tea-bond 0.3.14__cp38-abi3-win_amd64.whl → 0.3.15__cp38-abi3-win_amd64.whl

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Files changed (5) hide show
  1. pybond/pl.py +21 -1
  2. pybond/pybond.pyd +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.pyd 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
@@ -16,11 +16,11 @@ pybond/nb/nb_duration.py,sha256=bndVSHdG_yV0_vEWeAHd9Lq_UQ-8nkPnEC9cN2A2ca4,1709
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  pybond/nb/nb_evaluators.py,sha256=GBsW3UuGf8iVUWr2DTISXzdYoGV5ITEOVFJivBNmWkc,15544
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  pybond/nb/nb_time.py,sha256=5KNrWYcPwZUHoxvZKvh3qdhjB0DjRkxbUzONSv6OfhY,8928
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  pybond/pd.py,sha256=ghqoO9-wB0f3yjpYf5BMbz0Mu8Z1BVTbngcf1G4_Y9Y,14234
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- pybond/pl.py,sha256=lGNnf85fJpad0wOjxehyJCBUWbzbRAdhrY5iW6Tg-zc,14850
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+ pybond/pl.py,sha256=1soVbfKvFppFZv_WiKTTMMlXpRzOYMAORQ21JuPaOhM,15584
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  pybond/pnl.py,sha256=gIrKG-okNwDiMdfCy8Kz8wE7jgnVAGYCstFvxIncCwk,3662
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  pybond/polars_utils.py,sha256=XJ7DXpBfMEm3DilAun7E8S_6ShqQxi--ZSFV8CyRCxA,2697
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- pybond/pybond.pyd,sha256=zvNhqF6sjTBxXHQCP0-Eg29xFzPkZBKwzOrSeUbRVio,23701504
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+ pybond/pybond.pyd,sha256=ZsI7G8727cdIIVdCVEt9BKr47AF15c9ZFC2bCCe2amQ,23736320
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  pybond/pybond.pyi,sha256=qzOfqoysuUW7rnZYxEmGEJXK_UrCjMvQ29Y_mJOBN1Y,11621
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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=CG8OzNtm0LMpJ2zhrjswlO8N-965OeMLklsQAG-nMvQ,94
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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=CG8OzNtm0LMpJ2zhrjswlO8N-965OeMLklsQAG-nMvQ,94
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+ tea_bond-0.3.15.dist-info/RECORD,,