voly 0.0.20__py3-none-any.whl → 0.0.22__py3-none-any.whl

voly/client.py

@@ -24,7 +24,7 @@ from voly.core.interpolate import interpolate_model
 from voly.core.charts import (
     plot_volatility_smile, plot_3d_surface, plot_parameters, plot_fit_statistics,
     plot_rnd, plot_pdf, plot_cdf, plot_rnd_all_expiries, plot_rnd_3d,
-    plot_rnd_statistics, generate_all_plots, plot_interpolated_surface
+    plot_rnd_statistics, plot_interpolated_surface
 )
 
 
@@ -322,7 +322,7 @@ class VolyClient:
         return fit_results
 
     @staticmethod
-    def get_surface(param_matrix: pd.DataFrame,
+    def get_surface(fit_results: Dict[str, Any],
                     moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
                     ) -> Dict[str, Any]:
         """
@@ -337,7 +337,7 @@ class VolyClient:
         """
         # Generate the surface
         moneyness_grid, iv_surface = get_surface(
-            param_matrix=param_matrix,
+            fit_results=fit_results,
             moneyness_params=moneyness_params
         )
 
@@ -364,12 +364,12 @@ class VolyClient:
         """
         plots = {}
 
-        moneyness_grid, iv_surface = get_surface(fit_results['raw_params_matrix'], moneyness_params)
+        moneyness_grid, iv_surface = get_surface(fit_results, moneyness_params)
 
         # Extract data from fit results
         raw_param_matrix = fit_results['raw_param_matrix']
-        jw_param_matrix = fit_results.get('jw_param_matrix')
-        fit_performance = fit_results.get('fit_performance')
+        jw_param_matrix = fit_results['jw_param_matrix']
+        fit_performance = fit_results['fit_performance']
 
         # Plot volatility smiles
         plots['smiles'] = plot_all_smiles(moneyness_grid, iv_surface, market_data)

voly/core/fit.py

@@ -265,7 +265,7 @@ def fit_model(market_data: pd.DataFrame,
 
 
 @catch_exception
-def get_surface(param_matrix: pd.DataFrame,
+def get_surface(fit_results: Dict[str, Any],
                 moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
                 ) -> Dict[str, Any]:
     """

{voly-0.0.20.dist-info → voly-0.0.22.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.20
+Version: 0.0.22
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.20.dist-info → voly-0.0.22.dist-info}/RECORD

@@ -1,18 +1,18 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=vjdHxfE2TyxXX9lE6Uq5AZeXSdAKEsEYPw4ht2884O0,19458
+voly/client.py,sha256=we0n9F_fkN2FtEgbGpKXv-BdJLXNp69wBxYU5zh9_5g,19408
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=aG_HSq_a4j7TcuKiINlHSpmNdmfZa_fzYbAk8EGt954,7427
 voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=8btc24KmE5dASNf-qjV-94UiRkzxHUewj44eRC_qe8I,26808
 voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
-voly/core/fit.py,sha256=8KRkgATYkMaqaVfJjC9KFQMQ-PNvWW4zTeDxO8mvnsw,9921
+voly/core/fit.py,sha256=MaKhBPxZB5FJw-8cjkzlWN2kGAkneQo3S7Gkh-sUfow,9922
 voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
 voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.20.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.20.dist-info/METADATA,sha256=l_Pk0YsOnliuxyH8kZcR9Mf3DqZ-LZlvEeH5ViB0McM,4092
-voly-0.0.20.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.20.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.20.dist-info/RECORD,,
+voly-0.0.22.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.22.dist-info/METADATA,sha256=g-WlxkjkqoaNgr-bJXqOtgItaLnJiB29b9Sha9-uGZk,4092
+voly-0.0.22.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.22.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.22.dist-info/RECORD,,