Merge pull request #2 from genesis-volatility/dvol-variance-premium

aadding dvol variance premium
genesis-volatility · Feb 9, 2022 · 9a14424 · 9a14424
2 parents 4c61e19 + 4452f23
commit 9a14424
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Showing 5 changed files with 33 additions and 3 deletions.
diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -23,7 +23,7 @@
 author = "Denys Halenok"
 
 # The full version, including alpha/beta/rc tags
-release = "0.2.2"
+release = "0.2.21"
 
 
 # -- General configuration ---------------------------------------------------

diff --git a/gvol/__init__.py b/gvol/__init__.py
@@ -1,4 +1,4 @@
 __all__ = ("__version__", "GVol")
-__version__ = "0.2.2"
+__version__ = "0.2.21"
 
 from gvol.client import GVol
diff --git a/gvol/client.py b/gvol/client.py
@@ -1877,3 +1877,20 @@ def HifiVolSurfaceStrikesGreeksHourly(
                 "interval": interval
             },
         )
+
+    def dVolVariancePremium(
+        self,
+        symbol: types.SymbolEnumType,
+    ) -> Dict:
+        """
+        Args:
+            symbol: (types.SymbolEnumType)
+        Returns:
+            dict
+        """
+        return self._client.execute(
+            gql(queries.dvolVariancePremium),
+            variable_values={
+                "symbol": symbol,
+            },
+        )
diff --git a/gvol/queries.py b/gvol/queries.py
@@ -1195,3 +1195,16 @@
   } 
 }
 """
+
+
+dvolVariancePremium = """
+query DVolVariancePremium($symbol: SymbolEnumType) {
+		dvolVariancePremium(symbol: $symbol) {
+			dvolImpliedRvDate
+			instrument
+			dvolOpen30Days
+			parkinsonHv
+			variancePremium
+		}
+	}
+"""
diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "gvol"
-version = "0.2.2"
+version = "0.2.21"
 description = "GVol is a Python library to access the GVol API"
 authors = ["Denys Halenok <[email protected]>"]