voly 0.0.87__py3-none-any.whl → 0.0.90__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.
Files changed (9) hide show
  1. voly/client.py +2 -3
  2. voly/core/fit.py +1 -1
  3. voly/core/rnd.py +1 -1
  4. voly/models.py +0 -4
  5. {voly-0.0.87.dist-info → voly-0.0.90.dist-info}/METADATA +1 -1
  6. {voly-0.0.87.dist-info → voly-0.0.90.dist-info}/RECORD +9 -9
  7. {voly-0.0.87.dist-info → voly-0.0.90.dist-info}/LICENSE +0 -0
  8. {voly-0.0.87.dist-info → voly-0.0.90.dist-info}/WHEEL +0 -0
  9. {voly-0.0.87.dist-info → voly-0.0.90.dist-info}/top_level.txt +0 -0
voly/client.py CHANGED
@@ -19,12 +19,11 @@ from voly.formulas import (
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  )
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  from voly.core.data import fetch_option_chain, process_option_chain
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  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.rnd import get_rnd_surface
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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, 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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+ plot_fit_performance
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  )
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voly/core/fit.py CHANGED
@@ -11,7 +11,7 @@ from typing import List, Tuple, Dict, Optional, Union, Any
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  from scipy.optimize import least_squares
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  from sklearn.metrics import mean_squared_error, mean_absolute_error, r2_score
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  from voly.utils.logger import logger, catch_exception
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- from voly.formulas import get_x_domain
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+ from voly.formulas import get_domain
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  from voly.exceptions import VolyError
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  from voly.models import SVIModel
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  import warnings
voly/core/rnd.py CHANGED
@@ -9,7 +9,7 @@ from typing import Dict, List, Tuple, Optional, Union, Any
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  from voly.utils.logger import logger, catch_exception
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  from voly.exceptions import VolyError
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  from voly.models import SVIModel
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- from voly.formulas import get_all_domains
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+ from voly.formulas import get_domain
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  # Breeden-Litzenberger Method
voly/models.py CHANGED
@@ -5,10 +5,6 @@ Volatility models for the Voly package.
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  import numpy as np
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  from typing import Tuple, Dict, List, Optional, Union
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- # Configuration settings
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- DEFAULT_MONEYNESS_RANGE = (-2, 2)
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- DEFAULT_MONEYNESS_POINTS = 500
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-
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  class SVIModel:
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  """
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  Stochastic Volatility Inspired (SVI) model.
{voly-0.0.87.dist-info → voly-0.0.90.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: 0.0.87
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+ Version: 0.0.90
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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-0.0.87.dist-info → voly-0.0.90.dist-info}/RECORD RENAMED
@@ -1,18 +1,18 @@
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  voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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- voly/client.py,sha256=y3i2Tfrq7u0XiQMghR9QtQnmsAlR4HxVGqfHZyBPL9U,15545
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+ voly/client.py,sha256=M_XmGQAheVSPOBJPXVYJzm1s8ZOcBZ6keeZhb9Yu0R4,15367
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  voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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  voly/formulas.py,sha256=6T0CuCtJpDp8nq0MUJ_3fA_su8nL4yfCU2H3m3_Sc_s,11699
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- voly/models.py,sha256=fUtTKVpUtAnudVHzuFE6IodMzKbFQ7hr987ElJ2k7SQ,3607
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+ voly/models.py,sha256=Vs69QZYQ_Tt6hkaZ6Mfnq3II1dHDqQrZTzBNiaOIbwo,3516
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  voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=5PgunB8oVPoD5R9eIjc9efCbc6d9C5yswO2yG1qj8uo,12734
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  voly/core/data.py,sha256=OzWbzmMQN4CEG8lUdwMK2RrnvEjkJrNcMDMv4JDRewA,8871
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- voly/core/fit.py,sha256=3nA3oAwoLtv_EnlLIjTelFmkafKnZeFIv4Ne_3LYWL4,9249
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+ voly/core/fit.py,sha256=VkvuFYE1e_CfdH4-zg32CNYtkhyKOEsZ3-RMWO16My0,9247
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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- voly/core/rnd.py,sha256=fZpwoPo64YvR7g0tgOW_uk88gnZ0N0hL4FlCECARZco,10052
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+ voly/core/rnd.py,sha256=yNkQuiiw--exiJLHa9Wd9zy5sZN5_QJ3itKmr04zg-Q,10047
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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-0.0.87.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.87.dist-info/METADATA,sha256=3RgL3l8_JcK-_AGM6Q5oEMP9S84EkU_hVgGLgVbto4M,4092
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- voly-0.0.87.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
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- voly-0.0.87.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.87.dist-info/RECORD,,
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+ voly-0.0.90.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
15
+ voly-0.0.90.dist-info/METADATA,sha256=nh-0XhZV42gnuTjWJhkmV6YxefEg-r757Jbflh-AvRE,4092
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+ voly-0.0.90.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
17
+ voly-0.0.90.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.90.dist-info/RECORD,,
{voly-0.0.87.dist-info → voly-0.0.90.dist-info}/LICENSE RENAMED
File without changes
{voly-0.0.87.dist-info → voly-0.0.90.dist-info}/WHEEL RENAMED
File without changes