tea-bond 0.3.13__cp38-abi3-manylinux_2_28_x86_64.whl → 0.3.15__cp38-abi3-manylinux_2_28_x86_64.whl

pybond/pl.py

@@ -280,7 +280,15 @@ class TfEvaluators:
         Returns:
             Polars expression for bond remaining year
         """
-        return self._call_plugin("evaluators_remain_year")
+        return self._call_plugin("bonds_remain_year")
+
+    @property
+    def carry_date(self):
+        return self._call_plugin("bonds_carry_date")
+
+    @property
+    def maturity_date(self):
+        return self._call_plugin("bonds_maturity_date")
 
 
 class Bonds:
@@ -329,6 +337,12 @@ class Bonds:
         """
         return self._evaluator(date=date).remain_year
 
+    def carry_date(self):
+        return self._evaluator().carry_date
+
+    def maturity_date(self):
+        return self._evaluator().maturity_date
+
     def accrued_interest(self, date: IntoExpr = "date"):
         """
         Calculate accrued interest for the bond (应计利息).
@@ -392,7 +406,27 @@ class Bonds:
         """
         return self._evaluator(date=date).remain_cp_num
 
-    # TODO(Teamon): 实现向量化根据净价反推ytm的函数
+    def calc_ytm_with_price(
+        self,
+        date: IntoExpr = "date",
+        dirty_price: IntoExpr = "dirty_price",
+        clean_price: IntoExpr | None = None,
+    ):
+        bond = parse_into_expr(self.bond)
+        date = parse_into_expr(date)
+        if clean_price is None:
+            dirty_price = parse_into_expr(dirty_price)
+        else:
+            assert dirty_price == "dirty_price", (
+                "should not set dirty_price when clean_price is set"
+            )
+            clean_price = parse_into_expr(clean_price)
+            dirty_price = clean_price + self.accrued_interest(date)
+        return register_plugin(
+            args=[bond, date, dirty_price],
+            symbol="bonds_calc_ytm_with_price",
+            is_elementwise=False,
+        )
 
 
 class Futures:

pybond/pnl.py

@@ -115,7 +115,7 @@ def trading_from_pos(
     pos: IntoExpr,
     open: IntoExpr,
     finish_price: IntoExpr | None = None,
-    cash: float = 1e8,
+    cash: IntoExpr = 1e8,
     multiplier: float = 1,
     qty_tick: float = 1.0,
     *,
@@ -125,15 +125,16 @@ def trading_from_pos(
     pos = parse_into_expr(pos)
     open = parse_into_expr(open)
     finish_price = parse_into_expr(finish_price)
+    cash = parse_into_expr(cash)
     kwargs = {
-        "cash": cash,
-        "multiplier": multiplier,
-        "qty_tick": qty_tick,
+        "cash": None,
+        "multiplier": float(multiplier),
+        "qty_tick": float(qty_tick),
         "stop_on_finish": stop_on_finish,
         "finish_price": None,
     }
     return register_plugin(
-        args=[time, pos, open, finish_price],
+        args=[time, pos, open, finish_price, cash],
         kwargs=kwargs,
         symbol="trading_from_pos",
         is_elementwise=False,

{tea_bond-0.3.13.dist-info → tea_bond-0.3.15.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tea-bond
-Version: 0.3.13
+Version: 0.3.15
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{tea_bond-0.3.13.dist-info → tea_bond-0.3.15.dist-info}/RECORD

@@ -18,11 +18,11 @@ pybond/nb/nb_duration.py,sha256=FSX1y2JbHB_SJn-hcVe-7Zf2v0xpQKKZ1MfWBY7d7IQ,1639
 pybond/nb/nb_evaluators.py,sha256=fCYxcvW717_1E4qY9AV8R5Pv8eTvWqKk3Zj-zMU1kiw,14987
 pybond/nb/nb_time.py,sha256=LaqXfcNvmYD_lZ2u108MwrxCXoVCBX3cr3oOnPp3c1g,8649
 pybond/pd.py,sha256=3m6rpBW5-E2mG967Fb_hF4FjGoSXUQz0kBev9X104f8,13760
-pybond/pl.py,sha256=YWUm-u6wpwEIU6cJOZW0NuC13gVu_rKd-JgQX0NeXGI,14000
-pybond/pnl.py,sha256=upJxtjJyD00eKKJsz7CR6ONXm6UeqCE3AIODZGDE2wQ,3465
+pybond/pl.py,sha256=sS3fk8AFcWskKPBUFAsnmSQetMlxub2cY3RWiAOimMo,15051
+pybond/pnl.py,sha256=fv-5LIcMhNJPgnzVb3z1rXkgdNtooCnppXLywfP7m1A,3521
 pybond/polars_utils.py,sha256=u14yoK9Qx4TC2oPq-zVk7d1XOLY8nGc1H8Nf9jt0R6c,2599
-pybond/pybond.abi3.so,sha256=ycu0J5DMRIIT1QbkgYcFZDeDEX6eVfRTHaaqV706zrk,30687713
+pybond/pybond.abi3.so,sha256=VYbsre68mc1Cn1eGaZXwO1s5Dp-qpsTRo2MS1_5C9Mw,30728897
 pybond/pybond.pyi,sha256=xME119HJzVNqNCJ9FapVaQg1amxbNHlbd-qfFyiuhL4,11230
-tea_bond-0.3.13.dist-info/METADATA,sha256=oeiGcz6LjIS_hxzxSp2M_7D7N48y7Vt3mes1eOvRq6I,258
-tea_bond-0.3.13.dist-info/WHEEL,sha256=aOjTN5bAUkIqIK1JFnJz3vA_KyYjKKgPFflJ6PJ2YX0,106
-tea_bond-0.3.13.dist-info/RECORD,,
+tea_bond-0.3.15.dist-info/METADATA,sha256=9cTi1yfiJF8hF_FGLOr8Vfc_ygYABorV5xsihSTnrec,258
+tea_bond-0.3.15.dist-info/WHEEL,sha256=aOjTN5bAUkIqIK1JFnJz3vA_KyYjKKgPFflJ6PJ2YX0,106
+tea_bond-0.3.15.dist-info/RECORD,,