voly 0.0.205__tar.gz → 0.0.207__tar.gz

{voly-0.0.205/src/voly.egg-info → voly-0.0.207}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.205
+Version: 0.0.207
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.205 → voly-0.0.207}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.205"
+version = "0.0.207"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.205"
+python_version = "0.0.207"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.205 → voly-0.0.207}/src/voly/core/charts.py

@@ -63,8 +63,8 @@ def plot_volatility_smile(x_array: np.ndarray,
     # Add market data if provided
     if option_chain is not None and maturity is not None:
         maturity_data = option_chain[option_chain['maturity_name'] == maturity]
-        if return_domain == 'delta':
-            maturity_data = maturity_data[maturity_data['option_type'] == 'C']
+        #if return_domain == 'delta':
+        maturity_data = maturity_data[maturity_data['option_type'] == 'C']
 
         if not maturity_data.empty:
             # Add bid and ask IVs if available

{voly-0.0.205 → voly-0.0.207}/src/voly/core/fit.py

@@ -145,7 +145,7 @@ class SVICalibrator:
         # Not enough data points for fitting
         if len(k) <= 5:
             result = self.failed_calibration(maturity, maturity_name, t, len(k))
-            logger.error(f'FAILED for {maturity} (insufficient data points)')
+            logger.error(f'\033[31mFAILED\033[0m for {maturity} (insufficient data points)')
             self.update_results(result)
             return maturity
 
@@ -155,7 +155,7 @@ class SVICalibrator:
         # If fitting failed
         if np.isnan(params[0]):
             result = self.failed_calibration(maturity, maturity_name, t, len(k))
-            logger.error(f'FAILED for {maturity}')
+            logger.error(f'\033[31mFAILED\033[0m for {maturity}')
             self.update_results(result)
             return maturity
 
@@ -178,8 +178,8 @@ class SVICalibrator:
             **stats
         }
 
-        logger.info(
-            f'SUCCESS for {maturity}: a={stats["a"]:.4f}, b={stats["b"]:.4f}, m={stats["m"]:.4f}, rho={stats["rho"]:.4f}, sigma={stats["sigma"]:.4f}')
+        logger.info(f'\033[32mSUCCESS\033[0m for {maturity}: a={stats["a"]:.4f}, b={stats["b"]:.4f}, m={stats["m"]:.4f}, rho={stats["rho"]:.4f}, sigma={stats["sigma"]:.4f}')
+        logger.info("=================================================================")
 
         self.update_results(result)
         return maturity

{voly-0.0.205 → voly-0.0.207}/src/voly/models.py

@@ -176,11 +176,11 @@ class SVIModel:
             w_current = cls.svi(k_constraint, new_params[0] * t, new_params[1] * t, *new_params[2:])
             w_prev = cls.svi(k_constraint, a_prev * prev_t, b_prev * prev_t, m_prev, rho_prev, sigma_prev)
             violation = np.min(w_current - w_prev)
-            print(f"Calendar arbitrage correction {'successful' if violation >= -1e-6 else 'failed'} for t={t:.4f}, "
-                  f"min margin={violation:.6f}")
+            logger.info(f"Calendar arbitrage correction {'successful' if violation >= -1e-6 else 'failed'} for t={t:.4f}, "
+                        f"min margin={violation:.6f}")
             return new_params
 
-        print(f"Calendar arbitrage correction failed for t={t:.4f}")
+        logger.error(f"Calendar arbitrage correction failed for t={t:.4f}")
         return params
 
     @classmethod
@@ -221,7 +221,7 @@ class SVIModel:
                 w1 = cls.svi(k_val, a1 * t1, b1 * t1, m1, rho1, sigma1)
                 w2 = cls.svi(k_val, a2 * t2, b2 * t2, m2, rho2, sigma2)
                 if w2 < w1 - 1e-6:
-                    print(
+                    logger.warning(
                         f"Calendar arbitrage violation at t1={t1:.4f}, t2={t2:.4f}, k={k_val:.4f}: w1={w1:.6f}, w2={w2:.6f}")
                     return False
         return True

{voly-0.0.205 → voly-0.0.207/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.205
+Version: 0.0.207
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT