voly 0.0.40__tar.gz → 0.0.41__tar.gz

{voly-0.0.40/src/voly.egg-info → voly-0.0.41}/PKG-INFO

@@ -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 → voly-0.0.41}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.40"
+version = "0.0.41"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.40"
+python_version = "0.0.41"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.40 → voly-0.0.41}/src/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 → voly-0.0.41/src/voly.egg-info}/PKG-INFO

@@ -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