voly 0.0.141__tar.gz → 0.0.143__tar.gz

{voly-0.0.141/src/voly.egg-info → voly-0.0.143}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.141
+Version: 0.0.143
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.141 → voly-0.0.143}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.141"
+version = "0.0.143"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.141"
+python_version = "0.0.143"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.141 → voly-0.0.143}/src/voly/client.py

@@ -343,30 +343,11 @@ class VolyClient:
                        df_hist: pd.DataFrame,
                        domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
                        return_domain: str = 'log_moneyness',
-                       method: str = 'garch',
+                       method: str = 'arch_returns',
+                       model_type: str = 'garch',
+                       distribution: str = 'normal',
                        **kwargs) -> Dict[str, Any]:
-        """
-        Generate historical density surface from historical price data.
-
-        Parameters:
-            model_results: DataFrame with model parameters and maturities
-            df_hist: DataFrame with historical price data
-            domain_params: Tuple of (min, max, num_points) for x-domain
-            return_domain: Domain for x-axis values ('log_moneyness', 'moneyness', 'returns', 'strikes')
-            method: Method to use for HD estimation ('hist_returns' or 'garch')
-            **kwargs: Additional parameters for specific methods:
-                For 'garch' method:
-                    n_fits: Number of sliding windows (default: 400)
-                    simulations: Number of Monte Carlo simulations (default: 5000)
-                    window_length: Length of sliding windows (default: 365)
-                    variate_parameters: Whether to vary GARCH parameters (default: True)
-                    bandwidth: KDE bandwidth (default: 'silverman')
-                For 'hist_returns' method:
-                    bandwidth: KDE bandwidth (default: 'silverman')
 
-        Returns:
-            Dictionary containing pdf_surface, cdf_surface, x_surface, and moments
-        """
         logger.info(f"Calculating historical density surface using {method} method")
 
         return get_hd_surface(
@@ -375,5 +356,7 @@ class VolyClient:
             domain_params=domain_params,
             return_domain=return_domain,
             method=method,
+            model_type=model_type,
+            distribution=distribution,
             **kwargs
         )