voly 0.0.257__py3-none-any.whl → 0.0.258__py3-none-any.whl

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/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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  )
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.257
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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
@@ -4,7 +4,7 @@ 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-0.0.257.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.257.dist-info/METADATA,sha256=BHWLiKV-CVEyWxaQXgpErSBwVPKH-e-diIeyx9MydF8,4115
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- voly-0.0.257.dist-info/WHEEL,sha256=ck4Vq1_RXyvS4Jt6SI0Vz6fyVs4GWg7AINwpsaGEgPE,91
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- voly-0.0.257.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.257.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,,
File without changes