168.86, open=1
66
66
 
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  ### Bonds
68
68
 
69
+ `get_history()` returns `History.accrued_interest` from the historical ISS `ACCINT` column.
70
+ It is accrued coupon cash per security in `History.currency` (settlement
71
+ currency), not a percentage or a ruble conversion. Missing values remain `None`;
72
+ zero is a valid observation. Same-day board merges retain one matching value
73
+ and reject conflicting known values; if any merged observation is missing the
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+ result is `None`. Split adjustments scale accrued cash with per-security prices.
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+
69
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  ```
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  In [5]: moexapi.Bond(moexapi.get_ticker('SU26238RMFS4'))
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  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-1.7.21 → moexapi-1.7.23}/README.md RENAMED
@@ -26,6 +26,13 @@ Out[4]: [Candle(date=datetime.date(2023, 10, 2), low=165.51, high=168.86, open=1
26
26
 
27
27
  ### Bonds
28
28
 
29
+ `get_history()` returns `History.accrued_interest` from the historical ISS `ACCINT` column.
30
+ It is accrued coupon cash per security in `History.currency` (settlement
31
+ currency), not a percentage or a ruble conversion. Missing values remain `None`;
32
+ zero is a valid observation. Same-day board merges retain one matching value
33
+ and reject conflicting known values; if any merged observation is missing the
34
+ result is `None`. Split adjustments scale accrued cash with per-security prices.
35
+
29
36
  ```
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37
  In [5]: moexapi.Bond(moexapi.get_ticker('SU26238RMFS4'))
31
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  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-1.7.21 → moexapi-1.7.23}/moexapi/history.py RENAMED
@@ -40,6 +40,8 @@ class History:
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  volume -- number of shares/bonds/currencies sold on the day
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  value -- sum of all transactions in currency for the day
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  currency -- currency of transaction value
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+ accrued_interest -- accrued coupon cash per security in currency, or None
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+ when ISS does not supply it (not a percent quote)
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  """
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  date: datetime.date
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  low: float
@@ -51,11 +53,18 @@ class History:
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  volume: T.Optional[int]
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  value: T.Optional[float]
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  currency: T.Optional[str] = None
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+ accrued_interest: T.Optional[float] = None
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  @classmethod
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  def merge(cls, first: 'History', second: 'History'):
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  assert first.date == second.date
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  assert first.currency == second.currency, "Can't merge history in different currencies"
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+ accrued_interest = None
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+ if first.accrued_interest is not None and second.accrued_interest is not None:
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+ if not np.isclose(first.accrued_interest, second.accrued_interest):
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+ raise ValueError(f"Conflicting accrued interest on {first.date}")
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+ # This is cash per security, not turnover: never sum across boards.
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+ accrued_interest = first.accrued_interest
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  return cls(
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  date=first.date,
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  low=min(first.low, second.low),
@@ -67,6 +76,7 @@ class History:
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  volume=_maybe_sum(first.volume, second.volume),
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  value=_maybe_sum(first.value, second.value),
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  currency=first.currency,
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+ accrued_interest=accrued_interest,
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  )
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  def mult(self, mult: float) -> None:
@@ -75,6 +85,8 @@ class History:
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  self.open *= mult
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  self.close *= mult
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  self.mid_price *= mult
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+ if self.accrued_interest is not None:
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+ self.accrued_interest *= mult
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  if self.volume is not None:
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  self.volume /= mult
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@@ -156,6 +168,9 @@ def _parse_history(
156
168
  volume=line.get("VOLUME"),
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  value=value,
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  currency=currency,
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+ # Historical ISS rows use ACCINT; ACCRUEDINT belongs to
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+ # current market data and is absent from bond history.
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+ accrued_interest=line.get("ACCINT"),
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  )
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  if len(result) > 0 and result[-1].date == date:
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  if board in boards:
{moexapi-1.7.21 → moexapi-1.7.23}/moexapi.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: moexapi
3
- Version: 1.7.21
3
+ Version: 1.7.23
4
4
  Summary: Python API for MOEX ISS
5
5
  Author-email: Aliaksei Rak <kventinel@gmail.com>
6
6
  License: MIT License
@@ -66,6 +66,13 @@ Out[4]: [Candle(date=datetime.date(2023, 10, 2), low=165.51, high=168.86, open=1
66
66
 
67
67
  ### Bonds
68
68
 
69
+ `get_history()` returns `History.accrued_interest` from the historical ISS `ACCINT` column.
70
+ It is accrued coupon cash per security in `History.currency` (settlement
71
+ currency), not a percentage or a ruble conversion. Missing values remain `None`;
72
+ zero is a valid observation. Same-day board merges retain one matching value
73
+ and reject conflicting known values; if any merged observation is missing the
74
+ result is `None`. Split adjustments scale accrued cash with per-security prices.
75
+
69
76
  ```
70
77
  In [5]: moexapi.Bond(moexapi.get_ticker('SU26238RMFS4'))
71
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  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-1.7.21 → moexapi-1.7.23}/pyproject.toml RENAMED
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
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5
  [project]
6
6
  name = "moexapi"
7
- version = "1.7.21"
7
+ version = "1.7.23"
8
8
  description = "Python API for MOEX ISS"
9
9
  readme = "README.md"
10
10
  authors = [{ name = "Aliaksei Rak", email = "kventinel@gmail.com" }]
{moexapi-1.7.21 → moexapi-1.7.23}/LICENSE RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/__init__.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/bonds.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/candles.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/changeover.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/dividends.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/exchange.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/markets.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/splits.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/tickers.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/moexapi/utils.py RENAMED
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{moexapi-1.7.21 → moexapi-1.7.23}/setup.cfg RENAMED
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