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Co-authored-by: tehcoderer <tehcoderer@users.noreply.github.com>
Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
Co-authored-by: Chavithra <Chavithra@users.noreply.github.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: jose-donato <jose-donato@users.noreply.github.com>
2022-11-25 17:19:08 -05:00

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title, description
title description
rvol OpenBB SDK Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

rvol

Get rolling volatility

Source Code: [link]

openbb.portfolio.rvol(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y")

Parameters

Name Type Description Default Optional
portfolio_engine PortfolioEngine PortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.
None False
window str Rolling window size to use
Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y
1y True

Returns

Type Description
pd.DataFrame Rolling volatility DataFrame

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.rvol(p)

Display rolling volatility

Source Code: [link]

openbb.portfolio.rvol_chart(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y", export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)

Parameters

Name Type Description Default Optional
portfolio PortfolioEngine PortfolioEngine object None True
interval str interval for window to consider None True
export str Export to file True
external_axes Optional[List[plt.Axes]] Optional axes to display plot on None True

Returns

This function does not return anything