voly 0.0.251__tar.gz → 0.0.252__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-0.0.251/src/voly.egg-info → voly-0.0.252}/PKG-INFO +1 -1
- {voly-0.0.251 → voly-0.0.252}/pyproject.toml +2 -2
- {voly-0.0.251 → voly-0.0.252}/src/voly/core/fit.py +1 -1
- {voly-0.0.251 → voly-0.0.252/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.251 → voly-0.0.252}/LICENSE +0 -0
- {voly-0.0.251 → voly-0.0.252}/README.md +0 -0
- {voly-0.0.251 → voly-0.0.252}/setup.cfg +0 -0
- {voly-0.0.251 → voly-0.0.252}/setup.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/__init__.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/client.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/core/__init__.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/core/charts.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/core/data.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/core/hd.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/core/rnd.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/exceptions.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/formulas.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/models.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/utils/density.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly/utils/logger.py +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.251 → voly-0.0.252}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.251 → voly-0.0.252}/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 = "0.0.252"
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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 = "0.0.252"
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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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@@ -67,7 +67,7 @@ class SVICalibrator:
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def filter_market_data(self, group):
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"""Filter and prepare market data"""
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# Filter for call options only
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group = group[group['
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group = group[group['flag'] == 'C']
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# Handle duplicated IVs by keeping the row closest to log_moneyness=0
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duplicated_iv = group[group.duplicated('mark_iv', keep=False)]
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