optPricing 2.0.3__tar.gz → 2.2.0__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (468) hide show
  1. optpricing-2.2.0/.github/ISSUE_TEMPLATE/bug_report.md +38 -0
  2. optpricing-2.2.0/.github/ISSUE_TEMPLATE/feature_request.md +20 -0
  3. optpricing-2.2.0/.github/workflows/ci.yml +80 -0
  4. optpricing-2.2.0/.github/workflows/publish.yml +43 -0
  5. optpricing-2.2.0/.gitignore +29 -0
  6. optpricing-2.2.0/.pre-commit-config.yaml +17 -0
  7. {optpricing-2.0.3 → optpricing-2.2.0}/CHANGELOG.md +6 -6
  8. optpricing-2.2.0/CODE_OF_CONDUCT.md +128 -0
  9. optpricing-2.2.0/CONTRIBUTING.md +58 -0
  10. {optpricing-2.0.3 → optpricing-2.2.0}/LICENSE +9 -9
  11. {optpricing-2.0.3 → optpricing-2.2.0}/MANIFEST.in +5 -5
  12. optpricing-2.2.0/Makefile +23 -0
  13. {optpricing-2.0.3/src/optPricing.egg-info → optpricing-2.2.0}/PKG-INFO +105 -113
  14. optpricing-2.2.0/PULL_REQUEST_TEMPLATE.md +23 -0
  15. {optpricing-2.0.3 → optpricing-2.2.0}/README.md +58 -66
  16. optpricing-2.2.0/SECURITY.md +15 -0
  17. optpricing-2.2.0/artifacts/backtest_logs/SPY_backtest_2025-06-17.csv +3 -0
  18. optpricing-2.2.0/artifacts/calibrated_params/SPY_BSM_2023-01-01.json +8 -0
  19. optpricing-2.2.0/artifacts/calibrated_params/SPY_BSM_2025-06-17.json +3 -0
  20. optpricing-2.2.0/artifacts/calibrated_params/SPY_Black-Scholes_2025-06-17.json +3 -0
  21. optpricing-2.2.0/artifacts/calibrated_params/SPY_Merton_2025-06-17.json +7 -0
  22. optpricing-2.2.0/artifacts/calibration_logs/SPY_evaluation_2025-06-16.csv +3 -0
  23. optpricing-2.2.0/config.yaml +34 -0
  24. optpricing-2.2.0/data/historical_data/AAPL_10y_returns.parquet +0 -0
  25. optpricing-2.2.0/data/historical_data/AMC_10y_returns.parquet +0 -0
  26. optpricing-2.2.0/data/historical_data/AMD_10y_returns.parquet +0 -0
  27. optpricing-2.2.0/data/historical_data/AMZN_10y_returns.parquet +0 -0
  28. optpricing-2.2.0/data/historical_data/BAC_10y_returns.parquet +0 -0
  29. optpricing-2.2.0/data/historical_data/BA_10y_returns.parquet +0 -0
  30. optpricing-2.2.0/data/historical_data/CAT_10y_returns.parquet +0 -0
  31. optpricing-2.2.0/data/historical_data/CVX_10y_returns.parquet +0 -0
  32. optpricing-2.2.0/data/historical_data/GME_10y_returns.parquet +0 -0
  33. optpricing-2.2.0/data/historical_data/GOOGL_10y_returns.parquet +0 -0
  34. optpricing-2.2.0/data/historical_data/GS_10y_returns.parquet +0 -0
  35. optpricing-2.2.0/data/historical_data/HD_10y_returns.parquet +0 -0
  36. optpricing-2.2.0/data/historical_data/JNJ_10y_returns.parquet +0 -0
  37. optpricing-2.2.0/data/historical_data/JPM_10y_returns.parquet +0 -0
  38. optpricing-2.2.0/data/historical_data/META_10y_returns.parquet +0 -0
  39. optpricing-2.2.0/data/historical_data/MSFT_10y_returns.parquet +0 -0
  40. optpricing-2.2.0/data/historical_data/NKE_10y_returns.parquet +0 -0
  41. optpricing-2.2.0/data/historical_data/NVDA_10y_returns.parquet +0 -0
  42. optpricing-2.2.0/data/historical_data/PFE_10y_returns.parquet +0 -0
  43. optpricing-2.2.0/data/historical_data/QQQ_10y_returns.parquet +0 -0
  44. optpricing-2.2.0/data/historical_data/SPY_10y_returns.parquet +0 -0
  45. optpricing-2.2.0/data/historical_data/SPY_5y_returns.parquet +0 -0
  46. optpricing-2.2.0/data/historical_data/TSLA_10y_returns.parquet +0 -0
  47. optpricing-2.2.0/data/historical_data/UNH_10y_returns.parquet +0 -0
  48. optpricing-2.2.0/data/historical_data/WMT_10y_returns.parquet +0 -0
  49. optpricing-2.2.0/data/historical_data/XOM_10y_returns.parquet +0 -0
  50. optpricing-2.2.0/data/market_data_snapshots/AAPL_2025-06-16.parquet +0 -0
  51. optpricing-2.2.0/data/market_data_snapshots/AAPL_2025-06-17.parquet +0 -0
  52. optpricing-2.2.0/data/market_data_snapshots/AAPL_2025-06-26.parquet +0 -0
  53. optpricing-2.2.0/data/market_data_snapshots/AAPL_2025-07-02.parquet +0 -0
  54. optpricing-2.2.0/data/market_data_snapshots/AAPL_2025-07-03.parquet +0 -0
  55. optpricing-2.2.0/data/market_data_snapshots/AMC_2025-06-17.parquet +0 -0
  56. optpricing-2.2.0/data/market_data_snapshots/AMC_2025-06-26.parquet +0 -0
  57. optpricing-2.2.0/data/market_data_snapshots/AMC_2025-07-02.parquet +0 -0
  58. optpricing-2.2.0/data/market_data_snapshots/AMC_2025-07-03.parquet +0 -0
  59. optpricing-2.2.0/data/market_data_snapshots/AMD_2025-06-17.parquet +0 -0
  60. optpricing-2.2.0/data/market_data_snapshots/AMD_2025-06-26.parquet +0 -0
  61. optpricing-2.2.0/data/market_data_snapshots/AMD_2025-07-02.parquet +0 -0
  62. optpricing-2.2.0/data/market_data_snapshots/AMD_2025-07-03.parquet +0 -0
  63. optpricing-2.2.0/data/market_data_snapshots/AMZN_2025-06-17.parquet +0 -0
  64. optpricing-2.2.0/data/market_data_snapshots/AMZN_2025-06-26.parquet +0 -0
  65. optpricing-2.2.0/data/market_data_snapshots/AMZN_2025-07-02.parquet +0 -0
  66. optpricing-2.2.0/data/market_data_snapshots/AMZN_2025-07-03.parquet +0 -0
  67. optpricing-2.2.0/data/market_data_snapshots/BAC_2025-06-17.parquet +0 -0
  68. optpricing-2.2.0/data/market_data_snapshots/BAC_2025-06-26.parquet +0 -0
  69. optpricing-2.2.0/data/market_data_snapshots/BAC_2025-07-02.parquet +0 -0
  70. optpricing-2.2.0/data/market_data_snapshots/BAC_2025-07-03.parquet +0 -0
  71. optpricing-2.2.0/data/market_data_snapshots/BA_2025-06-17.parquet +0 -0
  72. optpricing-2.2.0/data/market_data_snapshots/BA_2025-06-26.parquet +0 -0
  73. optpricing-2.2.0/data/market_data_snapshots/BA_2025-07-02.parquet +0 -0
  74. optpricing-2.2.0/data/market_data_snapshots/BA_2025-07-03.parquet +0 -0
  75. optpricing-2.2.0/data/market_data_snapshots/CAT_2025-06-17.parquet +0 -0
  76. optpricing-2.2.0/data/market_data_snapshots/CAT_2025-06-26.parquet +0 -0
  77. optpricing-2.2.0/data/market_data_snapshots/CAT_2025-07-02.parquet +0 -0
  78. optpricing-2.2.0/data/market_data_snapshots/CAT_2025-07-03.parquet +0 -0
  79. optpricing-2.2.0/data/market_data_snapshots/CVX_2025-06-17.parquet +0 -0
  80. optpricing-2.2.0/data/market_data_snapshots/CVX_2025-06-26.parquet +0 -0
  81. optpricing-2.2.0/data/market_data_snapshots/CVX_2025-07-02.parquet +0 -0
  82. optpricing-2.2.0/data/market_data_snapshots/CVX_2025-07-03.parquet +0 -0
  83. optpricing-2.2.0/data/market_data_snapshots/GME_2025-06-17.parquet +0 -0
  84. optpricing-2.2.0/data/market_data_snapshots/GME_2025-06-26.parquet +0 -0
  85. optpricing-2.2.0/data/market_data_snapshots/GME_2025-07-02.parquet +0 -0
  86. optpricing-2.2.0/data/market_data_snapshots/GME_2025-07-03.parquet +0 -0
  87. optpricing-2.2.0/data/market_data_snapshots/GOOGL_2025-06-16.parquet +0 -0
  88. optpricing-2.2.0/data/market_data_snapshots/GOOGL_2025-06-17.parquet +0 -0
  89. optpricing-2.2.0/data/market_data_snapshots/GOOGL_2025-06-26.parquet +0 -0
  90. optpricing-2.2.0/data/market_data_snapshots/GOOGL_2025-07-02.parquet +0 -0
  91. optpricing-2.2.0/data/market_data_snapshots/GOOGL_2025-07-03.parquet +0 -0
  92. optpricing-2.2.0/data/market_data_snapshots/GS_2025-06-17.parquet +0 -0
  93. optpricing-2.2.0/data/market_data_snapshots/GS_2025-06-26.parquet +0 -0
  94. optpricing-2.2.0/data/market_data_snapshots/GS_2025-07-02.parquet +0 -0
  95. optpricing-2.2.0/data/market_data_snapshots/GS_2025-07-03.parquet +0 -0
  96. optpricing-2.2.0/data/market_data_snapshots/HD_2025-06-17.parquet +0 -0
  97. optpricing-2.2.0/data/market_data_snapshots/HD_2025-06-26.parquet +0 -0
  98. optpricing-2.2.0/data/market_data_snapshots/HD_2025-07-02.parquet +0 -0
  99. optpricing-2.2.0/data/market_data_snapshots/HD_2025-07-03.parquet +0 -0
  100. optpricing-2.2.0/data/market_data_snapshots/JNJ_2025-06-17.parquet +0 -0
  101. optpricing-2.2.0/data/market_data_snapshots/JNJ_2025-06-26.parquet +0 -0
  102. optpricing-2.2.0/data/market_data_snapshots/JNJ_2025-07-02.parquet +0 -0
  103. optpricing-2.2.0/data/market_data_snapshots/JNJ_2025-07-03.parquet +0 -0
  104. optpricing-2.2.0/data/market_data_snapshots/JPM_2025-06-17.parquet +0 -0
  105. optpricing-2.2.0/data/market_data_snapshots/JPM_2025-06-26.parquet +0 -0
  106. optpricing-2.2.0/data/market_data_snapshots/JPM_2025-07-02.parquet +0 -0
  107. optpricing-2.2.0/data/market_data_snapshots/JPM_2025-07-03.parquet +0 -0
  108. optpricing-2.2.0/data/market_data_snapshots/META_2025-06-16.parquet +0 -0
  109. optpricing-2.2.0/data/market_data_snapshots/META_2025-06-17.parquet +0 -0
  110. optpricing-2.2.0/data/market_data_snapshots/META_2025-06-26.parquet +0 -0
  111. optpricing-2.2.0/data/market_data_snapshots/META_2025-07-02.parquet +0 -0
  112. optpricing-2.2.0/data/market_data_snapshots/META_2025-07-03.parquet +0 -0
  113. optpricing-2.2.0/data/market_data_snapshots/MSFT_2025-06-17.parquet +0 -0
  114. optpricing-2.2.0/data/market_data_snapshots/MSFT_2025-06-26.parquet +0 -0
  115. optpricing-2.2.0/data/market_data_snapshots/MSFT_2025-07-02.parquet +0 -0
  116. optpricing-2.2.0/data/market_data_snapshots/MSFT_2025-07-03.parquet +0 -0
  117. optpricing-2.2.0/data/market_data_snapshots/NKE_2025-06-17.parquet +0 -0
  118. optpricing-2.2.0/data/market_data_snapshots/NKE_2025-06-26.parquet +0 -0
  119. optpricing-2.2.0/data/market_data_snapshots/NKE_2025-07-02.parquet +0 -0
  120. optpricing-2.2.0/data/market_data_snapshots/NKE_2025-07-03.parquet +0 -0
  121. optpricing-2.2.0/data/market_data_snapshots/NVDA_2025-06-17.parquet +0 -0
  122. optpricing-2.2.0/data/market_data_snapshots/NVDA_2025-06-26.parquet +0 -0
  123. optpricing-2.2.0/data/market_data_snapshots/NVDA_2025-07-02.parquet +0 -0
  124. optpricing-2.2.0/data/market_data_snapshots/NVDA_2025-07-03.parquet +0 -0
  125. optpricing-2.2.0/data/market_data_snapshots/PFE_2025-06-17.parquet +0 -0
  126. optpricing-2.2.0/data/market_data_snapshots/PFE_2025-06-26.parquet +0 -0
  127. optpricing-2.2.0/data/market_data_snapshots/PFE_2025-07-02.parquet +0 -0
  128. optpricing-2.2.0/data/market_data_snapshots/PFE_2025-07-03.parquet +0 -0
  129. optpricing-2.2.0/data/market_data_snapshots/QQQ_2025-06-17.parquet +0 -0
  130. optpricing-2.2.0/data/market_data_snapshots/QQQ_2025-06-26.parquet +0 -0
  131. optpricing-2.2.0/data/market_data_snapshots/QQQ_2025-07-02.parquet +0 -0
  132. optpricing-2.2.0/data/market_data_snapshots/QQQ_2025-07-03.parquet +0 -0
  133. optpricing-2.2.0/data/market_data_snapshots/SPY_2025-06-16.parquet +0 -0
  134. optpricing-2.2.0/data/market_data_snapshots/SPY_2025-06-17.parquet +0 -0
  135. optpricing-2.2.0/data/market_data_snapshots/SPY_2025-06-26.parquet +0 -0
  136. optpricing-2.2.0/data/market_data_snapshots/SPY_2025-07-02.parquet +0 -0
  137. optpricing-2.2.0/data/market_data_snapshots/SPY_2025-07-03.parquet +0 -0
  138. optpricing-2.2.0/data/market_data_snapshots/TSLA_2025-06-16.parquet +0 -0
  139. optpricing-2.2.0/data/market_data_snapshots/TSLA_2025-06-17.parquet +0 -0
  140. optpricing-2.2.0/data/market_data_snapshots/TSLA_2025-06-26.parquet +0 -0
  141. optpricing-2.2.0/data/market_data_snapshots/TSLA_2025-07-02.parquet +0 -0
  142. optpricing-2.2.0/data/market_data_snapshots/TSLA_2025-07-03.parquet +0 -0
  143. optpricing-2.2.0/data/market_data_snapshots/UNH_2025-06-17.parquet +0 -0
  144. optpricing-2.2.0/data/market_data_snapshots/UNH_2025-06-26.parquet +0 -0
  145. optpricing-2.2.0/data/market_data_snapshots/UNH_2025-07-02.parquet +0 -0
  146. optpricing-2.2.0/data/market_data_snapshots/UNH_2025-07-03.parquet +0 -0
  147. optpricing-2.2.0/data/market_data_snapshots/WMT_2025-06-17.parquet +0 -0
  148. optpricing-2.2.0/data/market_data_snapshots/WMT_2025-06-26.parquet +0 -0
  149. optpricing-2.2.0/data/market_data_snapshots/WMT_2025-07-02.parquet +0 -0
  150. optpricing-2.2.0/data/market_data_snapshots/WMT_2025-07-03.parquet +0 -0
  151. optpricing-2.2.0/data/market_data_snapshots/XOM_2025-06-17.parquet +0 -0
  152. optpricing-2.2.0/data/market_data_snapshots/XOM_2025-06-26.parquet +0 -0
  153. optpricing-2.2.0/data/market_data_snapshots/XOM_2025-07-02.parquet +0 -0
  154. optpricing-2.2.0/data/market_data_snapshots/XOM_2025-07-03.parquet +0 -0
  155. optpricing-2.2.0/demo.py +486 -0
  156. {optpricing-2.0.3 → optpricing-2.2.0}/docs/guide/dashboard.md +45 -45
  157. {optpricing-2.0.3 → optpricing-2.2.0}/docs/guide/getting_started.md +218 -218
  158. {optpricing-2.0.3 → optpricing-2.2.0}/docs/guide/installation.md +33 -33
  159. {optpricing-2.0.3 → optpricing-2.2.0}/docs/guide/introduction.md +35 -35
  160. {optpricing-2.0.3 → optpricing-2.2.0}/docs/index.md +19 -19
  161. optpricing-2.2.0/docs/reference/atoms/bond.md +3 -0
  162. optpricing-2.2.0/docs/reference/atoms/index.md +8 -0
  163. optpricing-2.2.0/docs/reference/atoms/option.md +11 -0
  164. optpricing-2.2.0/docs/reference/atoms/rate.md +3 -0
  165. optpricing-2.2.0/docs/reference/atoms/stock.md +3 -0
  166. optpricing-2.2.0/docs/reference/calibration/calibrator.md +3 -0
  167. optpricing-2.2.0/docs/reference/calibration/fit_jump_parameters.md +3 -0
  168. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/calibration/fit_market_params.md +11 -11
  169. optpricing-2.2.0/docs/reference/calibration/index.md +9 -0
  170. optpricing-2.2.0/docs/reference/calibration/iv_surface.md +3 -0
  171. optpricing-2.2.0/docs/reference/calibration/technique_selector.md +3 -0
  172. optpricing-2.2.0/docs/reference/calibration/vectorized_bsm_iv.md +3 -0
  173. optpricing-2.2.0/docs/reference/calibration/vectorized_integration_iv.md +3 -0
  174. optpricing-2.2.0/docs/reference/cli/backtest.md +5 -0
  175. optpricing-2.2.0/docs/reference/cli/calibrate.md +5 -0
  176. optpricing-2.2.0/docs/reference/cli/data.md +5 -0
  177. optpricing-2.2.0/docs/reference/cli/index.md +17 -0
  178. optpricing-2.2.0/docs/reference/cli/price.md +5 -0
  179. optpricing-2.2.0/docs/reference/cli/tools.md +5 -0
  180. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/dashboard/index.md +6 -6
  181. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/dashboard/plots.md +11 -11
  182. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/dashboard/service.md +5 -5
  183. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/dashboard/widgets.md +7 -7
  184. optpricing-2.2.0/docs/reference/data/historical_manager.md +3 -0
  185. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/data/index.md +5 -5
  186. optpricing-2.2.0/docs/reference/data/market_data_manager.md +3 -0
  187. optpricing-2.2.0/docs/reference/models/base/base_model.md +3 -0
  188. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/models/base/index.md +5 -5
  189. optpricing-2.2.0/docs/reference/models/base/validators.md +3 -0
  190. optpricing-2.2.0/docs/reference/models/bates.md +3 -0
  191. optpricing-2.2.0/docs/reference/models/blacks_approx.md +3 -0
  192. optpricing-2.2.0/docs/reference/models/bsm.md +3 -0
  193. optpricing-2.2.0/docs/reference/models/cev.md +3 -0
  194. optpricing-2.2.0/docs/reference/models/cgmy.md +3 -0
  195. optpricing-2.2.0/docs/reference/models/cir.md +3 -0
  196. optpricing-2.2.0/docs/reference/models/dupire_local.md +3 -0
  197. optpricing-2.2.0/docs/reference/models/heston.md +3 -0
  198. optpricing-2.2.0/docs/reference/models/hyperbolic.md +3 -0
  199. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/models/index.md +11 -11
  200. optpricing-2.2.0/docs/reference/models/kou.md +3 -0
  201. optpricing-2.2.0/docs/reference/models/merton_jump.md +3 -0
  202. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/models/nig.md +3 -3
  203. optpricing-2.2.0/docs/reference/models/perpetual_put.md +3 -0
  204. optpricing-2.2.0/docs/reference/models/sabr.md +3 -0
  205. optpricing-2.2.0/docs/reference/models/sabr_jump.md +3 -0
  206. optpricing-2.2.0/docs/reference/models/vasicek.md +3 -0
  207. optpricing-2.2.0/docs/reference/models/vg.md +3 -0
  208. optpricing-2.2.0/docs/reference/parity/implied_rate.md +3 -0
  209. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/parity/index.md +5 -5
  210. optpricing-2.2.0/docs/reference/parity/parity_model.md +3 -0
  211. optpricing-2.2.0/docs/reference/techniques/american_monte_carlo.md +3 -0
  212. optpricing-2.2.0/docs/reference/techniques/base/base_technique.md +3 -0
  213. optpricing-2.2.0/docs/reference/techniques/base/greek_mixin.md +3 -0
  214. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/techniques/base/index.md +9 -9
  215. optpricing-2.2.0/docs/reference/techniques/base/iv_mixin.md +3 -0
  216. optpricing-2.2.0/docs/reference/techniques/base/lattice_technique.md +3 -0
  217. optpricing-2.2.0/docs/reference/techniques/base/pricing_result.md +3 -0
  218. optpricing-2.2.0/docs/reference/techniques/base/random_utils.md +3 -0
  219. optpricing-2.2.0/docs/reference/techniques/closed_form.md +3 -0
  220. optpricing-2.2.0/docs/reference/techniques/crr.md +3 -0
  221. optpricing-2.2.0/docs/reference/techniques/fft.md +3 -0
  222. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/techniques/index.md +12 -12
  223. optpricing-2.2.0/docs/reference/techniques/integration.md +3 -0
  224. optpricing-2.2.0/docs/reference/techniques/kernels/american_mc_kernels.md +5 -0
  225. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/techniques/kernels/index.md +5 -5
  226. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/techniques/kernels/lattice_kernels.md +5 -5
  227. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/techniques/kernels/mc_kernels.md +5 -5
  228. optpricing-2.2.0/docs/reference/techniques/leisen_reimer.md +3 -0
  229. optpricing-2.2.0/docs/reference/techniques/monte_carlo.md +3 -0
  230. optpricing-2.2.0/docs/reference/techniques/pde.md +3 -0
  231. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/techniques/topm.md +3 -3
  232. optpricing-2.2.0/docs/reference/workflows/backtest_workflow.md +3 -0
  233. optpricing-2.2.0/docs/reference/workflows/daily_workflow.md +3 -0
  234. {optpricing-2.0.3 → optpricing-2.2.0}/docs/reference/workflows/index.md +9 -9
  235. optpricing-2.2.0/examples/demo_american.py +192 -0
  236. optpricing-2.2.0/examples/demo_general.py +45 -0
  237. optpricing-2.2.0/examples/project_tree.py +39 -0
  238. {optpricing-2.0.3 → optpricing-2.2.0}/mkdocs.yml +156 -149
  239. {optpricing-2.0.3 → optpricing-2.2.0}/pyproject.toml +97 -81
  240. {optpricing-2.0.3 → optpricing-2.2.0}/setup.cfg +4 -4
  241. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/__init__.py +105 -101
  242. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/atoms/__init__.py +21 -21
  243. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/atoms/bond.py +28 -28
  244. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/atoms/option.py +70 -70
  245. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/atoms/rate.py +46 -46
  246. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/atoms/stock.py +39 -39
  247. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/__init__.py +25 -25
  248. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/calibrator.py +155 -155
  249. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/fit_jump_parameters.py +66 -66
  250. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/fit_market_params.py +120 -120
  251. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/iv_surface.py +155 -155
  252. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/technique_selector.py +47 -47
  253. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/vectorized_bsm_iv.py +93 -93
  254. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/calibration/vectorized_integration_iv.py +148 -143
  255. optpricing-2.2.0/src/optpricing/cli/__init__.py +10 -0
  256. optpricing-2.2.0/src/optpricing/cli/commands/__init__.py +8 -0
  257. optpricing-2.2.0/src/optpricing/cli/commands/backtest.py +46 -0
  258. optpricing-2.2.0/src/optpricing/cli/commands/calibrate.py +137 -0
  259. optpricing-2.2.0/src/optpricing/cli/commands/dashboard.py +26 -0
  260. optpricing-2.2.0/src/optpricing/cli/commands/data.py +165 -0
  261. optpricing-2.2.0/src/optpricing/cli/commands/demo.py +53 -0
  262. optpricing-2.2.0/src/optpricing/cli/commands/price.py +165 -0
  263. optpricing-2.2.0/src/optpricing/cli/commands/tools.py +88 -0
  264. optpricing-2.2.0/src/optpricing/cli/main.py +64 -0
  265. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/config.py +52 -57
  266. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/__init__.py +14 -14
  267. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/app.py +26 -26
  268. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/pages/1_Calibration.py +76 -73
  269. optpricing-2.2.0/src/optpricing/dashboard/pages/2_Pricer_and_Greeks.py +260 -0
  270. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/pages/3_Financial_Tools.py +267 -231
  271. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/plots.py +157 -157
  272. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/service.py +176 -176
  273. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/widgets.py +87 -87
  274. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/data/__init__.py +28 -26
  275. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/data/historical_manager.py +86 -86
  276. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/data/market_data_manager.py +195 -236
  277. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/__init__.py +54 -54
  278. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/base/__init__.py +16 -16
  279. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/base/base_model.py +198 -198
  280. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/base/validators.py +95 -95
  281. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/bates.py +192 -192
  282. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/blacks_approx.py +134 -134
  283. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/bsm.py +262 -262
  284. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/cev.py +109 -109
  285. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/cgmy.py +189 -189
  286. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/cir.py +90 -90
  287. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/dupire_local.py +67 -67
  288. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/heston.py +204 -204
  289. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/hyperbolic.py +170 -170
  290. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/kou.py +149 -148
  291. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/merton_jump.py +225 -225
  292. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/nig.py +180 -180
  293. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/perpetual_put.py +115 -115
  294. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/sabr.py +64 -64
  295. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/sabr_jump.py +68 -68
  296. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/vasicek.py +88 -88
  297. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/models/vg.py +178 -178
  298. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/parity/__init__.py +13 -13
  299. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/parity/implied_rate.py +110 -110
  300. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/parity/parity_model.py +178 -178
  301. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/__init__.py +33 -31
  302. optpricing-2.2.0/src/optpricing/techniques/american_monte_carlo.py +207 -0
  303. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/base/__init__.py +21 -21
  304. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/base/base_technique.py +54 -54
  305. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/base/greek_mixin.py +265 -265
  306. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/base/iv_mixin.py +116 -116
  307. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/base/lattice_technique.py +129 -129
  308. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/base/pricing_result.py +27 -27
  309. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/base/random_utils.py +31 -31
  310. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/closed_form.py +296 -296
  311. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/crr.py +59 -59
  312. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/fft.py +178 -178
  313. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/integration.py +207 -202
  314. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/kernels/__init__.py +37 -37
  315. optpricing-2.2.0/src/optpricing/techniques/kernels/american_mc_kernels.py +84 -0
  316. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/kernels/lattice_kernels.py +286 -286
  317. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/kernels/mc_kernels.py +359 -337
  318. optpricing-2.2.0/src/optpricing/techniques/kernels/path_kernels.py +327 -0
  319. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/leisen_reimer.py +59 -59
  320. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/monte_carlo.py +280 -259
  321. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/pde.py +155 -155
  322. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/techniques/topm.py +59 -59
  323. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/__init__.py +14 -14
  324. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/backtest_workflow.py +127 -133
  325. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/__init__.py +53 -51
  326. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/bates_config.py +25 -25
  327. optpricing-2.2.0/src/optpricing/workflows/configs/bsm_config.py +6 -0
  328. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/cev_config.py +16 -16
  329. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/cgmy_config.py +18 -18
  330. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/heston_config.py +21 -21
  331. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/hyperbolic_config.py +18 -18
  332. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/kou_config.py +16 -16
  333. optpricing-2.2.0/src/optpricing/workflows/configs/merton_config.py +8 -0
  334. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/nig_config.py +13 -13
  335. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/sabr_config.py +19 -19
  336. optpricing-2.2.0/src/optpricing/workflows/configs/sabr_jump_config.py +25 -0
  337. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/workflows/configs/vg_config.py +9 -9
  338. optpricing-2.2.0/src/optpricing/workflows/daily_workflow.py +202 -0
  339. {optpricing-2.0.3 → optpricing-2.2.0/src/optpricing.egg-info}/PKG-INFO +105 -113
  340. optpricing-2.2.0/src/optpricing.egg-info/SOURCES.txt +407 -0
  341. optpricing-2.2.0/src/optpricing.egg-info/entry_points.txt +2 -0
  342. {optpricing-2.0.3/src/optPricing.egg-info → optpricing-2.2.0/src/optpricing.egg-info}/requires.txt +2 -2
  343. optpricing-2.2.0/src/optpricing.egg-info/top_level.txt +1 -0
  344. optpricing-2.2.0/tests/atoms/test_bond.py +29 -0
  345. optpricing-2.2.0/tests/atoms/test_option.py +61 -0
  346. optpricing-2.2.0/tests/atoms/test_rate.py +25 -0
  347. optpricing-2.2.0/tests/atoms/test_stock.py +42 -0
  348. optpricing-2.2.0/tests/calibration/test_calibrator.py +99 -0
  349. optpricing-2.2.0/tests/calibration/test_fit_jump_parameters.py +35 -0
  350. optpricing-2.2.0/tests/calibration/test_fit_market_params.py +80 -0
  351. optpricing-2.2.0/tests/calibration/test_iv_surface.py +91 -0
  352. optpricing-2.2.0/tests/calibration/test_technique_selector.py +53 -0
  353. optpricing-2.2.0/tests/calibration/test_vectorized_bsm_iv.py +47 -0
  354. optpricing-2.2.0/tests/calibration/test_vectorized_integration_iv.py +45 -0
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  356. optpricing-2.2.0/tests/cli/commands/test_calibrate.py +39 -0
  357. optpricing-2.2.0/tests/cli/commands/test_data.py +53 -0
  358. optpricing-2.2.0/tests/cli/commands/test_price.py +56 -0
  359. optpricing-2.2.0/tests/cli/commands/test_tools.py +65 -0
  360. optpricing-2.2.0/tests/cli/test_main.py +19 -0
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  362. optpricing-2.2.0/tests/dashboard/test_service.py +177 -0
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  364. optpricing-2.2.0/tests/data/test_market_data_manager.py +70 -0
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  366. optpricing-2.2.0/tests/models/base/test_validators.py +61 -0
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  368. optpricing-2.2.0/tests/models/test_blacks_approx.py +93 -0
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  370. optpricing-2.2.0/tests/models/test_cev.py +50 -0
  371. optpricing-2.2.0/tests/models/test_cgmy.py +91 -0
  372. optpricing-2.2.0/tests/models/test_cir.py +45 -0
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  403. optpricing-2.2.0/tests/workflows/test_daily_workflow.py +76 -0
  404. optpricing-2.0.3/docs/reference/atoms/bond.md +0 -3
  405. optpricing-2.0.3/docs/reference/atoms/index.md +0 -8
  406. optpricing-2.0.3/docs/reference/atoms/option.md +0 -11
  407. optpricing-2.0.3/docs/reference/atoms/rate.md +0 -3
  408. optpricing-2.0.3/docs/reference/atoms/stock.md +0 -3
  409. optpricing-2.0.3/docs/reference/calibration/calibrator.md +0 -3
  410. optpricing-2.0.3/docs/reference/calibration/fit_jump_parameters.md +0 -3
  411. optpricing-2.0.3/docs/reference/calibration/index.md +0 -9
  412. optpricing-2.0.3/docs/reference/calibration/iv_surface.md +0 -3
  413. optpricing-2.0.3/docs/reference/calibration/technique_selector.md +0 -3
  414. optpricing-2.0.3/docs/reference/calibration/vectorized_bsm_iv.md +0 -3
  415. optpricing-2.0.3/docs/reference/calibration/vectorized_integration_iv.md +0 -3
  416. optpricing-2.0.3/docs/reference/cli.md +0 -7
  417. optpricing-2.0.3/docs/reference/data/historical_manager.md +0 -3
  418. optpricing-2.0.3/docs/reference/data/market_data_manager.md +0 -3
  419. optpricing-2.0.3/docs/reference/models/base/base_model.md +0 -3
  420. optpricing-2.0.3/docs/reference/models/base/validators.md +0 -3
  421. optpricing-2.0.3/docs/reference/models/bates.md +0 -3
  422. optpricing-2.0.3/docs/reference/models/blacks_approx.md +0 -3
  423. optpricing-2.0.3/docs/reference/models/bsm.md +0 -3
  424. optpricing-2.0.3/docs/reference/models/cev.md +0 -3
  425. optpricing-2.0.3/docs/reference/models/cgmy.md +0 -3
  426. optpricing-2.0.3/docs/reference/models/cir.md +0 -3
  427. optpricing-2.0.3/docs/reference/models/dupire_local.md +0 -3
  428. optpricing-2.0.3/docs/reference/models/heston.md +0 -3
  429. optpricing-2.0.3/docs/reference/models/hyperbolic.md +0 -3
  430. optpricing-2.0.3/docs/reference/models/kou.md +0 -3
  431. optpricing-2.0.3/docs/reference/models/merton_jump.md +0 -3
  432. optpricing-2.0.3/docs/reference/models/perpetual_put.md +0 -3
  433. optpricing-2.0.3/docs/reference/models/sabr.md +0 -3
  434. optpricing-2.0.3/docs/reference/models/sabr_jump.md +0 -3
  435. optpricing-2.0.3/docs/reference/models/vasicek.md +0 -3
  436. optpricing-2.0.3/docs/reference/models/vg.md +0 -3
  437. optpricing-2.0.3/docs/reference/parity/implied_rate.md +0 -3
  438. optpricing-2.0.3/docs/reference/parity/parity_model.md +0 -3
  439. optpricing-2.0.3/docs/reference/techniques/base/base_technique.md +0 -3
  440. optpricing-2.0.3/docs/reference/techniques/base/greek_mixin.md +0 -3
  441. optpricing-2.0.3/docs/reference/techniques/base/iv_mixin.md +0 -3
  442. optpricing-2.0.3/docs/reference/techniques/base/lattice_technique.md +0 -3
  443. optpricing-2.0.3/docs/reference/techniques/base/pricing_result.md +0 -3
  444. optpricing-2.0.3/docs/reference/techniques/base/random_utils.md +0 -3
  445. optpricing-2.0.3/docs/reference/techniques/closed_form.md +0 -3
  446. optpricing-2.0.3/docs/reference/techniques/crr.md +0 -3
  447. optpricing-2.0.3/docs/reference/techniques/fft.md +0 -3
  448. optpricing-2.0.3/docs/reference/techniques/integration.md +0 -3
  449. optpricing-2.0.3/docs/reference/techniques/leisen_reimer.md +0 -3
  450. optpricing-2.0.3/docs/reference/techniques/monte_carlo.md +0 -3
  451. optpricing-2.0.3/docs/reference/techniques/pde.md +0 -3
  452. optpricing-2.0.3/docs/reference/workflows/backtest_workflow.md +0 -3
  453. optpricing-2.0.3/docs/reference/workflows/daily_workflow.md +0 -3
  454. optpricing-2.0.3/src/optPricing.egg-info/SOURCES.txt +0 -175
  455. optpricing-2.0.3/src/optPricing.egg-info/entry_points.txt +0 -3
  456. optpricing-2.0.3/src/optPricing.egg-info/top_level.txt +0 -1
  457. optpricing-2.0.3/src/quantfin/cli.py +0 -540
  458. optpricing-2.0.3/src/quantfin/dashboard/pages/2_Pricer_and_Greeks.py +0 -162
  459. optpricing-2.0.3/src/quantfin/workflows/configs/bsm_config.py +0 -9
  460. optpricing-2.0.3/src/quantfin/workflows/configs/merton_config.py +0 -18
  461. optpricing-2.0.3/src/quantfin/workflows/daily_workflow.py +0 -150
  462. optpricing-2.0.3/tests/test_cli.py +0 -60
  463. {optpricing-2.0.3 → optpricing-2.2.0}/docs/images/bates.png +0 -0
  464. {optpricing-2.0.3 → optpricing-2.2.0}/docs/images/calibration.png +0 -0
  465. {optpricing-2.0.3 → optpricing-2.2.0}/docs/images/fit_jump.png +0 -0
  466. {optpricing-2.0.3 → optpricing-2.2.0}/docs/images/zcb.png +0 -0
  467. {optpricing-2.0.3/src/quantfin → optpricing-2.2.0/src/optpricing}/dashboard/pages/__init__.py +0 -0
  468. {optpricing-2.0.3/src/optPricing.egg-info → optpricing-2.2.0/src/optpricing.egg-info}/dependency_links.txt +0 -0
@@ -0,0 +1,38 @@
1
+ ---
2
+ name: Bug report
3
+ about: Create a report to help us improve
4
+ title: "[BUG]"
5
+ labels: bug
6
+ assignees: Diljit22
7
+
8
+ ---
9
+
10
+ **Describe the bug**
11
+ A clear and concise description of what the bug is.
12
+
13
+ **To Reproduce**
14
+ Steps to reproduce the behavior:
15
+ 1. Go to '...'
16
+ 2. Click on '....'
17
+ 3. Scroll down to '....'
18
+ 4. See error
19
+
20
+ **Expected behavior**
21
+ A clear and concise description of what you expected to happen.
22
+
23
+ **Screenshots**
24
+ If applicable, add screenshots to help explain your problem.
25
+
26
+ **Desktop (please complete the following information):**
27
+ - OS: [e.g. iOS]
28
+ - Browser [e.g. chrome, safari]
29
+ - Version [e.g. 22]
30
+
31
+ **Smartphone (please complete the following information):**
32
+ - Device: [e.g. iPhone6]
33
+ - OS: [e.g. iOS8.1]
34
+ - Browser [e.g. stock browser, safari]
35
+ - Version [e.g. 22]
36
+
37
+ **Additional context**
38
+ Add any other context about the problem here.
@@ -0,0 +1,20 @@
1
+ ---
2
+ name: Feature request
3
+ about: Suggest an idea for this project
4
+ title: "[FEATURE]"
5
+ labels: documentation, enhancement
6
+ assignees: Diljit22
7
+
8
+ ---
9
+
10
+ **Is your feature request related to a problem? Please describe.**
11
+ A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]
12
+
13
+ **Describe the solution you'd like**
14
+ A clear and concise description of what you want to happen.
15
+
16
+ **Describe alternatives you've considered**
17
+ A clear and concise description of any alternative solutions or features you've considered.
18
+
19
+ **Additional context**
20
+ Add any other context or screenshots about the feature request here.
@@ -0,0 +1,80 @@
1
+ name: optpricing CI/CD
2
+
3
+ on:
4
+ push:
5
+ branches: [ "main", "develop" ]
6
+ pull_request:
7
+ branches: [ "main" ]
8
+
9
+ jobs:
10
+ test-and-lint:
11
+ runs-on: ubuntu-latest
12
+ strategy:
13
+ fail-fast: false
14
+ matrix:
15
+ python-version: ["3.10", "3.11"]
16
+
17
+ steps:
18
+ - name: Checkout repository
19
+ uses: actions/checkout@v4
20
+
21
+ - name: Set up Python ${{ matrix.python-version }}
22
+ uses: actions/setup-python@v4
23
+ with:
24
+ python-version: ${{ matrix.python-version }}
25
+ cache: 'pip'
26
+
27
+ - name: Install dependencies
28
+ run: |
29
+ python -m pip install --upgrade pip
30
+ # Install the library plus app and dev dependencies
31
+ pip install -e .[app,dev]
32
+
33
+ - name: Lint with ruff
34
+ run: |
35
+ ruff check .
36
+ ruff format --check .
37
+
38
+ - name: Run tests with pytest
39
+ run: |
40
+ pytest
41
+
42
+ deploy-docs:
43
+ needs: test-and-lint
44
+
45
+ if: github.event_name == 'push' && github.ref == 'refs/heads/main'
46
+
47
+ runs-on: ubuntu-latest
48
+
49
+ permissions:
50
+ contents: read
51
+ pages: write
52
+ id-token: write
53
+
54
+ steps:
55
+ - name: Checkout repository
56
+ uses: actions/checkout@v4
57
+
58
+ - name: Set up Python
59
+ uses: actions/setup-python@v5
60
+ with:
61
+ python-version: '3.11'
62
+ cache: 'pip'
63
+
64
+ - name: Install dependencies for docs
65
+ run: |
66
+ python -m pip install --upgrade pip
67
+ # We only need the 'dev' dependencies which include mkdocs
68
+ pip install .[dev]
69
+
70
+ - name: Build MkDocs site
71
+ run: mkdocs build
72
+
73
+ - name: Upload artifact
74
+ uses: actions/upload-pages-artifact@v3
75
+ with:
76
+ path: ./site
77
+
78
+ - name: Deploy to GitHub Pages
79
+ id: deployment
80
+ uses: actions/deploy-pages@v4
@@ -0,0 +1,43 @@
1
+ name: Publish Python Package
2
+
3
+ on:
4
+ push:
5
+ # Trigger on version tag updates
6
+ tags:
7
+ - 'v*.*.*'
8
+ workflow_dispatch:
9
+
10
+ jobs:
11
+ build-and-publish:
12
+ runs-on: ubuntu-latest
13
+ permissions:
14
+ id-token: write
15
+
16
+ steps:
17
+ - name: Checkout repository
18
+ uses: actions/checkout@v4
19
+ with:
20
+ fetch-depth: 0 # fetch tags
21
+
22
+ - name: Set up Python 3.10
23
+ uses: actions/setup-python@v5
24
+ with:
25
+ python-version: '3.10'
26
+
27
+ - name: Install and upgrade build tools
28
+ run: |
29
+ python -m pip install --upgrade pip
30
+ python -m pip install --upgrade build setuptools wheel
31
+
32
+ - name: Build distributions
33
+ run: |
34
+ python -m build --sdist --wheel
35
+
36
+ - name: Publish package to PyPI
37
+ uses: pypa/gh-action-pypi-publish@release/v1
38
+ with:
39
+ attestations: true
40
+
41
+ - name: Clean up built artifacts
42
+ run: |
43
+ rm -rf dist
@@ -0,0 +1,29 @@
1
+ # Python
2
+ __pycache__/
3
+ *.py[cod]
4
+ *.egg-info/
5
+ .eggs/
6
+ build/
7
+ dist/
8
+ env/
9
+ venv/
10
+ .env
11
+
12
+ # IDEs and Tools
13
+ .vscode/
14
+ .idea/
15
+ .DS_Store
16
+ *.nbconvert.ipynb
17
+ .ruff_cache
18
+
19
+ # Test artifacts
20
+ .pytest_cache/
21
+ .coverage
22
+ htmlcov/
23
+
24
+ # Documentation artifacts
25
+ site/
26
+
27
+ # Ignore my local notes file
28
+ tmp.txt
29
+ TODO.txt
@@ -0,0 +1,17 @@
1
+ exclude: ^artifacts/
2
+
3
+ repos:
4
+ - repo: https://github.com/pre-commit/pre-commit-hooks
5
+ rev: v4.2.0
6
+ hooks:
7
+ - id: trailing-whitespace
8
+ - id: end-of-file-fixer
9
+ - id: check-yaml
10
+ - id: check-toml
11
+
12
+ - repo: https://github.com/astral-sh/ruff-pre-commit
13
+ rev: v0.11.6
14
+ hooks:
15
+ - id: ruff
16
+ args: [--fix, --exit-non-zero-on-fix]
17
+ - id: ruff-format
@@ -1,6 +1,6 @@
1
- # Changelog
2
-
3
- ## [2.0.0] - 2025-06-26
4
- ### Added
5
- - Shipped to PyPI `pyproject.toml`
6
-
1
+ # Changelog
2
+
3
+ ## [2.0.0] - 2025-06-26
4
+ ### Added
5
+ - Shipped to PyPI `pyproject.toml`
6
+
@@ -0,0 +1,128 @@
1
+ # Contributor Covenant Code of Conduct
2
+
3
+ ## Our Pledge
4
+
5
+ We as members, contributors, and leaders pledge to make participation in our
6
+ community a harassment-free experience for everyone, regardless of age, body
7
+ size, visible or invisible disability, ethnicity, sex characteristics, gender
8
+ identity and expression, level of experience, education, socio-economic status,
9
+ nationality, personal appearance, race, religion, or sexual identity
10
+ and orientation.
11
+
12
+ We pledge to act and interact in ways that contribute to an open, welcoming,
13
+ diverse, inclusive, and healthy community.
14
+
15
+ ## Our Standards
16
+
17
+ Examples of behavior that contributes to a positive environment for our
18
+ community include:
19
+
20
+ * Demonstrating empathy and kindness toward other people
21
+ * Being respectful of differing opinions, viewpoints, and experiences
22
+ * Giving and gracefully accepting constructive feedback
23
+ * Accepting responsibility and apologizing to those affected by our mistakes,
24
+ and learning from the experience
25
+ * Focusing on what is best not just for us as individuals, but for the
26
+ overall community
27
+
28
+ Examples of unacceptable behavior include:
29
+
30
+ * The use of sexualized language or imagery, and sexual attention or
31
+ advances of any kind
32
+ * Trolling, insulting or derogatory comments, and personal or political attacks
33
+ * Public or private harassment
34
+ * Publishing others' private information, such as a physical or email
35
+ address, without their explicit permission
36
+ * Other conduct which could reasonably be considered inappropriate in a
37
+ professional setting
38
+
39
+ ## Enforcement Responsibilities
40
+
41
+ Community leaders are responsible for clarifying and enforcing our standards of
42
+ acceptable behavior and will take appropriate and fair corrective action in
43
+ response to any behavior that they deem inappropriate, threatening, offensive,
44
+ or harmful.
45
+
46
+ Community leaders have the right and responsibility to remove, edit, or reject
47
+ comments, commits, code, wiki edits, issues, and other contributions that are
48
+ not aligned to this Code of Conduct, and will communicate reasons for moderation
49
+ decisions when appropriate.
50
+
51
+ ## Scope
52
+
53
+ This Code of Conduct applies within all community spaces, and also applies when
54
+ an individual is officially representing the community in public spaces.
55
+ Examples of representing our community include using an official e-mail address,
56
+ posting via an official social media account, or acting as an appointed
57
+ representative at an online or offline event.
58
+
59
+ ## Enforcement
60
+
61
+ Instances of abusive, harassing, or otherwise unacceptable behavior may be
62
+ reported to the community leaders responsible for enforcement at
63
+ **DiljitSingh22@googles_emailing_service**
64
+ All complaints will be reviewed and investigated promptly and fairly.
65
+
66
+ All community leaders are obligated to respect the privacy and security of the
67
+ reporter of any incident.
68
+
69
+ ## Enforcement Guidelines
70
+
71
+ Community leaders will follow these Community Impact Guidelines in determining
72
+ the consequences for any action they deem in violation of this Code of Conduct:
73
+
74
+ ### 1. Correction
75
+
76
+ **Community Impact**: Use of inappropriate language or other behavior deemed
77
+ unprofessional or unwelcome in the community.
78
+
79
+ **Consequence**: A private, written warning from community leaders, providing
80
+ clarity around the nature of the violation and an explanation of why the
81
+ behavior was inappropriate. A public apology may be requested.
82
+
83
+ ### 2. Warning
84
+
85
+ **Community Impact**: A violation through a single incident or series
86
+ of actions.
87
+
88
+ **Consequence**: A warning with consequences for continued behavior. No
89
+ interaction with the people involved, including unsolicited interaction with
90
+ those enforcing the Code of Conduct, for a specified period of time. This
91
+ includes avoiding interactions in community spaces as well as external channels
92
+ like social media. Violating these terms may lead to a temporary or
93
+ permanent ban.
94
+
95
+ ### 3. Temporary Ban
96
+
97
+ **Community Impact**: A serious violation of community standards, including
98
+ sustained inappropriate behavior.
99
+
100
+ **Consequence**: A temporary ban from any sort of interaction or public
101
+ communication with the community for a specified period of time. No public or
102
+ private interaction with the people involved, including unsolicited interaction
103
+ with those enforcing the Code of Conduct, is allowed during this period.
104
+ Violating these terms may lead to a permanent ban.
105
+
106
+ ### 4. Permanent Ban
107
+
108
+ **Community Impact**: Demonstrating a pattern of violation of community
109
+ standards, including sustained inappropriate behavior, harassment of an
110
+ individual, or aggression toward or disparagement of classes of individuals.
111
+
112
+ **Consequence**: A permanent ban from any sort of public interaction within
113
+ the community.
114
+
115
+ ## Attribution
116
+
117
+ This Code of Conduct is adapted from the [Contributor Covenant][homepage],
118
+ version 2.0, available at
119
+ https://www.contributor-covenant.org/version/2/0/code_of_conduct.html.
120
+
121
+ Community Impact Guidelines were inspired by [Mozilla's code of conduct
122
+ enforcement ladder](https://github.com/mozilla/diversity).
123
+
124
+ [homepage]: https://www.contributor-covenant.org
125
+
126
+ For answers to common questions about this code of conduct, see the FAQ at
127
+ https://www.contributor-covenant.org/faq. Translations are available at
128
+ https://www.contributor-covenant.org/translations.
@@ -0,0 +1,58 @@
1
+ # Contributing to optpricing
2
+
3
+ Thank you for your interest in improving optpricing! Even though this is a small project, contributions are welcome—bug reports, documentation fixes, or new feature suggestions.
4
+
5
+ ## Getting Started
6
+
7
+ 1. **Fork** the repository on GitHub.
8
+ 2. **Clone** your fork locally:
9
+
10
+ ```bash
11
+ git clone https://github.com/diljit22/quantfin.git
12
+ cd optpricing
13
+ ```
14
+
15
+ 3. **Install** development dependencies:
16
+
17
+ ```bash
18
+ pip install -e '.[app,dev]'
19
+ ```
20
+
21
+ ## Coding Style
22
+
23
+ * This project uses **Ruff** for linting and formatting:
24
+
25
+ ```bash
26
+ ruff format .
27
+ ruff check .
28
+ ```
29
+
30
+ * Please write clear, modular code and include docstrings in NumPy style.
31
+
32
+ ## Testing
33
+
34
+ Run the full test suite with:
35
+
36
+ ```bash
37
+ pytest
38
+ ```
39
+
40
+ > **Note:** Some dashboard-related files/functions do not yet have pytest coverage.
41
+
42
+ ## Submitting Changes
43
+
44
+ 1. Create a **feature branch** (`git checkout -b feature/my-change`).
45
+ 2. Commit your changes with descriptive messages.
46
+ 3. Push to your fork (`git push origin feature/my-change`).
47
+ 4. Open a **Pull Request** against `main`.
48
+
49
+ Please reference any relevant issue numbers in your PR description.
50
+
51
+ ## Reporting Issues and Requests
52
+
53
+ * For bugs, use the **Bug report** issue template.
54
+ * For new features, use the **Feature request** template.
55
+
56
+ ---
57
+
58
+ For more details, see our [Code of Conduct](CODE_OF_CONDUCT.md) and [Pull Request Template](PULL_REQUEST_TEMPLATE.md).
@@ -1,9 +1,9 @@
1
- # MIT LICENSE
2
-
3
- Copyright 2025 Diljit Singh
4
-
5
- Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
6
-
7
- The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
8
-
9
- THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
1
+ # MIT LICENSE
2
+
3
+ Copyright 2025 Diljit Singh
4
+
5
+ Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
6
+
7
+ The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
8
+
9
+ THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
@@ -1,6 +1,6 @@
1
- include README.md
2
- include LICENSE
3
- include CHANGELOG.md
4
- include pyproject.toml
5
- include mkdocs.yml
1
+ include README.md
2
+ include LICENSE
3
+ include CHANGELOG.md
4
+ include pyproject.toml
5
+ include mkdocs.yml
6
6
  recursive-include docs *
@@ -0,0 +1,23 @@
1
+ .PHONY: fix docs tree american european general
2
+
3
+ fix:
4
+ @echo "--- Formatting and linting with Ruff ---"
5
+ ruff format .
6
+ ruff check --fix .
7
+
8
+ docs:
9
+ @echo "--- Starting MkDocs live server ---"
10
+ mkdocs serve
11
+
12
+ tree:
13
+ python examples/project_tree.py
14
+
15
+ american:
16
+ python examples/demo_american.py
17
+
18
+ general:
19
+ python examples/demo_general.py
20
+
21
+ european:
22
+ @echo "--- Running demo via the 'optpricing' CLI ---"
23
+ optpricing demo