voly 0.0.210__py3-none-any.whl → 0.0.211__py3-none-any.whl

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Files changed (6) hide show
  1. voly/formulas.py +2 -2
  2. {voly-0.0.210.dist-info → voly-0.0.211.dist-info}/METADATA +1 -1
  3. {voly-0.0.210.dist-info → voly-0.0.211.dist-info}/RECORD +6 -6
  4. {voly-0.0.210.dist-info → voly-0.0.211.dist-info}/WHEEL +0 -0
  5. {voly-0.0.210.dist-info → voly-0.0.211.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.210.dist-info → voly-0.0.211.dist-info}/top_level.txt +0 -0
voly/formulas.py CHANGED
@@ -305,7 +305,7 @@ def get_domain(domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
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  elif return_domain == 'strikes':
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  if s is None:
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  raise ValueError("Spot price 's' is required for return_domain='strikes'.")
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- return s / np.exp(LM)
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+ return np.exp(LM) * s
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  elif return_domain == 'delta':
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  # Check for required parameters
@@ -320,7 +320,7 @@ def get_domain(domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
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  f"Length 'o'={len(o)}, length 'LM'={len(LM)}")
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  # Compute strikes
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- K = s / np.exp(LM)
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+ K = np.exp(LM) * s
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  # Compute deltas
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  D = delta(s, K, r, o, t, 'call')
{voly-0.0.210.dist-info → voly-0.0.211.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: 0.0.210
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+ Version: 0.0.211
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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-0.0.210.dist-info → voly-0.0.211.dist-info}/RECORD RENAMED
@@ -1,7 +1,7 @@
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  voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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  voly/client.py,sha256=0kp2_I-imcJ6uxMcvS0BipS2PgWdFaCPZG5335Vg75Q,14383
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  voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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- voly/formulas.py,sha256=JnEs6G0wlfRNH6X_YEJMe2RtLH-ryhzufjsim73Bj3c,11176
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+ voly/formulas.py,sha256=Jn9hBoIx6PGv9k4lm8PeGM4lxFJkrLau8LpnXatdQPM,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=2S-BfCo30aj1_xlNLqF-za5rQWxF_mWKIdtdOe5bgbw,12735
@@ -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-0.0.210.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.210.dist-info/METADATA,sha256=nOb1_GHx1y4Q020yf6HygkYn4RD5vKbNhWRJCBKHsXM,4115
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- voly-0.0.210.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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- voly-0.0.210.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.210.dist-info/RECORD,,
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+ voly-0.0.211.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.211.dist-info/METADATA,sha256=YbOkH_HMI6I8EqazfJcyIryx-JXBmksBXYaARw8sE0Y,4115
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+ voly-0.0.211.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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+ voly-0.0.211.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.211.dist-info/RECORD,,
{voly-0.0.210.dist-info → voly-0.0.211.dist-info}/WHEEL RENAMED
File without changes