voly 0.0.241__tar.gz → 0.0.243__tar.gz

{voly-0.0.241/src/voly.egg-info → voly-0.0.243}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.241
+Version: 0.0.243
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.241 → voly-0.0.243}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.241"
+version = "0.0.243"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.241"
+python_version = "0.0.243"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.241 → voly-0.0.243}/src/voly/formulas.py

@@ -16,35 +16,33 @@ from functools import wraps
 def vectorize_inputs(func):
     @wraps(func)
     def wrapper(*args, **kwargs):
+        # Extract input argument names from the function
         arg_names = func.__code__.co_varnames[:func.__code__.co_argcount]
         input_dict = dict(zip(arg_names, args))
         input_dict.update(kwargs)
 
-        vector_lengths = {
-            k: len(v) for k, v in input_dict.items()
-            if isinstance(v, (list, np.ndarray, pd.Series))
-        }
+        values = list(input_dict.values())
 
-        is_vectorized = len(vector_lengths) > 0
+        n_vectors = sum(isinstance(v, (list, np.ndarray, pd.Series)) for v in values)
+        n_scalars = sum(not isinstance(v, (list, np.ndarray, pd.Series)) for v in values)
 
-        if is_vectorized:
-            lengths = set(vector_lengths.values())
-            if len(lengths) != 1:
-                raise VolyError("All vectorized inputs must have the same length.")
+        if n_vectors > 0 and n_scalars > 0:
+            raise VolyError("Cannot mix scalar and vector inputs. Pass all as vectors or all as scalars.")
 
-            if any(
-                not isinstance(v, (list, np.ndarray, pd.Series))
-                for k, v in input_dict.items()
-            ):
-                raise VolyError("Cannot mix scalar and vector inputs. Pass all as vectors or all as scalars.")
+        if n_vectors > 0:
+            # All inputs are vectors, make sure they're same length
+            lengths = [len(v) for v in values]
+            if len(set(lengths)) != 1:
+                raise VolyError("All vectorized inputs must have the same length.")
 
-            max_len = next(iter(lengths))
+            # Apply vectorized logic
             return [
                 func(*[input_dict[name][i] for name in arg_names])
-                for i in range(max_len)
+                for i in range(lengths[0])
             ]
-        else:
-            return func(*args, **kwargs)
+
+        # All inputs are scalars
+        return func(*args, **kwargs)
 
     return wrapper
 
@@ -90,7 +88,7 @@ def delta(s: float, K: float, r: float, o: float, t: float, flag: str = 'call')
 @vectorize_inputs
 def gamma(s: float, K: float, r: float, o: float, t: float, flag: str = 'call') -> float:
     d1_val = d1(s, K, r, o, t, flag)
-    return norm.pdf(d1_val) / (s * o * np.sqrt(t))
+    return norm.pdf(d1_val) / (s * o * np.sqrt(t)) * 10000
 
 
 @catch_exception

{voly-0.0.241 → voly-0.0.243/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.241
+Version: 0.0.243
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT