Add ANBIMA Títulos Públicos (TPF) secondary-market source#22
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New get_tpf() fetches daily reference rates for outstanding federal government bonds (LTN, LFT, NTN-B, NTN-C, NTN-F) from ANBIMA's public file www.anbima.com.br/informacoes/merc-sec/arqs/ms{ymd}.txt — no key, no auth, same @-separated layout as the existing debêntures feed. Wired through the stack mirroring get_debentures: - TPFQuote model + get_tpf() in sources/anbima/indices.py - GET /anbima/tpf (filter by titulo, limit) - findata anbima tpf CLI command - parse + endpoint tests; CHANGELOG entry Closes the one clean open gap on data.anbima.com.br's datasets that has a key-free equivalent. The portal's fund datasets remain reCAPTCHA-gated and are intentionally not automated. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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📝 WalkthroughWalkthroughAdds end-to-end support for ANBIMA's daily TPF (federal public bond) secondary-market reference data. A new ChangesANBIMA TPF Data Source
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Code Review
This pull request adds support for the ANBIMA Títulos Pùblicos (TPF) secondary market, introducing a new API endpoint /anbima/tpf, a CLI command findata anbima tpf, and the corresponding parser and data models. The review feedback highlights a potential parsing issue where the header check for "titulo" might fail if the source file contains the accented word "título", and suggests a more robust prefix-based check.
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…eview Adversarial review (grok-composer-2.5 external + host cross-validation) flagged that get_tpf shipped without the resilience get_ima_history already has. Fixes, all additive: - Weekend/holiday HTTP 404 now returns [] instead of surfacing as a 500. Shared helper _fetch_anbima_txt() catches HTTPStatusError, maps 404 -> [] (debug log), logs+re-raises other HTTP errors. Applied to get_debentures too, since it shared the same wart. - Download size capped (max_bytes=8 MiB) to bound pathological upstream bodies. - Header detection tolerates an accented "Título" via _norm_header() (NFKD accent strip); previously the exact == "titulo" gate would silently return [] on any accent drift. - _compact_to_iso() validates the YYYYMMDD it builds with date.fromisoformat; a shape-valid-but-impossible date (e.g. 20261399) keeps the raw token rather than fabricating "2026-13-99". - Warn-log when a file yields no recognisable header row. Tests: +5 negative-path cases (404->[] at lib and API layer, accented header, compact-date validation). 224 -> 229 tests; ruff + mypy clean. Deferred (whole-codebase, not TPF-specific; tracked separately): server-local date.today() default, shared-LRU cache namespacing, float->Decimal for PU. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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Actionable comments posted: 2
🤖 Prompt for all review comments with AI agents
Verify each finding against current code. Fix only still-valid issues, skip the
rest with a brief reason, keep changes minimal, and validate.
Inline comments:
In `@src/findata/sources/anbima/indices.py`:
- Around line 628-632: Remove the duplicate `if not header_seen:` conditional on
line 629 that creates redundant nesting. Replace the current header detection
logic that uses `cells[0].strip().lower().startswith("tit")` with a call to the
`_norm_header` helper function, which properly handles accented characters.
Apply `_norm_header` to the header text being checked so that accented "Título"
headers are correctly recognized, as the current string method comparison fails
when the second character is an accent (í instead of i). This aligns with the
test expectations and PR objectives for accent-tolerant header detection.
In `@tests/test_anbima.py`:
- Around line 167-177: The implementation in the indices.py file at line 630
checks header names using `.lower().startswith("tit")` without accent
normalization, which fails for accented "Título" since the accented character
"í" differs from "i". To fix this, apply the `_norm_header` function to
normalize accented characters before performing the startswith comparison,
ensuring both "Titulo" and "Título" are recognized as the same header regardless
of accents.
🪄 Autofix (Beta)
Fix all unresolved CodeRabbit comments on this PR:
- Push a commit to this branch (recommended)
- Create a new PR with the fixes
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📒 Files selected for processing (4)
CHANGELOG.mdsrc/findata/api/app.pysrc/findata/sources/anbima/indices.pytests/test_anbima.py
✅ Files skipped from review due to trivial changes (1)
- CHANGELOG.md
…eader check Conflict was confined to the [Unreleased] section of CHANGELOG.md: the feat branch added an `### Added` (TPF) block while main added a `### Fixed` (cvm holdings) block. Both kept, ordered Added before Fixed per Keep a Changelog. Also fixes a syntax error on the PR head (commit 3222ec5): a GitHub web "commit suggestion" duplicated `if not header_seen:` and replaced the accent-tolerant header check with `.lower().startswith("tit")`, which an IndentationError aside would have stopped matching the accented "Título" header and broken the documented "accented header tolerated" behavior. Restored `_norm_header(...).startswith("titul")`. Verified on the merged tree: 231 passed, 15 deselected; ruff + mypy clean on the changed module. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
* Add ANBIMA Títulos Públicos (TPF) secondary-market source New get_tpf() fetches daily reference rates for outstanding federal government bonds (LTN, LFT, NTN-B, NTN-C, NTN-F) from ANBIMA's public file www.anbima.com.br/informacoes/merc-sec/arqs/ms{ymd}.txt — no key, no auth, same @-separated layout as the existing debêntures feed. Wired through the stack mirroring get_debentures: - TPFQuote model + get_tpf() in sources/anbima/indices.py - GET /anbima/tpf (filter by titulo, limit) - findata anbima tpf CLI command - parse + endpoint tests; CHANGELOG entry Closes the one clean open gap on data.anbima.com.br's datasets that has a key-free equivalent. The portal's fund datasets remain reCAPTCHA-gated and are intentionally not automated. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> * harden(anbima): make TPF/debêntures fetch resilient per adversarial review Adversarial review (grok-composer-2.5 external + host cross-validation) flagged that get_tpf shipped without the resilience get_ima_history already has. Fixes, all additive: - Weekend/holiday HTTP 404 now returns [] instead of surfacing as a 500. Shared helper _fetch_anbima_txt() catches HTTPStatusError, maps 404 -> [] (debug log), logs+re-raises other HTTP errors. Applied to get_debentures too, since it shared the same wart. - Download size capped (max_bytes=8 MiB) to bound pathological upstream bodies. - Header detection tolerates an accented "Título" via _norm_header() (NFKD accent strip); previously the exact == "titulo" gate would silently return [] on any accent drift. - _compact_to_iso() validates the YYYYMMDD it builds with date.fromisoformat; a shape-valid-but-impossible date (e.g. 20261399) keeps the raw token rather than fabricating "2026-13-99". - Warn-log when a file yields no recognisable header row. Tests: +5 negative-path cases (404->[] at lib and API layer, accented header, compact-date validation). 224 -> 229 tests; ruff + mypy clean. Deferred (whole-codebase, not TPF-specific; tracked separately): server-local date.today() default, shared-LRU cache namespacing, float->Decimal for PU. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> * Update src/findata/sources/anbima/indices.py Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com> --------- Co-authored-by: Roberto <robertoecf@users.noreply.github.com> Co-authored-by: Claude Opus 4.8 <noreply@anthropic.com> Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
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What
Adds
get_tpf()— daily secondary-market reference rates for outstanding federal government bonds (LTN, LFT, NTN-B, NTN-C, NTN-F) from ANBIMA's public filewww.anbima.com.br/informacoes/merc-sec/arqs/ms{ymd}.txt. No API key, no auth — same@-separated layout as the existing debêntures feed.Wired through the full stack mirroring
get_debentures:TPFQuotemodel +get_tpf()insources/anbima/indices.py(compactYYYYMMDDdate handling, BR-decimal rates incl. negatives)GET /anbima/tpf— filter bytitulo(bond type),limitfindata anbima tpfCLI commandWhy
Closes the one clean key-free gap among the
data.anbima.com.brdatasets. The portal's fund datasets (e.g. the admin-vs-gestão fee split) are free but reCAPTCHA-gated at the API layer (g-google-authorizationheader on every request), so they're intentionally not automated here.Verification
pytest— 235 passed (3 new), 16 deselectedruff+mypyclean on changed modules🤖 Generated with Claude Code
Summary by CodeRabbit
/anbima/tpf, afindata anbima tpfCLI command, and the associated data function, with optional date and bond-type (titulo) filtering and result limiting.