tea-bond 0.3.7__cp310-abi3-win_amd64.whl → 0.3.9__cp310-abi3-win_amd64.whl

pybond/pd.py

@@ -4,6 +4,7 @@ import pandas as pd
 import polars as pl
 
 from .pl import Bonds as PlBonds
+from .pl import Futures as PlFutures
 from .pl import TfEvaluators as PlTfEvaluators
 
 
@@ -23,9 +24,9 @@ class TfEvaluators:
         future: str | pd.Series,
         bond: str | pd.Series,
         date: str | pd.Series,
-        future_price: pd.Series,
-        bond_ytm: pd.Series,
-        capital_rate: float | pd.Series,
+        future_price: pd.Series | None = None,
+        bond_ytm: pd.Series | None = None,
+        capital_rate: float | pd.Series | None = None,
         reinvest_rate: float | None = None,
     ):
         """
@@ -50,8 +51,12 @@ class TfEvaluators:
                 "capital_rate": capital_rate,
             }
         )
-        self._evaluators = PlTfEvaluators(reinvest_rate=reinvest_rate)
-        # self.reinvest_rate = reinvest_rate
+        self._evaluators = PlTfEvaluators(
+            future_price="future_price",
+            bond_ytm="bond_ytm",
+            capital_rate="capital_rate",
+            reinvest_rate=reinvest_rate,
+        )
 
     @property
     def net_basis_spread(self):
@@ -258,6 +263,30 @@ class TfEvaluators:
             "remain_cp_num"
         ].to_pandas()
 
+    @property
+    def deliver_date(self):
+        """
+        Calculate delivery date (交割日).
+
+        Returns:
+            pd.Series: Delivery date values
+        """
+        return self.pl_df.select(deliver_date=self._evaluators.deliver_date)[
+            "deliver_date"
+        ].to_pandas()
+
+    @property
+    def last_trading_date(self):
+        """
+        Calculate last trading date (最后交易日).
+
+        Returns:
+            pd.Series: Last trading date values
+        """
+        return self.pl_df.select(last_trading_date=self._evaluators.last_trading_date)[
+            "last_trading_date"
+        ].to_pandas()
+
 
 class Bonds:
     """
@@ -355,6 +384,41 @@ class Bonds:
         ].to_pandas()
 
 
+class Futures:
+    def __init__(self, future: str | pd.Series):
+        self.future = future
+
+    def deliver_date(self):
+        """
+        Calculate delivery date (交割日).
+
+        Args:
+            date: Evaluation date(s)
+
+        Returns:
+            pd.Series: Delivery date values
+        """
+        df = pl.DataFrame({"future": self.future})
+        return df.select(deliver_date=PlFutures("future").deliver_date())[
+            "deliver_date"
+        ].to_pandas()
+
+    def last_trading_date(self):
+        """
+        Calculate last trading date (最后交易日).
+
+        Args:
+            date: Evaluation date(s)
+
+        Returns:
+            pd.Series: Last trading date values
+        """
+        df = pl.DataFrame({"future": self.future})
+        return df.select(last_trading_date=PlFutures("future").last_trading_date())[
+            "last_trading_date"
+        ].to_pandas()
+
+
 def find_workday(date: str | pd.Series, market: str, offset: int = 0):
     """
     Find the workday based on the given date and market calendar.

pybond/pl.py

@@ -19,9 +19,9 @@ class TfEvaluators:
         future: IntoExpr = "future",
         bond: IntoExpr = "bond",
         date: IntoExpr = "date",
-        future_price: IntoExpr = "future_price",
-        bond_ytm: IntoExpr = "bond_ytm",
-        capital_rate: IntoExpr = "capital_rate",
+        future_price: IntoExpr = None,
+        bond_ytm: IntoExpr = None,
+        capital_rate: IntoExpr = None,
         reinvest_rate=None,
     ):
         """
@@ -36,14 +36,24 @@ class TfEvaluators:
             capital_rate: Capital cost rate column expression
             reinvest_rate: Reinvestment rate (optional)
         """
-        if future is None:
-            future = pl.lit(None).cast(str)
-        self.future = parse_into_expr(future)
-        self.bond = parse_into_expr(bond)
-        self.date = parse_into_expr(date)
-        self.future_price = parse_into_expr(future_price)
-        self.bond_ytm = parse_into_expr(bond_ytm)
-        self.capital_rate = parse_into_expr(capital_rate)
+        self.future = parse_into_expr(
+            future if future is not None else pl.lit(None).cast(str)
+        )
+        self.bond = parse_into_expr(
+            bond if bond is not None else pl.lit(None).cast(str)
+        )
+        self.date = parse_into_expr(
+            date if date is not None else pl.lit(None).cast(pl.Date)
+        )
+        self.future_price = parse_into_expr(
+            future_price if future_price is not None else pl.lit(None)
+        )
+        self.bond_ytm = parse_into_expr(
+            bond_ytm if bond_ytm is not None else pl.lit(None)
+        )
+        self.capital_rate = parse_into_expr(
+            capital_rate if capital_rate is not None else pl.lit(None)
+        )
         self.reinvest_rate = reinvest_rate
 
     def _call_plugin(self, symbol: str):
@@ -239,6 +249,26 @@ class TfEvaluators:
         """
         return self._call_plugin("evaluators_remain_cp_num")
 
+    @property
+    def deliver_date(self):
+        """
+        Calculate delivery date (交割日).
+
+        Returns:
+            Polars expression for delivery date
+        """
+        return self._call_plugin("evaluators_deliver_date")
+
+    @property
+    def last_trading_date(self):
+        """
+        Calculate last trading date (最后交易日).
+
+        Returns:
+            Polars expression for last trading date
+        """
+        return self._call_plugin("evaluators_last_trading_date")
+
 
 class Bonds:
     """
@@ -346,6 +376,61 @@ class Bonds:
     # TODO(Teamon): 实现向量化根据净价反推ytm的函数
 
 
+class Futures:
+    def __init__(self, future: IntoExpr = "symbol"):
+        """
+        Initialize Futures with future identifier.
+
+        Args:
+            future: Future code column expression (default: "symbol")
+        """
+        self.future = future
+
+    def _evaluator(self, date: IntoExpr | None = None) -> TfEvaluators:
+        """
+        Create a TfEvaluators instance for future-only calculations.
+
+        Args:
+            date: Evaluation date column expression
+
+        Returns:
+            TfEvaluators: Configured evaluator instance
+        """
+        return TfEvaluators(
+            future=self.future,
+            bond=None,
+            date=date,
+            bond_ytm=None,
+            future_price=None,
+            capital_rate=None,
+            reinvest_rate=None,
+        )
+
+    def deliver_date(self):
+        """
+        Calculate delivery date (交割日).
+
+        Args:
+            date: Evaluation date column expression
+
+        Returns:
+            Polars expression for delivery date
+        """
+        return self._evaluator().deliver_date
+
+    def last_trading_date(self):
+        """
+        Calculate last trading date (最后交易日).
+
+        Args:
+            date: Evaluation date column expression
+
+        Returns:
+            Polars expression for last trading date
+        """
+        return self._evaluator().last_trading_date
+
+
 def find_workday(date: IntoExpr, market: str | Ib | Sse, offset: int = 0):
     """
     Find the workday based on the given date and market calendar.

{tea_bond-0.3.7.dist-info → tea_bond-0.3.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tea-bond
-Version: 0.3.7
+Version: 0.3.9
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{tea_bond-0.3.7.dist-info → tea_bond-0.3.9.dist-info}/RECORD

@@ -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=SzHyXRRm7CbytyQ4FCwwM4FazkjXwJLX5y-MZniCbi8,11985
-pybond/pl.py,sha256=DzI2YcCqQICKeeQxjjxwcWVBJBiwBjLpuCg_KHHs45s,11680
+pybond/pd.py,sha256=gXUV6d069jC94Ej04njrgQCW16UdYx0Rh9y2IVMc068,13760
+pybond/pl.py,sha256=WhiBv6IOs5-jxK78xd75KXZSogoFyJ0XJ-v23Gjp_ho,13966
 pybond/pnl.py,sha256=RXC5GnQckD4LmTjgPwCePB-3GxsQ4liu0TW6hSdudLE,2752
 pybond/polars_utils.py,sha256=020Dy-l6v_NF-y7LXcKyJmWGAgH59NAxWKvjfnJO1tY,2663
-pybond/pybond.pyd,sha256=bVJ8Nn6PY9mWno8-LZEaHrQF0ZV89KHa1nXEafc_Q4I,23516672
+pybond/pybond.pyd,sha256=q4quLGe7AotoL05c1kGxlUhh5M-ofcFc754CMM8inxE,23570944
 pybond/pybond.pyi,sha256=qzOfqoysuUW7rnZYxEmGEJXK_UrCjMvQ29Y_mJOBN1Y,11621
-tea_bond-0.3.7.dist-info/METADATA,sha256=HqpNJ-MX00PeagAXvrgYwKgpGlNxMuYzeFYHjofp2U4,258
-tea_bond-0.3.7.dist-info/WHEEL,sha256=G8mq-RexZGAfbjW58CyHDPQ4EbuJINRXbIh22TbaFhw,95
-tea_bond-0.3.7.dist-info/RECORD,,
+tea_bond-0.3.9.dist-info/METADATA,sha256=NTcEhk7-WT_aWbCc5fmxZbZecfzQa6O3PB0tozeRyhs,258
+tea_bond-0.3.9.dist-info/WHEEL,sha256=G8mq-RexZGAfbjW58CyHDPQ4EbuJINRXbIh22TbaFhw,95
+tea_bond-0.3.9.dist-info/RECORD,,