voly 0.0.14__tar.gz → 0.0.16__tar.gz

{voly-0.0.14/src/voly.egg-info → voly-0.0.16}/PKG-INFO

@@ -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 → voly-0.0.16}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.14"
+version = "0.0.16"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.14"
+python_version = "0.0.16"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.14 → voly-0.0.16}/src/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 → voly-0.0.16/src/voly.egg-info}/PKG-INFO

@@ -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