voly 0.0.229__py3-none-any.whl → 0.0.231__py3-none-any.whl
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/core/data.py +5 -4
- {voly-0.0.229.dist-info → voly-0.0.231.dist-info}/METADATA +1 -1
- {voly-0.0.229.dist-info → voly-0.0.231.dist-info}/RECORD +6 -6
- {voly-0.0.229.dist-info → voly-0.0.231.dist-info}/WHEEL +0 -0
- {voly-0.0.229.dist-info → voly-0.0.231.dist-info}/licenses/LICENSE +0 -0
- {voly-0.0.229.dist-info → voly-0.0.231.dist-info}/top_level.txt +0 -0
voly/core/data.py
CHANGED
@@ -272,6 +272,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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df['bid_iv'] = df['bid_iv'].replace({0: np.nan}) / 100
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df['ask_iv'] = df['ask_iv'].replace({0: np.nan}) / 100
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+
df['mark_price'] = df['mark_price'] * df['spot_price']
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df['bid_price'] = df['best_bid_price'] * df['spot_price']
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df['ask_price'] = df['best_ask_price'] * df['spot_price']
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df['bid_amount'] = df['best_bid_amount']
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@@ -284,9 +285,9 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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for bid in row['bids']:
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if len(bid) >= 3:
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# Extract price and quantity, removing 'new' if present
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-
price = float(bid[1]) if bid[0] == 'new' else float(bid[0])
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+
price = float(bid[1] * s) if bid[0] == 'new' else float(bid[0] * s)
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qty = float(bid[2]) if bid[0] == 'new' else float(bid[1])
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-
clean_bids.append((price
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+
clean_bids.append((price, qty))
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if clean_bids:
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df.at[idx, 'bids'] = clean_bids
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@@ -296,9 +297,9 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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for ask in row['asks']:
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if len(ask) >= 3:
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# Extract price and quantity, removing 'new' if present
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-
price = float(ask[1]) if ask[0] == 'new' else float(ask[0])
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+
price = float(ask[1] * s) if ask[0] == 'new' else float(ask[0] * s)
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qty = float(ask[2]) if ask[0] == 'new' else float(ask[1])
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-
clean_asks.append((price
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+
clean_asks.append((price, qty))
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if clean_asks:
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df.at[idx, 'asks'] = clean_asks
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@@ -5,7 +5,7 @@ voly/formulas.py,sha256=Jx2QSTkN3S_X1YWYXN3T0gBcxMKB_VLsqgDPg32ApmM,10833
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voly/models.py,sha256=CGJQr13Uie7iwtx2hjViN9lMXeRN_uOqzp4u8NPaTlA,9282
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voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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voly/core/charts.py,sha256=6MSU0z01fPOVSssodxdnFqchzDfupSmXq_e71WwDmVQ,12635
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-
voly/core/data.py,sha256=
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+
voly/core/data.py,sha256=n2Fz13OU99po-9JaDJOD1irulIL0uZUBvX3vwxw39Cs,12537
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voly/core/fit.py,sha256=R3aDgCjvZ30PujoE9pgnGQXPQOTTMbk7_-RQ0ZMx5ig,13918
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voly/core/hd.py,sha256=dSv197RmSWFWbRRdoBzMrD_poT7ZiJ8hdD_wKE-Li_M,13559
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voly/core/interpolate.py,sha256=GAkrqaar7A0D6UMipXQUp4vSHRfb44TmCG5Xiv9elXg,5176
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@@ -13,8 +13,8 @@ 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.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.231.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.231.dist-info/METADATA,sha256=0wuCZs9tfN2Dp3ktb6Lha1d6HZJ8KdQhZEn1-wPJs28,4115
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voly-0.0.231.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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voly-0.0.231.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.231.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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