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bwrob/options-dataframes

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Calculate options risk metrics from dataframe inputs blazingly fast.

active 2024-08-22 → 2024-09-26 (UTC)

Complete coverage26,573 / 26,573 hourly files (100%) · 2 absent upstream2023-08-15 → 2026-08-26 (UTC)
Events
62
Pushes
23
Pull requests
6
Issues
23
Stars
0
Forks
0

Activity over time

Daily event counts in the loaded window

Line chart, 36 days from 2024-08-22 to 2024-09-26. Pushes: 23 total, peak 12 in a day. Pull requests: 6 total, peak 4 in a day. Issues: 23 total, peak 20 in a day. Comments: 0 total, peak 0 in a day. Stars: 0 total, peak 0 in a day.

  • Pushes
  • Pull requests
  • Issues
  • Comments
  • Stars

Top contributors

Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity

ContributorContributionsPushesPRsComments
bwrob522360

Recent activity

Latest issues, pull requests and releases

  • Issue#6bwrob2024-09-26 13:34
    Update to polars 43.1
  • Issue#22bwrob2024-09-26 12:48
    Issue templates and query
  • Pull request#23bwrob2024-09-26 12:48
  • Pull request#23bwrob2024-09-26 12:48
  • Issue#22bwrob2024-09-26 12:07
    Issue templates and query
  • Issue#21bwrob2024-09-26 12:04
    Internal Brent's method implementation
  • Issue#20bwrob2024-09-26 12:03
    Internal Jaeckel method implementation
  • Issue#19bwrob2024-09-26 12:01
    Performance comparison
  • Issue#18bwrob2024-09-26 12:00
    Jaeckel's rational algorithm (use implied-vol Rust crate).
  • Issue#17bwrob2024-09-26 12:00
    Brent's method (use Rust implementation).
  • Issue#16bwrob2024-09-26 11:59
    PyPi release
  • Issue#15bwrob2024-09-26 11:58
    Unit and performance checks
  • Issue#14bwrob2024-09-26 11:58
    Code quality checks
  • Issue#13bwrob2024-09-26 11:49
    Synthetic multiplication of data
  • Issue#12bwrob2024-09-26 11:48
    Live data from YF
  • Issue#11bwrob2024-09-26 11:47
    Persisted test data included in package
  • Issue#9bwrob2024-09-26 11:46
    BS calculations dependency tree
  • Issue#8bwrob2024-09-26 11:46
    BS first-order greeks
  • Issue#7bwrob2024-09-26 11:45
    BS price (no dependency tree)
  • Issue#6bwrob2024-09-26 11:41
    Update to polars 43.1
  • Issue#5bwrob2024-09-26 11:35
    Set up CI pipeline.
  • Issue#3bwrob2024-09-26 11:19
    Dummy Python Rust compiled function
  • Pull request#4bwrob2024-09-26 11:19
  • Pull request#4bwrob2024-09-26 10:57
  • Issue#3bwrob2024-09-24 17:14
    Dummy Python Rust compiled function

Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 0 stars here means stars gained during the window, not the repo's star count.