voly 0.0.90__py3-none-any.whl → 0.0.92__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 (7) hide show
  1. voly/core/charts.py +1 -1
  2. voly/core/data.py +2 -0
  3. {voly-0.0.90.dist-info → voly-0.0.92.dist-info}/METADATA +1 -1
  4. {voly-0.0.90.dist-info → voly-0.0.92.dist-info}/RECORD +7 -7
  5. {voly-0.0.90.dist-info → voly-0.0.92.dist-info}/LICENSE +0 -0
  6. {voly-0.0.90.dist-info → voly-0.0.92.dist-info}/WHEEL +0 -0
  7. {voly-0.0.90.dist-info → voly-0.0.92.dist-info}/top_level.txt +0 -0
voly/core/charts.py CHANGED
@@ -405,7 +405,7 @@ def plot_3d_surface(x_surface: Dict[str, np.ndarray],
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  template='plotly_dark',
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  scene=dict(
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  xaxis_title=domain_labels.get(return_domain, 'X Domain'),
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- yaxis_title='Days to Expiry',
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+ yaxis_title='Years to Expiry',
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  zaxis_title='Implied Volatility (%)',
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  aspectratio=dict(x=1, y=1, z=0.7)
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  ),
voly/core/data.py CHANGED
@@ -224,6 +224,8 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
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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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+ # Calculate returns
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+ df['returns'] = df['moneyness'] - 1
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  logger.info(f"Processing complete!")
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{voly-0.0.90.dist-info → voly-0.0.92.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: 0.0.90
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+ Version: 0.0.92
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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-0.0.90.dist-info → voly-0.0.92.dist-info}/RECORD RENAMED
@@ -4,15 +4,15 @@ 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=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/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
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+ voly/core/data.py,sha256=pDeuYhP0GX4RbtlqByvsE3rfHcIkix0BU5MLW8sKIeI,8935
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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=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-0.0.90.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- 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
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- 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,,
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+ voly-0.0.92.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.92.dist-info/METADATA,sha256=LS1p-ePGx4N8leytNFh3yXcmVMMFmX6rrLy1cpAMMbQ,4092
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+ voly-0.0.92.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
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+ voly-0.0.92.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.92.dist-info/RECORD,,
{voly-0.0.90.dist-info → voly-0.0.92.dist-info}/LICENSE RENAMED
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{voly-0.0.90.dist-info → voly-0.0.92.dist-info}/WHEEL RENAMED
File without changes