voly 0.0.131__tar.gz → 0.0.133__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-0.0.131/src/voly.egg-info → voly-0.0.133}/PKG-INFO +1 -1
- {voly-0.0.131 → voly-0.0.133}/pyproject.toml +2 -2
- {voly-0.0.131 → voly-0.0.133}/src/voly/core/hd.py +1 -1
- {voly-0.0.131 → voly-0.0.133/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.131 → voly-0.0.133}/LICENSE +0 -0
- {voly-0.0.131 → voly-0.0.133}/README.md +0 -0
- {voly-0.0.131 → voly-0.0.133}/setup.cfg +0 -0
- {voly-0.0.131 → voly-0.0.133}/setup.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/__init__.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/client.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/core/__init__.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/core/charts.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/core/data.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/core/fit.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/core/rnd.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/exceptions.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/formulas.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/models.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly/utils/logger.py +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.131 → voly-0.0.133}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.131 → voly-0.0.133}/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 = "0.0.133"
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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 = "0.0.133"
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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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@@ -15,6 +15,7 @@ from voly.core.rnd import get_all_moments
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from voly.formulas import iv, get_domain
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from voly.models import SVIModel
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from voly.core.fit import fit_model
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from arch import arch_model
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@catch_exception
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@@ -261,7 +262,6 @@ class GARCHModel:
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For each window, estimates parameters (ω, α, β) and extracts innovations.
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"""
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from arch import arch_model
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if len(self.data) < self.window_length + self.n_fits:
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raise VolyError(
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