voly 0.0.191__tar.gz → 0.0.193__tar.gz
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-0.0.191/src/voly.egg-info → voly-0.0.193}/PKG-INFO +1 -1
- {voly-0.0.191 → voly-0.0.193}/pyproject.toml +2 -2
- {voly-0.0.191 → voly-0.0.193}/src/voly/core/fit.py +4 -4
- {voly-0.0.191 → voly-0.0.193/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.191 → voly-0.0.193}/LICENSE +0 -0
- {voly-0.0.191 → voly-0.0.193}/README.md +0 -0
- {voly-0.0.191 → voly-0.0.193}/setup.cfg +0 -0
- {voly-0.0.191 → voly-0.0.193}/setup.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/__init__.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/client.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/core/__init__.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/core/charts.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/core/data.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/core/hd.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/core/rnd.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/exceptions.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/formulas.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/models.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/utils/density.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly/utils/logger.py +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.191 → voly-0.0.193}/src/voly.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.193"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.193"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -238,8 +238,8 @@ def fit_model(option_chain: pd.DataFrame) -> pd.DataFrame:
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if not calendar_arbitrage_free:
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break
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for mat in
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results_df.
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for mat in results_df['maturity_date']:
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results_df.loc[results_df['maturity_date'] == mat, 'calendar_arbitrage_free'] = calendar_arbitrage_free
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# Calendar arbitrage correction with timer
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logger.info("Performing calendar arbitrage correction...")
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@@ -351,8 +351,8 @@ def fit_model(option_chain: pd.DataFrame) -> pd.DataFrame:
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if not calendar_arbitrage_free:
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break
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for mat in
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results_df.
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for mat in results_df['maturity_date']:
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results_df.loc[results_df['maturity_date'] == mat, 'calendar_arbitrage_free'] = calendar_arbitrage_free
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# End overall timer and print total time
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end_total = time.time()
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