adds flag for crypto to switch volatility calculations to 365 from 252

openbb_terminal/common/technical_analysis/volatility_model.py

@@ -170,8 +170,11 @@ def atr(
 
 
 @log_start_end(log=logger)
-def rvol(
-    data: pd.DataFrame, lower_q: float = 0.25, upper_q: float = 0.75
+def cones(
+    data: pd.DataFrame,
+    lower_q: float = 0.25,
+    upper_q: float = 0.75,
+    is_crypto: bool = False,
 ) -> pd.DataFrame:
     """Returns a DataFrame of realized volatility quantiles.
 
@@ -183,22 +186,25 @@ def rvol(
         The lower quantile to calculate the realized volatility over time for.
     upper_q: float (default = 0.75)
         The upper quantile to calculate the realized volatility over time for.
+    is_crypto: bool (default = False)
+        If true, volatility is calculated for 365 days instead of 252.
 
     Returns
     -------
-    pd.DataFrame: rvol
+    pd.DataFrame: cones
         DataFrame of realized volatility quantiles.
 
-    Examples
-    --------
-    df = rvol(symbol = "AAPL")
-
-    df = rvol(symbol = "AAPL", lower_q = 0.10, upper_q = 0.90)
+    Example
+    -------
+    df = openbb.stocks.load("AAPL")
+    cones_df = openbb.ta.cones(data = df, lower_q = 0.10, upper_q = 0.90)
     """
+
+    n_days: int = 365 if is_crypto else 252
+
     try:
         lower_q_label = str(int(lower_q * 100))
         upper_q_label = str(int(upper_q * 100))
-        rvol: pd.DataFrame = pd.DataFrame()
         quantiles = [lower_q, upper_q]
         windows = [3, 10, 30, 60, 90, 120, 150, 180, 210, 240, 300, 360]
         min_ = []
@@ -214,7 +220,9 @@ def rvol(
 
             log_return = (data["Close"] / data["Close"].shift(1)).apply(np.log)
 
-            return log_return.rolling(window=window, center=False).std() * np.sqrt(252)
+            return log_return.rolling(window=window, center=False).std() * np.sqrt(
+                n_days
+            )
 
         for window in windows:
             # Looping to build a dataframe with realized volatility over each window.
@@ -241,11 +249,12 @@ def rvol(
                 5: "Max",
             }
         )
-        rvol = df.copy()
-        return rvol.transpose()
-        
-    except Exception as e:
-        rvol = pd.DataFrame()
-        print('There was an error with the selected quantile value. Values must be between 0 and 1.')
-        return rvol
+        cones_df = df.copy()
+        return cones_df.transpose()
 
+    except Exception:
+        cones_df = pd.DataFrame()
+        print(
+            "There was an error with the selected quantile value. Values must be between 0 and 1."
+        )
+        return cones_df

openbb_terminal/common/technical_analysis/volatility_view.py

@@ -369,11 +369,12 @@ def display_atr(
 
 
 @log_start_end(log=logger)
-def display_rvol(
+def display_cones(
     data: pd.DataFrame,
     symbol: str = "",
     lower_q: float = 0.25,
     upper_q: float = 0.75,
+    is_crypto: bool = False,
     export: str = "",
     sheet_name: Optional[str] = None,
     external_axes: Optional[List[plt.Axes]] = None,
@@ -390,6 +391,8 @@ def display_rvol(
         The lower quantile to calculate for.
     upper_q: float (default = 0.75)
         The upper quantile to for.
+    is_crypto: bool (default = False)
+        If true, volatility is calculated for 365 days instead of 252.
     export : str
         Format of export file
     sheet_name: str
@@ -400,12 +403,14 @@ def display_rvol(
     Examples
     --------
     df_ta = openbb.stocks.load('XLY')
-    openbb.ta.rvol_chart(data = df_ta, symbol = 'XLY')
+    openbb.ta.cones_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)
+    openbb.ta.cones_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)
+    df_ta = volatility_model.cones(
+        data, lower_q=lower_q, upper_q=upper_q, is_crypto=is_crypto
+    )
     lower_q_label = str(int(lower_q * 100))
     upper_q_label = str(int(upper_q * 100))
     if not df_ta.empty:

openbb_terminal/miscellaneous/library/trail_map.csv

@@ -539,5 +539,5 @@ ta.stoch,openbb_terminal.common.technical_analysis.momentum_model.stoch,openbb_t
 ta.vwap,openbb_terminal.common.technical_analysis.overlap_model.vwap,openbb_terminal.common.technical_analysis.overlap_view.view_vwap
 ta.wma,openbb_terminal.common.technical_analysis.overlap_model.wma,
 ta.zlma,openbb_terminal.common.technical_analysis.overlap_model.zlma,
-ta.cones,openbb_terminal.common.technical_analysis.volatility_model.rvol,openbb_terminal.common.technical_analysis.volatility_view.display_rvol
+ta.cones,openbb_terminal.common.technical_analysis.volatility_model.cones,openbb_terminal.common.technical_analysis.volatility_view.display_cones
 whoami,openbb_terminal.session.sdk_session.whoami,

openbb_terminal/sdk_core/models/ta_sdk_model.py

@@ -99,8 +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.cones = lib.common_ta_volatility_model.rvol
-        self.cones_chart = lib.common_ta_volatility_view.display_rvol
+        self.cones = lib.common_ta_volatility_model.cones
+        self.cones_chart = lib.common_ta_volatility_view.display_cones
         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

@@ -541,7 +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.cones,common_ta_volatility_model.rvol,common_ta_volatility_view.display_rvol
+ta.cones,common_ta_volatility_model.cones,common_ta_volatility_view.display_cones
 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

openbb_terminal/stocks/technical_analysis/ta_controller.py

@@ -1684,6 +1684,13 @@ class TechnicalAnalysisController(StockBaseController):
             default=0.75,
             help="The upper % quantile for calculations.",
         )
+        parser.add_argument(
+            "--is_crypto",
+            dest="is_crypto",
+            action="store_true",
+            default=False,
+            help="If True, volatility is calculated for 365 days instead of 252.",
+        )
         ns_parser = self.parse_known_args_and_warn(
             parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
         )
@@ -1692,11 +1699,12 @@ class TechnicalAnalysisController(StockBaseController):
                 no_ticker_message()
                 return
 
-            volatility_view.display_rvol(
+            volatility_view.display_cones(
                 data = self.stock,
                 symbol = self.ticker,
                 lower_q = ns_parser.lower_q,
                 upper_q = ns_parser.upper_q,
+                is_crypto = ns_parser.is_crypto,
                 export=ns_parser.export,
                 sheet_name=" ".join(ns_parser.sheet_name)
                 if ns_parser.sheet_name