voly 0.0.68__py3-none-any.whl → 0.0.70__py3-none-any.whl

voly/client.py

@@ -348,7 +348,7 @@ class VolyClient:
         return fit_results
 
     @staticmethod
-    def get_iv_surface(fit_results: Dict[str, Any],
+    def get_iv_surface(fit_results: pd.DataFrame,
                        log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500),
                        return_domain: str = 'log_moneyness',
                        ) -> Dict[str, Any]:
@@ -370,47 +370,53 @@ class VolyClient:
             return_domain=return_domain
         )
 
-        return {
-            'iv_surface': iv_surface,
-            'x_surface': x_surface
-        }
+        return {'iv_surface': iv_surface, 'x_surface': x_surface}
 
     @staticmethod
-    def plot_model(fit_results: Dict[str, Any],
+    def plot_model(fit_results: pd.DataFrame,
                    option_chain: pd.DataFrame = None,
-                   moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
-                   ) -> Dict[str, go.Figure]:
+                   log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500),
+                   return_domain: str = 'log_moneyness',
+                   ) -> Dict[str, Any]:
         """
-        Generate all plots for the fitted model and RND results.
+        Generate all plots for the fitted model.
 
         Parameters:
-        - fit_results: Dictionary with fitting results from fit_model()
+        - fit_results: DataFrame with fitting results from fit_model()
         - option_chain: Optional market data for comparison
-        - moneyness_params: Grid of log-moneyness values
+        - log_moneyness_params: Grid of log-moneyness values
+        - return_domain: Domain for x-axis values ('log_moneyness', 'moneyness', 'strikes', 'delta')
 
         Returns:
         - Dictionary of plot figures
         """
         plots = {}
 
-        moneyness_array, iv_surface = get_iv_surface(fit_results, moneyness_params)
-
-        # Extract data from fit results
-        raw_param_matrix = fit_results['raw_param_matrix']
-        jw_param_matrix = fit_results['jw_param_matrix']
-        fit_performance = fit_results['fit_performance']
+        # Generate IV surface and domain
+        iv_surface, x_surface = get_iv_surface(fit_results, log_moneyness_params, return_domain)
 
         # Plot volatility smiles
-        plots['smiles'] = plot_all_smiles(moneyness_array, iv_surface, option_chain)
-
-        # Plot 3D surface
-        plots['surface_3d'] = plot_3d_surface(moneyness_array, iv_surface)
+        plots['smiles'] = plot_all_smiles(
+            x_surface=x_surface,
+            iv_surface=iv_surface,
+            option_chain=option_chain,
+            domain_type=return_domain
+        )
 
         # Plot parameters
-        plots['raw_params'], plots['jw_params'] = plot_parameters(raw_param_matrix, jw_param_matrix)
+        plots['raw_params'] = plot_parameters(fit_results)
+        plots['jw_params'] = plot_jw_parameters(fit_results)
+
+        # Plot fit statistics
+        plots['fit_performance'] = plot_fit_performance(fit_results)
 
-        # Plot fit statistics if available
-        plots['fit_performance'] = plot_fit_performance(fit_performance)
+        # Plot 3D surface
+        plots['surface_3d'] = plot_3d_surface(
+            x_surface=x_surface,
+            iv_surface=iv_surface,
+            fit_results=fit_results,
+            domain_type=return_domain
+        )
 
         return plots
 

voly/core/charts.py

@@ -73,11 +73,11 @@ def plot_volatility_smile(x_domain: np.ndarray,
                 s = maturity_data['underlying_price'].iloc[0]
                 market_x = s / np.exp(market_x)
             elif domain_type == 'delta':
-                # For delta, we'd need more complex conversion - only show model curve
-                pass
+                # For delta, we'd need more complex conversion - skip market data for this domain
+                market_x = None
 
             # Add bid and ask IVs if the domain type allows
-            if domain_type != 'delta':
+            if domain_type != 'delta' and market_x is not None:
                 for iv_type in ['bid_iv', 'ask_iv']:
                     if iv_type in maturity_data.columns:
                         fig.add_trace(
@@ -92,14 +92,21 @@ def plot_volatility_smile(x_domain: np.ndarray,
 
             dte_value = maturity_data['dtm'].iloc[0]
 
-            # Update layout
-            fig.update_layout(
-                title=f'Vol Smile for {maturity} (DTE: {dte_value:.1f})',
-                xaxis_title=domain_labels.get(domain_type, 'X Domain'),
-                yaxis_title='Implied Volatility (%)',
-                template='plotly_dark',
-                legend=dict(orientation='h', yanchor='bottom', y=1.02, xanchor='right', x=1)
-            )
+            # Update layout with DTE
+            title = f'Vol Smile for {maturity} (DTE: {dte_value:.1f})'
+        else:
+            title = f'Vol Smile for {maturity}'
+    else:
+        title = 'Volatility Smile'
+
+    # Update layout
+    fig.update_layout(
+        title=title,
+        xaxis_title=domain_labels.get(domain_type, 'X Domain'),
+        yaxis_title='Implied Volatility (%)',
+        template='plotly_dark',
+        legend=dict(orientation='h', yanchor='bottom', y=1.02, xanchor='right', x=1)
+    )
 
     return fig
 
@@ -191,7 +198,8 @@ def plot_parameters(fit_results: pd.DataFrame) -> go.Figure:
     fig.update_layout(
         title='Raw SVI Parameters Across Expiries',
         template='plotly_dark',
-        showlegend=False
+        showlegend=False,
+        height=800
     )
 
     return fig
@@ -222,7 +230,7 @@ def plot_jw_parameters(fit_results: pd.DataFrame) -> go.Figure:
     maturity_names = fit_results.index
 
     # Create hover text with maturity info
-    tick_labels = [f"{m} (DTE: {fit_results.loc[m, 'dtm']:.1f})"
+    tick_labels = [f"{m} (DTE: {fit_results.loc[m, 'dtm']:.1f}, YTE: {fit_results.loc[m, 'ytm']:.4f})"
                    for m in maturity_names]
 
     # Plot each parameter
@@ -255,7 +263,8 @@ def plot_jw_parameters(fit_results: pd.DataFrame) -> go.Figure:
     fig.update_layout(
         title='Jump-Wing Parameters Across Expiries',
         template='plotly_dark',
-        showlegend=False
+        showlegend=False,
+        height=800
     )
 
     return fig
@@ -326,7 +335,8 @@ def plot_fit_performance(fit_results: pd.DataFrame) -> go.Figure:
     fig.update_layout(
         title='Model Fitting Accuracy Statistics',
         template='plotly_dark',
-        showlegend=False
+        showlegend=False,
+        height=700
     )
 
     return fig
@@ -354,7 +364,7 @@ def plot_3d_surface(x_surface: Dict[str, np.ndarray],
         'log_moneyness': 'Log Moneyness',
         'moneyness': 'Moneyness (S/K)',
         'strikes': 'Strike Price',
-        'delta': 'Delta'
+        'delta': 'Call Delta'
     }
 
     # Define custom colorscale
@@ -371,57 +381,54 @@ def plot_3d_surface(x_surface: Dict[str, np.ndarray],
         # Default to sequential values
         maturity_values = list(range(len(maturity_names)))
 
-    # Create a mesh grid for each maturity to handle different x domains
-    X = []
-    Y = []
-    Z = []
-
-    for i, m in enumerate(maturity_names):
-        x_values = x_surface[m]
-        z_values = iv_surface[m] * 100  # Convert to percentage
-        y_value = maturity_values[i]
-
-        # Add to point lists
-        for j in range(len(x_values)):
-            X.append(x_values[j])
-            Y.append(y_value)
-            Z.append(z_values[j])
-
-    # Create 3D scatter plot with lines connecting points within each maturity
-    fig = go.Figure()
+    # For domains with uniform x values across maturities (like log_moneyness, moneyness)
+    # we can use standard surface plot
+    if domain_type in ['log_moneyness', 'moneyness']:
+        # Create mesh grid
+        X, Y = np.meshgrid(list(x_surface.values())[0], maturity_values)
+        Z = np.array([iv_surface[m] * 100 for m in maturity_names])  # Convert to percentage
+
+        # Create figure
+        fig = go.Figure(data=[
+            go.Surface(
+                z=Z,
+                x=X,
+                y=Y,
+                colorscale=custom_blue_scale,
+                contours_z=dict(
+                    show=True,
+                    usecolormap=True,
+                    highlightcolor="#0080FF",
+                    project_z=True
+                )
+            )
+        ])
 
-    # Add data as a 3D scatter plot
-    fig.add_trace(go.Scatter3d(
-        x=X, y=Y, z=Z,
-        mode='markers',
-        marker=dict(
-            size=3,
-            color=Z,
-            colorscale=custom_blue_scale,
-            opacity=0.8
-        ),
-        hovertemplate="<b>%{y:.1f} days</b><br>X: %{x:.4f}<br>IV: %{z:.2f}%"
-    ))
+    # For domains that might have different x values per maturity (like strikes, delta)
+    # we need to use a different approach
+    else:
+        # Create a 3D scatter plot with lines
+        fig = go.Figure()
 
-    # Add lines connecting points for each maturity
-    cumulative_index = 0
-    for i, m in enumerate(maturity_names):
-        points_count = len(x_surface[m])
-        indices = list(range(cumulative_index, cumulative_index + points_count))
+        # For each maturity, create a curve
+        for i, maturity in enumerate(maturity_names):
+            x_values = x_surface[maturity]
+            z_values = iv_surface[maturity] * 100  # Convert to percentage
+            y_values = np.full_like(x_values, maturity_values[i])
 
-        if len(indices) > 1:
+            # Add a line for this maturity
             fig.add_trace(go.Scatter3d(
-                x=[X[j] for j in indices],
-                y=[Y[j] for j in indices],
-                z=[Z[j] for j in indices],
+                x=x_values,
+                y=y_values,
+                z=z_values,
                 mode='lines',
-                line=dict(color='blue', width=3),
-                showlegend=False,
-                hoverinfo='none'
+                line=dict(
+                    color=f'rgb({30 + 225 * (i / len(maturity_names))}, {30 + 150 * (i / len(maturity_names))}, {200 - 170 * (i / len(maturity_names))})',
+                    width=5
+                ),
+                name=maturity
             ))
 
-        cumulative_index += points_count
-
     # Update layout
     fig.update_layout(
         title='Implied Volatility 3D Surface',
@@ -431,7 +438,10 @@ def plot_3d_surface(x_surface: Dict[str, np.ndarray],
             yaxis_title='Days to Expiry',
             zaxis_title='Implied Volatility (%)',
             aspectmode='manual',
-            aspectratio=dict(x=1.5, y=1, z=1)
+            aspectratio=dict(x=1.5, y=1, z=1),
+            camera=dict(
+                eye=dict(x=1.5, y=-1.5, z=1)
+            )
         ),
         margin=dict(l=65, r=50, b=65, t=90)
     )
@@ -440,16 +450,17 @@ def plot_3d_surface(x_surface: Dict[str, np.ndarray],
 
 
 @catch_exception
-def plot_rnd(moneyness_array: np.ndarray,
+def plot_rnd(x_domain: np.ndarray,
              rnd_values: np.ndarray,
-             spot_price: float = 1.0) -> go.Figure:
+             spot_price: float = 1.0,
+             title: str = 'Risk-Neutral Density') -> go.Figure:
     """
     Plot risk-neutral density (RND).
 
     Parameters:
-    - moneyness_array: Grid of log-moneyness values
+    - x_domain: Grid of domain values
     - rnd_values: RND values
-    - spot_price: Spot price for converting to absolute prices
+    - spot_price: Spot price for reference
     - title: Plot title
 
     Returns:
@@ -458,11 +469,12 @@ def plot_rnd(moneyness_array: np.ndarray,
     # Create figure
     fig = go.Figure()
 
-    # Convert to prices and normalize RND
-    prices = spot_price * np.exp(moneyness_array)
+    # Convert x_domain to prices (assuming it's in log_moneyness)
+    # This may need adjustment if the domain is not log_moneyness
+    prices = spot_price * np.exp(x_domain)
 
     # Normalize the RND to integrate to 1
-    dx = moneyness_array[1] - moneyness_array[0]
+    dx = x_domain[1] - x_domain[0]
     total_density = np.sum(rnd_values) * dx
     normalized_rnd = rnd_values / total_density if total_density > 0 else rnd_values
 
@@ -496,453 +508,13 @@ def plot_rnd(moneyness_array: np.ndarray,
         font=dict(color='red')
     )
 
-    # Update layout
-    fig.update_layout(
-        title='Risk-Neutral Density',
-        xaxis_title='Price',
-        yaxis_title='Density',
-        template='plotly_dark',
-        showlegend=False
-    )
-
-    return fig
-
-
-@catch_exception
-def plot_rnd_all_expiries(moneyness_array: np.ndarray,
-                          rnd_surface: Dict[str, np.ndarray],
-                          fit_results: Dict[str, Any],
-                          spot_price: float = 1.0) -> go.Figure:
-    """
-    Plot risk-neutral densities for all expiries.
-
-    Parameters:
-    - moneyness_array: Grid of log-moneyness values
-    - rnd_surface: Dictionary mapping maturity names to RND arrays
-    - param_matrix: Matrix containing model parameters with maturity info
-    - spot_price: Spot price for converting to absolute prices
-
-    Returns:
-    - Plotly figure
-    """
-    # Get maturity information
-    dte_values = fit_results['fit_performance']['DTE']
-
-    # Create figure
-    fig = go.Figure()
-
-    # Get maturity names in order by DTE
-    maturity_names = sorted(rnd_surface.keys(), key=lambda x: dte_values[x])
-
-    # Create color scale from purple to green
-    n_maturities = len(maturity_names)
-    colors = [f'rgb({int(255 - i * 255 / n_maturities)}, {int(i * 255 / n_maturities)}, 255)'
-              for i in range(n_maturities)]
-
-    # Convert to prices
-    prices = spot_price * np.exp(moneyness_array)
-
-    # Add traces for each expiry
-    for i, maturity_name in enumerate(maturity_names):
-        rnd = rnd_surface[maturity_name]
-        dte = dte_values[maturity_name]
-
-        # Normalize the RND
-        dx = moneyness_array[1] - moneyness_array[0]
-        total_density = np.sum(rnd) * dx
-        normalized_rnd = rnd / total_density if total_density > 0 else rnd
-
-        # Add trace
-        fig.add_trace(
-            go.Scatter(
-                x=prices,
-                y=normalized_rnd,
-                mode='lines',
-                name=f"{maturity_name} (DTE: {dte:.1f})",
-                line=dict(color=colors[i], width=2),
-            )
-        )
-
-    # Add vertical line at spot price
-    fig.add_shape(
-        type='line',
-        x0=spot_price, y0=0,
-        x1=spot_price, y1=1,  # Will be scaled automatically
-        line=dict(color='red', width=2, dash='dash')
-    )
-
-    # Update layout
-    fig.update_layout(
-        title="Risk-Neutral Densities Across Expiries",
-        xaxis_title='Price',
-        yaxis_title='Density',
-        template='plotly_dark',
-        legend=dict(
-            yanchor="top",
-            y=0.99,
-            xanchor="left",
-            x=0.01
-        )
-    )
-
-    return fig
-
-
-@catch_exception
-def plot_rnd_3d(moneyness_array: np.ndarray,
-                rnd_surface: Dict[str, np.ndarray],
-                param_matrix: pd.DataFrame,
-                spot_price: float = 1.0) -> go.Figure:
-    """
-    Plot 3D surface of risk-neutral densities.
-
-    Parameters:
-    - moneyness_array: Grid of log-moneyness values
-    - rnd_surface: Dictionary mapping maturity names to RND arrays
-    - param_matrix: Matrix containing model parameters with maturity info
-    - spot_price: Spot price for converting to absolute prices
-
-    Returns:
-    - Plotly figure
-    """
-    # Get maturity information
-    dte_values = param_matrix.attrs['dte_values']
-
-    # Get maturity names in order by DTE
-    maturity_names = sorted(rnd_surface.keys(), key=lambda x: dte_values[x])
-
-    # Extract DTE values for z-axis
-    dte_list = [dte_values[name] for name in maturity_names]
-
-    # Convert to prices
-    prices = spot_price * np.exp(moneyness_array)
-
-    # Create z-data matrix and normalize RNDs
-    z_data = np.zeros((len(maturity_names), len(prices)))
-
-    for i, name in enumerate(maturity_names):
-        rnd = rnd_surface[name]
-
-        # Normalize the RND
-        dx = moneyness_array[1] - moneyness_array[0]
-        total_density = np.sum(rnd) * dx
-        normalized_rnd = rnd / total_density if total_density > 0 else rnd
-
-        z_data[i] = normalized_rnd
-
-    # Create mesh grid
-    X, Y = np.meshgrid(prices, dte_list)
-
-    # Create 3D surface
-    fig = go.Figure(data=[
-        go.Surface(
-            z=z_data,
-            x=X,
-            y=Y,
-            colorscale='Viridis',
-            showscale=True
-        )
-    ])
-
-    # Update layout
-    fig.update_layout(
-        title="3D Risk-Neutral Density Surface",
-        scene=dict(
-            xaxis_title="Price",
-            yaxis_title="Days to Expiry",
-            zaxis_title="Density"
-        ),
-        margin=dict(l=65, r=50, b=65, t=90),
-        template="plotly_dark"
-    )
-
-    return fig
-
-
-@catch_exception
-def plot_rnd_statistics(rnd_statistics: pd.DataFrame,
-                        rnd_probabilities: pd.DataFrame) -> Tuple[go.Figure, go.Figure]:
-    """
-    Plot RND statistics and probabilities.
-
-    Parameters:
-    - rnd_statistics: DataFrame with RND statistics
-    - rnd_probabilities: DataFrame with RND probabilities
-
-    Returns:
-    - Tuple of (statistics_fig, probabilities_fig)
-    """
-    # Create subplot figure for key statistics
-    stats_fig = make_subplots(
-        rows=1, cols=3,
-        subplot_titles=("Standard Deviation (%) vs. DTE",
-                        "Skewness vs. DTE",
-                        "Excess Kurtosis vs. DTE")
-    )
-
-    # Add traces for each statistic
-    stats_fig.add_trace(
-        go.Scatter(
-            x=rnd_statistics["dte"],
-            y=rnd_statistics["std_dev_pct"],
-            mode="lines+markers",
-            name="Standard Deviation (%)",
-            hovertemplate="DTE: %{x:.1f}<br>Std Dev: %{y:.2f}%"
-        ),
-        row=1, col=1
-    )
-
-    stats_fig.add_trace(
-        go.Scatter(
-            x=rnd_statistics["dte"],
-            y=rnd_statistics["skewness"],
-            mode="lines+markers",
-            name="Skewness",
-            hovertemplate="DTE: %{x:.1f}<br>Skewness: %{y:.4f}"
-        ),
-        row=1, col=2
-    )
-
-    stats_fig.add_trace(
-        go.Scatter(
-            x=rnd_statistics["dte"],
-            y=rnd_statistics["excess_kurtosis"],
-            mode="lines+markers",
-            name="Excess Kurtosis",
-            hovertemplate="DTE: %{x:.1f}<br>Excess Kurtosis: %{y:.4f}"
-        ),
-        row=1, col=3
-    )
-
-    # Update layout
-    stats_fig.update_layout(
-        title="Risk-Neutral Density Statistics Across Expiries",
-        template="plotly_dark",
-        height=500,
-        showlegend=False
-    )
-
-    # Update axes
-    stats_fig.update_xaxes(title_text="Days to Expiry", row=1, col=1)
-    stats_fig.update_xaxes(title_text="Days to Expiry", row=1, col=2)
-    stats_fig.update_xaxes(title_text="Days to Expiry", row=1, col=3)
-
-    stats_fig.update_yaxes(title_text="Standard Deviation (%)", row=1, col=1)
-    stats_fig.update_yaxes(title_text="Skewness", row=1, col=2)
-    stats_fig.update_yaxes(title_text="Excess Kurtosis", row=1, col=3)
-
-    # Create a second figure for probability thresholds
-    prob_fig = go.Figure()
-
-    # Get probability columns (those starting with "p_")
-    prob_cols = [col for col in rnd_probabilities.columns if col.startswith("p_")]
-
-    # Sort the columns to ensure they're in order by threshold value
-    prob_cols_above = sorted([col for col in prob_cols if "above" in col],
-                             key=lambda x: float(x.split("_")[2]))
-    prob_cols_below = sorted([col for col in prob_cols if "below" in col],
-                             key=lambda x: float(x.split("_")[2]))
-
-    # Color gradients
-    green_colors = [
-        'rgba(144, 238, 144, 1)',  # Light green
-        'rgba(50, 205, 50, 1)',  # Lime green
-        'rgba(34, 139, 34, 1)',  # Forest green
-        'rgba(0, 100, 0, 1)'  # Dark green
-    ]
-
-    red_colors = [
-        'rgba(139, 0, 0, 1)',  # Dark red
-        'rgba(220, 20, 60, 1)',  # Crimson
-        'rgba(240, 128, 128, 1)',  # Light coral
-        'rgba(255, 182, 193, 1)'  # Light pink/red
-    ]
-
-    # Add lines for upside probabilities (green)
-    for i, col in enumerate(prob_cols_above):
-        threshold = float(col.split("_")[2])
-        label = f"P(X > {threshold})"
-
-        # Select color based on how far OTM
-        color_idx = min(i, len(green_colors) - 1)
-
-        prob_fig.add_trace(
-            go.Scatter(
-                x=rnd_probabilities["dte"],
-                y=rnd_probabilities[col] * 100,  # Convert to percentage
-                mode="lines+markers",
-                name=label,
-                line=dict(color=green_colors[color_idx], width=3),
-                marker=dict(size=8, color=green_colors[color_idx]),
-                hovertemplate="DTE: %{x:.1f}<br>" + label + ": %{y:.2f}%"
-            )
-        )
-
-    # Add lines for downside probabilities (red)
-    for i, col in enumerate(prob_cols_below):
-        threshold = float(col.split("_")[2])
-        label = f"P(X < {threshold})"
-
-        # Select color based on how far OTM
-        color_idx = min(i, len(red_colors) - 1)
-
-        prob_fig.add_trace(
-            go.Scatter(
-                x=rnd_probabilities["dte"],
-                y=rnd_probabilities[col] * 100,  # Convert to percentage
-                mode="lines+markers",
-                name=label,
-                line=dict(color=red_colors[color_idx], width=3),
-                marker=dict(size=8, color=red_colors[color_idx]),
-                hovertemplate="DTE: %{x:.1f}<br>" + label + ": %{y:.2f}%"
-            )
-        )
-
-    # Update layout
-    prob_fig.update_layout(
-        title="Probability Thresholds Across Expiries",
-        xaxis_title="Days to Expiry",
-        yaxis_title="Probability (%)",
-        template="plotly_dark",
-        legend=dict(
-            yanchor="top",
-            y=0.99,
-            xanchor="right",
-            x=0.99
-        )
-    )
-
-    return stats_fig, prob_fig
-
-
-@catch_exception
-def plot_cdf(moneyness_array: np.ndarray,
-             rnd_values: np.ndarray,
-             spot_price: float = 1.0,
-             title: str = 'Cumulative Distribution Function') -> go.Figure:
-    """
-    Plot the cumulative distribution function (CDF) from RND values.
-
-    Parameters:
-    - moneyness_array: Grid of log-moneyness values
-    - rnd_values: RND values
-    - spot_price: Spot price for converting to absolute prices
-    - title: Plot title
-
-    Returns:
-    - Plotly figure
-    """
-    # Convert to prices and normalize RND
-    prices = spot_price * np.exp(moneyness_array)
-
-    # Normalize the RND
-    dx = moneyness_array[1] - moneyness_array[0]
-    total_density = np.sum(rnd_values) * dx
-    normalized_rnd = rnd_values / total_density if total_density > 0 else rnd_values
-
-    # Calculate CDF
-    cdf = np.cumsum(normalized_rnd) * dx
-
-    # Create figure
-    fig = go.Figure()
-
-    # Add CDF trace
-    fig.add_trace(
-        go.Scatter(
-            x=prices,
-            y=cdf,
-            mode='lines',
-            name='CDF',
-            line=dict(color='#00FFC1', width=2)
-        )
-    )
-
-    # Add vertical line at spot price
-    fig.add_shape(
-        type='line',
-        x0=spot_price, y0=0,
-        x1=spot_price, y1=1,
-        line=dict(color='red', width=2, dash='dash')
-    )
-
-    # Add horizontal line at CDF=0.5 (median)
-    fig.add_shape(
-        type='line',
-        x0=prices[0], y0=0.5,
-        x1=prices[-1], y1=0.5,
-        line=dict(color='orange', width=2, dash='dash')
-    )
-
-    # Add annotation for spot price
-    fig.add_annotation(
-        x=spot_price,
-        y=1.05,
-        text=f"Spot: {spot_price}",
-        showarrow=False,
-        font=dict(color='red')
-    )
-
     # Update layout
     fig.update_layout(
         title=title,
         xaxis_title='Price',
-        yaxis_title='Cumulative Probability',
+        yaxis_title='Density',
         template='plotly_dark',
-        yaxis=dict(range=[0, 1.1]),
         showlegend=False
     )
 
     return fig
-
-
-@catch_exception
-def plot_pdf(moneyness_array: np.ndarray,
-             rnd_values: np.ndarray,
-             spot_price: float = 1.0,
-             title: str = 'Probability Density Function') -> go.Figure:
-    """
-    Plot the probability density function (PDF) from RND values.
-
-    Parameters:
-    - moneyness_array: Grid of log-moneyness values
-    - rnd_values: RND values
-    - spot_price: Spot price for converting to absolute prices
-    - title: Plot title
-
-    Returns:
-    - Plotly figure
-    """
-    # This is essentially the same as plot_rnd but with a different title
-    return plot_rnd(moneyness_array, rnd_values, spot_price, title)
-
-
-@catch_exception
-def plot_interpolated_surface(
-        interp_results: Dict[str, Any],
-        title: str = 'Interpolated Implied Volatility Surface'
-) -> go.Figure:
-    """
-    Plot interpolated implied volatility surface.
-
-    Parameters:
-    - interp_results: Dictionary with interpolation results
-    - title: Plot title
-
-    Returns:
-    - Plotly figure
-    """
-    # Extract data from interpolation results
-    moneyness_array = interp_results['moneyness_array']
-    target_expiries_years = interp_results['target_expiries_years']
-    iv_surface = interp_results['iv_surface']
-
-    # Create a 3D surface plot
-    fig = plot_3d_surface(
-        moneyness=moneyness_array,
-        expiries=target_expiries_years,
-        iv_surface=iv_surface,
-        title=title
-    )
-
-    return fig
-

{voly-0.0.68.dist-info → voly-0.0.70.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.68
+Version: 0.0.70
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.68.dist-info → voly-0.0.70.dist-info}/RECORD

@@ -1,18 +1,18 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=fXcS856ZYyJrhHjxUhGnth4N4BQbR-ExMYd25CTpR64,20539
+voly/client.py,sha256=-5-eMMYZwyRZcyupkTyNDUDhCnUwCv4NJzqb20_IRy4,20725
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=wSbGAH6GuQThT9QyQY4Ud2eUf9fo1YFHglUmP6fNris,11871
 voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
-voly/core/charts.py,sha256=rsAkVddQVwAwCle9NQ-_zDO-29U7gPF_Zx8n4OjK-X8,28467
+voly/core/charts.py,sha256=4tl-FpaWOKhDT6tPNDYtFLAOjekmwu-pV1vDxIIPZ8c,16134
 voly/core/data.py,sha256=e8qBArubNqPkrfuIYB_q2WhRf7TKzA4Z3FhMC-xyLEE,8862
 voly/core/fit.py,sha256=JOr2XjM-I9HtfbyEN0tdGuNCZimQ2ttm4lNUpF-tKb4,9226
 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-0.0.68.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.68.dist-info/METADATA,sha256=GcwW-KAqS4hbQ3ARYxkdDYKqC4U7aef7kQYZbeVeY4U,4092
-voly-0.0.68.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.68.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.68.dist-info/RECORD,,
+voly-0.0.70.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.70.dist-info/METADATA,sha256=dqgqKzVmRO4xaFLzzgyfZuCZfZgK-SKQy6rOx9sIIUo,4092
+voly-0.0.70.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.70.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.70.dist-info/RECORD,,