voly 0.0.13__tar.gz → 0.0.15__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-0.0.13/src/voly.egg-info → voly-0.0.15}/PKG-INFO +1 -1
- {voly-0.0.13 → voly-0.0.15}/pyproject.toml +2 -2
- {voly-0.0.13 → voly-0.0.15}/src/voly/core/fit.py +4 -2
- {voly-0.0.13 → voly-0.0.15/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.13 → voly-0.0.15}/LICENSE +0 -0
- {voly-0.0.13 → voly-0.0.15}/README.md +0 -0
- {voly-0.0.13 → voly-0.0.15}/setup.cfg +0 -0
- {voly-0.0.13 → voly-0.0.15}/setup.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/__init__.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/client.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/core/__init__.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/core/charts.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/core/data.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/core/rnd.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/exceptions.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/formulas.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/models.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly/utils/logger.py +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.13 → voly-0.0.15}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.13 → voly-0.0.15}/tests/test_client.py +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 = "0.0.15"
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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 = "0.0.15"
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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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@@ -117,7 +117,8 @@ def fit_svi_parameters(market_data: pd.DataFrame,
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params = result.x
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params_dict[maturity_name] = {
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'params': params,
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'dte': dte_value
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'dte': dte_value,
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'yte': yte
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}
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# Calculate model predictions for statistics
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@@ -132,9 +133,10 @@ def fit_svi_parameters(market_data: pd.DataFrame,
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max_error = np.max(np.abs(iv_market - iv_model))
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num_points = len(expiry_data)
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# Add to fit data
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# Add to fit data - make sure all arrays get the same number of items
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fit_data['Maturity'].append(maturity_name)
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fit_data['DTE'].append(dte_value)
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fit_data['YTE'].append(yte)
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fit_data['Success'].append(result.success)
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fit_data['Cost'].append(result.cost)
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fit_data['Optimality'].append(result.optimality)
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