voly 0.0.76__py3-none-any.whl → 0.0.78__py3-none-any.whl

voly/core/charts.py

@@ -61,6 +61,8 @@ def plot_volatility_smile(x_array: np.ndarray,
     # Add market data if provided
     if option_chain is not None and maturity is not None:
         maturity_data = option_chain[option_chain['maturity_name'] == maturity]
+        if return_domain == 'delta':
+            maturity_data = maturity_data[maturity_data['option_type']=='C']
 
         if not maturity_data.empty:
             # Add bid and ask IVs if available

voly/core/data.py

@@ -200,7 +200,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
     splits = df['instrument_name'].str.split('-')
     df['currency'] = splits.str[0]
     df['maturity_name'] = splits.str[1]
-    df['strike'] = splits.str[2].astype(float)
+    df['strikes'] = splits.str[2].astype(float)
     df['option_type'] = splits.str[3]
 
     # Create maturity date at 8:00 AM UTC
@@ -224,7 +224,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
     df['ask_iv'] = df['ask_iv'].replace({0: np.nan}) / 100
 
     # Calculate log-moneyness
-    df['log_moneyness'] = np.log(df['index_price'] / df['strike'])
+    df['log_moneyness'] = np.log(df['index_price'] / df['strikes'])
     # Calculate moneyness
     df['moneyness'] = np.exp(df['log_moneyness'])
 

{voly-0.0.76.dist-info → voly-0.0.78.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.76
+Version: 0.0.78
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.76.dist-info → voly-0.0.78.dist-info}/RECORD

@@ -4,15 +4,15 @@ 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=ZE_D9mVvO0TrUUnCWyPD3PXhpvXPyN8nHU4YJvc3ok4,27061
-voly/core/data.py,sha256=iMF1eUq_pysyc4meRZyYHhXFiBQYfYlvenhyh6E_Erk,8933
+voly/core/charts.py,sha256=4LrpN14DXeqhcO6JitKY_wHYAAJqcf2z9CvKdvu5Q5c,27175
+voly/core/data.py,sha256=JCPD44UDSJqh83jjapAtXVpJEHm8Hq4JC8lVhl5Zb4A,8935
 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-0.0.76.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.76.dist-info/METADATA,sha256=Ph8UEL3zv3KqYgeT5cdmYJVHoemWVQLG30h_tVzPgEg,4092
-voly-0.0.76.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.76.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.76.dist-info/RECORD,,
+voly-0.0.78.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.78.dist-info/METADATA,sha256=e5sEfgeHuswinGxYlluMgcoe84IorOWwfFO67ZqV58c,4092
+voly-0.0.78.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.78.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.78.dist-info/RECORD,,