voly 0.0.257__tar.gz → 0.0.258__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-0.0.257/src/voly.egg-info → voly-0.0.258}/PKG-INFO +1 -1
- {voly-0.0.257 → voly-0.0.258}/pyproject.toml +2 -2
- {voly-0.0.257 → voly-0.0.258}/src/voly/core/charts.py +6 -4
- {voly-0.0.257 → voly-0.0.258/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.257 → voly-0.0.258}/LICENSE +0 -0
- {voly-0.0.257 → voly-0.0.258}/README.md +0 -0
- {voly-0.0.257 → voly-0.0.258}/setup.cfg +0 -0
- {voly-0.0.257 → voly-0.0.258}/setup.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/__init__.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/client.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/core/__init__.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/core/data.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/core/fit.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/core/hd.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/core/rnd.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/exceptions.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/formulas.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/models.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/utils/density.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly/utils/logger.py +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.257 → voly-0.0.258}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.257 → voly-0.0.258}/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 = "0.0.258"
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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 = "0.0.258"
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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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@@ -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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# Map domain types to axis labels
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domain_labels = {
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'log_moneyness': 'Log Moneyness',
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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']
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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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# Update layout
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fig.update_layout(
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title='Raw SVI Parameters Across
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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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)
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# Update layout
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fig.update_layout(
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title='Jump-Wing Parameters Across
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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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)
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