tea-bond 0.3.10__cp38-abi3-win_amd64.whl → 0.3.12__cp38-abi3-win_amd64.whl

pybond/__init__.py

@@ -1,9 +1,11 @@
 from __future__ import annotations
 
 from .bond import Bond
-from .pybond import Future, Ib, Sse
+from .pybond import Future, Ib, Sse, get_version
 from .pybond import TfEvaluator as _TfEvaluatorRS
 
+__version__ = get_version()
+
 
 class TfEvaluator(_TfEvaluatorRS):
     def __new__(cls, future, bond, *args, **kwargs):
@@ -13,4 +15,4 @@ class TfEvaluator(_TfEvaluatorRS):
         return super().__new__(cls, future, bond, *args, **kwargs)
 
 
-__all__ = ["Bond", "Future", "Ib", "Sse", "TfEvaluator"]
+__all__ = ["Bond", "Future", "Ib", "Sse", "TfEvaluator", "__version__"]

pybond/bond.py

@@ -1,14 +1,16 @@
 from __future__ import annotations
 
 import os
-from datetime import date
 from importlib.util import find_spec
 from pathlib import Path
+from typing import TYPE_CHECKING
 
 from .pybond import Bond as _BondRS
 from .pybond import Future, download_bond
 
-# from .ffi.utils import set_bond_data_path
+if TYPE_CHECKING:
+    from datetime import date
+
 
 WIND_AVAILABLE = find_spec("WindPy") is not None
 

pybond/download.py

@@ -8,8 +8,6 @@ from pathlib import Path
 from WindPy import w
 
 default_save_folder = Path("bonds_info")
-# if not default_save_folder.exists():
-#     default_save_folder.mkdir()
 
 
 def save_json(path: Path | str, data: dict) -> None:

pybond/pd.py

@@ -1,12 +1,16 @@
 from __future__ import annotations
 
-import pandas as pd
+from typing import TYPE_CHECKING
+
 import polars as pl
 
 from .pl import Bonds as PlBonds
 from .pl import Futures as PlFutures
 from .pl import TfEvaluators as PlTfEvaluators
 
+if TYPE_CHECKING:
+    import pandas as pd
+
 
 class TfEvaluators:
     """

pybond/pnl.py

@@ -56,11 +56,12 @@ class PercentFee(Fee):
 
 
 def calc_bond_trade_pnl(
+    symbol: IntoExpr,
     settle_time: IntoExpr,
     qty: IntoExpr,
     clean_price: IntoExpr,
     clean_close: IntoExpr,
-    symbol: str = "",
+    # symbol: str = "",
     bond_info_path: str | None = None,
     multiplier: float = 1,
     fee: str | Fee = "",
@@ -70,6 +71,7 @@ def calc_bond_trade_pnl(
 ) -> pl.Expr:
     if isinstance(fee, Fee):
         fee = fee.str
+    symbol = parse_into_expr(symbol)
     settle_time = parse_into_expr(settle_time)
     qty = parse_into_expr(qty)
     clean_price = parse_into_expr(clean_price)
@@ -92,7 +94,7 @@ def calc_bond_trade_pnl(
             "fee": 0,
         }
     kwargs = {
-        "symbol": symbol,
+        # "symbol": symbol,
         "multiplier": multiplier,
         "fee": fee,
         "borrowing_cost": borrowing_cost,
@@ -101,8 +103,38 @@ def calc_bond_trade_pnl(
         "bond_info_path": bond_info_path,
     }
     return register_plugin(
-        args=[settle_time, qty, clean_price, clean_close],
+        args=[symbol, settle_time, qty, clean_price, clean_close],
         kwargs=kwargs,
         symbol="calc_bond_trade_pnl",
         is_elementwise=False,
     )
+
+
+def trading_from_pos(
+    time: IntoExpr,
+    pos: IntoExpr,
+    open: IntoExpr,
+    finish_price: IntoExpr | None = None,
+    cash: float = 1e8,
+    multiplier: float = 1,
+    qty_tick: float = 1.0,
+    *,
+    stop_on_finish: bool = False,
+) -> pl.Expr:
+    time = parse_into_expr(time)
+    pos = parse_into_expr(pos)
+    open = parse_into_expr(open)
+    finish_price = parse_into_expr(finish_price)
+    kwargs = {
+        "cash": cash,
+        "multiplier": multiplier,
+        "qty_tick": qty_tick,
+        "stop_on_finish": stop_on_finish,
+        "finish_price": None,
+    }
+    return register_plugin(
+        args=[time, pos, open, finish_price],
+        kwargs=kwargs,
+        symbol="trading_from_pos",
+        is_elementwise=False,
+    )

pybond/polars_utils.py

@@ -2,11 +2,13 @@ from __future__ import annotations
 
 import re
 from pathlib import Path
-from typing import TYPE_CHECKING, Any, Sequence
+from typing import TYPE_CHECKING, Any
 
 import polars as pl
 
 if TYPE_CHECKING:
+    from collections.abc import Sequence
+
     from polars.type_aliases import IntoExpr, PolarsDataType
 
 

{tea_bond-0.3.10.dist-info → tea_bond-0.3.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tea-bond
-Version: 0.3.10
+Version: 0.3.12
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{tea_bond-0.3.10.dist-info → tea_bond-0.3.12.dist-info}/RECORD

@@ -1,6 +1,6 @@
-pybond/__init__.py,sha256=PDZ3B2Qh8h_1ioSp-haH4kYjHPNB9GTho-Iy8yHDVzQ,504
-pybond/bond.py,sha256=tXXPBNQQ6ve2trmHkJpfOv_2FBue4hcekZVEVmlqs0s,6758
-pybond/download.py,sha256=l_YbDIh7wyNLK6B0Ac2ZdSAAD0o8VhR4NbXwbRH13Hw,4369
+pybond/__init__.py,sha256=ocuh95mkVrcU3cps2zC-kgK7VMV7BZIcOK-mXo7oYg0,563
+pybond/bond.py,sha256=2YBnASWqBtRZ-ydzpCnjVuzPy-RxYvI97CruJLJ992U,6772
+pybond/download.py,sha256=oEConLut3tC0hDGhiEdZXH6dleAa_rT2hTLtwo-nQzU,4294
 pybond/ffi/__init__.py,sha256=AKhddxYYqfOkujr9FGKo-FOPk3DDi42SOfk5mbc0zWE,98
 pybond/ffi/bond.py,sha256=BQmhYw1-cEJeU2XOy3yVmivMV-F0KI7xOKHsHpe4N7k,1654
 pybond/ffi/datetime.py,sha256=NKgyWegyqc8MmGk11L3nL6hsVmfO9ibU_C3i9V_TW38,2047
@@ -15,12 +15,12 @@ pybond/nb/nb_datetime.py,sha256=sg3Vmg2n2P_A186QgOGSOKBq-Tr72ht_Yw064yYrWXE,1067
 pybond/nb/nb_duration.py,sha256=bndVSHdG_yV0_vEWeAHd9Lq_UQ-8nkPnEC9cN2A2ca4,1709
 pybond/nb/nb_evaluators.py,sha256=GBsW3UuGf8iVUWr2DTISXzdYoGV5ITEOVFJivBNmWkc,15544
 pybond/nb/nb_time.py,sha256=5KNrWYcPwZUHoxvZKvh3qdhjB0DjRkxbUzONSv6OfhY,8928
-pybond/pd.py,sha256=gXUV6d069jC94Ej04njrgQCW16UdYx0Rh9y2IVMc068,13760
+pybond/pd.py,sha256=aMalUv_TBzT48BXdp7whzZ9g64p8uiPZrk9LaI1UaIU,13821
 pybond/pl.py,sha256=WhiBv6IOs5-jxK78xd75KXZSogoFyJ0XJ-v23Gjp_ho,13966
-pybond/pnl.py,sha256=RXC5GnQckD4LmTjgPwCePB-3GxsQ4liu0TW6hSdudLE,2752
-pybond/polars_utils.py,sha256=020Dy-l6v_NF-y7LXcKyJmWGAgH59NAxWKvjfnJO1tY,2663
-pybond/pybond.pyd,sha256=baM-8lodEnIt0FrIYS9-f5TpI9-H15sDquQ9XQgjMSU,23556608
+pybond/pnl.py,sha256=FSIN6YJ9P44nsJGgnpdsf7b5MS96ziGMmQAlPzG8lb4,3605
+pybond/polars_utils.py,sha256=XJ7DXpBfMEm3DilAun7E8S_6ShqQxi--ZSFV8CyRCxA,2697
+pybond/pybond.pyd,sha256=ML3k6ZZ2GAueGC5drTVCcPN_yg33JK6O3dFBspo1HhA,23583744
 pybond/pybond.pyi,sha256=qzOfqoysuUW7rnZYxEmGEJXK_UrCjMvQ29Y_mJOBN1Y,11621
-tea_bond-0.3.10.dist-info/METADATA,sha256=90SMHft5FV3YqC9yibkVZlQUF8o7L-OD9tYS3HoE3Tg,258
-tea_bond-0.3.10.dist-info/WHEEL,sha256=lvaVdaNOIbpDjZxhxQcXMmDSpIrmQUI6MiaH-nloUu8,94
-tea_bond-0.3.10.dist-info/RECORD,,
+tea_bond-0.3.12.dist-info/METADATA,sha256=LZOQ6O98UhsurMn3R23Kvk5klAjsDmqmo6xabz8cnzc,258
+tea_bond-0.3.12.dist-info/WHEEL,sha256=CG8OzNtm0LMpJ2zhrjswlO8N-965OeMLklsQAG-nMvQ,94
+tea_bond-0.3.12.dist-info/RECORD,,

{tea_bond-0.3.10.dist-info → tea_bond-0.3.12.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: maturin (1.9.3)
+Generator: maturin (1.9.6)
 Root-Is-Purelib: false
 Tag: cp38-abi3-win_amd64