voly 0.0.28__tar.gz → 0.0.29__tar.gz

{voly-0.0.28/src/voly.egg-info → voly-0.0.29}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.28
+Version: 0.0.29
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.28 → voly-0.0.29}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.28"
+version = "0.0.29"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.28"
+python_version = "0.0.29"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.28 → voly-0.0.29}/src/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"
@@ -46,7 +49,7 @@ def plot_volatility_smile(moneyness: np.ndarray,
             y=iv * 100,  # Convert to percentage
             mode='lines',
             name='Model',
-            line=dict(color='#636EFA', width=2)
+            line=dict(color='#0080FF', width=2)
         )
     )
 
@@ -344,19 +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
@@ -366,12 +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-0.0.28 → voly-0.0.29/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.28
+Version: 0.0.29
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT