voly 0.0.87__py3-none-any.whl → 0.0.89__py3-none-any.whl

voly/client.py

@@ -19,12 +19,11 @@ from voly.formulas import (
 )
 from voly.core.data import fetch_option_chain, process_option_chain
 from voly.core.fit import fit_model, get_iv_surface
-from voly.core.rnd import get_rnd_surface, calculate_pdf, calculate_cdf, calculate_strike_probability
+from voly.core.rnd import get_rnd_surface
 from voly.core.interpolate import interpolate_model
 from voly.core.charts import (
     plot_all_smiles, plot_raw_parameters, plot_jw_parameters, plot_fit_performance, plot_3d_surface,
-    plot_fit_performance, plot_rnd, plot_pdf, plot_cdf, plot_rnd_all_expiries,
-    plot_rnd_3d, plot_rnd_statistics, plot_interpolated_surface
+    plot_fit_performance
 )
 
 

voly/core/fit.py

@@ -11,7 +11,7 @@ from typing import List, Tuple, Dict, Optional, Union, Any
 from scipy.optimize import least_squares
 from sklearn.metrics import mean_squared_error, mean_absolute_error, r2_score
 from voly.utils.logger import logger, catch_exception
-from voly.formulas import get_x_domain
+from voly.formulas import get_all_domains
 from voly.exceptions import VolyError
 from voly.models import SVIModel
 import warnings

voly/models.py

@@ -5,10 +5,6 @@ Volatility models for the Voly package.
 import numpy as np
 from typing import Tuple, Dict, List, Optional, Union
 
-# Configuration settings
-DEFAULT_MONEYNESS_RANGE = (-2, 2)
-DEFAULT_MONEYNESS_POINTS = 500
-
 class SVIModel:
     """
     Stochastic Volatility Inspired (SVI) model.

{voly-0.0.87.dist-info → voly-0.0.89.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.87
+Version: 0.0.89
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.87.dist-info → voly-0.0.89.dist-info}/RECORD

@@ -1,18 +1,18 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=y3i2Tfrq7u0XiQMghR9QtQnmsAlR4HxVGqfHZyBPL9U,15545
+voly/client.py,sha256=M_XmGQAheVSPOBJPXVYJzm1s8ZOcBZ6keeZhb9Yu0R4,15367
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=6T0CuCtJpDp8nq0MUJ_3fA_su8nL4yfCU2H3m3_Sc_s,11699
-voly/models.py,sha256=fUtTKVpUtAnudVHzuFE6IodMzKbFQ7hr987ElJ2k7SQ,3607
+voly/models.py,sha256=Vs69QZYQ_Tt6hkaZ6Mfnq3II1dHDqQrZTzBNiaOIbwo,3516
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=5PgunB8oVPoD5R9eIjc9efCbc6d9C5yswO2yG1qj8uo,12734
 voly/core/data.py,sha256=OzWbzmMQN4CEG8lUdwMK2RrnvEjkJrNcMDMv4JDRewA,8871
-voly/core/fit.py,sha256=3nA3oAwoLtv_EnlLIjTelFmkafKnZeFIv4Ne_3LYWL4,9249
+voly/core/fit.py,sha256=rMYXuiDOWlyR5FbgK1nc8h_wSc9r6CBQS6b6DI6ZsYc,9252
 voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
 voly/core/rnd.py,sha256=fZpwoPo64YvR7g0tgOW_uk88gnZ0N0hL4FlCECARZco,10052
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.87.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.87.dist-info/METADATA,sha256=3RgL3l8_JcK-_AGM6Q5oEMP9S84EkU_hVgGLgVbto4M,4092
-voly-0.0.87.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
-voly-0.0.87.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.87.dist-info/RECORD,,
+voly-0.0.89.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.89.dist-info/METADATA,sha256=aTaX34vQn5u1TRt2DBkLH4sBlpUsCYGiVGl1RaZsvL8,4092
+voly-0.0.89.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
+voly-0.0.89.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.89.dist-info/RECORD,,