voly 0.0.18__tar.gz → 0.0.20__tar.gz

{voly-0.0.18/src/voly.egg-info → voly-0.0.20}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.18
+Version: 0.0.20
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.18 → voly-0.0.20}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.18"
+version = "0.0.20"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.18"
+python_version = "0.0.20"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.18 → voly-0.0.20}/src/voly/client.py

@@ -324,7 +324,7 @@ class VolyClient:
     @staticmethod
     def get_surface(param_matrix: pd.DataFrame,
                     moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
-                    ) -> Tuple[np.ndarray, Dict[float, np.ndarray], np.ndarray]:
+                    ) -> Dict[str, Any]:
         """
         Generate implied volatility surface using optimized SVI parameters.
 

voly-0.0.20/src/voly/core/__init__.py

@@ -0,0 +1,7 @@
+"""
+Core functionality for the Voly package.
+
+This module contains the core functions for data fetching,
+model fitting, surface interpolation, and risk-neutral density
+estimation.
+"""

{voly-0.0.18 → voly-0.0.20}/src/voly/core/fit.py

@@ -267,7 +267,7 @@ def fit_model(market_data: pd.DataFrame,
 @catch_exception
 def get_surface(param_matrix: pd.DataFrame,
                 moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
-                ) -> Tuple[np.ndarray, Dict[float, np.ndarray], np.ndarray]:
+                ) -> Dict[str, Any]:
     """
     Generate implied volatility surface using optimized SVI parameters.
 

{voly-0.0.18 → voly-0.0.20/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.18
+Version: 0.0.20
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

voly-0.0.18/src/voly/core/__init__.py

@@ -1,11 +0,0 @@
-"""
-Core functionality for the Voly package.
-
-This module contains the core functions for data fetching,
-model fitting, surface interpolation, and risk-neutral density
-estimation.
-"""
-
-from voly.core.data import get_deribit_data, process_option_chain
-from voly.core.fit import optimize_svi_parameters, create_parameters_matrix
-from voly.core.rnd import calculate_risk_neutral_density