voly 0.0.68__tar.gz → 0.0.69__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-0.0.68/src/voly.egg-info → voly-0.0.69}/PKG-INFO +1 -1
- {voly-0.0.68 → voly-0.0.69}/pyproject.toml +2 -2
- {voly-0.0.68 → voly-0.0.69}/src/voly/client.py +2 -5
- {voly-0.0.68 → voly-0.0.69}/src/voly/core/charts.py +1 -1
- {voly-0.0.68 → voly-0.0.69/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.68 → voly-0.0.69}/LICENSE +0 -0
- {voly-0.0.68 → voly-0.0.69}/README.md +0 -0
- {voly-0.0.68 → voly-0.0.69}/setup.cfg +0 -0
- {voly-0.0.68 → voly-0.0.69}/setup.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/__init__.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/core/__init__.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/core/data.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/core/fit.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/core/rnd.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/exceptions.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/formulas.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/models.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly/utils/logger.py +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.68 → voly-0.0.69}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.68 → voly-0.0.69}/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 = "0.0.69"
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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 = "0.0.69"
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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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@@ -348,7 +348,7 @@ class VolyClient:
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return fit_results
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@staticmethod
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def get_iv_surface(fit_results:
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def get_iv_surface(fit_results: pd.DataFrame,
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log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500),
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return_domain: str = 'log_moneyness',
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) -> Dict[str, Any]:
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return_domain=return_domain
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)
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return {
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'iv_surface': iv_surface,
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'x_surface': x_surface
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}
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return {'iv_surface': iv_surface, 'x_surface': x_surface}
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@staticmethod
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def plot_model(fit_results: Dict[str, Any],
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@@ -158,7 +158,7 @@ def plot_parameters(fit_results: pd.DataFrame) -> go.Figure:
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maturity_names = fit_results.index
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# Create hover text with maturity info
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tick_labels = [f"{m} (DTE: {fit_results.loc[m, 'dtm']:.1f}
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tick_labels = [f"{m} (DTE: {fit_results.loc[m, 'dtm']:.1f})"
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for m in maturity_names]
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# Plot each parameter
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