voly 0.0.2__py3-none-any.whl → 0.0.3__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/client.py +6 -6
- {voly-0.0.2.dist-info → voly-0.0.3.dist-info}/METADATA +1 -1
- {voly-0.0.2.dist-info → voly-0.0.3.dist-info}/RECORD +6 -6
- {voly-0.0.2.dist-info → voly-0.0.3.dist-info}/LICENSE +0 -0
- {voly-0.0.2.dist-info → voly-0.0.3.dist-info}/WHEEL +0 -0
- {voly-0.0.2.dist-info → voly-0.0.3.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -12,10 +12,10 @@ from typing import Dict, List, Tuple, Optional, Union, Any, Callable
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import plotly.graph_objects as go
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from voly.utils.logger import logger, catch_exception, setup_file_logging
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from voly.exceptions import VolyError
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from voly.exceptions import VolyError
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from voly.models import SVIModel
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from voly.formulas import (
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bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
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bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
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)
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from voly.core.data import fetch_option_chain, process_option_chain
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from voly.core.fit import fit_model
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@@ -390,7 +390,7 @@ class VolyClient:
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# Use first maturity if not specified
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maturity = list(rnd_surface.keys())[0]
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elif maturity not in rnd_surface:
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raise
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raise VolyError(f"Maturity '{maturity}' not found in RND results")
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# Get RND values for the selected maturity
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rnd_values = rnd_surface[maturity]
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@@ -438,7 +438,7 @@ class VolyClient:
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# Use first maturity if not specified
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maturity = list(rnd_surface.keys())[0]
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elif maturity not in rnd_surface:
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raise
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raise VolyError(f"Maturity '{maturity}' not found in RND results")
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# Get RND values for the selected maturity
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rnd_values = rnd_surface[maturity]
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@@ -477,7 +477,7 @@ class VolyClient:
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- Probability (0 to 1)
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"""
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if direction not in ['above', 'below']:
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raise
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raise VolyError("Direction must be 'above' or 'below'")
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# Extract required data
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moneyness_grid = rnd_results['moneyness_grid']
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@@ -489,7 +489,7 @@ class VolyClient:
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# Use first maturity if not specified
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maturity = list(rnd_surface.keys())[0]
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elif maturity not in rnd_surface:
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raise
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raise VolyError(f"Maturity '{maturity}' not found in RND results")
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# Get RND values for the selected maturity
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rnd_values = rnd_surface[maturity]
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@@ -1,5 +1,5 @@
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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voly/client.py,sha256=
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voly/client.py,sha256=3vcr4inLoASM205Fq5Zq1pUztiP8IxffQy2aWsba95U,17517
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=aG_HSq_a4j7TcuKiINlHSpmNdmfZa_fzYbAk8EGt954,7427
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voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
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@@ -11,8 +11,8 @@ voly/core/interpolate.py,sha256=fi_OQNdedDrdgawXCwhlO79HLGUvJ-nWjWxqFLd9ijU,8212
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voly/core/rnd.py,sha256=Qlk1Ylo0KEz-BQ6VaGZ-0qsgFyTjoMX1DqCoGXAS6kk,12163
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voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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voly/utils/logger.py,sha256=mujudi610WveZoGJJzoBtGbraFNJUzwWFTza645j08U,1821
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.3.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.3.dist-info/METADATA,sha256=eg6iOPlAH7Xa9w4u8xvv2scso6eJqPvGyYXL3Uh13Ts,4136
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voly-0.0.3.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.3.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.3.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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