voly 0.0.25__tar.gz → 0.0.28__tar.gz

{voly-0.0.25/src/voly.egg-info → voly-0.0.28}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.25
+Version: 0.0.28
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.25 → voly-0.0.28}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.25"
+version = "0.0.28"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.25"
+python_version = "0.0.28"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.25 → voly-0.0.28}/src/voly/client.py

@@ -22,8 +22,8 @@ from voly.core.fit import fit_model, get_surface
 from voly.core.rnd import calculate_rnd, calculate_pdf, calculate_cdf, calculate_strike_probability
 from voly.core.interpolate import interpolate_model
 from voly.core.charts import (
-    plot_all_smiles, plot_3d_surface, plot_parameters,
-    plot_fit_statistics, plot_rnd, plot_pdf, plot_cdf, plot_rnd_all_expiries,
+    plot_all_smiles, plot_3d_surface, plot_parameters, plot_fit_performance,
+    plot_fit_performance, plot_rnd, plot_pdf, plot_cdf, plot_rnd_all_expiries,
     plot_rnd_3d, plot_rnd_statistics, plot_interpolated_surface
 )
 

{voly-0.0.25 → voly-0.0.28}/src/voly/core/charts.py

@@ -46,47 +46,41 @@ def plot_volatility_smile(moneyness: np.ndarray,
             y=iv * 100,  # Convert to percentage
             mode='lines',
             name='Model',
-            line=dict(color='#00FFC1', width=2)
+            line=dict(color='#636EFA', width=2)
         )
     )
 
-    # Add market data if provided
-    if market_data is not None and expiry is not None:
-        # Filter market data for the specific expiry
-        expiry_data = market_data[market_data['yte'] == expiry]
+    # Filter market data for the specific expiry
+    expiry_data = market_data[market_data['yte'] == expiry]
 
-        if not expiry_data.empty:
-            # Add bid IV
-            fig.add_trace(
-                go.Scatter(
-                    x=expiry_data['log_moneyness'],
-                    y=expiry_data['bid_iv'] * 100,  # Convert to percentage
-                    mode='markers',
-                    name='Bid IV',
-                    marker=dict(size=8, symbol='circle', opacity=0.7)
-                )
+    if not expiry_data.empty:
+        # Add bid IV
+        fig.add_trace(
+            go.Scatter(
+                x=expiry_data['log_moneyness'],
+                y=expiry_data['bid_iv'] * 100,  # Convert to percentage
+                mode='markers',
+                name='Bid IV',
+                marker=dict(size=8, symbol='circle', opacity=0.7)
             )
+        )
 
-            # Add ask IV
-            fig.add_trace(
-                go.Scatter(
-                    x=expiry_data['log_moneyness'],
-                    y=expiry_data['ask_iv'] * 100,  # Convert to percentage
-                    mode='markers',
-                    name='Ask IV',
-                    marker=dict(size=8, symbol='circle', opacity=0.7)
-                )
+        # Add ask IV
+        fig.add_trace(
+            go.Scatter(
+                x=expiry_data['log_moneyness'],
+                y=expiry_data['ask_iv'] * 100,  # Convert to percentage
+                mode='markers',
+                name='Ask IV',
+                marker=dict(size=8, symbol='circle', opacity=0.7)
             )
+        )
 
-            # Get maturity name and DTE for title if not provided
-            if title is None:
-                maturity_name = expiry_data['maturity_name'].iloc[0]
-                dte_value = expiry_data['dte'].iloc[0]
-                title = f'Volatility Smile for {maturity_name} (DTE: {dte_value:.1f}, YTE: {expiry:.4f})'
-
-    # Use default title if not provided
-    if title is None:
-        title = 'Volatility Smile'
+        # Get maturity name and DTE for title if not provided
+        if title is None:
+            maturity_name = expiry_data['maturity_name'].iloc[0]
+            dte_value = expiry_data['dte'].iloc[0]
+            title = f'Vol Smile for {maturity_name} (DTE: {dte_value:.1f})'
 
     # Update layout
     fig.update_layout(
@@ -243,7 +237,7 @@ def plot_parameters(raw_param_matrix: pd.DataFrame,
 
 
 @catch_exception
-def plot_fit_statistics(fit_performance: pd.DataFrame) -> go.Figure:
+def plot_fit_performance(fit_performance: pd.DataFrame) -> go.Figure:
     """
     Plot the fitting accuracy statistics.
 

{voly-0.0.25 → voly-0.0.28/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.25
+Version: 0.0.28
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT