voly 0.0.52__tar.gz → 0.0.54__tar.gz

{voly-0.0.52/src/voly.egg-info → voly-0.0.54}/PKG-INFO

@@ -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 → voly-0.0.54}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.52"
+version = "0.0.54"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.52"
+python_version = "0.0.54"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.52 → voly-0.0.54}/src/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 → voly-0.0.54/src/voly.egg-info}/PKG-INFO

@@ -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