voly 0.0.245__tar.gz → 0.0.247__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.
- {voly-0.0.245/src/voly.egg-info → voly-0.0.247}/PKG-INFO +1 -1
- {voly-0.0.245 → voly-0.0.247}/pyproject.toml +2 -2
- {voly-0.0.245 → voly-0.0.247}/src/voly/core/data.py +7 -8
- {voly-0.0.245 → voly-0.0.247/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.245 → voly-0.0.247}/LICENSE +0 -0
- {voly-0.0.245 → voly-0.0.247}/README.md +0 -0
- {voly-0.0.245 → voly-0.0.247}/setup.cfg +0 -0
- {voly-0.0.245 → voly-0.0.247}/setup.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/__init__.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/client.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/core/__init__.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/core/charts.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/core/fit.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/core/hd.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/core/rnd.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/exceptions.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/formulas.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/models.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/utils/density.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly/utils/logger.py +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.245 → voly-0.0.247}/src/voly.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.247"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.247"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -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'] =
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df['
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df['
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df['
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df['
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df['
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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
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@@ -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', '
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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!")
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