voly 0.0.34__tar.gz → 0.0.35__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-0.0.34/src/voly.egg-info → voly-0.0.35}/PKG-INFO +1 -1
- {voly-0.0.34 → voly-0.0.35}/pyproject.toml +2 -2
- {voly-0.0.34 → voly-0.0.35}/src/voly/client.py +4 -8
- {voly-0.0.34 → voly-0.0.35/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.34 → voly-0.0.35}/LICENSE +0 -0
- {voly-0.0.34 → voly-0.0.35}/README.md +0 -0
- {voly-0.0.34 → voly-0.0.35}/setup.cfg +0 -0
- {voly-0.0.34 → voly-0.0.35}/setup.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/__init__.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/core/__init__.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/core/charts.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/core/data.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/core/fit.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/core/rnd.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/exceptions.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/formulas.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/models.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly/utils/logger.py +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.34 → voly-0.0.35}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.34 → voly-0.0.35}/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 = "0.0.35"
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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 = "0.0.35"
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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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@@ -401,13 +401,13 @@ class VolyClient:
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logger.info("Calculating risk-neutral density")
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# Generate the surface
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moneyness_array,
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moneyness_array, rnd_values = get_rnd(
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svi_params_list=svi_params_list,
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moneyness_params=moneyness_params
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)
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return {
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'
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'moneyness_array': moneyness_array,
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'rnd_values': rnd_values
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}
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@@ -426,16 +426,12 @@ class VolyClient:
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logger.info("Calculating risk-neutral density")
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# Generate the surface
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rnd_values = get_rnd_surface(
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fit_results=fit_results,
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moneyness_params=moneyness_params
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)
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return
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'moneyness_grid': moneyness_grid,
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'rnd_values': rnd_values
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}
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return rnd_values
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@staticmethod
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def pdf(rnd_results: Dict[str, Any],
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