voly 0.0.158__tar.gz → 0.0.160__tar.gz

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Files changed (26) hide show
  1. {voly-0.0.158/src/voly.egg-info → voly-0.0.160}/PKG-INFO +1 -1
  2. {voly-0.0.158 → voly-0.0.160}/pyproject.toml +2 -2
  3. {voly-0.0.158 → voly-0.0.160}/src/voly/core/data.py +2 -0
  4. {voly-0.0.158 → voly-0.0.160}/src/voly/formulas.py +1 -0
  5. {voly-0.0.158 → voly-0.0.160/src/voly.egg-info}/PKG-INFO +1 -1
  6. {voly-0.0.158 → voly-0.0.160}/LICENSE +0 -0
  7. {voly-0.0.158 → voly-0.0.160}/README.md +0 -0
  8. {voly-0.0.158 → voly-0.0.160}/setup.cfg +0 -0
  9. {voly-0.0.158 → voly-0.0.160}/setup.py +0 -0
  10. {voly-0.0.158 → voly-0.0.160}/src/voly/__init__.py +0 -0
  11. {voly-0.0.158 → voly-0.0.160}/src/voly/client.py +0 -0
  12. {voly-0.0.158 → voly-0.0.160}/src/voly/core/__init__.py +0 -0
  13. {voly-0.0.158 → voly-0.0.160}/src/voly/core/charts.py +0 -0
  14. {voly-0.0.158 → voly-0.0.160}/src/voly/core/fit.py +0 -0
  15. {voly-0.0.158 → voly-0.0.160}/src/voly/core/hd.py +0 -0
  16. {voly-0.0.158 → voly-0.0.160}/src/voly/core/interpolate.py +0 -0
  17. {voly-0.0.158 → voly-0.0.160}/src/voly/core/rnd.py +0 -0
  18. {voly-0.0.158 → voly-0.0.160}/src/voly/exceptions.py +0 -0
  19. {voly-0.0.158 → voly-0.0.160}/src/voly/models.py +0 -0
  20. {voly-0.0.158 → voly-0.0.160}/src/voly/utils/__init__.py +0 -0
  21. {voly-0.0.158 → voly-0.0.160}/src/voly/utils/density.py +0 -0
  22. {voly-0.0.158 → voly-0.0.160}/src/voly/utils/logger.py +0 -0
  23. {voly-0.0.158 → voly-0.0.160}/src/voly.egg-info/SOURCES.txt +0 -0
  24. {voly-0.0.158 → voly-0.0.160}/src/voly.egg-info/dependency_links.txt +0 -0
  25. {voly-0.0.158 → voly-0.0.160}/src/voly.egg-info/requires.txt +0 -0
  26. {voly-0.0.158 → voly-0.0.160}/src/voly.egg-info/top_level.txt +0 -0
@@ -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
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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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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  description = "Options & volatility research package"
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  readme = "README.md"
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  authors = [
@@ -60,7 +60,7 @@ line_length = 100
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  multi_line_output = 3
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  [tool.mypy]
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- python_version = "0.0.158"
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+ python_version = "0.0.160"
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  warn_return_any = true
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  warn_unused_configs = true
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  disallow_untyped_defs = true
@@ -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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@@ -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,
@@ -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
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