voly 0.0.144__tar.gz → 0.0.145__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.
Files changed (25) hide show
  1. {voly-0.0.144/src/voly.egg-info → voly-0.0.145}/PKG-INFO +1 -1
  2. {voly-0.0.144 → voly-0.0.145}/pyproject.toml +2 -2
  3. {voly-0.0.144 → voly-0.0.145}/src/voly/core/hd.py +4 -4
  4. {voly-0.0.144 → voly-0.0.145/src/voly.egg-info}/PKG-INFO +1 -1
  5. {voly-0.0.144 → voly-0.0.145}/LICENSE +0 -0
  6. {voly-0.0.144 → voly-0.0.145}/README.md +0 -0
  7. {voly-0.0.144 → voly-0.0.145}/setup.cfg +0 -0
  8. {voly-0.0.144 → voly-0.0.145}/setup.py +0 -0
  9. {voly-0.0.144 → voly-0.0.145}/src/voly/__init__.py +0 -0
  10. {voly-0.0.144 → voly-0.0.145}/src/voly/client.py +0 -0
  11. {voly-0.0.144 → voly-0.0.145}/src/voly/core/__init__.py +0 -0
  12. {voly-0.0.144 → voly-0.0.145}/src/voly/core/charts.py +0 -0
  13. {voly-0.0.144 → voly-0.0.145}/src/voly/core/data.py +0 -0
  14. {voly-0.0.144 → voly-0.0.145}/src/voly/core/fit.py +0 -0
  15. {voly-0.0.144 → voly-0.0.145}/src/voly/core/interpolate.py +0 -0
  16. {voly-0.0.144 → voly-0.0.145}/src/voly/core/rnd.py +0 -0
  17. {voly-0.0.144 → voly-0.0.145}/src/voly/exceptions.py +0 -0
  18. {voly-0.0.144 → voly-0.0.145}/src/voly/formulas.py +0 -0
  19. {voly-0.0.144 → voly-0.0.145}/src/voly/models.py +0 -0
  20. {voly-0.0.144 → voly-0.0.145}/src/voly/utils/__init__.py +0 -0
  21. {voly-0.0.144 → voly-0.0.145}/src/voly/utils/logger.py +0 -0
  22. {voly-0.0.144 → voly-0.0.145}/src/voly.egg-info/SOURCES.txt +0 -0
  23. {voly-0.0.144 → voly-0.0.145}/src/voly.egg-info/dependency_links.txt +0 -0
  24. {voly-0.0.144 → voly-0.0.145}/src/voly.egg-info/requires.txt +0 -0
  25. {voly-0.0.144 → voly-0.0.145}/src/voly.egg-info/top_level.txt +0 -0
{voly-0.0.144/src/voly.egg-info → voly-0.0.145}/PKG-INFO 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 → voly-0.0.145}/pyproject.toml RENAMED
@@ -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 = "0.0.144"
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+ version = "0.0.145"
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  description = "Options & volatility research package"
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  readme = "README.md"
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  authors = [
@@ -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 = "0.0.144"
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+ python_version = "0.0.145"
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  warn_return_any = true
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  warn_unused_configs = true
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  disallow_untyped_defs = true
{voly-0.0.144 → voly-0.0.145}/src/voly/core/hd.py RENAMED
@@ -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 → voly-0.0.145/src/voly.egg-info}/PKG-INFO 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 → voly-0.0.145}/LICENSE RENAMED
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{voly-0.0.144 → voly-0.0.145}/README.md RENAMED
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{voly-0.0.144 → voly-0.0.145}/setup.cfg RENAMED
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{voly-0.0.144 → voly-0.0.145}/setup.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/__init__.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/client.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/core/__init__.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/core/charts.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/core/data.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/core/fit.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/core/rnd.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/exceptions.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/formulas.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/models.py RENAMED
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{voly-0.0.144 → voly-0.0.145}/src/voly/utils/logger.py RENAMED
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