voly 0.0.201__tar.gz → 0.0.203__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-0.0.201/src/voly.egg-info → voly-0.0.203}/PKG-INFO +1 -1
- {voly-0.0.201 → voly-0.0.203}/pyproject.toml +2 -2
- {voly-0.0.201 → voly-0.0.203}/src/voly/core/charts.py +1 -1
- {voly-0.0.201 → voly-0.0.203}/src/voly/core/fit.py +1 -0
- {voly-0.0.201 → voly-0.0.203/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.201 → voly-0.0.203}/LICENSE +0 -0
- {voly-0.0.201 → voly-0.0.203}/README.md +0 -0
- {voly-0.0.201 → voly-0.0.203}/setup.cfg +0 -0
- {voly-0.0.201 → voly-0.0.203}/setup.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/__init__.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/client.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/core/__init__.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/core/data.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/core/hd.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/core/rnd.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/exceptions.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/formulas.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/models.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/utils/density.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly/utils/logger.py +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.201 → voly-0.0.203}/src/voly.egg-info/top_level.txt +0 -0
|
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
|
|
|
4
4
|
|
|
5
5
|
[project]
|
|
6
6
|
name = "voly"
|
|
7
|
-
version = "0.0.
|
|
7
|
+
version = "0.0.203"
|
|
8
8
|
description = "Options & volatility research package"
|
|
9
9
|
readme = "README.md"
|
|
10
10
|
authors = [
|
|
@@ -60,7 +60,7 @@ line_length = 100
|
|
|
60
60
|
multi_line_output = 3
|
|
61
61
|
|
|
62
62
|
[tool.mypy]
|
|
63
|
-
python_version = "0.0.
|
|
63
|
+
python_version = "0.0.203"
|
|
64
64
|
warn_return_any = true
|
|
65
65
|
warn_unused_configs = true
|
|
66
66
|
disallow_untyped_defs = true
|
|
@@ -68,7 +68,7 @@ def plot_volatility_smile(x_array: np.ndarray,
|
|
|
68
68
|
|
|
69
69
|
if not maturity_data.empty:
|
|
70
70
|
# Add bid and ask IVs if available
|
|
71
|
-
for iv_type in ['bid_iv', 'ask_iv']:
|
|
71
|
+
for iv_type in ['mark_iv', 'bid_iv', 'ask_iv']:
|
|
72
72
|
if iv_type in maturity_data.columns:
|
|
73
73
|
fig.add_trace(
|
|
74
74
|
go.Scatter(
|
|
@@ -349,6 +349,7 @@ def fit_model(option_chain: pd.DataFrame, num_points: int = 2000) -> Tuple[pd.Da
|
|
|
349
349
|
logger.info(f"Total execution time for the model: {end_total - start_total:.4f} seconds")
|
|
350
350
|
|
|
351
351
|
logger.info("Model fitting complete.")
|
|
352
|
+
results_df = results_df.drop(columns='maturity_name')
|
|
352
353
|
return results_df
|
|
353
354
|
|
|
354
355
|
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|