voly 0.0.22__py3-none-any.whl → 0.0.24__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/fit.py +2 -1
  2. {voly-0.0.22.dist-info → voly-0.0.24.dist-info}/METADATA +1 -1
  3. {voly-0.0.22.dist-info → voly-0.0.24.dist-info}/RECORD +6 -6
  4. {voly-0.0.22.dist-info → voly-0.0.24.dist-info}/LICENSE +0 -0
  5. {voly-0.0.22.dist-info → voly-0.0.24.dist-info}/WHEEL +0 -0
  6. {voly-0.0.22.dist-info → voly-0.0.24.dist-info}/top_level.txt +0 -0
voly/core/fit.py CHANGED
@@ -289,11 +289,12 @@ def get_surface(fit_results: Dict[str, Any],
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  # Get YTE values from the parameter matrix attributes
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  yte_values = fit_results['fit_performance']['YTE']
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  maturity_values = fit_results['fit_performance']['Maturity']
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+ param_matrix = fit_results['raw_param_matrix']
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  # Generate implied volatility for each expiry
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  for maturity, yte in zip(maturity_values, yte_values):
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  svi_params = param_matrix[maturity].values
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- w_svi = [SVIModel.svi(x, *svi_params) for x in moneyness_values]
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+ w_svi = [SVIModel.svi(x, *svi_params) for x in moneyness_grid]
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  iv_surface[yte] = np.sqrt(np.array(w_svi) / yte)
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  return moneyness_grid, iv_surface
{voly-0.0.22.dist-info → voly-0.0.24.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.2
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  Name: voly
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- Version: 0.0.22
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+ Version: 0.0.24
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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-0.0.22.dist-info → voly-0.0.24.dist-info}/RECORD RENAMED
@@ -6,13 +6,13 @@ voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
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  voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=8btc24KmE5dASNf-qjV-94UiRkzxHUewj44eRC_qe8I,26808
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  voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
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- voly/core/fit.py,sha256=MaKhBPxZB5FJw-8cjkzlWN2kGAkneQo3S7Gkh-sUfow,9922
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+ voly/core/fit.py,sha256=y0NSpNGwkm7xd_Feb6wWB3t12oXEbGVvjfXVwNV8Q-M,9971
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  voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
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  voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.22.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.22.dist-info/METADATA,sha256=g-WlxkjkqoaNgr-bJXqOtgItaLnJiB29b9Sha9-uGZk,4092
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- voly-0.0.22.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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- voly-0.0.22.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.22.dist-info/RECORD,,
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+ voly-0.0.24.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.24.dist-info/METADATA,sha256=HilW4OQmZpuiz2pQhidbUV9iQfpOWRYeKgQxFBKL0wc,4092
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+ voly-0.0.24.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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+ voly-0.0.24.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.24.dist-info/RECORD,,
{voly-0.0.22.dist-info → voly-0.0.24.dist-info}/LICENSE RENAMED
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{voly-0.0.22.dist-info → voly-0.0.24.dist-info}/WHEEL RENAMED
File without changes