stochvolmodels 1.0.23__tar.gz → 1.0.24__tar.gz

{stochvolmodels-1.0.23 → stochvolmodels-1.0.24}/PKG-INFO

@@ -1,8 +1,7 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.3
 Name: stochvolmodels
-Version: 1.0.23
+Version: 1.0.24
 Summary: Implementation of stochastic volatility models for option pricing
-Home-page: https://github.com/ArturSepp/StochVolModels
 License: LICENSE.txt
 Keywords: volatility,options,Black-Scholes,Heston,Monte-Carlo
 Author: Artur Sepp

{stochvolmodels-1.0.23 → stochvolmodels-1.0.24}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "stochvolmodels"
-version = "1.0.23"
+version = "1.0.24"
 description = "Implementation of stochastic volatility models for option pricing"
 license = "LICENSE.txt"
 authors = ["Artur Sepp <artursepp@gmail.com>"]

{stochvolmodels-1.0.23 → stochvolmodels-1.0.24}/stochvolmodels/pricers/gmm_pricer.py

@@ -320,7 +320,7 @@ class UnitTests(Enum):
 def run_unit_test(unit_test: UnitTests):
 
     import seaborn as sns
-    import qis as qis
+    from stochvolmodels.utils import plots as plot
     from stochvolmodels.data.test_option_chain import get_btc_test_chain_data
 
     if unit_test == UnitTests.CALIBRATOR:
@@ -330,7 +330,7 @@ def run_unit_test(unit_test: UnitTests):
 
         with sns.axes_style('darkgrid'):
             fig, axs = plt.subplots(2, 2, figsize=(14, 12), tight_layout=True)
-            axs = qis.to_flat_list(axs)
+            axs = plot.to_flat_list(axs)
 
         for idx, (key, params) in enumerate(fit_params.items()):
             print(f"{key}: {params}")

{stochvolmodels-1.0.23 → stochvolmodels-1.0.24}/stochvolmodels/pricers/model_pricer.py

@@ -19,7 +19,6 @@ from abc import ABC, abstractmethod
 from scipy import stats
 from dataclasses import dataclass, asdict
 from typing import Tuple, Optional, Dict
-import qis as qis
 
 from stochvolmodels.utils.config import VariableType
 from stochvolmodels.data.option_chain import OptionChain, OptionSlice
@@ -346,7 +345,7 @@ class ModelPricer(ABC):
                     fig, axs = plt.subplots(1, 3, figsize=figsize, tight_layout=True)
                 elif num_slices == 4:
                     fig, axs = plt.subplots(2, 2, figsize=figsize, tight_layout=True)
-                    axs = qis.to_flat_list(axs)
+                    axs = plot.to_flat_list(axs)
                 else:
                     raise NotImplementedError
             else:
@@ -425,7 +424,7 @@ class ModelPricer(ABC):
                 fig, axs = plt.subplots(1, 3, figsize=figsize, tight_layout=True)
             elif num_slices == 4:
                 fig, axs = plt.subplots(2, 2, figsize=figsize, tight_layout=True)
-                axs = qis.to_flat_list(axs)
+                axs = plot.to_flat_list(axs)
             else:
                 raise NotImplementedError
 
@@ -521,7 +520,7 @@ class ModelPricer(ABC):
                 fig, axs = plt.subplots(1, 3, figsize=figsize, tight_layout=True)
             elif num_slices == 4:
                 fig, axs = plt.subplots(2, 2, figsize=figsize, tight_layout=True)
-                axs = qis.to_flat_list(axs)
+                axs = plot.to_flat_list(axs)
             else:
                 raise NotImplementedError
 

{stochvolmodels-1.0.23 → stochvolmodels-1.0.24}/stochvolmodels/pricers/tdist_pricer.py

@@ -168,7 +168,7 @@ class UnitTests(Enum):
 def run_unit_test(unit_test: UnitTests):
 
     import seaborn as sns
-    import qis as qis
+    from stochvolmodels.utils import plots as plot
     import stochvolmodels.data.test_option_chain as chains
 
     if unit_test == UnitTests.CALIBRATOR:
@@ -181,7 +181,7 @@ def run_unit_test(unit_test: UnitTests):
 
         with sns.axes_style('darkgrid'):
             fig, axs = plt.subplots(2, 2, figsize=(14, 12), tight_layout=True)
-            axs = qis.to_flat_list(axs)
+            axs = plot.to_flat_list(axs)
 
         for idx, (key, params) in enumerate(fit_params.items()):
             print(f"{key}: {params}")

{stochvolmodels-1.0.23 → stochvolmodels-1.0.24}/stochvolmodels/utils/plots.py

@@ -447,4 +447,11 @@ def align_y_limits_axs(axs: List[plt.Subplot],
     if is_invisible_ys:
         for idx, ax in enumerate(axs):
             if idx > 0:
-                ax.axes.get_yaxis().set_visible(False)
+                ax.axes.get_yaxis().set_visible(False)
+
+def to_flat_list(items: Iterable) -> List[Any]:
+    if isinstance(items, Iterable):
+        flat_list = [item for item in flatten(items)]
+    else:
+        flat_list = [items]
+    return flat_list