voly 0.0.146__tar.gz → 0.0.148__tar.gz

{voly-0.0.146/src/voly.egg-info → voly-0.0.148}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.146
+Version: 0.0.148
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.146 → voly-0.0.148}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.146"
+version = "0.0.148"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.146"
+python_version = "0.0.148"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.146 → voly-0.0.148}/src/voly/client.py

@@ -343,10 +343,12 @@ class VolyClient:
                        df_hist: pd.DataFrame,
                        domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
                        return_domain: str = 'log_moneyness',
-                       method: str = 'arch_returns',
-                       model_type: str = 'garch',
+                       method: str = 'garch',
                        distribution: str = 'normal',
-                       **kwargs) -> Dict[str, Any]:
+                       window_length: str = '30d',
+                       n_fits: int = 400,
+                       simulations: int = 5000,
+                       bandwidth: str = 'silverman') -> Dict[str, Any]:
 
         logger.info(f"Calculating historical density surface using {method} method")
 
@@ -358,5 +360,8 @@ class VolyClient:
             method=method,
             model_type=model_type,
             distribution=distribution,
-            **kwargs
+            window_length=window_length,
+            n_fits=n_fits,
+            simulations=simulations,
+            bandwidth=bandwidth
         )