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2.1 KiB
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2.1 KiB
Vendored
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