voly 0.0.123__tar.gz → 0.0.124__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-0.0.123/src/voly.egg-info → voly-0.0.124}/PKG-INFO +1 -1
- {voly-0.0.123 → voly-0.0.124}/pyproject.toml +2 -2
- {voly-0.0.123 → voly-0.0.124}/src/voly/client.py +16 -3
- {voly-0.0.123 → voly-0.0.124}/src/voly/core/rnd.py +1 -2
- {voly-0.0.123 → voly-0.0.124/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.123 → voly-0.0.124}/LICENSE +0 -0
- {voly-0.0.123 → voly-0.0.124}/README.md +0 -0
- {voly-0.0.123 → voly-0.0.124}/setup.cfg +0 -0
- {voly-0.0.123 → voly-0.0.124}/setup.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/__init__.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/core/__init__.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/core/charts.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/core/data.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/core/fit.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/core/hd.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/exceptions.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/formulas.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/models.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly/utils/logger.py +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.123 → voly-0.0.124}/src/voly.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.124"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.124"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -216,7 +216,10 @@ class VolyClient:
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return_domain=return_domain
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)
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return
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return {
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'iv_surface': iv_surface,
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'x_surface': x_surface
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}
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@staticmethod
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def plot_model(fit_results: pd.DataFrame,
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method=method
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)
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return
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return {
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'pdf_surface': pdf_surface,
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'cdf_surface': cdf_surface,
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'x_surface': x_surface,
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'moments': moments
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}
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# -------------------------------------------------------------------------
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# Historical Density (HD)
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return_domain=return_domain
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)
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return
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return {
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'pdf_surface': pdf_surface,
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'cdf_surface': cdf_surface,
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'x_surface': x_surface,
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'moments': moments
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}
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@staticmethod
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def get_rv_surface(model_results: pd.DataFrame,
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@@ -220,8 +220,7 @@ def get_all_moments(x, pdf):
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def get_rnd_surface(model_results: pd.DataFrame,
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domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
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return_domain: str = 'log_moneyness',
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method: str = 'rookley') ->
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Dict[str, np.ndarray], Dict[str, np.ndarray], Dict[str, np.ndarray], pd.DataFrame]:
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method: str = 'rookley') -> Dict[str, np.ndarray]:
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"""
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Generate RND surface from vol smile parameters.
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