release

Author: lsbardel

LICENSE

@@ -1,4 +1,4 @@
-Copyright (c) 2022 Quantmind
+Copyright (c) 2023 Quantmind
 
 Redistribution and use in source and binary forms, with or without modification,
 are permitted provided that the following conditions are met:

notebooks/applications/volatility_surface.md

@@ -94,7 +94,7 @@ df
 The plot function is enabled only if [plotly](https://plotly.com/python/) is installed
 
 ```{code-cell} ipython3
-vs.plot().update_layout(height=500, title="BTC Volatility Surface", xaxis_title=r"$\frac{1}{T}$")
+vs.plot().update_layout(height=500, title="BTC Volatility Surface")
 ```
 
 The `moneyness_ttm` is defined as
@@ -106,7 +106,7 @@ The `moneyness_ttm` is defined as
 where $T$ is the time-to-maturity.
 
 ```{code-cell} ipython3
-vs.plot3d().update_layout(height=800, title="BTC Volatility Surface")
+vs.plot3d().update_layout(height=800, title="BTC Volatility Surface", scene_camera=dict(eye=dict(x=1, y=-2, z=1)))
 ```
 
 ## Model Calibration

poetry.lock

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "quantflow"
-version = "0.2.1"
+version = "0.2.2"
 description = "quantitative analysis"
 authors = ["Luca <luca@quantmind.com>"]
 license = "BSD-3-Clause"
@@ -25,6 +25,7 @@ pytest-cov = "^4.0.0"
 mypy = "^1.4.0"
 ghp-import = "^2.0.2"
 ruff = "^0.0.277"
+pytest-asyncio = "^0.21.1"
 
 [tool.poetry.extras]
 data = ["aiohttp"]
@@ -49,6 +50,7 @@ build-backend = "poetry.core.masonry.api"
 formats = "ipynb,myst"
 
 [tool.pytest.ini_options]
+asyncio_mode = "auto"
 testpaths = [
     "tests"
 ]

pyproject.toml

@@ -1,2 +1,2 @@
 """Quantitative analysis and pricing"""
-__version__ = "0.2.1"
+__version__ = "0.2.2"

quantflow/__init__.py

@@ -20,6 +20,6 @@ pip install quantflow
 
 ## Modules
 
-* [quantflow.data](./quantflow/data) data APIs (requires `quantflow[data]`)
-* [quantflow.options](./quantflow/options) option pricing
-* [quantflow.sp](./quantflow/sp) stochastic process primitives
+* [quantflow.data](https://github.com/quantmind/quantflow/tree/main/quantflow/data) data APIs (requires `quantflow[data]`)
+* [quantflow.options](https://github.com/quantmind/quantflow/tree/main/quantflow/options) option pricing and calibration
+* [quantflow.sp](https://github.com/quantmind/quantflow/tree/main/quantflow/sp) stochastic process primitives

readme.md

@@ -2,6 +2,8 @@
 
 from quantflow.data.fmp import FMP
 
+pytestmark = pytest.mark.skipif(FMP().key is None, reason="No FMP API key found")
+
 
 @pytest.fixture
 def fmp() -> FMP:
@@ -10,3 +12,9 @@ def fmp() -> FMP:
 
 def test_client(fmp: FMP) -> None:
     assert fmp.url
+    assert fmp.key
+
+
+async def test_historical(fmp: FMP) -> None:
+    df = await fmp.prices("BTCUSD")
+    assert df["close"]