voly 0.0.218__py3-none-any.whl → 0.0.219__py3-none-any.whl

voly/models.py

@@ -176,11 +176,11 @@ class SVIModel:
             w_current = cls.svi(k_constraint, new_params[0] * t, new_params[1] * t, *new_params[2:])
             w_prev = cls.svi(k_constraint, a_prev * prev_t, b_prev * prev_t, m_prev, rho_prev, sigma_prev)
             violation = np.min(w_current - w_prev)
-            logger.info(f"Calendar arbitrage correction {'successful' if violation >= -1e-6 else 'failed'} for t={t:.4f}, "
+            logger.info(f"Calendar arb correction {'fixed' if violation >= -1e-6 else 'failed'} for t={t:.4f}, "
                         f"min margin={violation:.6f}")
             return new_params
 
-        logger.error(f"Calendar arbitrage correction failed for t={t:.4f}")
+        logger.error(f"Calendar arb correction failed for t={t:.4f}")
         return params
 
     @classmethod
@@ -222,7 +222,7 @@ class SVIModel:
                 w2 = cls.svi(k_val, a2 * t2, b2 * t2, m2, rho2, sigma2)
                 if w2 < w1 - 1e-6:
                     logger.warning(
-                        f"Calendar arbitrage violation at t1={t1:.4f}, t2={t2:.4f}, k={k_val:.4f}: w1={w1:.6f}, w2={w2:.6f}")
+                        f"Calendar arb violation at t1={t1:.4f}, t2={t2:.4f}, k={k_val:.4f}: w1={w1:.6f}, w2={w2:.6f}")
                     return False
         return True
 

{voly-0.0.218.dist-info → voly-0.0.219.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.218
+Version: 0.0.219
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.218.dist-info → voly-0.0.219.dist-info}/RECORD

@@ -2,7 +2,7 @@ voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
 voly/client.py,sha256=0kp2_I-imcJ6uxMcvS0BipS2PgWdFaCPZG5335Vg75Q,14383
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=Jn9hBoIx6PGv9k4lm8PeGM4lxFJkrLau8LpnXatdQPM,11176
-voly/models.py,sha256=tcilQxvUwObN41ar0j3pBmsw9Q5ddFRIa_LvrqNPx3Q,9305
+voly/models.py,sha256=CGJQr13Uie7iwtx2hjViN9lMXeRN_uOqzp4u8NPaTlA,9282
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=2S-BfCo30aj1_xlNLqF-za5rQWxF_mWKIdtdOe5bgbw,12735
 voly/core/data.py,sha256=SNF87C7-r-1IbKwf7rAhXkJ6X305yo7fCDJDdkwz3NM,14103
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=wiZ5OIjPDf1Th5_sQ9CZG5JgAo3EL8f63T_Rj1_VP-0,13214
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/density.py,sha256=ONpRli-IaJDgOZ2sb27HHFc9_tkkGSATKl94JODd86A,5879
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.218.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.218.dist-info/METADATA,sha256=aYj_hQJm7gNq-pEfhGMZAdMhFZ2mkNbVHaysHT47_1w,4115
-voly-0.0.218.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
-voly-0.0.218.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.218.dist-info/RECORD,,
+voly-0.0.219.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.219.dist-info/METADATA,sha256=Wb6kob5yD26TOnHR5ko2G8G0uP9LgaDwxIDjCVWHf2o,4115
+voly-0.0.219.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
+voly-0.0.219.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.219.dist-info/RECORD,,