voly 0.0.238__py3-none-any.whl → 0.0.240__py3-none-any.whl

voly/core/data.py

@@ -16,7 +16,7 @@ import datetime as dt
 import re
 import numpy as np
 from typing import List, Dict, Any, Optional, Union
-from voly.formulas import (bs, delta, gamma, vega, theta)
+from voly.formulas import (bs, delta, gamma, vega, theta, rho)
 from voly.utils.logger import logger, catch_exception
 from voly.exceptions import VolyError
 

voly/formulas.py

@@ -15,14 +15,11 @@ from functools import wraps
 @catch_exception
 def vectorize_inputs(func):
     @wraps(func)
-    def wrapper(s, *args, **kwargs):
-        # s is always scalar
-        all_args = list(args)
-        input_names = func.__code__.co_varnames[1:len(all_args)+1]
-        input_dict = dict(zip(input_names, all_args))
+    def wrapper(*args, **kwargs):
+        arg_names = func.__code__.co_varnames[:func.__code__.co_argcount]
+        input_dict = dict(zip(arg_names, args))
         input_dict.update(kwargs)
 
-        # Identify vectorized vs scalar inputs
         vector_lengths = {
             k: len(v) for k, v in input_dict.items()
             if isinstance(v, (list, np.ndarray, pd.Series))
@@ -31,27 +28,25 @@ def vectorize_inputs(func):
         is_vectorized = len(vector_lengths) > 0
 
         if is_vectorized:
-            # Check if all are of same length
             lengths = set(vector_lengths.values())
             if len(lengths) != 1:
+                logger.error(f"Inconsistent input lengths in vectorized call: {vector_lengths}")
                 raise VolyError("All vectorized inputs must have the same length.")
 
-            if any(not isinstance(v, (list, np.ndarray, pd.Series)) for v in input_dict.values()):
+            if any(
+                not isinstance(v, (list, np.ndarray, pd.Series))
+                for k, v in input_dict.items()
+            ):
+                logger.error("Cannot mix scalar and vector inputs. Pass all as vectors or all as scalars.")
                 raise VolyError("Cannot mix scalar and vector inputs. Pass all as vectors or all as scalars.")
 
-            # Proceed with vectorized call
             max_len = next(iter(lengths))
             return [
-                func(
-                    s,
-                    *(input_dict[name][i] for name in input_names if name in input_dict),
-                    **{k: input_dict[k][i] for k in kwargs if k in input_dict}
-                )
+                func(*[input_dict[name][i] for name in arg_names])
                 for i in range(max_len)
             ]
         else:
-            # All scalar inputs, call directly
-            return func(s, *args, **kwargs)
+            return func(*args, **kwargs)
 
     return wrapper
 

{voly-0.0.238.dist-info → voly-0.0.240.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.238
+Version: 0.0.240
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.238.dist-info → voly-0.0.240.dist-info}/RECORD

@@ -1,11 +1,11 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
 voly/client.py,sha256=H4BY5n1isHOqMYX-Koe8-WKBKE6zxbdDYopDF58BPBI,14533
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
-voly/formulas.py,sha256=CY4VChzEgfuc9aLkUFt3ipyot8wr_2z8K1G2Zsw4Ov8,10317
+voly/formulas.py,sha256=nVerxCnE014H1dctuiuWv-bYMgd5Ye2Zo0lwWjmrMHk,10158
 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=0xZEX-3_fnfHcHi6kbTIIlyHgcp6_N1RIIuFgcRTmuo,13555
+voly/core/data.py,sha256=yYbGs1sxHzuMj7sxuc39VMeqlf0acKoUx7s2UomRUI8,13560
 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-0.0.238.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.238.dist-info/METADATA,sha256=fxSfqv3BX526bXAY8BdpkHonB9qgp4jtmyupg12jXds,4115
-voly-0.0.238.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
-voly-0.0.238.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.238.dist-info/RECORD,,
+voly-0.0.240.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.240.dist-info/METADATA,sha256=3-lvf0lurdx8oo7KZpgCmyqeab3yHdxEMN4uKqIe7Fo,4115
+voly-0.0.240.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
+voly-0.0.240.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.240.dist-info/RECORD,,