voly 0.0.256__py3-none-any.whl → 0.0.258__py3-none-any.whl

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Files changed (7) hide show
  1. voly/client.py +1 -1
  2. voly/core/charts.py +6 -4
  3. {voly-0.0.256.dist-info → voly-0.0.258.dist-info}/METADATA +1 -1
  4. {voly-0.0.256.dist-info → voly-0.0.258.dist-info}/RECORD +7 -7
  5. {voly-0.0.256.dist-info → voly-0.0.258.dist-info}/WHEEL +0 -0
  6. {voly-0.0.256.dist-info → voly-0.0.258.dist-info}/licenses/LICENSE +0 -0
  7. {voly-0.0.256.dist-info → voly-0.0.258.dist-info}/top_level.txt +0 -0
voly/client.py CHANGED
@@ -239,7 +239,7 @@ class VolyClient:
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  # Create missing domains
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  option_chain['log_moneyness'] = np.log(option_chain['strikes'] / option_chain['spot_price'].iloc[0])
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  option_chain['moneyness'] = np.exp(option_chain['log_moneyness'])
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- option_chain['returns'] = df['moneyness'] - 1
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+ option_chain['returns'] = option_chain['moneyness'] - 1
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  # Plot volatility smiles
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  plots['smiles'] = plot_all_smiles(
voly/core/charts.py CHANGED
@@ -38,6 +38,7 @@ def plot_volatility_smile(x_array: np.ndarray,
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  Returns:
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  - Plotly figure
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  """
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+
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  # Map domain types to axis labels
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  domain_labels = {
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  'log_moneyness': 'Log Moneyness',
@@ -62,6 +63,7 @@ def plot_volatility_smile(x_array: np.ndarray,
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  # Add market data if provided
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  if option_chain is not None and maturity is not None:
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+ currency = option_chain['currency'].iloc[0]
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  maturity_data = option_chain[option_chain['maturity'] == maturity]
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  if return_domain == 'delta':
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  maturity_data = maturity_data[maturity_data['flag'] == 'C']
@@ -80,9 +82,9 @@ def plot_volatility_smile(x_array: np.ndarray,
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  )
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  )
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- title = f'Vol Smile for {maturity}'
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+ title = f'{currency} - Vol Smile for {maturity}'
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  else:
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- title = f'Vol Smile for {maturity}'
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+ title = f'{currency} - Vol Smile for {maturity}'
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  else:
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  title = 'Volatility Smile'
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@@ -182,7 +184,7 @@ def plot_raw_parameters(fit_results: pd.DataFrame) -> go.Figure:
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  # Update layout
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  fig.update_layout(
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- title='Raw SVI Parameters Across Expiries',
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+ title='Raw SVI Parameters Across Maturities',
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  template='plotly_dark',
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  showlegend=False
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  )
@@ -245,7 +247,7 @@ def plot_jw_parameters(fit_results: pd.DataFrame) -> go.Figure:
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  # Update layout
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  fig.update_layout(
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- title='Jump-Wing Parameters Across Expiries',
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+ title='Jump-Wing Parameters Across Maturities',
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  template='plotly_dark',
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  showlegend=False
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  )
{voly-0.0.256.dist-info → voly-0.0.258.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: 0.0.256
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+ Version: 0.0.258
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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-0.0.256.dist-info → voly-0.0.258.dist-info}/RECORD RENAMED
@@ -1,10 +1,10 @@
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  voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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- voly/client.py,sha256=0CY3M5sxkqKvbDwnDrXKzg4mJtAa_sIHRyDYtWH5oMs,14543
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+ voly/client.py,sha256=FKkRkUdxZfPjrJZBX3J2nqKlE7YjQkdI9eqtrgatIDg,14553
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  voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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  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/charts.py,sha256=W_6yhJrfPGjOev8PjDZRv_SAw2wUovhYAsF6ZDdGgxY,12718
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  voly/core/data.py,sha256=A0zrIjg-pf3mG28UR313Bc57h74G5smWCVBB7vysM_4,13527
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  voly/core/fit.py,sha256=G5ooc47QxAcoVWunU8990TLH3gOigkDA5vSRtPG-mXA,14010
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  voly/core/hd.py,sha256=dSv197RmSWFWbRRdoBzMrD_poT7ZiJ8hdD_wKE-Li_M,13559
@@ -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-0.0.256.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.256.dist-info/METADATA,sha256=a7wdSXTZGiDvmXid1axiZqgxN6nYBTJ1sAeGk80FepY,4115
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- voly-0.0.256.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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- voly-0.0.256.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.256.dist-info/RECORD,,
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+ voly-0.0.258.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.258.dist-info/METADATA,sha256=I_HoPsqXLW1-u4nUQNCAlkiruiNIm9FJaA2Ova0Sb6Q,4115
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+ voly-0.0.258.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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+ voly-0.0.258.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.258.dist-info/RECORD,,
{voly-0.0.256.dist-info → voly-0.0.258.dist-info}/WHEEL RENAMED
File without changes