voly 0.0.150__py3-none-any.whl → 0.0.152__py3-none-any.whl

voly/core/hd.py

@@ -76,6 +76,7 @@ def get_historical_data(currency: str,
     df_hist['date'] = pd.to_datetime(df_hist['date'], unit='ms')
     df_hist.set_index('date', inplace=True)
     df_hist = df_hist.sort_index(ascending=True)
+    df_hist = df_hist[~df_hist.index.duplicated(keep='last')].sort_index()
 
     logger.info(f"Data fetched successfully: {len(df_hist)} rows from {df_hist.index[0]} to {df_hist.index[-1]}")
 
@@ -538,7 +539,20 @@ def calculate_basic_density(df_hist: pd.DataFrame,
 
     # Better diagnostics for debugging
     if len(maturity_hist) < 2:
-        raise VolyError(f"Not enough historical data for maturity (t={t:.4f})")
+        n_available = len(df_hist)
+        earliest = df_hist.index[0] if n_available > 0 else "N/A"
+        latest = df_hist.index[-1] if n_available > 0 else "N/A"
+
+        logger.warning(f"Insufficient data for t={t:.4f} years ({lookback_days:.2f} days lookback)")
+        logger.warning(f"Available data: {n_available} points from {earliest} to {latest}")
+        logger.warning(f"Required start date: {start_date}")
+
+        # Try using all available data as fallback
+        if n_available >= 2:
+            logger.warning(f"Using all available {n_available} data points as fallback")
+            maturity_hist = df_hist.copy()
+        else:
+            raise VolyError(f"Not enough historical data for maturity (t={t:.4f})")
 
     # Calculate scaled returns
     maturity_hist['log_returns'] = np.log(maturity_hist['close'] / maturity_hist['close'].shift(1)) * np.sqrt(n_periods)

{voly-0.0.150.dist-info → voly-0.0.152.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.150
+Version: 0.0.152
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.150.dist-info → voly-0.0.152.dist-info}/RECORD

@@ -7,13 +7,13 @@ voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
 voly/core/data.py,sha256=pDeuYhP0GX4RbtlqByvsE3rfHcIkix0BU5MLW8sKIeI,8935
 voly/core/fit.py,sha256=Tb9eeG7e_2dQTcqt6aqEwFrZdy6jR9rSNqe6tzOdVhQ,9245
-voly/core/hd.py,sha256=bdpdF2IFV_VOJZmiHVHryI9ncD7ePdpVYDjW8X39SlM,29704
+voly/core/hd.py,sha256=inw1AfGKgOfFsuiYELxcCrnRs8fM0JIKlO4L2MQBBC8,30431
 voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
 voly/core/rnd.py,sha256=AvGsITB52-Ti9AOA2lj2N4UAyJUtD-Bs37HRwLbzRsA,16043
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.150.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.150.dist-info/METADATA,sha256=2grjcbsBkPWiLfytEj2i17aOg8wZfnxkPRXUkEXz1cU,4115
-voly-0.0.150.dist-info/WHEEL,sha256=DK49LOLCYiurdXXOXwGJm6U4DkHkg4lcxjhqwRa0CP4,91
-voly-0.0.150.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.150.dist-info/RECORD,,
+voly-0.0.152.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.152.dist-info/METADATA,sha256=ojr_D--Jhv-Ldsfql3-PGcx0TAFaxMADg37TaYsKyNI,4115
+voly-0.0.152.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
+voly-0.0.152.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.152.dist-info/RECORD,,

{voly-0.0.150.dist-info → voly-0.0.152.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (78.0.2)
+Generator: setuptools (78.1.0)
 Root-Is-Purelib: true
 Tag: py3-none-any