voly 0.0.77__py3-none-any.whl → 0.0.78__py3-none-any.whl

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Files changed (6) hide show
  1. voly/core/data.py +2 -2
  2. {voly-0.0.77.dist-info → voly-0.0.78.dist-info}/METADATA +1 -1
  3. {voly-0.0.77.dist-info → voly-0.0.78.dist-info}/RECORD +6 -6
  4. {voly-0.0.77.dist-info → voly-0.0.78.dist-info}/LICENSE +0 -0
  5. {voly-0.0.77.dist-info → voly-0.0.78.dist-info}/WHEEL +0 -0
  6. {voly-0.0.77.dist-info → voly-0.0.78.dist-info}/top_level.txt +0 -0
voly/core/data.py CHANGED
@@ -200,7 +200,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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  splits = df['instrument_name'].str.split('-')
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  df['currency'] = splits.str[0]
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  df['maturity_name'] = splits.str[1]
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- df['strike'] = splits.str[2].astype(float)
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+ df['strikes'] = splits.str[2].astype(float)
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  df['option_type'] = splits.str[3]
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  # Create maturity date at 8:00 AM UTC
@@ -224,7 +224,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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  df['ask_iv'] = df['ask_iv'].replace({0: np.nan}) / 100
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  # Calculate log-moneyness
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- df['log_moneyness'] = np.log(df['index_price'] / df['strike'])
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+ df['log_moneyness'] = np.log(df['index_price'] / df['strikes'])
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  # Calculate moneyness
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  df['moneyness'] = np.exp(df['log_moneyness'])
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{voly-0.0.77.dist-info → voly-0.0.78.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.2
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  Name: voly
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- Version: 0.0.77
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+ Version: 0.0.78
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
{voly-0.0.77.dist-info → voly-0.0.78.dist-info}/RECORD RENAMED
@@ -5,14 +5,14 @@ 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=4LrpN14DXeqhcO6JitKY_wHYAAJqcf2z9CvKdvu5Q5c,27175
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- voly/core/data.py,sha256=iMF1eUq_pysyc4meRZyYHhXFiBQYfYlvenhyh6E_Erk,8933
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+ voly/core/data.py,sha256=JCPD44UDSJqh83jjapAtXVpJEHm8Hq4JC8lVhl5Zb4A,8935
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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-0.0.77.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.77.dist-info/METADATA,sha256=JFg-waeViDztJ4RZZO2H0orWYhsXkg0By5giX_Uf4-8,4092
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- voly-0.0.77.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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- voly-0.0.77.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.77.dist-info/RECORD,,
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+ voly-0.0.78.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.78.dist-info/METADATA,sha256=e5sEfgeHuswinGxYlluMgcoe84IorOWwfFO67ZqV58c,4092
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+ voly-0.0.78.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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+ voly-0.0.78.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.78.dist-info/RECORD,,
{voly-0.0.77.dist-info → voly-0.0.78.dist-info}/LICENSE RENAMED
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{voly-0.0.77.dist-info → voly-0.0.78.dist-info}/WHEEL RENAMED
File without changes