voly 0.0.52__py3-none-any.whl → 0.0.54__py3-none-any.whl

voly/core/data.py

@@ -12,7 +12,7 @@ import json
 import pandas as pd
 import requests
 import time
-from datetime import datetime, timezone
+import datetime as dt
 import re
 import numpy as np
 from typing import List, Dict, Any, Optional, Union
@@ -200,17 +200,17 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
     splits = df['instrument_name'].str.split('-')
     df['currency'] = splits.str[0]
     df['maturity_name'] = splits.str[1]
-    df['strike'] = splits.str[2]
+    df['strike'] = splits.str[2].astype(float)
     df['option_type'] = splits.str[3]
 
     # Create maturity date at 8:00 AM UTC
     df['maturity_date'] = pd.to_datetime(df['maturity_name'].apply(
-        lambda x: int(datetime.strptime(x, "%d%b%y")
-                      .replace(hour=8, minute=0, second=0, tzinfo=timezone.utc)
+        lambda x: int(dt.datetime.strptime(x, "%d%b%y")
+                      .replace(hour=8, minute=0, second=0, tzinfo=dt.timezone.utc)
                       .timestamp() * 1000)), unit='ms')
 
     # Get reference time from timestamp
-    reference_time = datetime.datetime.fromtimestamp(df['timestamp'].iloc[0] / 1000)
+    reference_time = dt.datetime.fromtimestamp(df['timestamp'].iloc[0] / 1000)
 
     # Calculate days to expiry (DTE)
     df['dtm'] = (df['maturity_date'] - reference_time).dt.total_seconds() / (24 * 60 * 60)

{voly-0.0.52.dist-info → voly-0.0.54.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.52
+Version: 0.0.54
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.52.dist-info → voly-0.0.54.dist-info}/RECORD

@@ -5,14 +5,14 @@ voly/formulas.py,sha256=Xgaq4lx1fNzRfu9W84fMNeH6GRJ0FNFNUUUYn5ffjjE,8843
 voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=T8cogkiHj8NcFxfARumNvAjLJUAxsMlHUOVgshwjye8,26474
-voly/core/data.py,sha256=yKPEVf4923OdoyFYxKouqJEntDAoTQFME25WJQx0oPk,8866
+voly/core/data.py,sha256=e8qBArubNqPkrfuIYB_q2WhRf7TKzA4Z3FhMC-xyLEE,8862
 voly/core/fit.py,sha256=PCKedwjY2Xsl_Gv9t46dAnEnFbz0T1oJsZsb__GWCSw,9878
 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-0.0.52.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.52.dist-info/METADATA,sha256=9Egf3qNM1dUcZ7dpxkn_HFAB7poVZoLyaVhm4rebFGQ,4092
-voly-0.0.52.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.52.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.52.dist-info/RECORD,,
+voly-0.0.54.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.54.dist-info/METADATA,sha256=jp6P7ARGrAkO8lySYBGXzJoKKOlF5yj9S1I2dG2wNIE,4092
+voly-0.0.54.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.54.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.54.dist-info/RECORD,,