voly 0.0.167__py3-none-any.whl → 0.0.168__py3-none-any.whl

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Files changed (7) hide show
  1. voly/core/data.py +1 -1
  2. voly/core/fit.py +1 -1
  3. {voly-0.0.167.dist-info → voly-0.0.168.dist-info}/METADATA +1 -1
  4. {voly-0.0.167.dist-info → voly-0.0.168.dist-info}/RECORD +7 -7
  5. {voly-0.0.167.dist-info → voly-0.0.168.dist-info}/WHEEL +0 -0
  6. {voly-0.0.167.dist-info → voly-0.0.168.dist-info}/licenses/LICENSE +0 -0
  7. {voly-0.0.167.dist-info → voly-0.0.168.dist-info}/top_level.txt +0 -0
voly/core/data.py CHANGED
@@ -259,7 +259,7 @@ def process_order_book_depth(option_chain, max_depth=5):
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  s = row['underlying_price']
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  k = row['strikes']
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  t = row['t']
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- r = row['r'] if 'r' in row else 0.0
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+ r = row['interest_rate'] if 'interest_rate' in row else 0.0
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  option_type = 'C' if row['option_type'] == 'call' else 'P'
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  # Process bid side
voly/core/fit.py CHANGED
@@ -158,7 +158,7 @@ def fit_model(option_chain: pd.DataFrame,
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  butterfly_arbitrage_free = False
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  break
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- r = maturity_data['r'].iloc[0] if 'r' in maturity_data.columns else 0
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+ r = maturity_data['interest_rate'].iloc[0] if 'interest_rate' in maturity_data.columns else 0
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  # Store values in the results dictionary with proper types
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  results_data['s'].append(float(s))
{voly-0.0.167.dist-info → voly-0.0.168.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: 0.0.167
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+ Version: 0.0.168
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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-0.0.167.dist-info → voly-0.0.168.dist-info}/RECORD RENAMED
@@ -5,16 +5,16 @@ voly/formulas.py,sha256=eDPw32xa3dwCIrE-zeZzznfGaplGFoVcA167uQngZ70,11209
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  voly/models.py,sha256=f97VvGwzpzSXuDtXqdjSHL1RbzOaYajXc9cRH8WbXtk,7968
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  voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=2S-BfCo30aj1_xlNLqF-za5rQWxF_mWKIdtdOe5bgbw,12735
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- voly/core/data.py,sha256=bCx_AkU0L5hCxHMIJLOU921uppS9aHnzLRN-jfc8M5c,13626
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- voly/core/fit.py,sha256=MSAjySs58J4NUMH-ZoQNcBhtGRbBeHeh7fPwThmJH9E,17679
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+ voly/core/data.py,sha256=9v9iuE2XdIIlzoRAB7q1ol7YghBzBsPGAiwZ11oDuis,13650
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+ voly/core/fit.py,sha256=qwJha1Ks-aVybVxSLA6iK2YcJ2_yF3_e96mU2Q6abUQ,17703
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  voly/core/hd.py,sha256=UFAyLncNUHivpPAcko6IK1bC55mudVtdlRFfXp63HXE,14771
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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  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-0.0.167.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.167.dist-info/METADATA,sha256=x0agIivlVt6vgNnXaLI75xGKospNAUC7zAEuuL5kp5A,4115
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- voly-0.0.167.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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- voly-0.0.167.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.167.dist-info/RECORD,,
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+ voly-0.0.168.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.168.dist-info/METADATA,sha256=OU3Zv1OJ2JfYjlUr5HHX3Tbh3MLmeMIyQup_AOee8p4,4115
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+ voly-0.0.168.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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+ voly-0.0.168.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.168.dist-info/RECORD,,
{voly-0.0.167.dist-info → voly-0.0.168.dist-info}/WHEEL RENAMED
File without changes