voly 0.0.71__py3-none-any.whl → 0.0.73__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 +2 -2
- voly/core/charts.py +5 -8
- {voly-0.0.71.dist-info → voly-0.0.73.dist-info}/METADATA +1 -1
- {voly-0.0.71.dist-info → voly-0.0.73.dist-info}/RECORD +7 -7
- {voly-0.0.71.dist-info → voly-0.0.73.dist-info}/LICENSE +0 -0
- {voly-0.0.71.dist-info → voly-0.0.73.dist-info}/WHEEL +0 -0
- {voly-0.0.71.dist-info → voly-0.0.73.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -22,7 +22,7 @@ from voly.core.fit import fit_model, get_iv_surface
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from voly.core.rnd import get_rnd_surface, calculate_pdf, calculate_cdf, calculate_strike_probability
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from voly.core.interpolate import interpolate_model
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from voly.core.charts import (
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plot_all_smiles,
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plot_all_smiles, plot_raw_parameters, plot_jw_parameters, plot_fit_performance, plot_3d_surface,
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plot_fit_performance, plot_rnd, plot_pdf, plot_cdf, plot_rnd_all_expiries,
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plot_rnd_3d, plot_rnd_statistics, plot_interpolated_surface
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)
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@@ -404,7 +404,7 @@ class VolyClient:
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)
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# Plot parameters
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plots['raw_params'] =
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plots['raw_params'] = plot_raw_parameters(fit_results)
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plots['jw_params'] = plot_jw_parameters(fit_results)
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# Plot fit statistics
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voly/core/charts.py
CHANGED
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@@ -141,7 +141,7 @@ def plot_all_smiles(x_surface: Dict[str, np.ndarray],
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@catch_exception
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def
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def plot_raw_parameters(fit_results: pd.DataFrame) -> go.Figure:
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"""
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Plot raw SVI parameters across different expiries.
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@@ -165,7 +165,7 @@ 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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@@ -198,8 +198,7 @@ def plot_parameters(fit_results: pd.DataFrame) -> go.Figure:
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fig.update_layout(
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title='Raw SVI Parameters Across Expiries',
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template='plotly_dark',
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showlegend=False
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height=800
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showlegend=False
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)
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return fig
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@@ -263,8 +262,7 @@ def plot_jw_parameters(fit_results: pd.DataFrame) -> go.Figure:
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fig.update_layout(
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title='Jump-Wing Parameters Across Expiries',
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template='plotly_dark',
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showlegend=False
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height=800
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showlegend=False
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)
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return fig
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@@ -335,8 +333,7 @@ def plot_fit_performance(fit_results: pd.DataFrame) -> go.Figure:
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fig.update_layout(
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title='Model Fitting Accuracy Statistics',
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template='plotly_dark',
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showlegend=False
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height=700
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showlegend=False
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)
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return fig
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@@ -1,18 +1,18 @@
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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=IUV9rRtuXiZ4uS2AgfIF_tNKfQXPhv8vGE1fUT5qfM0,20753
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=wSbGAH6GuQThT9QyQY4Ud2eUf9fo1YFHglUmP6fNris,11871
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voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
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voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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voly/core/charts.py,sha256=
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voly/core/charts.py,sha256=idzwUJ6iVJ35lUZT0VQySqPdskEDgJaJ83MM2lfdlr0,28936
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voly/core/data.py,sha256=e8qBArubNqPkrfuIYB_q2WhRf7TKzA4Z3FhMC-xyLEE,8862
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voly/core/fit.py,sha256=JOr2XjM-I9HtfbyEN0tdGuNCZimQ2ttm4lNUpF-tKb4,9226
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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-0.0.73.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.73.dist-info/METADATA,sha256=MYhNq9kj9mjiY8Ivx7uw-NbM-A9EU_YfPfepvB8yMRM,4092
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voly-0.0.73.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.73.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.73.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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