rvol
- Model
- Chart
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/holdings_example.xlsx")
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 = "", sheet_name: Optional[str] = None, external_axes: bool = False)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
portfolio | PortfolioEngine | PortfolioEngine object | None | True |
interval | str | interval for window to consider | None | True |
sheet_name | str | Optionally specify the name of the sheet the data is exported to. | None | True |
export | str | Export to file | True | |
external_axes | bool | Whether to return the figure object or not, by default False | False | True |
Returns
This function does not return anything