tea-bond 0.3.14__cp38-abi3-manylinux_2_28_x86_64.whl → 0.3.15__cp38-abi3-manylinux_2_28_x86_64.whl

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Files changed (5) hide show
  1. pybond/pl.py +21 -1
  2. pybond/pybond.abi3.so +0 -0
  3. {tea_bond-0.3.14.dist-info → tea_bond-0.3.15.dist-info}/METADATA +1 -1
  4. {tea_bond-0.3.14.dist-info → tea_bond-0.3.15.dist-info}/RECORD +5 -5
  5. {tea_bond-0.3.14.dist-info → tea_bond-0.3.15.dist-info}/WHEEL +0 -0
pybond/pl.py CHANGED
@@ -406,7 +406,27 @@ class Bonds:
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  """
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  return self._evaluator(date=date).remain_cp_num
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- # TODO(Teamon): 实现向量化根据净价反推ytm的函数
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+ def calc_ytm_with_price(
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+ self,
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+ date: IntoExpr = "date",
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+ dirty_price: IntoExpr = "dirty_price",
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+ clean_price: IntoExpr | None = None,
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+ ):
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+ bond = parse_into_expr(self.bond)
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+ date = parse_into_expr(date)
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+ if clean_price is None:
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+ dirty_price = parse_into_expr(dirty_price)
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+ else:
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+ assert dirty_price == "dirty_price", (
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+ "should not set dirty_price when clean_price is set"
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+ )
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+ clean_price = parse_into_expr(clean_price)
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+ dirty_price = clean_price + self.accrued_interest(date)
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+ return register_plugin(
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+ args=[bond, date, dirty_price],
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+ symbol="bonds_calc_ytm_with_price",
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+ is_elementwise=False,
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+ )
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  class Futures:
pybond/pybond.abi3.so CHANGED
Binary file
{tea_bond-0.3.14.dist-info → tea_bond-0.3.15.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: tea-bond
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- Version: 0.3.14
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+ Version: 0.3.15
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  Classifier: Programming Language :: Rust
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  Classifier: Programming Language :: Python :: Implementation :: CPython
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  Classifier: Programming Language :: Python :: Implementation :: PyPy
{tea_bond-0.3.14.dist-info → tea_bond-0.3.15.dist-info}/RECORD RENAMED
@@ -18,11 +18,11 @@ pybond/nb/nb_duration.py,sha256=FSX1y2JbHB_SJn-hcVe-7Zf2v0xpQKKZ1MfWBY7d7IQ,1639
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  pybond/nb/nb_evaluators.py,sha256=fCYxcvW717_1E4qY9AV8R5Pv8eTvWqKk3Zj-zMU1kiw,14987
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  pybond/nb/nb_time.py,sha256=LaqXfcNvmYD_lZ2u108MwrxCXoVCBX3cr3oOnPp3c1g,8649
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  pybond/pd.py,sha256=3m6rpBW5-E2mG967Fb_hF4FjGoSXUQz0kBev9X104f8,13760
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- pybond/pl.py,sha256=tMTNmb68rw7oHx-8AHALLIOeTsHKFhjj78quKv_SxG0,14337
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+ pybond/pl.py,sha256=sS3fk8AFcWskKPBUFAsnmSQetMlxub2cY3RWiAOimMo,15051
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  pybond/pnl.py,sha256=fv-5LIcMhNJPgnzVb3z1rXkgdNtooCnppXLywfP7m1A,3521
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  pybond/polars_utils.py,sha256=u14yoK9Qx4TC2oPq-zVk7d1XOLY8nGc1H8Nf9jt0R6c,2599
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- pybond/pybond.abi3.so,sha256=WB5zygNeCkiNskDp66wQ3dZfB3GD7Cbl5WziKNK-NHk,30728809
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+ pybond/pybond.abi3.so,sha256=VYbsre68mc1Cn1eGaZXwO1s5Dp-qpsTRo2MS1_5C9Mw,30728897
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  pybond/pybond.pyi,sha256=xME119HJzVNqNCJ9FapVaQg1amxbNHlbd-qfFyiuhL4,11230
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- tea_bond-0.3.14.dist-info/METADATA,sha256=pyYrjVnz2Oweg6SfVp5iaXUbHUGl6L4EHe2DM5Oy3OY,258
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- tea_bond-0.3.14.dist-info/WHEEL,sha256=aOjTN5bAUkIqIK1JFnJz3vA_KyYjKKgPFflJ6PJ2YX0,106
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- tea_bond-0.3.14.dist-info/RECORD,,
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+ tea_bond-0.3.15.dist-info/METADATA,sha256=9cTi1yfiJF8hF_FGLOr8Vfc_ygYABorV5xsihSTnrec,258
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+ tea_bond-0.3.15.dist-info/WHEEL,sha256=aOjTN5bAUkIqIK1JFnJz3vA_KyYjKKgPFflJ6PJ2YX0,106
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+ tea_bond-0.3.15.dist-info/RECORD,,