voly 0.0.132__py3-none-any.whl → 0.0.134__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/hd.py +1 -1
  2. {voly-0.0.132.dist-info → voly-0.0.134.dist-info}/METADATA +1 -1
  3. {voly-0.0.132.dist-info → voly-0.0.134.dist-info}/RECORD +6 -6
  4. {voly-0.0.132.dist-info → voly-0.0.134.dist-info}/WHEEL +0 -0
  5. {voly-0.0.132.dist-info → voly-0.0.134.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.132.dist-info → voly-0.0.134.dist-info}/top_level.txt +0 -0
voly/core/hd.py CHANGED
@@ -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
@@ -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(
{voly-0.0.132.dist-info → voly-0.0.134.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: 0.0.132
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+ Version: 0.0.134
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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-0.0.132.dist-info → voly-0.0.134.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=EgecHfptfOR39DlKQMJDxiDwJIvGIMTNPZxhnS7OayI,19957
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+ voly/core/hd.py,sha256=mnQdLxWn9cBzTci6i_u3xKSDkH2uhjdpuRGXYpJydIk,19949
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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  voly/core/rnd.py,sha256=0VE77lxesx_BPAO46QwKpcauZNaHnPTiDhmRbSURn3c,10022
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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-0.0.132.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.132.dist-info/METADATA,sha256=9Gusv_waeqTwM-MF4dErh1PH0OAyLaKBkSFeaig4lFQ,4115
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- voly-0.0.132.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
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- voly-0.0.132.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.132.dist-info/RECORD,,
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+ voly-0.0.134.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.134.dist-info/METADATA,sha256=4kEvLCXW-Cey74FsVlF2P9CbhgyiisAHG02C6bhTXws,4115
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+ voly-0.0.134.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
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+ voly-0.0.134.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.134.dist-info/RECORD,,
{voly-0.0.132.dist-info → voly-0.0.134.dist-info}/WHEEL RENAMED
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