voly 0.0.171__tar.gz → 0.0.172__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-0.0.171/src/voly.egg-info → voly-0.0.172}/PKG-INFO +1 -1
- {voly-0.0.171 → voly-0.0.172}/pyproject.toml +2 -2
- {voly-0.0.171 → voly-0.0.172}/src/voly/models.py +1 -1
- {voly-0.0.171 → voly-0.0.172/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.171 → voly-0.0.172}/LICENSE +0 -0
- {voly-0.0.171 → voly-0.0.172}/README.md +0 -0
- {voly-0.0.171 → voly-0.0.172}/setup.cfg +0 -0
- {voly-0.0.171 → voly-0.0.172}/setup.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/__init__.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/client.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/core/__init__.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/core/charts.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/core/data.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/core/fit.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/core/hd.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/core/rnd.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/exceptions.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/formulas.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/utils/density.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly/utils/logger.py +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.171 → voly-0.0.172}/src/voly.egg-info/top_level.txt +0 -0
|
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
|
|
|
4
4
|
|
|
5
5
|
[project]
|
|
6
6
|
name = "voly"
|
|
7
|
-
version = "0.0.
|
|
7
|
+
version = "0.0.172"
|
|
8
8
|
description = "Options & volatility research package"
|
|
9
9
|
readme = "README.md"
|
|
10
10
|
authors = [
|
|
@@ -60,7 +60,7 @@ line_length = 100
|
|
|
60
60
|
multi_line_output = 3
|
|
61
61
|
|
|
62
62
|
[tool.mypy]
|
|
63
|
-
python_version = "0.0.
|
|
63
|
+
python_version = "0.0.172"
|
|
64
64
|
warn_return_any = true
|
|
65
65
|
warn_unused_configs = true
|
|
66
66
|
disallow_untyped_defs = true
|
|
@@ -185,7 +185,7 @@ class SVIModel:
|
|
|
185
185
|
|
|
186
186
|
a_init, b_init, sigma_init, rho_init, m_init = params
|
|
187
187
|
a_prev, b_prev, sigma_prev, rho_prev, m_prev = prev_params
|
|
188
|
-
k_constraint = np.unique(np.concatenate([k, np.linspace(min(k), max(k), k_grid)]))
|
|
188
|
+
k_constraint = np.unique(np.concatenate([k, np.linspace(min(k), max(k), len(k_grid))]))
|
|
189
189
|
|
|
190
190
|
def objective(x):
|
|
191
191
|
a, b, sigma, rho, m = x
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|