voly 0.0.160__py3-none-any.whl → 0.0.162__py3-none-any.whl

voly/formulas.py

@@ -15,22 +15,43 @@ from typing import Tuple
 def vectorize_inputs(func):
     """
     Decorator to vectorize Black-Scholes functions to handle both scalar and array inputs.
+    For invalid inputs (K <= 0, o <= 0, or t <= 0), returns np.nan instead of trying to compute.
     """
+
     def wrapper(s, K, r, o, t, option_type='call'):
         # Check if inputs are scalar
         K_scalar = np.isscalar(K)
         o_scalar = np.isscalar(o)
-
-        # If both inputs are scalar, use the original function directly
-        if K_scalar and o_scalar:
+        t_scalar = np.isscalar(t)
+
+        # Convert pandas Series to numpy arrays if needed
+        if isinstance(K, pd.Series):
+            K = K.values
+        if isinstance(o, pd.Series):
+            o = o.values
+        if isinstance(t, pd.Series):
+            t = t.values
+
+        # If all inputs are scalar, use the original function directly
+        if K_scalar and o_scalar and t_scalar:
             return func(s, K, r, o, t, option_type)
 
-        # Use NumPy's vectorize to handle array inputs
-        vectorized_func = np.vectorize(lambda K_val, o_val:
-                                       func(s, K_val, r, o_val, t, option_type))
+        # For arrays, we need to apply the function element-wise
+        # Instead of using np.vectorize directly, we'll create a custom vectorized function
+        # that handles the conditions properly
+        def safe_vectorized_func(K_val, o_val, t_val):
+            # Check for invalid strike price, volatility, or time values
+            if K_val <= 0 or o_val <= 0 or t_val <= 0:
+                return np.nan  # Return NaN for invalid inputs
+            else:
+                # Only call the function if inputs are valid
+                return func(s, K_val, r, o_val, t_val, option_type)
+
+        # Now use numpy's vectorize on our safe function
+        vectorized_func = np.vectorize(safe_vectorized_func)
 
         # Call the vectorized function with the inputs
-        return vectorized_func(K, o)
+        return vectorized_func(K, o, t)
 
     return wrapper
 

{voly-0.0.160.dist-info → voly-0.0.162.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.160
+Version: 0.0.162
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.160.dist-info → voly-0.0.162.dist-info}/RECORD

@@ -1,7 +1,7 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
 voly/client.py,sha256=-yE1_cBvjkK-BO_kKCYtn4WPbNOhAzT0hsfykU5LvQQ,14761
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
-voly/formulas.py,sha256=UwAmYK7DskqW0BCkDYWi6_3sAFv2yK0TeXpzkyTfTSs,10723
+voly/formulas.py,sha256=2A_QzGxor411Qq5HqzS_YwvkViXauGhelooRGwcdCPE,11635
 voly/models.py,sha256=o-pHujGfr5Gn8ItckMzLI4Q8yaX9FQaV8UjCxv2zgTY,3364
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.160.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.160.dist-info/METADATA,sha256=NSAIwfkh89JByBMhiKI47DE53oIzBsFT4QNqiA2Utk4,4115
-voly-0.0.160.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-voly-0.0.160.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.160.dist-info/RECORD,,
+voly-0.0.162.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.162.dist-info/METADATA,sha256=h25kYFEQA8dVWGnDHNdpm7KLhBIuzF7I2txHAMTSsCY,4115
+voly-0.0.162.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+voly-0.0.162.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.162.dist-info/RECORD,,

{voly-0.0.160.dist-info → voly-0.0.162.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (78.1.0)
+Generator: setuptools (78.1.1)
 Root-Is-Purelib: true
 Tag: py3-none-any