voly 0.0.225__py3-none-any.whl → 0.0.226__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/hd.py +2 -2
  2. {voly-0.0.225.dist-info → voly-0.0.226.dist-info}/METADATA +1 -1
  3. {voly-0.0.225.dist-info → voly-0.0.226.dist-info}/RECORD +6 -6
  4. {voly-0.0.225.dist-info → voly-0.0.226.dist-info}/WHEEL +0 -0
  5. {voly-0.0.225.dist-info → voly-0.0.226.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.225.dist-info → voly-0.0.226.dist-info}/top_level.txt +0 -0
voly/core/hd.py CHANGED
@@ -263,8 +263,8 @@ def calculate_kde_hd(df_hist: pd.DataFrame,
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  # Get scaled returns
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  scaled_returns, dte_returns = calculate_historical_returns(df_hist, n_periods)
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- #vol = np.sqrt(scaled_returns.std())
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- scaled_returns = scaled_returns / t
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+ vol = np.sqrt(scaled_returns.std()) ** t
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+ scaled_returns = scaled_returns / vol
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  # Fit KDE model using scipy's gaussian_kde with Scott's rule for bandwidth
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  kde = stats.gaussian_kde(scaled_returns, bw_method='scott')
{voly-0.0.225.dist-info → voly-0.0.226.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: 0.0.225
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+ Version: 0.0.226
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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-0.0.225.dist-info → voly-0.0.226.dist-info}/RECORD RENAMED
@@ -7,14 +7,14 @@ voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=2S-BfCo30aj1_xlNLqF-za5rQWxF_mWKIdtdOe5bgbw,12735
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  voly/core/data.py,sha256=SNF87C7-r-1IbKwf7rAhXkJ6X305yo7fCDJDdkwz3NM,14103
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  voly/core/fit.py,sha256=bVyx7qMgFFpTUjgoCUs58ppmeNN2CORnqPKbGUpV9xw,14081
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- voly/core/hd.py,sha256=JD5P9zxbOM5TYsLKgTuI9DDoU3JUAgvak4Yh3RsG7CQ,13553
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+ voly/core/hd.py,sha256=dSv197RmSWFWbRRdoBzMrD_poT7ZiJ8hdD_wKE-Li_M,13559
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  voly/core/interpolate.py,sha256=-cNChFpuLnCSMOmfW2ldXxePgQXi-pxcjJvF2yImD1w,5222
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  voly/core/rnd.py,sha256=wiZ5OIjPDf1Th5_sQ9CZG5JgAo3EL8f63T_Rj1_VP-0,13214
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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  voly/utils/density.py,sha256=ONpRli-IaJDgOZ2sb27HHFc9_tkkGSATKl94JODd86A,5879
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.225.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.225.dist-info/METADATA,sha256=ZH3OeY69EA4xOU-en_nLtfBd8buKsG-wwKUYZL2cuYQ,4115
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- voly-0.0.225.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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- voly-0.0.225.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.225.dist-info/RECORD,,
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+ voly-0.0.226.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.226.dist-info/METADATA,sha256=rLI85wsZs9RYkI2B-4-87qXHiKoarN-PEFrSfD6OdJE,4115
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+ voly-0.0.226.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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+ voly-0.0.226.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.226.dist-info/RECORD,,
{voly-0.0.225.dist-info → voly-0.0.226.dist-info}/WHEEL RENAMED
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