voly 0.0.59__py3-none-any.whl → 0.0.61__py3-none-any.whl

voly/client.py

@@ -319,7 +319,7 @@ class VolyClient:
     # -------------------------------------------------------------------------
 
     @staticmethod
-    def fit_model(market_data: pd.DataFrame,
+    def fit_model(option_chain: pd.DataFrame,
                   model_name: str = 'svi',
                   initial_params: Optional[List[float]] = None,
                   param_bounds: Optional[Tuple] = None) -> Dict[str, Any]:
@@ -327,25 +327,28 @@ class VolyClient:
         Fit a volatility model to market data.
 
         Parameters:
-        - market_data: DataFrame with market data
+        - option_chain: DataFrame with option market data
         - model_name: Name of model to fit (default: 'svi')
         - initial_params: Optional initial parameters for optimization
         - param_bounds: Optional parameter bounds for optimization
 
         Returns:
-        - Dictionary with fitting results and optional plots
+        - Tuple of (fit_results, fit_performance)
         """
         logger.info(f"Fitting {model_name.upper()} model to market data")
 
         # Fit the model
-        fit_results = fit_model(
+        fit_results, fit_performance = fit_model(
             market_data=market_data,
             model_name=model_name,
             initial_params=initial_params,
             param_bounds=param_bounds
         )
 
-        return fit_results
+        return {
+            'fit_results': fit_results,
+            'fit_performance': fit_performance
+        }
 
     @staticmethod
     def get_iv_surface(fit_results: Dict[str, Any],

{voly-0.0.59.dist-info → voly-0.0.61.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.59
+Version: 0.0.61
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.59.dist-info → voly-0.0.61.dist-info}/RECORD

@@ -1,5 +1,5 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=zOYgZA0TTJ5bHDCBWqEyeaQ0IKuee1uAIbzk0uyW_Uw,20350
+voly/client.py,sha256=JzxVZSmb71zcB7JGicYZM-NA_gC7Jedu2SOYImxXSNY,20452
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=Xgaq4lx1fNzRfu9W84fMNeH6GRJ0FNFNUUUYn5ffjjE,8843
 voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
@@ -11,8 +11,8 @@ 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-0.0.59.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.59.dist-info/METADATA,sha256=z6kwXaTKNBU4imtpUyRVsWGcNdZyajgwMjXxfUe2DmY,4092
-voly-0.0.59.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.59.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.59.dist-info/RECORD,,
+voly-0.0.61.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.61.dist-info/METADATA,sha256=4yMzNptN7516PzN07OVCD5eFTJYuL7gWFfm9o3l35Y8,4092
+voly-0.0.61.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.61.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.61.dist-info/RECORD,,