voly 0.0.158__py3-none-any.whl → 0.0.160__py3-none-any.whl

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Files changed (7) hide show
  1. voly/core/data.py +2 -0
  2. voly/formulas.py +1 -0
  3. {voly-0.0.158.dist-info → voly-0.0.160.dist-info}/METADATA +1 -1
  4. {voly-0.0.158.dist-info → voly-0.0.160.dist-info}/RECORD +7 -7
  5. {voly-0.0.158.dist-info → voly-0.0.160.dist-info}/WHEEL +0 -0
  6. {voly-0.0.158.dist-info → voly-0.0.160.dist-info}/licenses/LICENSE +0 -0
  7. {voly-0.0.158.dist-info → voly-0.0.160.dist-info}/top_level.txt +0 -0
voly/core/data.py CHANGED
@@ -332,6 +332,8 @@ def process_order_book_depth(option_chain, max_depth=5):
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  ask_qty = option_chain.at[idx, 'depth_ask_qty'] if not np.isnan(option_chain.at[idx, 'depth_ask_qty']) else 0
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  option_chain.at[idx, 'depth_liquidity'] = bid_qty + ask_qty
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+ option_chain = option_chain.replace(float('inf'), float('nan'))
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+
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  return option_chain
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voly/formulas.py CHANGED
@@ -245,6 +245,7 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
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  return np.inf # Price exceeds strike
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  flag = 'c' if option_type.lower() in ["call", "c"] else 'p'
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+
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  iv_value = implied_volatility(
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  price=option_price,
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  S=s,
{voly-0.0.158.dist-info → voly-0.0.160.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: 0.0.158
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+ Version: 0.0.160
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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-0.0.158.dist-info → voly-0.0.160.dist-info}/RECORD RENAMED
@@ -1,11 +1,11 @@
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  voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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  voly/client.py,sha256=-yE1_cBvjkK-BO_kKCYtn4WPbNOhAzT0hsfykU5LvQQ,14761
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  voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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- voly/formulas.py,sha256=oXttz6cnn1a_WXBVIl4n38XdGUsd4ZSM4Dg6hM1tUG8,10722
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+ voly/formulas.py,sha256=UwAmYK7DskqW0BCkDYWi6_3sAFv2yK0TeXpzkyTfTSs,10723
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  voly/models.py,sha256=o-pHujGfr5Gn8ItckMzLI4Q8yaX9FQaV8UjCxv2zgTY,3364
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  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=_iXiZ7N08J9V3EUG538QPX3lW_Yo8mEsk4VH9E9GtwQ,13581
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+ voly/core/data.py,sha256=9v9iuE2XdIIlzoRAB7q1ol7YghBzBsPGAiwZ11oDuis,13650
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  voly/core/fit.py,sha256=Tb9eeG7e_2dQTcqt6aqEwFrZdy6jR9rSNqe6tzOdVhQ,9245
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  voly/core/hd.py,sha256=UFAyLncNUHivpPAcko6IK1bC55mudVtdlRFfXp63HXE,14771
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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  voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.158.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.158.dist-info/METADATA,sha256=GkUeHlcZ1_2FLecO_vu1FX5_aGC5HqzTwwLQ1BnK_Cc,4115
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- voly-0.0.158.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
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- voly-0.0.158.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.158.dist-info/RECORD,,
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+ voly-0.0.160.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.160.dist-info/METADATA,sha256=NSAIwfkh89JByBMhiKI47DE53oIzBsFT4QNqiA2Utk4,4115
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+ voly-0.0.160.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
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+ voly-0.0.160.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.160.dist-info/RECORD,,
{voly-0.0.158.dist-info → voly-0.0.160.dist-info}/WHEEL RENAMED
File without changes