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99 lines
2.6 KiB
Markdown
Vendored
99 lines
2.6 KiB
Markdown
Vendored
---
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title: rvol
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description: This page provides documentation for rvol, a feature of the OpenBB Terminal.
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It includes details about how to get rolling volatility and display a chart of it,
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including the use of the PortfolioEngine class and various window sizes.
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keywords:
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- rolling volatility
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- portfolio engine
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- rvol
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- charting
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- volatility calculation
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- portfolio risk analysis
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- OpenBB SDK
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- OpenBB rvol
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- matplotlib
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- rvol chart
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="portfolio.rvol - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Get rolling volatility
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_model.py#L521)]
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```python
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openbb.portfolio.rvol(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y")
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations.<br/>Use `portfolio.load` to create a PortfolioEngine. | None | False |
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| window | str | Rolling window size to use<br/>Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y | 1y | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.DataFrame | Rolling volatility DataFrame |
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---
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## Examples
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```python
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from openbb_terminal.sdk import openbb
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p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
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output = openbb.portfolio.rvol(p)
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```
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Display rolling volatility
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_view.py#L876)]
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```python
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openbb.portfolio.rvol_chart(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y", export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
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| interval | str | interval for window to consider | None | True |
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| export | str | Export to file | | True |
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| external_axes | Optional[List[plt.Axes]] | Optional axes to display plot on | None | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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