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rvol_yang_zhang

Yang-Zhang volatility is the combination of the overnight (close-to-open volatility).

Source Code: [link]

openbb.ta.rvol_yang_zhang(data: pd.DataFrame, window: int = 30, trading_periods: Optional[int] = None, is_crypto: bool = False, clean: Any = True)

Parameters

NameTypeDescriptionDefaultOptional
datapd.DataFrameDataframe of OHLC prices.NoneFalse
windowint [default: 30]Length of window to calculate standard deviation.30True
trading_periodsOptional[int][default: 252]Number of trading periods in a year.NoneTrue
is_cryptobool [default: False]If true, trading_periods is defined as 365.FalseTrue
cleanbool [default: True]Whether to clean the data or not by dropping NaN values.TrueTrue

Returns

TypeDescription
resultsDataframe with results.

Examples

data = openbb.stocks.load('BTC-USD')
df = openbb.ta.rvol_yang_zhang(data, is_crypto = True)