voly 0.0.149__py3-none-any.whl → 0.0.150__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/hd.py +5 -3
  2. {voly-0.0.149.dist-info → voly-0.0.150.dist-info}/METADATA +1 -1
  3. {voly-0.0.149.dist-info → voly-0.0.150.dist-info}/RECORD +6 -6
  4. {voly-0.0.149.dist-info → voly-0.0.150.dist-info}/WHEEL +0 -0
  5. {voly-0.0.149.dist-info → voly-0.0.150.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.149.dist-info → voly-0.0.150.dist-info}/top_level.txt +0 -0
voly/core/hd.py CHANGED
@@ -531,11 +531,13 @@ def calculate_basic_density(df_hist: pd.DataFrame,
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  K = domains['strikes']
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  dx = domains['dx']
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- # Filter historical data for the maturity's lookback period
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- start_date = pd.Timestamp.now() - pd.Timedelta(days=int(t * 365.25))
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+ # Filter historical data for the maturity's lookback period - use exact time to expiry
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+ lookback_days = t * 365.25 # Exact number of days to expiry
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+ start_date = pd.Timestamp.now() - pd.Timedelta(days=lookback_days)
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  maturity_hist = df_hist[df_hist.index >= start_date].copy()
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- if len(maturity_hist) < 10:
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+ # Better diagnostics for debugging
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+ if len(maturity_hist) < 2:
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  raise VolyError(f"Not enough historical data for maturity (t={t:.4f})")
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  # Calculate scaled returns
{voly-0.0.149.dist-info → voly-0.0.150.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: 0.0.149
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+ Version: 0.0.150
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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-0.0.149.dist-info → voly-0.0.150.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=vaTqdmJdWKLUA2S5chkUjVPlHvGP5enXhVyGcERvb10,29576
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+ voly/core/hd.py,sha256=bdpdF2IFV_VOJZmiHVHryI9ncD7ePdpVYDjW8X39SlM,29704
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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  voly/core/rnd.py,sha256=AvGsITB52-Ti9AOA2lj2N4UAyJUtD-Bs37HRwLbzRsA,16043
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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-0.0.149.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.149.dist-info/METADATA,sha256=BBrle1q5bFrpF1cN35gBUjt84w48E0DcQsh4BcSUElk,4115
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- voly-0.0.149.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
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- voly-0.0.149.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.149.dist-info/RECORD,,
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+ voly-0.0.150.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.150.dist-info/METADATA,sha256=2grjcbsBkPWiLfytEj2i17aOg8wZfnxkPRXUkEXz1cU,4115
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+ voly-0.0.150.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
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+ voly-0.0.150.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.150.dist-info/RECORD,,
{voly-0.0.149.dist-info → voly-0.0.150.dist-info}/WHEEL RENAMED
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