voly 0.0.183__py3-none-any.whl → 0.0.185__py3-none-any.whl

voly/core/fit.py

@@ -215,8 +215,8 @@ def fit_model(option_chain: pd.DataFrame) -> pd.DataFrame:
             w1 = SVIModel.svi(k_val, a1 * t1, b1 * t1, m1, rho1, sigma1)
             w2 = SVIModel.svi(k_val, a2 * t2, b2 * t2, m2, rho2, sigma2)
             if w2 < w1 - 1e-6:
-                logger.warning(
-                    f"Calendar arbitrage violation at t1={t1:.4f}, t2={t2:.4f}, k={k_val:.4f}: w1={w1:.6f}, w2={w2:.6f}")
+                logger.warning(f"Calendar arbitrage violation at t1={t1:.4f}, t2={t2:.4f}, k={k_val:.4f}: ")
+                logger.warning(f"w1={w1:.6f}, w2={w2:.6f}")
                 calendar_arbitrage_free = False
                 break
         if not calendar_arbitrage_free:

voly/models.py

@@ -5,6 +5,7 @@ Volatility models for the Voly package.
 import numpy as np
 from numpy.linalg import solve
 from typing import Tuple, Dict, List, Optional, Union
+from voly.utils.logger import logger
 
 
 class SVIModel:
@@ -165,10 +166,10 @@ class SVIModel:
             w_current = cls.svi(k_constraint, new_params[0] * t, new_params[1] * t, *new_params[2:])
             w_prev = cls.svi(k_constraint, a_prev * prev_t, b_prev * prev_t, m_prev, rho_prev, sigma_prev)
             violation = np.min(w_current - w_prev)
-            print(f"Calendar arbitrage correction {'successful' if violation >= -1e-6 else 'failed'} for t={t:.4f}, "
+            logger.info(f"Calendar arbitrage correction {'successful' if violation >= -1e-6 else 'failed'} for t={t:.4f}, "
                   f"min margin={violation:.6f}")
             return new_params
-        print(f"Calendar arbitrage correction failed for t={t:.4f}")
+        logger.warning(f"Calendar arbitrage correction failed for t={t:.4f}")
         return params
 
 

{voly-0.0.183.dist-info → voly-0.0.185.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.183
+Version: 0.0.185
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.183.dist-info → voly-0.0.185.dist-info}/RECORD

@@ -2,19 +2,19 @@ voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
 voly/client.py,sha256=dPyRRmZ_Gvo1zCZMo9eFOx2oaYocmkOt71fzdmOXFyM,14387
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=JnEs6G0wlfRNH6X_YEJMe2RtLH-ryhzufjsim73Bj3c,11176
-voly/models.py,sha256=wxqf9T4D2ORO7g3KcwxUL0E78fG69W29xqer3ccoUXo,6994
+voly/models.py,sha256=luIiJTyEYlFCdupHw9xbs6EBesmVnObSy-SnXwNMaTc,7046
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=2S-BfCo30aj1_xlNLqF-za5rQWxF_mWKIdtdOe5bgbw,12735
 voly/core/data.py,sha256=9v9iuE2XdIIlzoRAB7q1ol7YghBzBsPGAiwZ11oDuis,13650
-voly/core/fit.py,sha256=P4axtSrrdTIoXpGe2GsdP4bJi8e8t_S_yda3St_TEoI,17195
+voly/core/fit.py,sha256=CIayT6HKd-8pc8P76bc2vNivNmF_Uu4fHRNRqNup2R8,17210
 voly/core/hd.py,sha256=UFAyLncNUHivpPAcko6IK1bC55mudVtdlRFfXp63HXE,14771
 voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
 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-0.0.183.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.183.dist-info/METADATA,sha256=D4HB2YlkiMk6vpiczAcgNTPU8AsxEZZMCR0nZZLplFM,4115
-voly-0.0.183.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
-voly-0.0.183.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.183.dist-info/RECORD,,
+voly-0.0.185.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.185.dist-info/METADATA,sha256=p5SATIX-mj_Hjj7DXD__Mntc2n86S8PKHR3zrqAIIuM,4115
+voly-0.0.185.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
+voly-0.0.185.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.185.dist-info/RECORD,,