voly 0.0.228__py3-none-any.whl → 0.0.229__py3-none-any.whl

voly/core/data.py

@@ -251,6 +251,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
 
     # Apply extraction to create new columns
     df['spot_price'] = df['index_price']
+    s = df['spot_price'].iloc[0]
     df['instrument'] = df['instrument_name']
     splits = df['instrument'].str.split('-')
     df['maturity'] = splits.str[1]
@@ -271,33 +272,33 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
     df['bid_iv'] = df['bid_iv'].replace({0: np.nan}) / 100
     df['ask_iv'] = df['ask_iv'].replace({0: np.nan}) / 100
 
-    df['bid_price'] = df['best_bid_price']
-    df['ask_price'] = df['best_ask_price']
+    df['bid_price'] = df['best_bid_price'] * df['spot_price']
+    df['ask_price'] = df['best_ask_price'] * df['spot_price']
     df['bid_amount'] = df['best_bid_amount']
     df['ask_amount'] = df['best_ask_amount']
 
     for idx, row in df.iterrows():
         # Process bid side
         if 'bids' in row and isinstance(row['bids'], list) and len(row['bids']) > 0:
-            clean_bids = [] # Clean up the bid data
+            clean_bids = []  # Clean up the bid data
             for bid in row['bids']:
                 if len(bid) >= 3:
                     # Extract price and quantity, removing 'new' if present
                     price = float(bid[1]) if bid[0] == 'new' else float(bid[0])
                     qty = float(bid[2]) if bid[0] == 'new' else float(bid[1])
-                    clean_bids.append((price, qty))
+                    clean_bids.append((price * s, qty))
             if clean_bids:
                 df.at[idx, 'bids'] = clean_bids
 
         # Process ask side
         if 'asks' in row and isinstance(row['asks'], list) and len(row['asks']) > 0:
-            clean_asks = [] # Clean up the ask data
+            clean_asks = []  # Clean up the ask data
             for ask in row['asks']:
                 if len(ask) >= 3:
                     # Extract price and quantity, removing 'new' if present
                     price = float(ask[1]) if ask[0] == 'new' else float(ask[0])
                     qty = float(ask[2]) if ask[0] == 'new' else float(ask[1])
-                    clean_asks.append((price, qty))
+                    clean_asks.append((price * s, qty))
             if clean_asks:
                 df.at[idx, 'asks'] = clean_asks
 

{voly-0.0.228.dist-info → voly-0.0.229.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.228
+Version: 0.0.229
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.228.dist-info → voly-0.0.229.dist-info}/RECORD

@@ -5,7 +5,7 @@ voly/formulas.py,sha256=Jx2QSTkN3S_X1YWYXN3T0gBcxMKB_VLsqgDPg32ApmM,10833
 voly/models.py,sha256=CGJQr13Uie7iwtx2hjViN9lMXeRN_uOqzp4u8NPaTlA,9282
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=6MSU0z01fPOVSssodxdnFqchzDfupSmXq_e71WwDmVQ,12635
-voly/core/data.py,sha256=4E-zF2wJwumbWcrGVOS59ebApRKnxyyUXCTTriUk45Y,12389
+voly/core/data.py,sha256=BDBJPVgWvL3C1UUJgQUuH9O8_SGX2EsasIx0llwHOAM,12470
 voly/core/fit.py,sha256=R3aDgCjvZ30PujoE9pgnGQXPQOTTMbk7_-RQ0ZMx5ig,13918
 voly/core/hd.py,sha256=dSv197RmSWFWbRRdoBzMrD_poT7ZiJ8hdD_wKE-Li_M,13559
 voly/core/interpolate.py,sha256=GAkrqaar7A0D6UMipXQUp4vSHRfb44TmCG5Xiv9elXg,5176
@@ -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-0.0.228.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.228.dist-info/METADATA,sha256=_21vNdPGISj2HC7IKCjC47LHjMq2F1qPbKOEF9oFbb0,4115
-voly-0.0.228.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
-voly-0.0.228.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.228.dist-info/RECORD,,
+voly-0.0.229.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.229.dist-info/METADATA,sha256=kQafmyjFk87gJp6pW67m5uBUTEIPLHmnVdWnsWZzl4c,4115
+voly-0.0.229.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
+voly-0.0.229.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.229.dist-info/RECORD,,