voly 0.0.92__tar.gz → 0.0.94__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-0.0.92/src/voly.egg-info → voly-0.0.94}/PKG-INFO +1 -1
- {voly-0.0.92 → voly-0.0.94}/pyproject.toml +2 -2
- {voly-0.0.92 → voly-0.0.94}/src/voly/formulas.py +2 -1
- {voly-0.0.92 → voly-0.0.94/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.92 → voly-0.0.94}/LICENSE +0 -0
- {voly-0.0.92 → voly-0.0.94}/README.md +0 -0
- {voly-0.0.92 → voly-0.0.94}/setup.cfg +0 -0
- {voly-0.0.92 → voly-0.0.94}/setup.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/__init__.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/client.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/core/__init__.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/core/charts.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/core/data.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/core/fit.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/core/rnd.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/exceptions.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/models.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly/utils/logger.py +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.92 → voly-0.0.94}/src/voly.egg-info/top_level.txt +0 -0
|
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
|
|
|
4
4
|
|
|
5
5
|
[project]
|
|
6
6
|
name = "voly"
|
|
7
|
-
version = "0.0.
|
|
7
|
+
version = "0.0.94"
|
|
8
8
|
description = "Options & volatility research package"
|
|
9
9
|
readme = "README.md"
|
|
10
10
|
authors = [
|
|
@@ -60,7 +60,7 @@ line_length = 100
|
|
|
60
60
|
multi_line_output = 3
|
|
61
61
|
|
|
62
62
|
[tool.mypy]
|
|
63
|
-
python_version = "0.0.
|
|
63
|
+
python_version = "0.0.94"
|
|
64
64
|
warn_return_any = true
|
|
65
65
|
warn_unused_configs = true
|
|
66
66
|
disallow_untyped_defs = true
|
|
@@ -343,7 +343,8 @@ def get_domain(domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
|
|
|
343
343
|
|
|
344
344
|
if len(o) != len(LM):
|
|
345
345
|
raise ValueError(
|
|
346
|
-
f"'o' must have the same length as the log-moneyness array ({len(
|
|
346
|
+
f"'o' must have the same length as the log-moneyness array ({len(LM)})."
|
|
347
|
+
f"Length 'o'={len(o)}, length 'LM'={len(LM)}")
|
|
347
348
|
|
|
348
349
|
# Compute strikes
|
|
349
350
|
K = s / np.exp(LM)
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|