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improves error handling for volatility models when window length is too small

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This commit is contained in:
Danglewood
2023-02-27 18:33:53 -08:00
parent 4159b7cad2
commit bcb2aa5bee
1 changed files with 23 additions and 0 deletions
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23
openbb_terminal/common/technical_analysis/volatility_model.py
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@@ -214,6 +214,10 @@ def standard_deviation(
>>> df = openbb.ta.standard_deviation(data)
"""
if window < 2:
print("Error: Window must be at least 2, defaulting to 30.")
window = 30
trading_periods = 365 if is_crypto else 252
log_return = (data["Close"] / data["Close"].shift(1)).apply(np.log)
@@ -263,6 +267,10 @@ def parkinson(
>>> df = openbb.ta.parkinson(data, is_crypto = True)
"""
if window < 1:
print("Error: Window must be at least 1, defaulting to 30.")
window = 30
trading_periods = 365 if is_crypto else 252
rs = (1.0 / (4.0 * np.log(2.0))) * (
@@ -316,6 +324,10 @@ def garman_klass(
>>> df = openbb.ta.garman_klass(data, is_crypto = True)
"""
if window < 1:
print("Error: Window must be at least 1, defaulting to 30.")
window = 30
trading_periods = 365 if is_crypto else 252
log_hl = (data["High"] / data["Low"]).apply(np.log)
@@ -369,6 +381,10 @@ def hodges_tompkins(
>>> df = openbb.ta.hodges_tompkins(data, is_crypto = True)
"""
if window < 2:
print("Error: Window must be at least 2, defaulting to 30.")
window = 30
trading_periods = 365 if is_crypto else 252
log_return = (data["Close"] / data["Close"].shift(1)).apply(np.log)
@@ -426,6 +442,10 @@ def rogers_satchell(
>>> df = openbb.ta.rogers_satchell(data, is_crypto = True)
"""
if window < 1:
print("Error: Window must be at least 1, defaulting to 30.")
window = 30
trading_periods = 365 if is_crypto else 252
log_ho = (data["High"] / data["Open"]).apply(np.log)
@@ -479,6 +499,9 @@ def yang_zhang(
>>> df = openbb.ta.yang_zhang(data, is_crypto = True)
"""
if window < 2:
print("Error: Window must be at least 2, defaulting to 30.")
window = 30
trading_periods = 365 if is_crypto else 252
log_ho = (data["High"] / data["Open"]).apply(np.log)