voly 0.0.55__tar.gz → 0.0.57__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {voly-0.0.55/src/voly.egg-info → voly-0.0.57}/PKG-INFO +1 -1
- {voly-0.0.55 → voly-0.0.57}/pyproject.toml +2 -2
- {voly-0.0.55 → voly-0.0.57}/src/voly/core/fit.py +3 -3
- {voly-0.0.55 → voly-0.0.57/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.55 → voly-0.0.57}/LICENSE +0 -0
- {voly-0.0.55 → voly-0.0.57}/README.md +0 -0
- {voly-0.0.55 → voly-0.0.57}/setup.cfg +0 -0
- {voly-0.0.55 → voly-0.0.57}/setup.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/__init__.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/client.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/core/__init__.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/core/charts.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/core/data.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/core/rnd.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/exceptions.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/formulas.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/models.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly/utils/logger.py +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.55 → voly-0.0.57}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.55 → voly-0.0.57}/tests/test_client.py +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.57"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.57"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -84,7 +84,7 @@ def fit_svi_parameters(market_data: pd.DataFrame,
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'mae': [],
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'r2': [],
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'max_error': [],
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'
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'n_points': []
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}
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# Dictionary to store parameters
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@@ -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['
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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)
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@@ -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
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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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