voly 0.0.77__tar.gz → 0.0.78__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-0.0.77/src/voly.egg-info → voly-0.0.78}/PKG-INFO +1 -1
- {voly-0.0.77 → voly-0.0.78}/pyproject.toml +2 -2
- {voly-0.0.77 → voly-0.0.78}/src/voly/core/data.py +2 -2
- {voly-0.0.77 → voly-0.0.78/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.77 → voly-0.0.78}/LICENSE +0 -0
- {voly-0.0.77 → voly-0.0.78}/README.md +0 -0
- {voly-0.0.77 → voly-0.0.78}/setup.cfg +0 -0
- {voly-0.0.77 → voly-0.0.78}/setup.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/__init__.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/client.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/core/__init__.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/core/charts.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/core/fit.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/core/rnd.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/exceptions.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/formulas.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/models.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly/utils/logger.py +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.77 → voly-0.0.78}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.77 → voly-0.0.78}/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 = "0.0.78"
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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 = "0.0.78"
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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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@@ -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['
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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
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@@ -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['
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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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