voly 0.0.245__tar.gz → 0.0.246__tar.gz

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.
Files changed (26) hide show
  1. {voly-0.0.245/src/voly.egg-info → voly-0.0.246}/PKG-INFO +1 -1
  2. {voly-0.0.245 → voly-0.0.246}/pyproject.toml +2 -2
  3. {voly-0.0.245 → voly-0.0.246}/src/voly/core/data.py +8 -8
  4. {voly-0.0.245 → voly-0.0.246/src/voly.egg-info}/PKG-INFO +1 -1
  5. {voly-0.0.245 → voly-0.0.246}/LICENSE +0 -0
  6. {voly-0.0.245 → voly-0.0.246}/README.md +0 -0
  7. {voly-0.0.245 → voly-0.0.246}/setup.cfg +0 -0
  8. {voly-0.0.245 → voly-0.0.246}/setup.py +0 -0
  9. {voly-0.0.245 → voly-0.0.246}/src/voly/__init__.py +0 -0
  10. {voly-0.0.245 → voly-0.0.246}/src/voly/client.py +0 -0
  11. {voly-0.0.245 → voly-0.0.246}/src/voly/core/__init__.py +0 -0
  12. {voly-0.0.245 → voly-0.0.246}/src/voly/core/charts.py +0 -0
  13. {voly-0.0.245 → voly-0.0.246}/src/voly/core/fit.py +0 -0
  14. {voly-0.0.245 → voly-0.0.246}/src/voly/core/hd.py +0 -0
  15. {voly-0.0.245 → voly-0.0.246}/src/voly/core/interpolate.py +0 -0
  16. {voly-0.0.245 → voly-0.0.246}/src/voly/core/rnd.py +0 -0
  17. {voly-0.0.245 → voly-0.0.246}/src/voly/exceptions.py +0 -0
  18. {voly-0.0.245 → voly-0.0.246}/src/voly/formulas.py +0 -0
  19. {voly-0.0.245 → voly-0.0.246}/src/voly/models.py +0 -0
  20. {voly-0.0.245 → voly-0.0.246}/src/voly/utils/__init__.py +0 -0
  21. {voly-0.0.245 → voly-0.0.246}/src/voly/utils/density.py +0 -0
  22. {voly-0.0.245 → voly-0.0.246}/src/voly/utils/logger.py +0 -0
  23. {voly-0.0.245 → voly-0.0.246}/src/voly.egg-info/SOURCES.txt +0 -0
  24. {voly-0.0.245 → voly-0.0.246}/src/voly.egg-info/dependency_links.txt +0 -0
  25. {voly-0.0.245 → voly-0.0.246}/src/voly.egg-info/requires.txt +0 -0
  26. {voly-0.0.245 → voly-0.0.246}/src/voly.egg-info/top_level.txt +0 -0
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: voly
3
- Version: 0.0.245
3
+ Version: 0.0.246
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "voly"
7
- version = "0.0.245"
7
+ version = "0.0.246"
8
8
  description = "Options & volatility research package"
9
9
  readme = "README.md"
10
10
  authors = [
@@ -60,7 +60,7 @@ line_length = 100
60
60
  multi_line_output = 3
61
61
 
62
62
  [tool.mypy]
63
- python_version = "0.0.245"
63
+ python_version = "0.0.246"
64
64
  warn_return_any = true
65
65
  warn_unused_configs = true
66
66
  disallow_untyped_defs = true
@@ -16,7 +16,7 @@ import datetime as dt
16
16
  import re
17
17
  import numpy as np
18
18
  from typing import List, Dict, Any, Optional, Union
19
- from voly.formulas import (bs, delta, gamma, vega, theta, rho)
19
+ from voly.formulas import (bs, iv, delta, gamma, vega, theta, rho)
20
20
  from voly.utils.logger import logger, catch_exception
21
21
  from voly.exceptions import VolyError
22
22
 
@@ -313,13 +313,13 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
313
313
  df['bid_depth'] = df['bids']
314
314
  df['ask_depth'] = df['asks']
315
315
 
316
- df['bs'] = voly.bs(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
317
- df['iv'] = voly.iv(df['bs'], df['spot_price'], df['strikes'], df['interest_rate'], df['t'], df['flag'])
318
- df['delta'] = voly.delta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
319
- df['gamma'] = voly.gamma(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
320
- df['vega'] = voly.vega(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
321
- df['theta'] = voly.theta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
322
- df['rho'] = voly.rho(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
316
+ df['bs'] = bs(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
317
+ df['iv'] = iv(df['bs'], df['spot_price'], df['strikes'], df['interest_rate'], df['t'], df['flag'])
318
+ df['delta'] = delta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
319
+ df['gamma'] = gamma(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
320
+ df['vega'] = vega(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
321
+ df['theta'] = theta(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
322
+ df['rho'] = rho(df['spot_price'], df['strikes'], df['interest_rate'], df['mark_iv'], df['t'], df['flag'])
323
323
 
324
324
  df['open_interest'] = df['open_interest'] * s
325
325
  df['volume'] = df['volume'] * s
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: voly
3
- Version: 0.0.245
3
+ Version: 0.0.246
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes