voly 0.0.32__tar.gz → 0.0.34__tar.gz

{voly-0.0.32/src/voly.egg-info → voly-0.0.34}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.32
+Version: 0.0.34
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.32 → voly-0.0.34}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.32"
+version = "0.0.34"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.32"
+python_version = "0.0.34"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.32 → voly-0.0.34}/src/voly/client.py

@@ -387,7 +387,7 @@ class VolyClient:
     # -------------------------------------------------------------------------
 
     @staticmethod
-    def get_rnd(svi_params_list: float[List],
+    def get_rnd(svi_params_list: List[float],
                 moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
                 ) -> np.ndarray:
         """

{voly-0.0.32 → voly-0.0.34}/src/voly/core/rnd.py

@@ -19,7 +19,7 @@ def rnd(moneyness_array: float, total_var: float) -> float:
 @catch_exception
 def get_rnd(svi_params_list: float[List],
             moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
-            ) -> np.ndarray:
+            ) -> Dict[str, Any]:
 
     # Adjust parameter order to match function signatures
     a, b, sigma, rho, m = svi_params_list
@@ -36,13 +36,16 @@ def get_rnd(svi_params_list: float[List],
     # Calculate risk-neutral density using the base RND function
     rnd_values = np.array([rnd(x, var) for x, var in zip(moneyness_array, total_var)])
 
-    return moneyness_array, rnd_values
+    return {
+        'moneyness_array': moneyness_array,
+        'rnd_values': rnd_values
+    }
 
 
 @catch_exception
 def get_rnd_surface(fit_results: Dict[str, Any],
                     moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
-                    ) -> Dict[str, np.ndarray]:
+                    ) -> Dict[str, Any]:
     """
     Calculate RND for all expiries using the SVI parameter matrix.
 

{voly-0.0.32 → voly-0.0.34/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.32
+Version: 0.0.34
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT