voly 0.0.218__tar.gz → 0.0.219__tar.gz

{voly-0.0.218/src/voly.egg-info → voly-0.0.219}/PKG-INFO

@@ -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 → voly-0.0.219}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.218"
+version = "0.0.219"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.218"
+python_version = "0.0.219"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.218 → voly-0.0.219}/src/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 → voly-0.0.219/src/voly.egg-info}/PKG-INFO

@@ -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