voly 0.0.13__py3-none-any.whl → 0.0.15__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/fit.py +4 -2
  2. {voly-0.0.13.dist-info → voly-0.0.15.dist-info}/METADATA +1 -1
  3. {voly-0.0.13.dist-info → voly-0.0.15.dist-info}/RECORD +6 -6
  4. {voly-0.0.13.dist-info → voly-0.0.15.dist-info}/LICENSE +0 -0
  5. {voly-0.0.13.dist-info → voly-0.0.15.dist-info}/WHEEL +0 -0
  6. {voly-0.0.13.dist-info → voly-0.0.15.dist-info}/top_level.txt +0 -0
voly/core/fit.py CHANGED
@@ -117,7 +117,8 @@ def fit_svi_parameters(market_data: pd.DataFrame,
117
117
  params = result.x
118
118
  params_dict[maturity_name] = {
119
119
  'params': params,
120
- 'dte': dte_value
120
+ 'dte': dte_value,
121
+ 'yte': yte
121
122
  }
122
123
 
123
124
  # Calculate model predictions for statistics
@@ -132,9 +133,10 @@ def fit_svi_parameters(market_data: pd.DataFrame,
132
133
  max_error = np.max(np.abs(iv_market - iv_model))
133
134
  num_points = len(expiry_data)
134
135
 
135
- # Add to fit data
136
+ # Add to fit data - make sure all arrays get the same number of items
136
137
  fit_data['Maturity'].append(maturity_name)
137
138
  fit_data['DTE'].append(dte_value)
139
+ fit_data['YTE'].append(yte)
138
140
  fit_data['Success'].append(result.success)
139
141
  fit_data['Cost'].append(result.cost)
140
142
  fit_data['Optimality'].append(result.optimality)
{voly-0.0.13.dist-info → voly-0.0.15.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.2
2
2
  Name: voly
3
- Version: 0.0.13
3
+ Version: 0.0.15
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
{voly-0.0.13.dist-info → voly-0.0.15.dist-info}/RECORD RENAMED
@@ -6,13 +6,13 @@ voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
6
6
  voly/core/__init__.py,sha256=GU6l7hpxJfitPx9jnmBtcb_QIeqOO8liZsSbLXXSbq8,384
7
7
  voly/core/charts.py,sha256=GF55IS-aZfcc_0yoSPRPIPBPcJhFD1El18wNCo_mI_A,29918
8
8
  voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
9
- voly/core/fit.py,sha256=oTKb0f7ajkx3HgPmz2-Waw5RjfmD5smjZ_eYvzp74vU,9809
9
+ voly/core/fit.py,sha256=Jub2AXk1UNB9Z_yEziwdF4VnvO4gPphJZk5IF35JzqA,9921
10
10
  voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
11
11
  voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
12
12
  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
13
13
  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
14
- voly-0.0.13.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
15
- voly-0.0.13.dist-info/METADATA,sha256=6L9wGCYqq8YDBQ1CtqdXLGWEhQM8qGQKAfEyiOCFTA8,4092
16
- voly-0.0.13.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
17
- voly-0.0.13.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
18
- voly-0.0.13.dist-info/RECORD,,
14
+ voly-0.0.15.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
15
+ voly-0.0.15.dist-info/METADATA,sha256=CESD-Z96BvXD6-_JZq3xa5Xx91h0qaijMh_3o1Rqb_w,4092
16
+ voly-0.0.15.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
17
+ voly-0.0.15.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
18
+ voly-0.0.15.dist-info/RECORD,,
{voly-0.0.13.dist-info → voly-0.0.15.dist-info}/LICENSE RENAMED
File without changes
{voly-0.0.13.dist-info → voly-0.0.15.dist-info}/WHEEL RENAMED
File without changes