voly 0.0.159__tar.gz → 0.0.161__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {voly-0.0.159/src/voly.egg-info → voly-0.0.161}/PKG-INFO +1 -1
- {voly-0.0.159 → voly-0.0.161}/pyproject.toml +2 -2
- {voly-0.0.159 → voly-0.0.161}/src/voly/core/data.py +2 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/formulas.py +8 -12
- {voly-0.0.159 → voly-0.0.161/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.159 → voly-0.0.161}/LICENSE +0 -0
- {voly-0.0.159 → voly-0.0.161}/README.md +0 -0
- {voly-0.0.159 → voly-0.0.161}/setup.cfg +0 -0
- {voly-0.0.159 → voly-0.0.161}/setup.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/__init__.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/client.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/core/__init__.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/core/charts.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/core/fit.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/core/hd.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/core/rnd.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/exceptions.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/models.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/utils/density.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly/utils/logger.py +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.159 → voly-0.0.161}/src/voly.egg-info/top_level.txt +0 -0
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@@ -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.
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version = "0.0.161"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -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.
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python_version = "0.0.161"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -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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return option_chain
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@@ -246,18 +246,14 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
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flag = 'c' if option_type.lower() in ["call", "c"] else 'p'
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)
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except:
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iv_value = 5.0 # max iv allowed
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iv_value = implied_volatility(
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price=option_price,
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S=s,
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K=K,
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t=t,
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r=r,
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flag=flag
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)
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return iv_value
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