voly 0.0.143__py3-none-any.whl → 0.0.144__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/hd.py +2 -3
  2. {voly-0.0.143.dist-info → voly-0.0.144.dist-info}/METADATA +1 -1
  3. {voly-0.0.143.dist-info → voly-0.0.144.dist-info}/RECORD +6 -6
  4. {voly-0.0.143.dist-info → voly-0.0.144.dist-info}/WHEEL +0 -0
  5. {voly-0.0.143.dist-info → voly-0.0.144.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.143.dist-info → voly-0.0.144.dist-info}/top_level.txt +0 -0
voly/core/hd.py CHANGED
@@ -172,11 +172,10 @@ def fit_volatility_model(log_returns, df_hist, model_type='garch', distribution=
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  try:
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  # Configure model based on type and distribution
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  if model_type.lower() == 'garch':
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- vol_model = GARCH(p=1, q=1)
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+ model = arch_model(data, vol='GARCH', p=1, q=1, dist=distribution.lower())
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  else: # egarch
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- vol_model = EGARCH(p=1, o=1, q=1)
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+ model = arch_model(data, vol='EGARCH', p=1, o=1, q=1, dist=distribution.lower())
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- model = arch_model(data, vol=vol_model, dist=distribution.lower())
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  fit_result = model.fit(disp='off')
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  # Extract parameters based on model type and distribution
{voly-0.0.143.dist-info → voly-0.0.144.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: 0.0.143
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+ Version: 0.0.144
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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-0.0.143.dist-info → voly-0.0.144.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=7b5kIIOz_g8uAM_Bsqx8treo1wA3mx1HiEsTNfwpw1Q,25236
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+ voly/core/hd.py,sha256=fIV97Xe5P-Aj_oGFDla5dZxAvfdk8Cjnb7DRCWnbSOY,25251
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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  voly/core/rnd.py,sha256=masjK4WrVb925gPGboD8iDAaEN7FY7S4OHYthHPtA3o,13613
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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-0.0.143.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.143.dist-info/METADATA,sha256=citPOTKDdkxXG6cgQAxHWRH9hz09lyve8l8BASS-wVU,4115
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- voly-0.0.143.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
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- voly-0.0.143.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.143.dist-info/RECORD,,
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+ voly-0.0.144.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.144.dist-info/METADATA,sha256=tU78Lvzik5rL9RhVKuW8jG7nMCqG2R5JN14-yOjY07s,4115
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+ voly-0.0.144.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
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+ voly-0.0.144.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.144.dist-info/RECORD,,
{voly-0.0.143.dist-info → voly-0.0.144.dist-info}/WHEEL RENAMED
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