voly 0.0.144__py3-none-any.whl → 0.0.145__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/hd.py +4 -4
  2. {voly-0.0.144.dist-info → voly-0.0.145.dist-info}/METADATA +1 -1
  3. {voly-0.0.144.dist-info → voly-0.0.145.dist-info}/RECORD +6 -6
  4. {voly-0.0.144.dist-info → voly-0.0.145.dist-info}/WHEEL +0 -0
  5. {voly-0.0.144.dist-info → voly-0.0.145.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.144.dist-info → voly-0.0.145.dist-info}/top_level.txt +0 -0
voly/core/hd.py CHANGED
@@ -599,19 +599,19 @@ def get_hd_surface(model_results: pd.DataFrame,
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  if return_domain == 'log_moneyness':
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  x = LM
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  pdf = pdf_lm
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- moments = get_all_moments(x, pdf, model_params if method in ['garch', 'egarch'] else None)
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+ moments = get_all_moments(x, pdf, model_params if method == 'arch_returns' else None)
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  elif return_domain == 'moneyness':
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  x = M
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  pdf = pdf_m
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- moments = get_all_moments(x, pdf, model_params if method in ['garch', 'egarch'] else None)
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+ moments = get_all_moments(x, pdf, model_params if method == 'arch_returns' else None)
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  elif return_domain == 'returns':
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  x = R
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  pdf = pdf_r
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- moments = get_all_moments(x, pdf, model_params if method in ['garch', 'egarch'] else None)
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+ moments = get_all_moments(x, pdf, model_params if method == 'arch_returns' else None)
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  elif return_domain == 'strikes':
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  x = K
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  pdf = pdf_k
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- moments = get_all_moments(x, pdf, model_params if method in ['garch', 'egarch'] else None)
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+ moments = get_all_moments(x, pdf, model_params if method == 'arch_returns' else None)
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  else:
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  raise VolyError(f"Unsupported return_domain: {return_domain}")
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{voly-0.0.144.dist-info → voly-0.0.145.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: 0.0.144
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+ Version: 0.0.145
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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-0.0.144.dist-info → voly-0.0.145.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=fIV97Xe5P-Aj_oGFDla5dZxAvfdk8Cjnb7DRCWnbSOY,25251
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+ voly/core/hd.py,sha256=R8xd0kTXu_YCZ9x1CDB9Cqe3kQTwwlguQOWHglBAgFw,25231
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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-0.0.144.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,,
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+ voly-0.0.145.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.145.dist-info/METADATA,sha256=meTUzxdtgpwpp5UlgaNVqprNXUuu35C6z7O8HodU640,4115
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+ voly-0.0.145.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
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+ voly-0.0.145.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.145.dist-info/RECORD,,
{voly-0.0.144.dist-info → voly-0.0.145.dist-info}/WHEEL RENAMED
File without changes