voly 0.0.9__py3-none-any.whl → 0.0.11__py3-none-any.whl

voly/client.py

@@ -294,7 +294,7 @@ class VolyClient:
 
     @staticmethod
     def fit_model(market_data: pd.DataFrame,
-                  model_type: str = 'svi',
+                  model_name: str = 'svi',
                   moneyness_range: Tuple[float, float] = (-2, 2),
                   num_points: int = 500,
                   plot: bool = False) -> Dict[str, Any]:
@@ -303,7 +303,7 @@ class VolyClient:
 
         Parameters:
         - market_data: DataFrame with market data
-        - model_type: Type of model to fit (default: 'svi')
+        - model_name: Name of model to fit (default: 'svi')
         - moneyness_range: (min, max) range for moneyness grid
         - num_points: Number of points for moneyness grid
         - plot: Whether to generate and return plots
@@ -311,12 +311,12 @@ class VolyClient:
         Returns:
         - Dictionary with fitting results and optional plots
         """
-        logger.info(f"Fitting {model_type.upper()} model to market data")
+        logger.info(f"Fitting {model_name.upper()} model to market data")
 
         # Fit the model
         fit_results = fit_model(
             market_data=market_data,
-            model_type=model_type,
+            model_name=model_name,
             moneyness_range=moneyness_range,
             num_points=num_points
         )

voly/core/data.py

@@ -45,8 +45,6 @@ async def unsubscribe_channels(ws, channels):
 @catch_exception
 async def process_batch(ws, batch: List[str], batch_num: int, total_batches: int) -> List[Dict[str, Any]]:
     """Process a batch of instruments and return their data"""
-    batch_start = time.time()
-
     # Create channel subscriptions
     ticker_channels = [f"ticker.{instr}.100ms" for instr in batch]
     book_channels = [f"book.{instr}.100ms" for instr in batch]
@@ -123,10 +121,6 @@ async def process_batch(ws, batch: List[str], batch_num: int, total_batches: int
 
         batch_results.append(row)
 
-    batch_time = time.time() - batch_start
-    logger.info(
-        f"Batch {batch_num}/{total_batches} completed in {batch_time:.2f}s - {len(batch_results)} instruments processed")
-
     return batch_results
 
 
@@ -227,7 +221,6 @@ def process_option_chain(df: pd.DataFrame, currency: str, min_dte: float = 2.0)
         return None
 
     # Apply extraction to create new columns
-    logger.info(f"Extracting option details from instrument names...")
     df['details'] = df['instrument_name'].apply(lambda x: extract_details(x))
     df['strike'] = df['details'].apply(lambda x: x['strike'] if x else None)
     df['option_type'] = df['details'].apply(lambda x: x['option_type'] if x else None)
@@ -240,7 +233,6 @@ def process_option_chain(df: pd.DataFrame, currency: str, min_dte: float = 2.0)
 
     # Get reference time from timestamp
     reference_time = datetime.datetime.fromtimestamp(df['timestamp'].iloc[0] / 1000)
-    logger.info(f"Reference time: {reference_time}")
 
     # Calculate days to expiry (DTE)
     df['dte'] = (df['expiry_date'] - reference_time).dt.total_seconds() / (24 * 60 * 60)
@@ -261,23 +253,6 @@ def process_option_chain(df: pd.DataFrame, currency: str, min_dte: float = 2.0)
     df = df.dropna(subset=['mark_iv', 'log_moneyness', 'yte'])
     logger.info(f"Removed {original_rows - len(df)} rows with missing data")
 
-    # Filter options with DTE > min_dte
-    if min_dte > 0:
-        original_count = len(df)
-        df = df[df['dte'] > min_dte]
-        logger.info(f"Filtered out {original_count - len(df)} options with DTE < {min_dte}")
-
-    # Group by time to expiry and ensure we have enough data points for each expiry
-    expiry_counts = df.groupby('yte').size()
-    valid_expiries = expiry_counts[expiry_counts >= 5].index
-    df = df[df['yte'].isin(valid_expiries)]
-    logger.info(f"Filtered to {len(df)} options with at least 5 strikes per expiry")
-
-    # Report on the maturities we're working with
-    maturities = df.groupby(['maturity_name', 'yte']).size().reset_index()
-    for _, row in maturities.iterrows():
-        logger.info(f"Maturity: {row['maturity_name']}, YTE: {row['yte']:.4f}, Strikes: {row[0]}")
-
     return df
 
 

voly/utils/logger.py

@@ -66,7 +66,3 @@ def catch_exception(func):
         return async_wrapper
     else:
         return sync_wrapper
-
-
-# Initialize logger with basic info
-logger.info("Voly logger initialized")

{voly-0.0.9.dist-info → voly-0.0.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.9
+Version: 0.0.11
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT
@@ -27,7 +27,6 @@ Requires-Dist: websockets>=10.0
 Requires-Dist: requests>=2.26.0
 Requires-Dist: loguru>=0.5.3
 Provides-Extra: dev
-Requires-Dist: pytest>=7.0.0; extra == "dev"
 Requires-Dist: black>=22.1.0; extra == "dev"
 Requires-Dist: isort>=5.10.1; extra == "dev"
 Requires-Dist: mypy>=0.931; extra == "dev"

{voly-0.0.9.dist-info → voly-0.0.11.dist-info}/RECORD

@@ -1,18 +1,18 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=LWgATOyGFsTOIOsEELM7KoFY0obNXoziU7khnCpEhks,17493
+voly/client.py,sha256=i7wPy02L1y21giYUVAQTWkCuNAwykCUAWlJ-D1pA4YM,17493
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=aG_HSq_a4j7TcuKiINlHSpmNdmfZa_fzYbAk8EGt954,7427
 voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
 voly/core/__init__.py,sha256=GU6l7hpxJfitPx9jnmBtcb_QIeqOO8liZsSbLXXSbq8,384
 voly/core/charts.py,sha256=GF55IS-aZfcc_0yoSPRPIPBPcJhFD1El18wNCo_mI_A,29918
-voly/core/data.py,sha256=mryxslHXDAA7FGAueXoxiYsuzDn0GsRizug2T7hEd7w,11319
+voly/core/data.py,sha256=RCvL9ZZWHgO2cfNbLSby2zNsoJmF2VCkJ0yRb1HtjHs,10171
 voly/core/fit.py,sha256=JSQuEkdriVdilcIPAJaieZUofYdCfSGJ5wVB1wRBfVs,11280
 voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
 voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
-voly/utils/logger.py,sha256=mujudi610WveZoGJJzoBtGbraFNJUzwWFTza645j08U,1821
-voly-0.0.9.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.9.dist-info/METADATA,sha256=NGE_gXH0rAx-mbZr9ey9HJR_FyJMNgTQzRtoQ1BxmLk,4136
-voly-0.0.9.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.9.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.9.dist-info/RECORD,,
+voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
+voly-0.0.11.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.11.dist-info/METADATA,sha256=ggw_f34HW4h4RTN5_37TpH7bW_sVJ-_AdCpVeG_Fz9Y,4092
+voly-0.0.11.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.11.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.11.dist-info/RECORD,,