voly 0.0.56__tar.gz → 0.0.58__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-0.0.56/src/voly.egg-info → voly-0.0.58}/PKG-INFO +1 -1
- {voly-0.0.56 → voly-0.0.58}/pyproject.toml +2 -2
- {voly-0.0.56 → voly-0.0.58}/src/voly/core/fit.py +4 -4
- {voly-0.0.56 → voly-0.0.58/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.56 → voly-0.0.58}/LICENSE +0 -0
- {voly-0.0.56 → voly-0.0.58}/README.md +0 -0
- {voly-0.0.56 → voly-0.0.58}/setup.cfg +0 -0
- {voly-0.0.56 → voly-0.0.58}/setup.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/__init__.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/client.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/core/__init__.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/core/charts.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/core/data.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/core/rnd.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/exceptions.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/formulas.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/models.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly/utils/logger.py +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.56 → voly-0.0.58}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.56 → voly-0.0.58}/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 = "0.0.58"
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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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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.58"
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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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logger.info('-------------------------------------')
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# Create DataFrame with all fit performance data
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fit_performance = pd.DataFrame(fit_data)
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fit_performance = pd.DataFrame(fit_data).T
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return fit_performance, params_dict
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@@ -287,8 +287,8 @@ def get_iv_surface(fit_results: Dict[str, Any],
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log_moneyness_array = np.linspace(min_m, max_m, num=num_points)
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# Get YTM values from the parameter matrix attributes
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ytm_values = fit_results['fit_performance']['ytm']
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maturity_values = fit_results['fit_performance']['maturity_name']
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ytm_values = fit_results['fit_performance'].loc['ytm'].values
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maturity_values = fit_results['fit_performance'].loc['maturity_name'].values
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raw_params_matrix = fit_results['raw_params_matrix']
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# Generate implied volatility for each maturity
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