voly 0.0.14__py3-none-any.whl → 0.0.16__py3-none-any.whl

voly/core/fit.py

@@ -76,6 +76,7 @@ def fit_svi_parameters(market_data: pd.DataFrame,
     fit_data = {
         'Maturity': [],
         'DTE': [],
+        'YTE': [],
         'Success': [],
         'Cost': [],
         'Optimality': [],
@@ -89,6 +90,11 @@ def fit_svi_parameters(market_data: pd.DataFrame,
     # Dictionary to store parameters
     params_dict = {}
 
+    # ANSI color codes for terminal output
+    GREEN = '\033[32m'
+    RED = '\033[31m'
+    RESET = '\033[0m'
+
     # Get unique expiries
     unique_expiries = sorted(market_data['yte'].unique())
 
@@ -98,7 +104,7 @@ def fit_svi_parameters(market_data: pd.DataFrame,
         maturity_name = expiry_data['maturity_name'].iloc[0]
         dte_value = expiry_data['dte'].iloc[0]
 
-        logger.info(f"Optimizing for {maturity_name} (DTE: {dte_value:.1f})...")
+        logger.info(f"Optimizing for {maturity_name}...")
 
         # Optimize SVI parameters
         try:
@@ -116,7 +122,8 @@ def fit_svi_parameters(market_data: pd.DataFrame,
         params = result.x
         params_dict[maturity_name] = {
             'params': params,
-            'dte': dte_value
+            'dte': dte_value,
+            'yte': yte
         }
 
         # Calculate model predictions for statistics
@@ -134,6 +141,7 @@ def fit_svi_parameters(market_data: pd.DataFrame,
         # Add to fit data
         fit_data['Maturity'].append(maturity_name)
         fit_data['DTE'].append(dte_value)
+        fit_data['YTE'].append(yte)
         fit_data['Success'].append(result.success)
         fit_data['Cost'].append(result.cost)
         fit_data['Optimality'].append(result.optimality)
@@ -144,9 +152,9 @@ def fit_svi_parameters(market_data: pd.DataFrame,
         fit_data['Number of Points'].append(num_points)
 
         if result.success:
-            logger.info(f'Optimization for {maturity_name} (DTE: {dte_value:.1f}): SUCCESS')
+            logger.info(f'Optimization for {maturity_name}: {GREEN}SUCCESS{RESET}')
         else:
-            logger.warning(f'Optimization for {maturity_name} (DTE: {dte_value:.1f}): FAILED')
+            logger.warning(f'Optimization for {maturity_name}: {RED}FAILED{RESET}')
 
         logger.info('------------------------------------------')
 

{voly-0.0.14.dist-info → voly-0.0.16.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.14
+Version: 0.0.16
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.14.dist-info → voly-0.0.16.dist-info}/RECORD

@@ -6,13 +6,13 @@ voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
 voly/core/__init__.py,sha256=GU6l7hpxJfitPx9jnmBtcb_QIeqOO8liZsSbLXXSbq8,384
 voly/core/charts.py,sha256=GF55IS-aZfcc_0yoSPRPIPBPcJhFD1El18wNCo_mI_A,29918
 voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
-voly/core/fit.py,sha256=pqHZVPKZhDYWR-SglD866W-PneXuOiwvn-DxGytq93c,9790
+voly/core/fit.py,sha256=a7SlvYygqIzsDv2VH-ZBs1C_QFq-9FVrSt-dKSNbElk,9936
 voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
 voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.14.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.14.dist-info/METADATA,sha256=N7DYJ9IWB7df1Lf3-Uuodlw4Ls-ar448dCHTP-INxjg,4092
-voly-0.0.14.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.14.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.14.dist-info/RECORD,,
+voly-0.0.16.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.16.dist-info/METADATA,sha256=NUBOaoUgGN9dvIGEqmoTSFtldQNZPCjqgfefkCx3eG4,4092
+voly-0.0.16.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.16.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.16.dist-info/RECORD,,