voly 0.0.216__tar.gz → 0.0.217__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-0.0.216/src/voly.egg-info → voly-0.0.217}/PKG-INFO +1 -1
- {voly-0.0.216 → voly-0.0.217}/pyproject.toml +2 -2
- {voly-0.0.216 → voly-0.0.217}/src/voly/client.py +0 -1
- {voly-0.0.216 → voly-0.0.217}/src/voly/core/fit.py +1 -0
- {voly-0.0.216 → voly-0.0.217/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.216 → voly-0.0.217}/LICENSE +0 -0
- {voly-0.0.216 → voly-0.0.217}/README.md +0 -0
- {voly-0.0.216 → voly-0.0.217}/setup.cfg +0 -0
- {voly-0.0.216 → voly-0.0.217}/setup.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/__init__.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/core/__init__.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/core/charts.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/core/data.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/core/hd.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/core/rnd.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/exceptions.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/formulas.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/models.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/utils/density.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly/utils/logger.py +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.216 → voly-0.0.217}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.216 → voly-0.0.217}/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 = "0.0.217"
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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 = "0.0.217"
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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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@@ -176,7 +176,6 @@ class VolyClient:
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- DataFrame with fit results including arbitrage checks
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"""
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logger.info(f"Fitting model to market data")
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logger.info("=================================================================")
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# Fit the model
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fit_results = fit_model(
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@@ -196,6 +196,7 @@ class SVICalibrator:
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"""Execute full SVI calibration process"""
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start_time = time.time()
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logger.info(f"Processing {self.currency} option chain data...")
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logger.info("=================================================================")
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# Process all maturities in parallel
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with ThreadPoolExecutor() as executor:
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