tea-bond 0.3.11__cp38-abi3-win_amd64.whl → 0.3.13__cp38-abi3-win_amd64.whl

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:
     """
@@ -287,6 +291,12 @@ class TfEvaluators:
             "last_trading_date"
         ].to_pandas()
 
+    @property
+    def remain_year(self):
+        return self.pl_df.select(remain_year=self._evaluators.remain_year)[
+            "remain_year"
+        ].to_pandas()
+
 
 class Bonds:
     """
@@ -383,6 +393,12 @@ class Bonds:
             "remain_cp_num"
         ].to_pandas()
 
+    def remain_year(self, date: str | pd.Series):
+        df = pl.DataFrame({"bond": self.bond, "date": date})
+        return df.select(remain_year=PlBonds("bond").remain_year("date"))[
+            "remain_year"
+        ].to_pandas()
+
 
 class Futures:
     def __init__(self, future: str | pd.Series):

pybond/pl.py

@@ -269,6 +269,19 @@ class TfEvaluators:
         """
         return self._call_plugin("evaluators_last_trading_date")
 
+    @property
+    def remain_year(self):
+        """
+        Calculate bond remaining year (债券剩余期限).
+
+        Args:
+            date: Evaluation date column expression
+
+        Returns:
+            Polars expression for bond remaining year
+        """
+        return self._call_plugin("evaluators_remain_year")
+
 
 class Bonds:
     """
@@ -310,6 +323,12 @@ class Bonds:
             reinvest_rate=None,
         )
 
+    def remain_year(self, date: IntoExpr = "date"):
+        """
+        Calculate remain year for the bond (剩余期限).
+        """
+        return self._evaluator(date=date).remain_year
+
     def accrued_interest(self, date: IntoExpr = "date"):
         """
         Calculate accrued interest for the bond (应计利息).

pybond/pnl.py

@@ -108,3 +108,33 @@ def calc_bond_trade_pnl(
         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-0.3.11.dist-info → tea_bond-0.3.13.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tea-bond
-Version: 0.3.11
+Version: 0.3.13
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{tea_bond-0.3.11.dist-info → tea_bond-0.3.13.dist-info}/RECORD

@@ -1,6 +1,6 @@
 pybond/__init__.py,sha256=ocuh95mkVrcU3cps2zC-kgK7VMV7BZIcOK-mXo7oYg0,563
-pybond/bond.py,sha256=tXXPBNQQ6ve2trmHkJpfOv_2FBue4hcekZVEVmlqs0s,6758
-pybond/download.py,sha256=l_YbDIh7wyNLK6B0Ac2ZdSAAD0o8VhR4NbXwbRH13Hw,4369
+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/pl.py,sha256=WhiBv6IOs5-jxK78xd75KXZSogoFyJ0XJ-v23Gjp_ho,13966
-pybond/pnl.py,sha256=7jyXx8Hx6nwWgvN5oXhY2mH9-5IRIPfKGUVJXj0dIzA,2825
-pybond/polars_utils.py,sha256=020Dy-l6v_NF-y7LXcKyJmWGAgH59NAxWKvjfnJO1tY,2663
-pybond/pybond.pyd,sha256=cbfO49LF8POlCkk3ORiaqKcQFqix5CTdDWTrNIINa4w,23687168
+pybond/pd.py,sha256=ghqoO9-wB0f3yjpYf5BMbz0Mu8Z1BVTbngcf1G4_Y9Y,14234
+pybond/pl.py,sha256=gmAkS84qRq2yx26aYQK_0alIIhKkHAKYmh5Q0XzzePA,14499
+pybond/pnl.py,sha256=FSIN6YJ9P44nsJGgnpdsf7b5MS96ziGMmQAlPzG8lb4,3605
+pybond/polars_utils.py,sha256=XJ7DXpBfMEm3DilAun7E8S_6ShqQxi--ZSFV8CyRCxA,2697
+pybond/pybond.pyd,sha256=QAg0XNoG7L1BAKKr_GFbTN_NdPZCZfZhSgr3-TK6wJo,23655936
 pybond/pybond.pyi,sha256=qzOfqoysuUW7rnZYxEmGEJXK_UrCjMvQ29Y_mJOBN1Y,11621
-tea_bond-0.3.11.dist-info/METADATA,sha256=35GSxnFUR6G_rywqWsozuRtPVrk9dnHuTWiQdsowNuc,258
-tea_bond-0.3.11.dist-info/WHEEL,sha256=7bfl5v0wbVhXZba613g0x-n2obNNfpQuN8I1cQ4oaU8,94
-tea_bond-0.3.11.dist-info/RECORD,,
+tea_bond-0.3.13.dist-info/METADATA,sha256=oeiGcz6LjIS_hxzxSp2M_7D7N48y7Vt3mes1eOvRq6I,258
+tea_bond-0.3.13.dist-info/WHEEL,sha256=CG8OzNtm0LMpJ2zhrjswlO8N-965OeMLklsQAG-nMvQ,94
+tea_bond-0.3.13.dist-info/RECORD,,

{tea_bond-0.3.11.dist-info → tea_bond-0.3.13.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: maturin (1.9.4)
+Generator: maturin (1.9.6)
 Root-Is-Purelib: false
 Tag: cp38-abi3-win_amd64