voly 0.0.113__tar.gz → 0.0.115__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.
- {voly-0.0.113/src/voly.egg-info → voly-0.0.115}/PKG-INFO +1 -1
- {voly-0.0.113 → voly-0.0.115}/pyproject.toml +2 -2
- {voly-0.0.113 → voly-0.0.115}/src/voly/core/hd.py +2 -2
- {voly-0.0.113 → voly-0.0.115/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.113 → voly-0.0.115}/LICENSE +0 -0
- {voly-0.0.113 → voly-0.0.115}/README.md +0 -0
- {voly-0.0.113 → voly-0.0.115}/setup.cfg +0 -0
- {voly-0.0.113 → voly-0.0.115}/setup.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/__init__.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/client.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/core/__init__.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/core/charts.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/core/data.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/core/fit.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/core/rnd.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/exceptions.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/formulas.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/models.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly/utils/logger.py +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.113 → voly-0.0.115}/src/voly.egg-info/top_level.txt +0 -0
|
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
|
|
|
4
4
|
|
|
5
5
|
[project]
|
|
6
6
|
name = "voly"
|
|
7
|
-
version = "0.0.
|
|
7
|
+
version = "0.0.115"
|
|
8
8
|
description = "Options & volatility research package"
|
|
9
9
|
readme = "README.md"
|
|
10
10
|
authors = [
|
|
@@ -60,7 +60,7 @@ line_length = 100
|
|
|
60
60
|
multi_line_output = 3
|
|
61
61
|
|
|
62
62
|
[tool.mypy]
|
|
63
|
-
python_version = "0.0.
|
|
63
|
+
python_version = "0.0.115"
|
|
64
64
|
warn_return_any = true
|
|
65
65
|
warn_unused_configs = true
|
|
66
66
|
disallow_untyped_defs = true
|
|
@@ -11,7 +11,7 @@ from voly.utils.logger import logger, catch_exception
|
|
|
11
11
|
from voly.exceptions import VolyError
|
|
12
12
|
from voly.core.rnd import get_all_moments
|
|
13
13
|
from voly.formulas import iv
|
|
14
|
-
from voly.
|
|
14
|
+
from voly.models import SVIModel
|
|
15
15
|
from voly.core.fit import fit_model
|
|
16
16
|
|
|
17
17
|
|
|
@@ -335,7 +335,7 @@ def get_rv_surface(model_results: pd.DataFrame,
|
|
|
335
335
|
'm': m
|
|
336
336
|
}
|
|
337
337
|
|
|
338
|
-
nu, psi, p, c, nu_tilde = raw_to_jw_params(params['a'], params['b'], params['sigma'], params['rho'], params['m'], params['t'])
|
|
338
|
+
nu, psi, p, c, nu_tilde = SVIModel.raw_to_jw_params(params['a'], params['b'], params['sigma'], params['rho'], params['m'], params['t'])
|
|
339
339
|
params.update({
|
|
340
340
|
'nu': nu,
|
|
341
341
|
'psi': psi,
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|