From f117637364715b05e86dd1acd642e30cf80dc62e Mon Sep 17 00:00:00 2001
From: ymyke <michael.naef@gmail.com>
Date: Wed, 6 Apr 2022 13:36:34 +0200
Subject: [PATCH] Rename investpy pme functions to xpme

Resolves #9
---
 README.md                    | 12 ++++++------
 pypme/__init__.py            |  4 ++--
 pypme/mod_investpy_pme.py    |  6 +++---
 tests/test_investpy_pypme.py | 14 +++++++-------
 4 files changed, 18 insertions(+), 18 deletions(-)

diff --git a/README.md b/README.md
index 621d25c..da902a4 100644
--- a/README.md
+++ b/README.md
@@ -40,26 +40,26 @@ Notes:
   case, the IRR is for the underlying period.
 - `verbose_pme`: Calculate PME for evenly spaced cashflows and return vebose
   information.
-- `investpy_pme` and `investpy_verbose_pme`: Use price information from Investing.com.
+- `investpy_xpme` and `investpy_verbose_xpme`: Use price information from Investing.com.
   See below.
 
 ## Investpy examples -- using investpy to retrieve PME prices online
 
-Use `investpy_pme` and `investpy_verbose_pme` to use a ticker from Investing.com and
+Use `investpy_xpme` and `investpy_verbose_xpme` to use a ticker from Investing.com and
 compare with those prices. Like so:
 
 ```python
 from datetime import date
-from pypme import investpy_pme
+from pypme import investpy_xpme
 
 common_args = {
     "dates": [date(2012, 1, 1), date(2013, 1, 1)],
     "cashflows": [-100],
     "prices": [1, 1],
 }
-print(investpy_pme(pme_ticker="Global X Lithium", pme_type="etf", **common_args))
-print(investpy_pme(pme_ticker="bitcoin", pme_type="crypto", **common_args))
-print(investpy_pme(pme_ticker="SRENH", pme_type="stock", pme_country="switzerland", **common_args))
+print(investpy_xpme(pme_ticker="Global X Lithium", pme_type="etf", **common_args))
+print(investpy_xpme(pme_ticker="bitcoin", pme_type="crypto", **common_args))
+print(investpy_xpme(pme_ticker="SRENH", pme_type="stock", pme_country="switzerland", **common_args))
 ```
 
 Produces:
diff --git a/pypme/__init__.py b/pypme/__init__.py
index bcc4636..fb4119c 100644
--- a/pypme/__init__.py
+++ b/pypme/__init__.py
@@ -1,7 +1,7 @@
 __version__ = '0.2.0'
 from .pme import verbose_pme, pme, verbose_xpme, xpme
 from .mod_investpy_pme import (
-    investpy_verbose_pme,
-    investpy_pme,
+    investpy_verbose_xpme,
+    investpy_xpme,
     pick_prices_from_dataframe,
 )
diff --git a/pypme/mod_investpy_pme.py b/pypme/mod_investpy_pme.py
index 503fd54..9fdedfe 100644
--- a/pypme/mod_investpy_pme.py
+++ b/pypme/mod_investpy_pme.py
@@ -41,7 +41,7 @@ def get_historical_data(ticker: str, type: str, **kwargs) -> pd.DataFrame:
     return getattr(investpy, "get_" + type + "_historical_data")(**kwargs)
 
 
-def investpy_verbose_pme(
+def investpy_verbose_xpme(
     dates: List[date],
     cashflows: List[float],
     prices: List[float],
@@ -64,7 +64,7 @@ def investpy_verbose_pme(
     )
 
 
-def investpy_pme(
+def investpy_xpme(
     dates: List[date],
     cashflows: List[float],
     prices: List[float],
@@ -75,6 +75,6 @@ def investpy_pme(
     """Calculate PME and return the PME IRR only, retrieving PME price information from
     Investing.com in real time.
     """
-    return investpy_verbose_pme(
+    return investpy_verbose_xpme(
         dates, cashflows, prices, pme_ticker, pme_type, pme_country
     )[0]
diff --git a/tests/test_investpy_pypme.py b/tests/test_investpy_pypme.py
index fadb9ad..91f67ff 100644
--- a/tests/test_investpy_pypme.py
+++ b/tests/test_investpy_pypme.py
@@ -1,7 +1,7 @@
 import pytest
 from datetime import date
 import pandas as pd
-from pypme.mod_investpy_pme import investpy_pme, investpy_verbose_pme
+from pypme.mod_investpy_pme import investpy_xpme, investpy_verbose_xpme
 
 
 @pytest.mark.parametrize(
@@ -32,7 +32,7 @@
         ),
     ],
 )
-def test_investpy_pme(
+def test_investpy_xpme(
     mocker,
     dates,
     cashflows,
@@ -53,7 +53,7 @@ def test_investpy_pme(
             {"Close": {pd.Timestamp(x): y for x, y in zip(pme_timestamps, pme_prices)}}
         ),
     )
-    pme_irr, asset_irr, df = investpy_verbose_pme(
+    pme_irr, asset_irr, df = investpy_verbose_xpme(
         dates=dates,
         cashflows=cashflows,
         prices=prices,
@@ -63,7 +63,7 @@ def test_investpy_pme(
     assert round(asset_irr * 100.0, 2) == round(target_asset_irr, 2)
     assert isinstance(df, pd.DataFrame)
 
-    pme_irr = investpy_pme(
+    pme_irr = investpy_xpme(
         dates=dates,
         cashflows=cashflows,
         prices=prices,
@@ -72,9 +72,9 @@ def test_investpy_pme(
     assert round(pme_irr * 100.0, 2) == round(target_pme_irr, 2)
 
 
-def test_investpy_pme_networked():
-    """Test `investpy_pme` with an actual network/API call."""
-    pme_irr, asset_irr, df = investpy_verbose_pme(
+def test_investpy_xpme_networked():
+    """Test `investpy_xpme` with an actual network/API call."""
+    pme_irr, asset_irr, df = investpy_verbose_xpme(
         dates=[date(2012, 1, 1), date(2013, 1, 1)],
         cashflows=[-100],
         prices=[1, 1.1],