voly 0.0.37__tar.gz → 0.0.39__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-0.0.37/src/voly.egg-info → voly-0.0.39}/PKG-INFO +1 -1
- {voly-0.0.37 → voly-0.0.39}/pyproject.toml +2 -2
- {voly-0.0.37 → voly-0.0.39}/src/voly/client.py +1 -1
- {voly-0.0.37 → voly-0.0.39}/src/voly/core/rnd.py +1 -1
- {voly-0.0.37 → voly-0.0.39/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.37 → voly-0.0.39}/LICENSE +0 -0
- {voly-0.0.37 → voly-0.0.39}/README.md +0 -0
- {voly-0.0.37 → voly-0.0.39}/setup.cfg +0 -0
- {voly-0.0.37 → voly-0.0.39}/setup.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/__init__.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/core/__init__.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/core/charts.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/core/data.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/core/fit.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/exceptions.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/formulas.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/models.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly/utils/logger.py +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.37 → voly-0.0.39}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.37 → voly-0.0.39}/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 = "0.0.39"
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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 = "0.0.39"
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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 @@ from voly.formulas import (
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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, get_iv_surface
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from voly.core.rnd import
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from voly.core.rnd import get_rnd_surface, calculate_pdf, calculate_cdf, calculate_strike_probability
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from voly.core.interpolate import interpolate_model
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from voly.core.charts import (
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plot_all_smiles, plot_3d_surface, plot_parameters, plot_fit_performance,
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@@ -56,7 +56,7 @@ def get_rnd_surface(fit_results: Dict[str, Any],
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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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rnd_surface[
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rnd_surface[maturity] = rnd_values
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return moneyness_array, rnd_surface
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