Improve performance in deribit market. You should clear cache in your first running to make it work.

Author: 32ethers

demeter/deribit/helper.py

@@ -138,6 +138,7 @@ def load_deribit_option_data(start_date: date, end_date: date, data_path: str) -
             day += timedelta(days=1)
             pbar.update()
 
+    df = df.sort_index()
     CacheManager.save(cache_key, df)
     logger.info("data has been prepared")
     return df

docs/source/conf.py

@@ -15,7 +15,7 @@
 project = 'Demeter'
 copyright = '2024, zelos research'
 author = 'zelos research'
-release = '1.0.1'
+release = '1.0.2'
 
 # -- General configuration ---------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration

release_note.md

@@ -1,3 +1,7 @@
+# Ver 1.0.2
+
+Improve performance in deribit market. You should clear cache in your first running to make it work.
+
 # Ver 1.0.1
 
 [Breaking change] Remove callback in BacktestManager, because if subprocess return actuator, 

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name="zelos-demeter",
-    version="1.0.1",
+    version="1.0.2",
     packages=find_packages(exclude=["tests", "tests.*", "samples", "samples.*"]),
     url="https://zelos-demeter.readthedocs.io",
     license="MIT",