voly 0.0.190__tar.gz → 0.0.191__tar.gz

{voly-0.0.190/src/voly.egg-info → voly-0.0.191}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.190
+Version: 0.0.191
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.190 → voly-0.0.191}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.190"
+version = "0.0.191"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.190"
+python_version = "0.0.191"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.190 → voly-0.0.191}/src/voly/core/fit.py

@@ -94,6 +94,7 @@ def fit_model(option_chain: pd.DataFrame) -> pd.DataFrame:
         maturity_data = pd.concat([unique_iv, cleaned_duplicated_iv])
         maturity_date = maturity_data['maturity_date'].iloc[0]
 
+
         t = group['t'].iloc[0]
         K = group['strikes'].values
         iv = group['mark_iv'].values
@@ -300,24 +301,26 @@ def fit_model(option_chain: pd.DataFrame) -> pd.DataFrame:
                 butterfly_arbitrage_free = False
                 break
 
-        results_df.at[mat2, 'a'] = float(a_scaled)
-        results_df.at[mat2, 'b'] = float(b_scaled)
-        results_df.at[mat2, 'm'] = float(m)
-        results_df.at[mat2, 'rho'] = float(rho)
-        results_df.at[mat2, 'sigma'] = float(sigma)
-        results_df.at[mat2, 'nu'] = float(nu)
-        results_df.at[mat2, 'psi'] = float(psi)
-        results_df.at[mat2, 'p'] = float(p)
-        results_df.at[mat2, 'c'] = float(c)
-        results_df.at[mat2, 'nu_tilde'] = float(nu_tilde)
-        results_df.at[mat2, 'rmse'] = float(rmse)
-        results_df.at[mat2, 'mae'] = float(mae)
-        results_df.at[mat2, 'r2'] = float(r2)
-        results_df.at[mat2, 'max_error'] = float(max_error)
-        results_df.at[mat2, 'log_min_strike'] = float(log_min_strike)
-        results_df.at[mat2, 'usd_min_strike'] = float(usd_min_strike)
-        results_df.at[mat2, 'butterfly_arbitrage_free'] = butterfly_arbitrage_free
-        results_df.at[mat2, 'fit_success'] = bool(not np.isnan(a))
+        # Update results_df using maturity_name
+        mat_name = group['maturity_name'].iloc[0]
+        results_df.loc[mat_name, 'a'] = float(a_scaled)
+        results_df.loc[mat_name, 'b'] = float(b_scaled)
+        results_df.loc[mat_name, 'm'] = float(m)
+        results_df.loc[mat_name, 'rho'] = float(rho)
+        results_df.loc[mat_name, 'sigma'] = float(sigma)
+        results_df.loc[mat_name, 'nu'] = float(nu)
+        results_df.loc[mat_name, 'psi'] = float(psi)
+        results_df.loc[mat_name, 'p'] = float(p)
+        results_df.loc[mat_name, 'c'] = float(c)
+        results_df.loc[mat_name, 'nu_tilde'] = float(nu_tilde)
+        results_df.loc[mat_name, 'rmse'] = float(rmse)
+        results_df.loc[mat_name, 'mae'] = float(mae)
+        results_df.loc[mat_name, 'r2'] = float(r2)
+        results_df.loc[mat_name, 'max_error'] = float(max_error)
+        results_df.loc[mat_name, 'log_min_strike'] = float(log_min_strike)
+        results_df.loc[mat_name, 'usd_min_strike'] = float(usd_min_strike)
+        results_df.loc[mat_name, 'butterfly_arbitrage_free'] = butterfly_arbitrage_free
+        results_df.loc[mat_name, 'fit_success'] = bool(not np.isnan(a))
 
     # Calendar arbitrage check (post-correction)
     calendar_arbitrage_free = True

{voly-0.0.190 → voly-0.0.191/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.190
+Version: 0.0.191
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT