voly 0.0.119__py3-none-any.whl → 0.0.121__py3-none-any.whl

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 (6) hide show
  1. voly/core/hd.py +2 -2
  2. {voly-0.0.119.dist-info → voly-0.0.121.dist-info}/METADATA +1 -1
  3. {voly-0.0.119.dist-info → voly-0.0.121.dist-info}/RECORD +6 -6
  4. {voly-0.0.119.dist-info → voly-0.0.121.dist-info}/WHEEL +0 -0
  5. {voly-0.0.119.dist-info → voly-0.0.121.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.119.dist-info → voly-0.0.121.dist-info}/top_level.txt +0 -0
voly/core/hd.py CHANGED
@@ -12,7 +12,7 @@ from typing import Dict, List, Tuple, Optional, Union, Any
12
12
  from voly.utils.logger import logger, catch_exception
13
13
  from voly.exceptions import VolyError
14
14
  from voly.core.rnd import get_all_moments
15
- from voly.formulas import iv
15
+ from voly.formulas import iv, get_domain
16
16
  from voly.models import SVIModel
17
17
  from voly.core.fit import fit_model
18
18
 
@@ -162,7 +162,7 @@ def get_hd_surface(model_results: pd.DataFrame,
162
162
  adj_returns = returns - adjustment # Shift the mean to risk-neutral
163
163
 
164
164
  # Create HD and Normalize
165
- f = stats.gaussian_kde(adj_returns, bw_method='silverman', weights=weights)
165
+ f = stats.gaussian_kde(adj_returns, bw_method='silverman')
166
166
  hd_lm = f(LM)
167
167
  hd_lm = np.maximum(hd_lm, 0)
168
168
  total_area = np.trapz(hd_lm, LM)
{voly-0.0.119.dist-info → voly-0.0.121.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: voly
3
- Version: 0.0.119
3
+ Version: 0.0.121
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
{voly-0.0.119.dist-info → voly-0.0.121.dist-info}/RECORD RENAMED
@@ -7,13 +7,13 @@ voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
7
7
  voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
8
8
  voly/core/data.py,sha256=pDeuYhP0GX4RbtlqByvsE3rfHcIkix0BU5MLW8sKIeI,8935
9
9
  voly/core/fit.py,sha256=Tb9eeG7e_2dQTcqt6aqEwFrZdy6jR9rSNqe6tzOdVhQ,9245
10
- voly/core/hd.py,sha256=IbmDlUZp8r9KIAxsm7JBvH6qXchv_8uDnpjiHF87RNE,13459
10
+ voly/core/hd.py,sha256=JYiV88G-ssCpi_rIH43XCFrwrip_J8Lelx-fE7v07K4,13454
11
11
  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
12
12
  voly/core/rnd.py,sha256=VKM8ojLBziB9nxOEsKO5z_9Z1BSOVNxg0OQPx-Sp80I,10094
13
13
  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
14
14
  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
15
- voly-0.0.119.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
16
- voly-0.0.119.dist-info/METADATA,sha256=6Bi8r8nVwZKZj9yNkoS8gevJgpdN8PoSsmJnrTES1wk,4115
17
- voly-0.0.119.dist-info/WHEEL,sha256=1tXe9gY0PYatrMPMDd6jXqjfpz_B-Wqm32CPfRC58XU,91
18
- voly-0.0.119.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
19
- voly-0.0.119.dist-info/RECORD,,
15
+ voly-0.0.121.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
16
+ voly-0.0.121.dist-info/METADATA,sha256=w1DcNt8Zsb-YQcYuLP3b2C5PNemShjyYHZzBG-L7BYo,4115
17
+ voly-0.0.121.dist-info/WHEEL,sha256=1tXe9gY0PYatrMPMDd6jXqjfpz_B-Wqm32CPfRC58XU,91
18
+ voly-0.0.121.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
19
+ voly-0.0.121.dist-info/RECORD,,
{voly-0.0.119.dist-info → voly-0.0.121.dist-info}/WHEEL RENAMED
File without changes