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ehances error handling - quantiles can be 0-1 or 0-100

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Danglewood
2023-02-19 21:34:51 -08:00
parent cb5795daf7
commit 5fc61d72fd
1 changed files with 11 additions and 8 deletions
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19
openbb_terminal/common/technical_analysis/volatility_model.py
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@@ -186,21 +186,25 @@ def rvol(
Returns
-------
pd.DataFrame: rvol_cones
pd.DataFrame: rvol
DataFrame of realized volatility quantiles.
Examples
--------
df = get_rvol_cones(symbol = "AAPL")
df = rvol(symbol = "AAPL")
df = get_rvol_cones(symbol = "AAPL", lower_q = 0.10, upper_q = 0.90)
df = rvol(symbol = "AAPL", lower_q = 0.10, upper_q = 0.90)
"""
if lower_q > 1:
lower_q = lower_q/100
if upper_q > 1:
upper_q = upper_q/100
lower_q_label = str((int(lower_q*100)))
upper_q_label = str((int(upper_q*100)))
rvol_cones: DataFrame = pd.DataFrame()
rvol_cones: pd.DataFrame = pd.DataFrame()
quantiles = [lower_q, upper_q]
windows = [3,10,30,60,90,120,150,180,210,240]
windows = [3,10,30,60,90,120,150,180,210,240,300,360]
data = data
min_ = []
max_ = []
@@ -208,8 +212,7 @@ def rvol(
top_q = []
bottom_q = []
realized = []
data.index = data.index.date
data = pd.DataFrame(data).sort_index(ascending = False)
data = data.sort_index(ascending = False)
def realized_vol(data, window=30):
"""Helper function for calculating realized volatility."""