voly 0.0.225__tar.gz → 0.0.226__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-0.0.225/src/voly.egg-info → voly-0.0.226}/PKG-INFO +1 -1
- {voly-0.0.225 → voly-0.0.226}/pyproject.toml +2 -2
- {voly-0.0.225 → voly-0.0.226}/src/voly/core/hd.py +2 -2
- {voly-0.0.225 → voly-0.0.226/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.225 → voly-0.0.226}/LICENSE +0 -0
- {voly-0.0.225 → voly-0.0.226}/README.md +0 -0
- {voly-0.0.225 → voly-0.0.226}/setup.cfg +0 -0
- {voly-0.0.225 → voly-0.0.226}/setup.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/__init__.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/client.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/core/__init__.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/core/charts.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/core/data.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/core/fit.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/core/rnd.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/exceptions.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/formulas.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/models.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/utils/density.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly/utils/logger.py +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.225 → voly-0.0.226}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.225 → voly-0.0.226}/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 = "0.0.226"
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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 = "0.0.226"
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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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@@ -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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scaled_returns = scaled_returns /
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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')
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