tea-bond 0.3.5__cp310-abi3-manylinux_2_34_x86_64.whl → 0.3.7__cp310-abi3-manylinux_2_34_x86_64.whl

pybond/pnl.py

@@ -9,6 +9,52 @@ if TYPE_CHECKING:
 from .polars_utils import parse_into_expr, register_plugin
 
 
+class Fee:
+    """Represents a fee for a trade."""
+
+    def __init__(self, fee_str: str = ""):
+        self.str = fee_str
+
+    def __add__(self, other: Fee) -> Fee:
+        return Fee(self.str + "+" + other.str)
+
+    def __radd__(self, other: Fee) -> Fee:
+        return Fee(other.str + "+" + self.str)
+
+    @staticmethod
+    def trade(fee) -> TradeFee:
+        return TradeFee(fee)
+
+    @staticmethod
+    def qty(fee) -> QtyFee:
+        return QtyFee(fee)
+
+    @staticmethod
+    def percent(fee) -> PercentFee:
+        return PercentFee(fee)
+
+
+class TradeFee(Fee):
+    """Represents a fixed fee for a trade."""
+
+    def __init__(self, fee: float):
+        self.str = f"Trade({fee})"
+
+
+class QtyFee(Fee):
+    """Represents a fee based on the quantity of a trade."""
+
+    def __init__(self, fee: float):
+        self.str = f"Qty({fee})"
+
+
+class PercentFee(Fee):
+    """Represents a fee based on a percentage of the trade amount."""
+
+    def __init__(self, fee: float):
+        self.str = f"Percent({fee})"
+
+
 def calc_bond_trade_pnl(
     settle_time: IntoExpr,
     qty: IntoExpr,
@@ -17,11 +63,13 @@ def calc_bond_trade_pnl(
     symbol: str = "",
     bond_info_path: str | None = None,
     multiplier: float = 1,
-    c_rate: float = 0,
+    fee: str | Fee = "",
     borrowing_cost: float = 0,
     capital_rate: float = 0,
     begin_state=None,
 ) -> pl.Expr:
+    if isinstance(fee, Fee):
+        fee = fee.str
     settle_time = parse_into_expr(settle_time)
     qty = parse_into_expr(qty)
     clean_price = parse_into_expr(clean_price)
@@ -41,11 +89,12 @@ def calc_bond_trade_pnl(
             "unrealized_pnl": 0,
             "coupon_paid": 0,
             "amt": 0,
+            "fee": 0,
         }
     kwargs = {
         "symbol": symbol,
         "multiplier": multiplier,
-        "c_rate": c_rate,
+        "fee": fee,
         "borrowing_cost": borrowing_cost,
         "capital_rate": capital_rate,
         "begin_state": begin_state,

{tea_bond-0.3.5.dist-info → tea_bond-0.3.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tea-bond
-Version: 0.3.5
+Version: 0.3.7
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{tea_bond-0.3.5.dist-info → tea_bond-0.3.7.dist-info}/RECORD

@@ -19,10 +19,10 @@ pybond/nb/nb_evaluators.py,sha256=fCYxcvW717_1E4qY9AV8R5Pv8eTvWqKk3Zj-zMU1kiw,14
 pybond/nb/nb_time.py,sha256=LaqXfcNvmYD_lZ2u108MwrxCXoVCBX3cr3oOnPp3c1g,8649
 pybond/pd.py,sha256=QmkADhIu0T7w1pbhYZB9dFDaPSO9aZ3kdFxktZf5Kro,11591
 pybond/pl.py,sha256=fk5AGXym02gCkJIZmOpQRPf1qnqYUa1V_PawbeYm7WE,11285
-pybond/pnl.py,sha256=P3KXc-gz6_TA2QxDQR9NHJIJPCvLOGT_v4qN4gzdcRY,1568
+pybond/pnl.py,sha256=zDHDShaU5Cpp47JELb3u9xURSkm-1NUiZ5aFdwtwWf4,2644
 pybond/polars_utils.py,sha256=A8D5T0x08oMCndWiQ5DPhLsuWp8s4OPgqvAnK36d8yY,2567
-pybond/pybond.abi3.so,sha256=RL7Rsau3D2lWSUhDa6pip8GjDs2Zi4bUVYLF2PeWIxc,30539977
+pybond/pybond.abi3.so,sha256=KHJ4C4jgIee5yXior7MrP8gs9Y6_m7SUJtRGIH7VAT0,30556361
 pybond/pybond.pyi,sha256=xME119HJzVNqNCJ9FapVaQg1amxbNHlbd-qfFyiuhL4,11230
-tea_bond-0.3.5.dist-info/METADATA,sha256=GE9wr4wwVaMP86N1M8kOYuh6EwYO-2Y7cI-5FI2zxwI,258
-tea_bond-0.3.5.dist-info/WHEEL,sha256=QUqTgYGwY2EWSp2nZb9WOq7FyV4zGcx0XCx5wrEnnjI,107
-tea_bond-0.3.5.dist-info/RECORD,,
+tea_bond-0.3.7.dist-info/METADATA,sha256=HqpNJ-MX00PeagAXvrgYwKgpGlNxMuYzeFYHjofp2U4,258
+tea_bond-0.3.7.dist-info/WHEEL,sha256=QUqTgYGwY2EWSp2nZb9WOq7FyV4zGcx0XCx5wrEnnjI,107
+tea_bond-0.3.7.dist-info/RECORD,,