voly 0.0.2__tar.gz → 0.0.4__tar.gz

{voly-0.0.2/src/voly.egg-info → voly-0.0.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.2
+Version: 0.0.4
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.2 → voly-0.0.4}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.2"
+version = "0.0.4"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -61,7 +61,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.2"
+python_version = "0.0.4"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.2 → voly-0.0.4}/src/voly/client.py

@@ -12,10 +12,10 @@ from typing import Dict, List, Tuple, Optional, Union, Any, Callable
 import plotly.graph_objects as go
 
 from voly.utils.logger import logger, catch_exception, setup_file_logging
-from voly.exceptions import VolyError, ValidationError, DataError
+from voly.exceptions import VolyError
 from voly.models import SVIModel
 from voly.formulas import (
-    bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv, implied_underlying
+    bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
 )
 from voly.core.data import fetch_option_chain, process_option_chain
 from voly.core.fit import fit_model
@@ -390,7 +390,7 @@ class VolyClient:
             # Use first maturity if not specified
             maturity = list(rnd_surface.keys())[0]
         elif maturity not in rnd_surface:
-            raise ValidationError(f"Maturity '{maturity}' not found in RND results")
+            raise VolyError(f"Maturity '{maturity}' not found in RND results")
 
         # Get RND values for the selected maturity
         rnd_values = rnd_surface[maturity]
@@ -438,7 +438,7 @@ class VolyClient:
             # Use first maturity if not specified
             maturity = list(rnd_surface.keys())[0]
         elif maturity not in rnd_surface:
-            raise ValidationError(f"Maturity '{maturity}' not found in RND results")
+            raise VolyError(f"Maturity '{maturity}' not found in RND results")
 
         # Get RND values for the selected maturity
         rnd_values = rnd_surface[maturity]
@@ -477,7 +477,7 @@ class VolyClient:
         - Probability (0 to 1)
         """
         if direction not in ['above', 'below']:
-            raise ValidationError("Direction must be 'above' or 'below'")
+            raise VolyError("Direction must be 'above' or 'below'")
 
         # Extract required data
         moneyness_grid = rnd_results['moneyness_grid']
@@ -489,7 +489,7 @@ class VolyClient:
             # Use first maturity if not specified
             maturity = list(rnd_surface.keys())[0]
         elif maturity not in rnd_surface:
-            raise ValidationError(f"Maturity '{maturity}' not found in RND results")
+            raise VolyError(f"Maturity '{maturity}' not found in RND results")
 
         # Get RND values for the selected maturity
         rnd_values = rnd_surface[maturity]

{voly-0.0.2 → voly-0.0.4}/src/voly/core/data.py

@@ -17,7 +17,7 @@ import re
 import numpy as np
 from typing import List, Dict, Any, Optional, Union
 from voly.utils.logger import logger, catch_exception
-from voly.exceptions import DataError, ExchangeError, ConnectionError
+from voly.exceptions import VolyError
 
 
 async def subscribe_channels(ws, channels):
@@ -157,7 +157,7 @@ async def get_deribit_data(currency: str = "BTC") -> pd.DataFrame:
     try:
         instruments = [i['instrument_name'] for i in response.json()['result']]
     except (KeyError, json.JSONDecodeError) as e:
-        raise DataError(f"Failed to parse Deribit API response: {str(e)}")
+        raise VolyError(f"Failed to parse Deribit API response: {str(e)}")
 
     total_instruments = len(instruments)
     logger.info(f"Found {total_instruments} active {currency} options")
@@ -183,7 +183,7 @@ async def get_deribit_data(currency: str = "BTC") -> pd.DataFrame:
     logger.info(f"Total processing time: {total_time:.2f}s - {len(all_data)} instruments processed")
 
     if not all_data:
-        raise DataError("No data collected from Deribit")
+        raise VolyError("No data collected from Deribit")
 
     return pd.DataFrame(all_data)
 
@@ -297,7 +297,7 @@ async def fetch_option_chain(exchange: str = 'deribit',
     pd.DataFrame: Processed option chain data
     """
     if exchange.lower() != 'deribit':
-        raise ExchangeError(f"Exchange '{exchange}' is not supported. Currently only 'deribit' is available.")
+        raise VolyError(f"Exchange '{exchange}' is not supported. Currently only 'deribit' is available.")
 
     # Get raw data
     raw_data = await get_deribit_data(currency=currency)

{voly-0.0.2 → voly-0.0.4}/src/voly/core/fit.py

@@ -11,7 +11,7 @@ from typing import List, Tuple, Dict, Optional, Union, Any
 from scipy.optimize import least_squares
 from sklearn.metrics import mean_squared_error, mean_absolute_error, r2_score
 from voly.utils.logger import logger, catch_exception
-from voly.exceptions import ModelError, ValidationError
+from voly.exceptions import VolyError
 from voly.models import SVIModel
 
 
@@ -90,7 +90,7 @@ def optimize_svi_parameters(market_data: pd.DataFrame,
                 max_nfev=1000
             )
         except Exception as e:
-            raise ModelError(f"Optimization failed for {maturity_name}: {str(e)}")
+            raise VolyError(f"Optimization failed for {maturity_name}: {str(e)}")
 
         # Store results with maturity name as key
         results[maturity_name] = {
@@ -300,7 +300,7 @@ def fit_model(market_data: pd.DataFrame,
     - Dictionary with fitting results
     """
     if model_name.lower() != 'svi':
-        raise ValidationError(f"Model type '{model_name}' is not supported. Currently only 'svi' is available.")
+        raise VolyError(f"Model type '{model_name}' is not supported. Currently only 'svi' is available.")
 
     # Step 1: Optimize model parameters
     optimization_results = optimize_svi_parameters(market_data)

{voly-0.0.2 → voly-0.0.4}/src/voly/core/interpolate.py

@@ -10,7 +10,7 @@ import pandas as pd
 from typing import List, Tuple, Dict, Optional, Union, Any
 from scipy.interpolate import interp1d, pchip_interpolate
 from voly.utils.logger import logger, catch_exception
-from voly.exceptions import InterpolationError
+from voly.exceptions import VolyError
 from voly.models import SVIModel
 
 
@@ -36,7 +36,7 @@ def interpolate_surface_time(
     - 2D array of interpolated values (rows=target_expiries, cols=moneyness)
     """
     if len(expiries) < 2:
-        raise InterpolationError("At least two expiries are required for time interpolation")
+        raise VolyError("At least two expiries are required for time interpolation")
 
     # Initialize the output array
     interpolated_surface = np.zeros((len(target_expiries), len(moneyness_grid)))
@@ -122,7 +122,7 @@ def interpolate_svi_parameters(
 
     # Check if we have enough points for interpolation
     if len(expiry_years) < 2:
-        raise InterpolationError("At least two expiries are required for interpolation")
+        raise VolyError("At least two expiries are required for interpolation")
 
     # Create new parameter matrix for interpolated values
     interp_param_matrix = pd.DataFrame(

{voly-0.0.2 → voly-0.0.4}/src/voly/core/rnd.py

@@ -7,7 +7,7 @@ import numpy as np
 import pandas as pd
 from typing import Dict, List, Tuple, Optional, Union, Any
 from voly.utils.logger import logger, catch_exception
-from voly.exceptions import RNDError
+from voly.exceptions import VolyError
 from voly.models import SVIModel
 from voly.formulas import rnd_base
 
@@ -364,7 +364,7 @@ def calculate_rnd(
     if maturity is not None:
         # Validate maturity
         if maturity not in raw_param_matrix.columns:
-            raise RNDError(f"Maturity '{maturity}' not found in fit results")
+            raise VolyError(f"Maturity '{maturity}' not found in fit results")
 
         # Just calculate for the specified maturity
         yte = raw_param_matrix.attrs['yte_values'][maturity]

{voly-0.0.2 → voly-0.0.4/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.2
+Version: 0.0.4
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT