voly 0.0.27__py3-none-any.whl → 0.0.29__py3-none-any.whl

voly/core/charts.py

@@ -13,6 +13,9 @@ from voly.models import SVIModel
 import plotly.graph_objects as go
 from plotly.subplots import make_subplots
 import plotly.io as pio
+import plotly.express as px
+from plotly.colors import hex_to_rgb, make_colorscale
+
 
 # Set default renderer to browser for interactive plots
 pio.renderers.default = "browser"
@@ -46,47 +49,41 @@ 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='#0080FF', 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(
@@ -350,19 +347,20 @@ def plot_fit_performance(fit_performance: pd.DataFrame) -> go.Figure:
 
 @catch_exception
 def plot_3d_surface(moneyness_grid: np.ndarray,
-                    iv_surface: Dict[float, np.ndarray]) -> go.Figure:
+                    iv_surface: dict[float, np.ndarray]) -> go.Figure:
     """
     Plot 3D implied volatility surface.
 
     Parameters:
-    - log_moneyness_grid: grid of log_moneyness values
+    - moneyness_grid: grid of moneyness values
     - iv_surface: Dictionary mapping expiry times to IV arrays
-    - title: Plot title
 
     Returns:
     - Plotly figure
     """
-
+    start_color = '#0080FF'
+    end_color = '#004080'  # Darker blue
+    custom_blue_scale = [[0, start_color], [1, end_color]]
     yte_values = list(iv_surface.keys())
 
     # Convert implied volatility surface to array
@@ -372,12 +370,12 @@ def plot_3d_surface(moneyness_grid: np.ndarray,
     X, Y = np.meshgrid(moneyness_grid, yte_values)
     Z = z_array * 100  # Convert to percentage
 
-    # Create 3D surface plot
-    fig = go.Figure(data=[go.Surface(z=Z, x=X, y=Y, colorscale='tealgrn')])
+    # Create 3D surface plot with custom blue colorscale
+    fig = go.Figure(data=[go.Surface(z=Z, x=X, y=Y, colorscale=custom_blue_scale)])
 
     # Add colorbar
     fig.update_traces(contours_z=dict(show=True, usecolormap=True,
-                                      highlightcolor="limegreen", project_z=True))
+                                      highlightcolor="#0080FF", project_z=True))
 
     # Update layout
     fig.update_layout(

{voly-0.0.27.dist-info → voly-0.0.29.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.27
+Version: 0.0.29
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.27.dist-info → voly-0.0.29.dist-info}/RECORD

@@ -4,15 +4,15 @@ voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=aG_HSq_a4j7TcuKiINlHSpmNdmfZa_fzYbAk8EGt954,7427
 voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
-voly/core/charts.py,sha256=aPvdv8agudljFnVZ27BURIxp3o-cvYucRtYnDUOQBUI,26809
+voly/core/charts.py,sha256=RItgttSW_zDoyIbaYXX5tpVhX44GlcYyRmg36B5C4b8,26696
 voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
 voly/core/fit.py,sha256=y0NSpNGwkm7xd_Feb6wWB3t12oXEbGVvjfXVwNV8Q-M,9971
 voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
 voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.27.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.27.dist-info/METADATA,sha256=smzZW44EecovIH0hxdYNfGIvRPh4M8xmHRIFmwSrXrM,4092
-voly-0.0.27.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.27.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.27.dist-info/RECORD,,
+voly-0.0.29.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.29.dist-info/METADATA,sha256=cP5A_arRCvbjDai5-BcPxugOfq_PTea8TYHudd-zUoY,4092
+voly-0.0.29.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.29.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.29.dist-info/RECORD,,