voly 0.0.181__py3-none-any.whl → 0.0.182__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/fit.py +1 -1
  2. {voly-0.0.181.dist-info → voly-0.0.182.dist-info}/METADATA +1 -1
  3. {voly-0.0.181.dist-info → voly-0.0.182.dist-info}/RECORD +6 -6
  4. {voly-0.0.181.dist-info → voly-0.0.182.dist-info}/WHEEL +0 -0
  5. {voly-0.0.181.dist-info → voly-0.0.182.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.181.dist-info → voly-0.0.182.dist-info}/top_level.txt +0 -0
voly/core/fit.py CHANGED
@@ -322,7 +322,7 @@ def fit_model(option_chain: pd.DataFrame) -> pd.DataFrame:
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  # Calendar arbitrage check (post-correction)
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  logger.info("\nChecking calendar arbitrage (post-correction)...")
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- calendar_arbitrage_free = True
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+ calendar_arbitrage_free = False # Should be True
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  for i in range(len(sorted_maturities) - 1):
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  mat1, mat2 = sorted_maturities[i], sorted_maturities[i + 1]
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  t1, params1 = params_dict[mat1]
{voly-0.0.181.dist-info → voly-0.0.182.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: 0.0.181
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+ Version: 0.0.182
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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-0.0.181.dist-info → voly-0.0.182.dist-info}/RECORD RENAMED
@@ -6,15 +6,15 @@ voly/models.py,sha256=wxqf9T4D2ORO7g3KcwxUL0E78fG69W29xqer3ccoUXo,6994
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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=9v9iuE2XdIIlzoRAB7q1ol7YghBzBsPGAiwZ11oDuis,13650
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- voly/core/fit.py,sha256=v_BNOlAs1Msv5Wghtuscfij_6qz4cVvboLOCIGEquTQ,17675
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+ voly/core/fit.py,sha256=erZsfHuzpPclhDs8DXAl-7AR3xQT1HnxeCFAW3el7b4,17693
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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-0.0.181.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.181.dist-info/METADATA,sha256=7m41Sl1yCodC9BZWgXerN6-gnKFUGZEJ7hff3RN3HXg,4115
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- voly-0.0.181.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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- voly-0.0.181.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.181.dist-info/RECORD,,
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+ voly-0.0.182.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.182.dist-info/METADATA,sha256=H6IjaszSVd7Mv34a1ZKG-utmlUbrH4FkoWJ8ZJnohWU,4115
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+ voly-0.0.182.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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+ voly-0.0.182.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.182.dist-info/RECORD,,
{voly-0.0.181.dist-info → voly-0.0.182.dist-info}/WHEEL RENAMED
File without changes