voly 0.0.120__py3-none-any.whl → 0.0.122__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/hd.py +2 -2
  2. {voly-0.0.120.dist-info → voly-0.0.122.dist-info}/METADATA +1 -1
  3. {voly-0.0.120.dist-info → voly-0.0.122.dist-info}/RECORD +6 -6
  4. {voly-0.0.120.dist-info → voly-0.0.122.dist-info}/WHEEL +0 -0
  5. {voly-0.0.120.dist-info → voly-0.0.122.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.120.dist-info → voly-0.0.122.dist-info}/top_level.txt +0 -0
voly/core/hd.py CHANGED
@@ -162,7 +162,7 @@ def get_hd_surface(model_results: pd.DataFrame,
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  adj_returns = returns - adjustment # Shift the mean to risk-neutral
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  # Create HD and Normalize
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- f = stats.gaussian_kde(adj_returns, bw_method='silverman', weights=weights)
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+ f = stats.gaussian_kde(adj_returns, bw_method='silverman')
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  hd_lm = f(LM)
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  hd_lm = np.maximum(hd_lm, 0)
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  total_area = np.trapz(hd_lm, LM)
@@ -204,7 +204,7 @@ def get_hd_surface(model_results: pd.DataFrame,
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  # Create a DataFrame with moments using the same index as model_results
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  moments = pd.DataFrame(all_moments).T
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- return hd_surface, cdf_surface, x_surface, moments
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+ return pdf_surface, cdf_surface, x_surface, moments
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  @catch_exception
{voly-0.0.120.dist-info → voly-0.0.122.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.120
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+ Version: 0.0.122
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
{voly-0.0.120.dist-info → voly-0.0.122.dist-info}/RECORD RENAMED
@@ -7,13 +7,13 @@ voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
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  voly/core/data.py,sha256=pDeuYhP0GX4RbtlqByvsE3rfHcIkix0BU5MLW8sKIeI,8935
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  voly/core/fit.py,sha256=Tb9eeG7e_2dQTcqt6aqEwFrZdy6jR9rSNqe6tzOdVhQ,9245
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- voly/core/hd.py,sha256=FPzDtXgMOAJfZAFzLJ1LasAKJ3IfSKGcpo2druC1yfA,13471
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+ voly/core/hd.py,sha256=ODaDW95V_jq-yja-arJi1llgvf7Yq0RTGnjSyn6HEsw,13455
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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  voly/core/rnd.py,sha256=VKM8ojLBziB9nxOEsKO5z_9Z1BSOVNxg0OQPx-Sp80I,10094
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.120.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.120.dist-info/METADATA,sha256=T5Bsrhu1t6UXYCCWSDzU7Dw3EZI4NJKMush92glS4G0,4115
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- voly-0.0.120.dist-info/WHEEL,sha256=1tXe9gY0PYatrMPMDd6jXqjfpz_B-Wqm32CPfRC58XU,91
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- voly-0.0.120.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.120.dist-info/RECORD,,
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+ voly-0.0.122.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.122.dist-info/METADATA,sha256=IjpUVDg7twmhzzVrQBIm6Zofcl3sY_SiiYf2Jfx1ZH8,4115
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+ voly-0.0.122.dist-info/WHEEL,sha256=1tXe9gY0PYatrMPMDd6jXqjfpz_B-Wqm32CPfRC58XU,91
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+ voly-0.0.122.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.122.dist-info/RECORD,,
{voly-0.0.120.dist-info → voly-0.0.122.dist-info}/WHEEL RENAMED
File without changes