voly 0.0.55__py3-none-any.whl → 0.0.56__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/fit.py +2 -2
  2. {voly-0.0.55.dist-info → voly-0.0.56.dist-info}/METADATA +1 -1
  3. {voly-0.0.55.dist-info → voly-0.0.56.dist-info}/RECORD +6 -6
  4. {voly-0.0.55.dist-info → voly-0.0.56.dist-info}/LICENSE +0 -0
  5. {voly-0.0.55.dist-info → voly-0.0.56.dist-info}/WHEEL +0 -0
  6. {voly-0.0.55.dist-info → voly-0.0.56.dist-info}/top_level.txt +0 -0
voly/core/fit.py CHANGED
@@ -139,7 +139,7 @@ def fit_svi_parameters(market_data: pd.DataFrame,
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  num_points = len(maturity_data)
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  # Add to fit data
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- fit_data['maturity'].append(maturity_name)
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+ fit_data['maturity_name'].append(maturity_name)
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  fit_data['dtm'].append(dtm)
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  fit_data['ytm'].append(ytm)
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  fit_data['fit_success'].append(result.success)
@@ -178,7 +178,7 @@ def create_parameters_matrix(params_dict: Dict[str, Dict]) -> Tuple[pd.DataFrame
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  1. Raw SVI parameters (a, b, sigma, rho, m)
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  2. Jump-Wing parameters (nu, psi, p, c, nu_tilde)
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  """
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- # Get maturity names in order by DTE
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+ # Get maturity names in order by dtm
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  maturity_names = sorted(params_dict.keys(),
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  key=lambda x: params_dict[x]['dtm'])
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{voly-0.0.55.dist-info → voly-0.0.56.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.2
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  Name: voly
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- Version: 0.0.55
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+ Version: 0.0.56
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
{voly-0.0.55.dist-info → voly-0.0.56.dist-info}/RECORD RENAMED
@@ -6,13 +6,13 @@ voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
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  voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=T8cogkiHj8NcFxfARumNvAjLJUAxsMlHUOVgshwjye8,26474
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  voly/core/data.py,sha256=e8qBArubNqPkrfuIYB_q2WhRf7TKzA4Z3FhMC-xyLEE,8862
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- voly/core/fit.py,sha256=lveUqOeZEpIxlWWCdll6VvrdeDD9DmqJz_sg75-nGBQ,9888
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+ voly/core/fit.py,sha256=UcRKey3k9PpYLKboqwVIe7I_057M3ji_xszkP3MmDTE,9893
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  voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
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  voly/core/rnd.py,sha256=8FTU-Qp9epW9yE4XSOdiFGIRXrGyXqF6mVgZn1NMvxk,11813
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.55.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.55.dist-info/METADATA,sha256=b_RmP48CAiYUHg9HpU31h25YdDF9hJlTvN6gjTB13rg,4092
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- voly-0.0.55.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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- voly-0.0.55.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.55.dist-info/RECORD,,
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+ voly-0.0.56.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.56.dist-info/METADATA,sha256=e5yauzYAEi2Sm2VZt8fbqSA1DX0nvQ_yagjC0IITw6Q,4092
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+ voly-0.0.56.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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+ voly-0.0.56.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.56.dist-info/RECORD,,
{voly-0.0.55.dist-info → voly-0.0.56.dist-info}/LICENSE RENAMED
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{voly-0.0.55.dist-info → voly-0.0.56.dist-info}/WHEEL RENAMED
File without changes