voly 0.0.60__py3-none-any.whl → 0.0.61__py3-none-any.whl
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/client.py +3 -3
- {voly-0.0.60.dist-info → voly-0.0.61.dist-info}/METADATA +1 -1
- {voly-0.0.60.dist-info → voly-0.0.61.dist-info}/RECORD +6 -6
- {voly-0.0.60.dist-info → voly-0.0.61.dist-info}/LICENSE +0 -0
- {voly-0.0.60.dist-info → voly-0.0.61.dist-info}/WHEEL +0 -0
- {voly-0.0.60.dist-info → voly-0.0.61.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -319,7 +319,7 @@ class VolyClient:
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# -------------------------------------------------------------------------
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@staticmethod
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-
def fit_model(
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def fit_model(option_chain: pd.DataFrame,
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model_name: str = 'svi',
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initial_params: Optional[List[float]] = None,
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param_bounds: Optional[Tuple] = None) -> Dict[str, Any]:
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@@ -327,13 +327,13 @@ class VolyClient:
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Fit a volatility model to market data.
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Parameters:
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- option_chain: DataFrame with option market data
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- model_name: Name of model to fit (default: 'svi')
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- initial_params: Optional initial parameters for optimization
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- param_bounds: Optional parameter bounds for optimization
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Returns:
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- Tuple of (fit_results, fit_performance)
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"""
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logger.info(f"Fitting {model_name.upper()} model to market data")
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@@ -1,5 +1,5 @@
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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-
voly/client.py,sha256=
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voly/client.py,sha256=JzxVZSmb71zcB7JGicYZM-NA_gC7Jedu2SOYImxXSNY,20452
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=Xgaq4lx1fNzRfu9W84fMNeH6GRJ0FNFNUUUYn5ffjjE,8843
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voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
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@@ -11,8 +11,8 @@ 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.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.61.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.61.dist-info/METADATA,sha256=4yMzNptN7516PzN07OVCD5eFTJYuL7gWFfm9o3l35Y8,4092
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voly-0.0.61.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.61.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.61.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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