voly 0.0.206__tar.gz → 0.0.208__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-0.0.206/src/voly.egg-info → voly-0.0.208}/PKG-INFO +1 -1
- {voly-0.0.206 → voly-0.0.208}/pyproject.toml +2 -2
- {voly-0.0.206 → voly-0.0.208}/src/voly/core/charts.py +2 -2
- {voly-0.0.206 → voly-0.0.208}/src/voly/core/data.py +1 -1
- {voly-0.0.206 → voly-0.0.208/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.206 → voly-0.0.208}/LICENSE +0 -0
- {voly-0.0.206 → voly-0.0.208}/README.md +0 -0
- {voly-0.0.206 → voly-0.0.208}/setup.cfg +0 -0
- {voly-0.0.206 → voly-0.0.208}/setup.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/__init__.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/client.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/core/__init__.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/core/fit.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/core/hd.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/core/rnd.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/exceptions.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/formulas.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/models.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/utils/density.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly/utils/logger.py +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.206 → voly-0.0.208}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.206 → voly-0.0.208}/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 = "0.0.208"
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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 = "0.0.208"
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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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@@ -63,8 +63,8 @@ def plot_volatility_smile(x_array: np.ndarray,
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# Add market data if provided
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if option_chain is not None and maturity is not None:
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maturity_data = option_chain[option_chain['maturity_name'] == maturity]
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if return_domain == 'delta':
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#if return_domain == 'delta':
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maturity_data = maturity_data[maturity_data['option_type'] == 'C']
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if not maturity_data.empty:
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# Add bid and ask IVs if available
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@@ -223,7 +223,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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df['ask_iv'] = df['ask_iv'].replace({0: np.nan}) / 100
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# Calculate log-moneyness
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df['log_moneyness'] = np.log(df['
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df['log_moneyness'] = np.log(df['strikes'] / df['index_price'].iloc[0])
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# Calculate moneyness
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df['moneyness'] = np.exp(df['log_moneyness'])
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# Calculate returns
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