voly 0.0.143__tar.gz → 0.0.144__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-0.0.143/src/voly.egg-info → voly-0.0.144}/PKG-INFO +1 -1
- {voly-0.0.143 → voly-0.0.144}/pyproject.toml +2 -2
- {voly-0.0.143 → voly-0.0.144}/src/voly/core/hd.py +2 -3
- {voly-0.0.143 → voly-0.0.144/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.143 → voly-0.0.144}/LICENSE +0 -0
- {voly-0.0.143 → voly-0.0.144}/README.md +0 -0
- {voly-0.0.143 → voly-0.0.144}/setup.cfg +0 -0
- {voly-0.0.143 → voly-0.0.144}/setup.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/__init__.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/client.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/core/__init__.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/core/charts.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/core/data.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/core/fit.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/core/rnd.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/exceptions.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/formulas.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/models.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly/utils/logger.py +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.143 → voly-0.0.144}/src/voly.egg-info/top_level.txt +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 = "0.0.144"
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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 = "0.0.144"
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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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@@ -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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model = arch_model(data, vol='GARCH', p=1, q=1, dist=distribution.lower())
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else: # egarch
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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
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