voly 0.0.245__py3-none-any.whl → 0.0.247__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/data.py +7 -8
  2. {voly-0.0.245.dist-info → voly-0.0.247.dist-info}/METADATA +1 -1
  3. {voly-0.0.245.dist-info → voly-0.0.247.dist-info}/RECORD +6 -6
  4. {voly-0.0.245.dist-info → voly-0.0.247.dist-info}/WHEEL +0 -0
  5. {voly-0.0.245.dist-info → voly-0.0.247.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.245.dist-info → voly-0.0.247.dist-info}/top_level.txt +0 -0
voly/core/data.py CHANGED
@@ -313,13 +313,12 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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  df['bid_depth'] = df['bids']
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  df['ask_depth'] = df['asks']
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- df['bs'] = voly.bs(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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- df['iv'] = voly.iv(df['bs'], df['spot_price'], df['strikes'], df['interest_rate'], df['t'], df['flag'])
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- df['delta'] = voly.delta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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- df['gamma'] = voly.gamma(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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- df['vega'] = voly.vega(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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- df['theta'] = voly.theta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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- df['rho'] = voly.rho(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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+ df['bs'] = bs(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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+ df['delta'] = delta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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+ df['gamma'] = gamma(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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+ df['vega'] = vega(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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+ df['theta'] = theta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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+ df['rho'] = rho(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
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  df['open_interest'] = df['open_interest'] * s
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  df['volume'] = df['volume'] * s
@@ -327,7 +326,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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  df = df[['currency', 'spot_price',
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  'timestamp', 'instrument', 'maturity', 'strikes', 'flag', 'expiry',
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  'mark_iv', 'bid_iv', 'ask_iv', 'mark_price', 'bid_price', 'ask_price', 'bid_amount', 'ask_amount', 'bid_depth', 'ask_depth',
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- 'bs', 'iv', 'delta', 'gamma', 'vega', 'theta', 'rho',
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+ 'bs', 'delta', 'gamma', 'vega', 'theta', 'rho',
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  'interest_rate', 'open_interest', 'volume']]
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  logger.info(f"Processing complete!")
{voly-0.0.245.dist-info → voly-0.0.247.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.245
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+ Version: 0.0.247
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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-0.0.245.dist-info → voly-0.0.247.dist-info}/RECORD RENAMED
@@ -5,7 +5,7 @@ voly/formulas.py,sha256=5DupVzJuPtnkfbhIq05ciNXb6S6o4Cd33wqG-ahf4bc,10015
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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=q5yTrDq4z4MpQwejcOJ25LmfaZyov8vflzYwZK87Pdc,13666
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+ voly/core/data.py,sha256=9yf4yfZ_JIE0Mx08j3HdEyXHihhud_gs9YIFiRaaWXA,13522
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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-0.0.245.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.245.dist-info/METADATA,sha256=zC6qeH-rjzT-JGAgqd0ZTEgdZc5zmR1e0L-iKcKkYtM,4115
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- voly-0.0.245.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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- voly-0.0.245.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.245.dist-info/RECORD,,
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+ voly-0.0.247.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.247.dist-info/METADATA,sha256=Ixpj8jlzE9vorXaR2mIaP4yWhiVvhDbd8xs13vV5PNs,4115
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+ voly-0.0.247.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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+ voly-0.0.247.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.247.dist-info/RECORD,,
{voly-0.0.245.dist-info → voly-0.0.247.dist-info}/WHEEL RENAMED
File without changes