formatting

This commit is contained in:
Danglewood
2023-02-20 21:16:12 -08:00
parent d2f26ba298
commit 47b80ef242

View File

@@ -202,7 +202,7 @@ def rvol(
lower_q_label = str(int(lower_q * 100))
upper_q_label = str(int(upper_q * 100))
rvol_cones: pd.DataFrame = pd.DataFrame()
rvol: pd.DataFrame = pd.DataFrame()
quantiles = [lower_q, upper_q]
windows = [3, 10, 30, 60, 90, 120, 150, 180, 210, 240, 300, 360]
min_ = []
@@ -231,10 +231,10 @@ def rvol(
bottom_q.append(estimator.quantile(quantiles[0]))
realized.append(estimator[-1])
df = [realized, min_, bottom_q, median, top_q, max_]
pd.DataFrame(df).columns = windows
df_ = [realized, min_, bottom_q, median, top_q, max_]
pd.DataFrame(df_).columns = windows
df_windows = list(windows)
df = pd.DataFrame(df, columns=df_windows)
df = pd.DataFrame(df_, columns=df_windows)
df = df.rename(
index={
0: "Realized",
@@ -245,6 +245,6 @@ def rvol(
5: "Max",
}
)
rvol_cones = df.copy()
rvol = df.copy()
return rvol_cones.transpose()
return rvol.transpose()