voly 0.0.40__py3-none-any.whl → 0.0.41__py3-none-any.whl

voly/core/charts.py

@@ -22,11 +22,11 @@ pio.renderers.default = "browser"
 
 
 @catch_exception
-def plot_volatility_smile(moneyness: np.ndarray,
-                          iv: np.ndarray,
-                          market_data: Optional[pd.DataFrame] = None,
+def plot_volatility_smile(moneyness_array: np.ndarray,
+                          iv_values: np.ndarray,
+                          market_data: pd.DataFrame = None,
                           expiry: Optional[float] = None,
-                          title: Optional[str] = None) -> go.Figure:
+                          ) -> go.Figure:
     """
     Plot volatility smile for a single expiry.
 
@@ -45,8 +45,8 @@ def plot_volatility_smile(moneyness: np.ndarray,
     # Add model curve
     fig.add_trace(
         go.Scatter(
-            x=moneyness,
-            y=iv * 100,  # Convert to percentage
+            x=moneyness_array,
+            y=iv_values * 100,  # Convert to percentage
             mode='lines',
             name='Model',
             line=dict(color='#0080FF', width=2)
@@ -79,15 +79,12 @@ def plot_volatility_smile(moneyness: np.ndarray,
             )
         )
 
-        # Get maturity name and DTE for title if not provided
-        if title is None:
-            maturity_name = expiry_data['maturity_name'].iloc[0]
-            dte_value = expiry_data['dte'].iloc[0]
-            title = f'Vol Smile for {maturity_name} (DTE: {dte_value:.1f})'
+    maturity_name = expiry_data['maturity_name'].iloc[0]
+    dte_value = expiry_data['dte'].iloc[0]
 
     # Update layout
     fig.update_layout(
-        title=title,
+        title=f'Vol Smile for {maturity_name} (DTE: {dte_value:.1f})',
         xaxis_title='Log Moneyness',
         yaxis_title='Implied Volatility (%)',
         template='plotly_dark',
@@ -98,7 +95,7 @@ def plot_volatility_smile(moneyness: np.ndarray,
 
 
 @catch_exception
-def plot_all_smiles(moneyness: np.ndarray,
+def plot_all_smiles(moneyness_array: np.ndarray,
                     iv_surface: Dict[float, np.ndarray],
                     market_data: Optional[pd.DataFrame] = None) -> List[go.Figure]:
     """
@@ -120,8 +117,8 @@ def plot_all_smiles(moneyness: np.ndarray,
     # Create a figure for each expiry
     for expiry in sorted_expiries:
         fig = plot_volatility_smile(
-            moneyness=moneyness,
-            iv=iv_surface[expiry],
+            moneyness_array=moneyness_array,
+            iv_values=iv_surface[expiry],
             market_data=market_data,
             expiry=expiry
         )
@@ -383,7 +380,7 @@ def plot_3d_surface(moneyness_array: np.ndarray,
         template='plotly_dark',
         scene=dict(
             xaxis_title='Log Moneyness',
-            yaxis_title='Time to Expiry (years)',
+            yaxis_title='Maturities',
             zaxis_title='Implied Volatility (%)'
         ),
         margin=dict(l=65, r=50, b=65, t=90)

{voly-0.0.40.dist-info → voly-0.0.41.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.40
+Version: 0.0.41
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.40.dist-info → voly-0.0.41.dist-info}/RECORD

@@ -4,15 +4,15 @@ voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=7NQZtYWFT_VOyAVNQHLB5-8caGAdtzU8y8eFcYJsZn8,7256
 voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
-voly/core/charts.py,sha256=tt8WZfAKmfb5YQiVXYAXt9ROT_FRMB4w_Lbe5ihjh5E,26725
+voly/core/charts.py,sha256=-pynPs7s7WPZUqQhBrxFvVnetEzeCNL2CVJmkSuhx9g,26597
 voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
 voly/core/fit.py,sha256=O4PMihVWI1NIEFU4_RkKvT73p0Jk0tB-ot5moMXAW78,9950
 voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
 voly/core/rnd.py,sha256=8FTU-Qp9epW9yE4XSOdiFGIRXrGyXqF6mVgZn1NMvxk,11813
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.40.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.40.dist-info/METADATA,sha256=82ZAciFjV9qvdgsfzv3L-wjRbwfjUUhUjwzzHUb0j0E,4092
-voly-0.0.40.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.40.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.40.dist-info/RECORD,,
+voly-0.0.41.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.41.dist-info/METADATA,sha256=MOauUodPYfgz4Ie1_FAtCObTNfPIX2iUX8ZZ5AVr1H8,4092
+voly-0.0.41.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.41.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.41.dist-info/RECORD,,