adds view function and SDK trail

openbb_terminal/common/technical_analysis/volatility_view.py

@@ -366,3 +366,72 @@ def display_atr(
         df_ta,
         sheet_name,
     )
+
+@log_start_end(log=logger)
+def display_rvol(
+    data: pd.DataFrame,
+    symbol: str = "",
+    lower_q:float = 0.25, 
+    upper_q: float = 0.75,
+    export: str = "",
+    sheet_name: Optional[str] = None,
+    external_axes: Optional[List[plt.Axes]] = None
+):
+    """Plots the realized volatility quantiles for the loaded ticker.
+    
+    Parameters
+    ----------
+    data: pd.DataFrame
+        DataFrame of OHLC prices.
+    symbol: str (default = "")
+        The ticker symbol.
+    lower_q: float (default = 0.25)
+        The lower quantile to calculate for.
+    upper_q: float (default = 0.75)
+        The upper quantile to for.
+    export : str
+        Format of export file
+    sheet_name: str
+        Optionally specify the name of the sheet the data is exported to.
+    external_axes : Optional[List[plt.Axes]], optional
+        External axes (1 axis is expected in the list), by default None
+
+    Examples
+    --------
+    df_ta = openbb.stocks.load('XLY')
+    openbb.ta.rvol_chart(data = df_ta, symbol = 'XLY')
+    
+    df_ta = openbb.stocks.load('XLE')
+    openbb.ta.rvol_chart(data = df_ta, symbol = "XLE", lower_q = 0.10, upper_q = 0.90)
+    """
+    
+    df_ta = volatility_model.rvol(data, lower_q = lower_q, upper_q = upper_q)
+    lower_q_label = str((int(lower_q*100)))
+    upper_q_label = str((int(upper_q*100)))
+    
+    plt.figure(figsize = [14,7])
+    plt.autoscale(enable = True, axis = 'both', tight = True)
+    plt.plot(df_ta.index, df_ta.Min, "-o", linewidth=1, label="Min")
+    plt.plot(df_ta.index, df_ta.Max, "-o", linewidth=1, label="Max")
+    plt.plot(df_ta.index, df_ta.Median, "-o", linewidth=1, label="Median")
+    plt.plot(df_ta.index, df_ta['Upper 'f"{upper_q_label}"'%'], "-o", linewidth=1, label = 'Upper 'f"{upper_q_label}"'%')
+    plt.plot(df_ta.index, df_ta['Lower 'f"{lower_q_label}"'%'], "-o", linewidth=1, label = 'Lower 'f"{lower_q_label}"'%')
+    plt.plot(df_ta.index, df_ta.Realized, "o-.", linewidth=1, label="Realized")
+    plt.ylabel(ylabel = 'Volatility', labelpad = -910, loc = 'top', rotation = 'horizontal')
+    plt.xlabel(xlabel = 'Window of Time (in days)', labelpad = 20, y = 0)
+    plt.title(label = 'Realized Volatility of 'f"{symbol}", loc= 'center', y = 1.0)
+    plt.legend(loc='best', ncol=6, fontsize = 'x-small')
+    plt.tick_params(axis='y', which='both', labelleft=False, labelright=True)
+    plt.xticks(df_ta.index)
+    plt.tight_layout(pad = 2.0)
+
+    if external_axes is None:
+        theme.visualize_output()
+     
+    export_data(
+        export,
+        os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
+        "rvol",
+        df_ta,
+        sheet_name,
+    )

openbb_terminal/sdk_core/models/ta_sdk_model.py

@@ -46,6 +46,8 @@ class TaRoot(Category):
         `obv_chart`: Plots OBV technical indicator\n
         `rsi`: Relative strength index\n
         `rsi_chart`: Plots RSI Indicator\n
+        `rvol`: Realized Volatility Cones\n
+        `rvol_chart`: Plots Realized Volatility Cones\n
         `sma`: Gets simple moving average (SMA) for stock\n
         `stoch`: Stochastic oscillator\n
         `stoch_chart`: Plots stochastic oscillator signal\n
@@ -97,6 +99,8 @@ class TaRoot(Category):
         self.obv_chart = lib.common_ta_volume_view.display_obv
         self.rsi = lib.common_ta_momentum_model.rsi
         self.rsi_chart = lib.common_ta_momentum_view.display_rsi
+        self.rvol = lib.common_ta_volatility_model.rvol
+        self.rvol_chart = lib.common_ta_volatility_view.display_rvol
         self.sma = lib.common_ta_overlap_model.sma
         self.stoch = lib.common_ta_momentum_model.stoch
         self.stoch_chart = lib.common_ta_momentum_view.display_stoch

openbb_terminal/sdk_core/trail_map.csv

@@ -541,6 +541,7 @@ ta.ma,common_ta_overlap_view.view_ma,common_ta_overlap_view.view_ma
 ta.macd,common_ta_momentum_model.macd,common_ta_momentum_view.display_macd
 ta.obv,common_ta_volume_model.obv,common_ta_volume_view.display_obv
 ta.rsi,common_ta_momentum_model.rsi,common_ta_momentum_view.display_rsi
+ta.rvol,common_ta_volatility_model.rvol,common_ta_volatility_view.display_rvol
 ta.sma,common_ta_overlap_model.sma,
 ta.stoch,common_ta_momentum_model.stoch,common_ta_momentum_view.display_stoch
 ta.vwap,common_ta_overlap_model.vwap,common_ta_overlap_view.view_vwap