voly 0.0.32__tar.gz → 0.0.33__tar.gz
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-0.0.32/src/voly.egg-info → voly-0.0.33}/PKG-INFO +1 -1
- {voly-0.0.32 → voly-0.0.33}/pyproject.toml +2 -2
- {voly-0.0.32 → voly-0.0.33}/src/voly/core/rnd.py +6 -3
- {voly-0.0.32 → voly-0.0.33/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.32 → voly-0.0.33}/LICENSE +0 -0
- {voly-0.0.32 → voly-0.0.33}/README.md +0 -0
- {voly-0.0.32 → voly-0.0.33}/setup.cfg +0 -0
- {voly-0.0.32 → voly-0.0.33}/setup.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/__init__.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/client.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/core/__init__.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/core/charts.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/core/data.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/core/fit.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/exceptions.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/formulas.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/models.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly/utils/logger.py +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.32 → voly-0.0.33}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.32 → voly-0.0.33}/tests/test_client.py +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.33"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.33"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -19,7 +19,7 @@ def rnd(moneyness_array: float, total_var: float) -> float:
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@catch_exception
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def get_rnd(svi_params_list: float[List],
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moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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) ->
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) -> Dict[str, Any]:
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# Adjust parameter order to match function signatures
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a, b, sigma, rho, m = svi_params_list
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@@ -36,13 +36,16 @@ def get_rnd(svi_params_list: float[List],
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# Calculate risk-neutral density using the base RND function
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rnd_values = np.array([rnd(x, var) for x, var in zip(moneyness_array, total_var)])
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return
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return {
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'moneyness_array': moneyness_array,
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'rnd_values': rnd_values
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}
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@catch_exception
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def get_rnd_surface(fit_results: Dict[str, Any],
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moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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) -> Dict[str,
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) -> Dict[str, Any]:
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"""
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Calculate RND for all expiries using the SVI parameter matrix.
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