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 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']
@@ -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 * s, qty))
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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 * s, qty))
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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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@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.229
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+ Version: 0.0.231
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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
@@ -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=BDBJPVgWvL3C1UUJgQUuH9O8_SGX2EsasIx0llwHOAM,12470
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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
@@ -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-0.0.229.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.229.dist-info/METADATA,sha256=kQafmyjFk87gJp6pW67m5uBUTEIPLHmnVdWnsWZzl4c,4115
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- voly-0.0.229.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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- voly-0.0.229.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.229.dist-info/RECORD,,
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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,,
File without changes