voly 0.0.18__py3-none-any.whl → 0.0.20__py3-none-any.whl
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/client.py +1 -1
- voly/core/__init__.py +1 -5
- voly/core/fit.py +1 -1
- {voly-0.0.18.dist-info → voly-0.0.20.dist-info}/METADATA +1 -1
- {voly-0.0.18.dist-info → voly-0.0.20.dist-info}/RECORD +8 -8
- {voly-0.0.18.dist-info → voly-0.0.20.dist-info}/LICENSE +0 -0
- {voly-0.0.18.dist-info → voly-0.0.20.dist-info}/WHEEL +0 -0
- {voly-0.0.18.dist-info → voly-0.0.20.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -324,7 +324,7 @@ class VolyClient:
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@staticmethod
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def get_surface(param_matrix: pd.DataFrame,
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moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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-
) ->
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+
) -> Dict[str, Any]:
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"""
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Generate implied volatility surface using optimized SVI parameters.
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voly/core/__init__.py
CHANGED
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@@ -4,8 +4,4 @@ Core functionality for the Voly package.
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This module contains the core functions for data fetching,
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model fitting, surface interpolation, and risk-neutral density
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estimation.
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"""
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from voly.core.data import get_deribit_data, process_option_chain
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from voly.core.fit import optimize_svi_parameters, create_parameters_matrix
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from voly.core.rnd import calculate_risk_neutral_density
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+
"""
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voly/core/fit.py
CHANGED
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@@ -267,7 +267,7 @@ def fit_model(market_data: pd.DataFrame,
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@catch_exception
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def get_surface(param_matrix: pd.DataFrame,
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moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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-
) ->
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+
) -> Dict[str, Any]:
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"""
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Generate implied volatility surface using optimized SVI parameters.
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@@ -1,18 +1,18 @@
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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voly/client.py,sha256=
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voly/client.py,sha256=vjdHxfE2TyxXX9lE6Uq5AZeXSdAKEsEYPw4ht2884O0,19458
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=aG_HSq_a4j7TcuKiINlHSpmNdmfZa_fzYbAk8EGt954,7427
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voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
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voly/core/__init__.py,sha256=
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voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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voly/core/charts.py,sha256=8btc24KmE5dASNf-qjV-94UiRkzxHUewj44eRC_qe8I,26808
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voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
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voly/core/fit.py,sha256=
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voly/core/fit.py,sha256=8KRkgATYkMaqaVfJjC9KFQMQ-PNvWW4zTeDxO8mvnsw,9921
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voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
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voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
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voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.20.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.20.dist-info/METADATA,sha256=l_Pk0YsOnliuxyH8kZcR9Mf3DqZ-LZlvEeH5ViB0McM,4092
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voly-0.0.20.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.20.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.20.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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