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chore: regenerate type stubs [skip ci]
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Lines changed: 40 additions & 27 deletions

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‎py-xbbg/src/xbbg/_core/__init__.pyi‎

Lines changed: 40 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -66,13 +66,13 @@ __all__ = [
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"recipe_dividend",
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"recipe_dividend_yield",
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"recipe_etf_holdings",
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"recipe_fut_ticker",
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"recipe_futures_curve",
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"recipe_index_members",
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"recipe_issuer_isins",
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"recipe_fut_ticker",
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"recipe_preferreds",
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"recipe_turnover",
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"recipe_resolve_isins",
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"recipe_turnover",
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"recipe_vol_surface",
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"recipe_yas",
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"sdk_version",
@@ -1102,12 +1102,6 @@ def recipe_active_futures(engine: PyEngine, gen_ticker: builtins.str, dt: builti
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freq: Roll frequency ("M" monthly, "Q"/"QE" quarterly)
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"""
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def recipe_futures_curve(engine: PyEngine, gen_ticker: builtins.str, asof: typing.Optional[builtins.str] = None, chain_field: typing.Optional[builtins.str] = None, fields: typing.Optional[typing.Sequence[builtins.str]] = None, max_contracts: typing.Optional[builtins.int] = None) -> typing.Any:
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r"""
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Build a futures chain table with contract metadata, mid, and annualized carry.
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"""
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def recipe_bqr(engine: PyEngine, ticker: builtins.str, start_datetime: builtins.str, end_datetime: builtins.str, event_types: typing.Optional[typing.Sequence[builtins.str]] = None, include_broker_codes: builtins.bool = True) -> typing.Any:
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r"""
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Bloomberg Quote Request - dealer quotes via IntradayTick.
@@ -1170,9 +1164,16 @@ def recipe_dividend(engine: PyEngine, tickers: typing.Sequence[builtins.str], st
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def recipe_dividend_yield(engine: PyEngine, tickers: typing.Sequence[builtins.str], start_date: builtins.str, end_date: builtins.str, dividend_types: typing.Optional[typing.Sequence[builtins.str]] = None, window_days: typing.Optional[builtins.int] = None) -> typing.Any:
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r"""
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Compute trailing realized dividend amount and trailing dividend yield.
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Args:
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engine: Bloomberg engine instance
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tickers: Securities to query
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start_date: Start date (YYYYMMDD format)
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end_date: End date (YYYYMMDD format)
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dividend_types: Dividend event type filter
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window_days: Rolling trailing window in calendar days
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"""
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def recipe_etf_holdings(engine: PyEngine, etf_ticker: builtins.str, fields: typing.Optional[typing.Sequence[builtins.str]] = None) -> typing.Any:
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r"""
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Fetch ETF constituent holdings via BQL.
@@ -1183,38 +1184,40 @@ def recipe_etf_holdings(engine: PyEngine, etf_ticker: builtins.str, fields: typi
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fields: Additional fields beyond defaults (id_isin, weights, id().position)
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"""
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def recipe_vol_surface(engine: PyEngine, tickers: typing.Sequence[builtins.str], start_date: builtins.str, end_date: builtins.str, presets: typing.Optional[typing.Sequence[builtins.str]] = None, field_specs: typing.Optional[typing.Sequence[builtins.str]] = None, as_decimal: typing.Optional[builtins.bool] = True, include_derived: typing.Optional[builtins.bool] = False, risk_free_rate: typing.Optional[builtins.float] = None, dividend_yield_field: typing.Optional[builtins.str] = None) -> typing.Any:
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def recipe_fut_ticker(engine: PyEngine, gen_ticker: builtins.str, dt: builtins.str, freq: typing.Optional[builtins.str] = None) -> typing.Any:
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r"""
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Build a tidy historical implied volatility surface.
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Resolve a generic futures ticker to a specific contract ticker.
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Args:
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engine: Bloomberg engine instance
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gen_ticker: Generic futures ticker (e.g., "ES1 Index", "CL2 Comdty")
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dt: Reference date (YYYYMMDD format)
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freq: Roll frequency ("M" monthly, "Q"/"QE" quarterly)
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"""
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def recipe_index_members(engine: PyEngine, index: builtins.str, field: typing.Optional[builtins.str] = None, asof: typing.Optional[builtins.str] = None) -> typing.Any:
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def recipe_futures_curve(engine: PyEngine, gen_ticker: builtins.str, asof: typing.Optional[builtins.str] = None, chain_field: typing.Optional[builtins.str] = None, fields: typing.Optional[typing.Sequence[builtins.str]] = None, max_contracts: typing.Optional[builtins.int] = None) -> typing.Any:
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r"""
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Fetch normalized index members from Bloomberg bulk constituent fields.
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Build a futures chain table with contract metadata, mid, and annualized carry.
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Args:
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engine: Bloomberg engine instance
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gen_ticker: Generic futures ticker (e.g., "ES1 Index")
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asof: Optional chain date (YYYYMMDD format)
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chain_field: Bloomberg bulk chain field (default FUT_CHAIN_LAST_TRADE_DATES)
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fields: Contract metadata fields to retrieve
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max_contracts: Optional positive row limit
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"""
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1196-
def recipe_resolve_isins(engine: PyEngine, isins: typing.Sequence[builtins.str]) -> typing.Any:
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def recipe_index_members(engine: PyEngine, index: builtins.str, field: typing.Optional[builtins.str] = None, asof: typing.Optional[builtins.str] = None) -> typing.Any:
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r"""
1198-
Resolve equity ISINs through Bloomberg `/ISIN/<id>` lookups.
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Fetch normalized index members from Bloomberg bulk constituent fields.
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"""
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def recipe_issuer_isins(engine: PyEngine, bond_isins: typing.Sequence[builtins.str]) -> typing.Any:
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r"""
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Resolve bond ISINs to issuer equity ISINs.
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"""
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def recipe_fut_ticker(engine: PyEngine, gen_ticker: builtins.str, dt: builtins.str, freq: typing.Optional[builtins.str] = None) -> typing.Any:
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r"""
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Resolve a generic futures ticker to a specific contract ticker.
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Args:
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engine: Bloomberg engine instance
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gen_ticker: Generic futures ticker (e.g., "ES1 Index", "CL2 Comdty")
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dt: Reference date (YYYYMMDD format)
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freq: Roll frequency ("M" monthly, "Q"/"QE" quarterly)
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"""
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def recipe_preferreds(engine: PyEngine, ticker: builtins.str, fields: typing.Optional[typing.Sequence[builtins.str]] = None) -> typing.Any:
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r"""
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Find preferred stocks for a company via BQL.
@@ -1225,6 +1228,11 @@ def recipe_preferreds(engine: PyEngine, ticker: builtins.str, fields: typing.Opt
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fields: Additional fields to retrieve (default: id, name)
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"""
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1231+
def recipe_resolve_isins(engine: PyEngine, isins: typing.Sequence[builtins.str]) -> typing.Any:
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r"""
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Resolve equity ISINs through Bloomberg `/ISIN/<id>` lookups.
1234+
"""
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def recipe_turnover(engine: PyEngine, tickers: typing.Sequence[builtins.str], start_date: builtins.str, end_date: builtins.str, ccy: typing.Optional[builtins.str] = None, factor: typing.Optional[builtins.float] = None) -> typing.Any:
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r"""
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Fetch trading volume and turnover for securities.
@@ -1238,6 +1246,11 @@ def recipe_turnover(engine: PyEngine, tickers: typing.Sequence[builtins.str], st
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factor: Division factor (e.g., 1_000_000.0 for millions)
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"""
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1249+
def recipe_vol_surface(engine: PyEngine, tickers: typing.Sequence[builtins.str], start_date: builtins.str, end_date: builtins.str, presets: typing.Optional[typing.Sequence[builtins.str]] = None, field_specs: typing.Optional[typing.Sequence[builtins.str]] = None, as_decimal: typing.Optional[builtins.bool] = True, include_derived: typing.Optional[builtins.bool] = False, risk_free_rate: typing.Optional[builtins.float] = None, dividend_yield_field: typing.Optional[builtins.str] = None) -> typing.Any:
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r"""
1251+
Build a tidy historical implied volatility surface.
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"""
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def recipe_yas(engine: PyEngine, tickers: typing.Sequence[builtins.str], fields: typing.Sequence[builtins.str], settle_dt: typing.Optional[builtins.str] = None, yield_type: typing.Optional[builtins.int] = None, spread: typing.Optional[builtins.float] = None, yield_val: typing.Optional[builtins.float] = None, price: typing.Optional[builtins.float] = None, benchmark: typing.Optional[builtins.str] = None) -> typing.Any:
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r"""
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YAS (Yield & Spread Analysis) recipe.

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