voly 0.0.207__py3-none-any.whl → 0.0.209__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/data.py +1 -1
  2. {voly-0.0.207.dist-info → voly-0.0.209.dist-info}/METADATA +1 -1
  3. {voly-0.0.207.dist-info → voly-0.0.209.dist-info}/RECORD +6 -6
  4. {voly-0.0.207.dist-info → voly-0.0.209.dist-info}/WHEEL +0 -0
  5. {voly-0.0.207.dist-info → voly-0.0.209.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.207.dist-info → voly-0.0.209.dist-info}/top_level.txt +0 -0
voly/core/data.py CHANGED
@@ -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['index_price'] / df['strikes'])
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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
{voly-0.0.207.dist-info → voly-0.0.209.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.207
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+ Version: 0.0.209
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
{voly-0.0.207.dist-info → voly-0.0.209.dist-info}/RECORD RENAMED
@@ -5,7 +5,7 @@ voly/formulas.py,sha256=JnEs6G0wlfRNH6X_YEJMe2RtLH-ryhzufjsim73Bj3c,11176
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  voly/models.py,sha256=tcilQxvUwObN41ar0j3pBmsw9Q5ddFRIa_LvrqNPx3Q,9305
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  voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=H63MTGswS1fKpliPIQDRSlYsfgcVJ2RHXoXgrxxd3aM,12732
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- voly/core/data.py,sha256=s2XzV72YC19QJjZAng_G2QZ0_FJvg9E2I-dV4Of3EK8,14095
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+ voly/core/data.py,sha256=SNF87C7-r-1IbKwf7rAhXkJ6X305yo7fCDJDdkwz3NM,14103
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  voly/core/fit.py,sha256=Iz-khsr4KrM3KUheJX7iHWUDbAzueSZvqjt47BGYZig,14024
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  voly/core/hd.py,sha256=UFAyLncNUHivpPAcko6IK1bC55mudVtdlRFfXp63HXE,14771
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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  voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.207.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.207.dist-info/METADATA,sha256=mNhpMktoNSTAuL4SK2J4O26GusWFBJQqK0Yxz_Cr73E,4115
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- voly-0.0.207.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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- voly-0.0.207.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.207.dist-info/RECORD,,
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+ voly-0.0.209.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.209.dist-info/METADATA,sha256=7p6TFpGSQsm3hV2_nYhG9eFSjRpzy1-8nwi1Kei4OmU,4115
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+ voly-0.0.209.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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+ voly-0.0.209.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.209.dist-info/RECORD,,
{voly-0.0.207.dist-info → voly-0.0.209.dist-info}/WHEEL RENAMED
File without changes