From 946737c14ada02157b30dc8ef5ae314e2142c706 Mon Sep 17 00:00:00 2001 From: Lucas Leme Date: Tue, 20 Oct 2020 00:46:15 -0300 Subject: [PATCH 1/2] Remove windows --- turingquant/metrics.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/turingquant/metrics.py b/turingquant/metrics.py index df89d6a..7750904 100644 --- a/turingquant/metrics.py +++ b/turingquant/metrics.py @@ -211,7 +211,7 @@ def ewma_volatility(close_prices, return_type, window, plot=True): return ewma_volatility -def garman_klass_volatility(high_prices, low_prices, close_prices, open_prices, window=60, time_scale=1, plot=True): +def garman_klass_volatility(high_prices, low_prices, close_prices, open_prices, window, time_scale=1, plot=True): """ Estima a volatilidade a partir dos seguintes preços: alta, baixa, abertura e fechamento @@ -284,7 +284,7 @@ def garman_klass_volatility(high_prices, low_prices, close_prices, open_prices, return garman_klass_vol -def parkinson_volatility(high_prices, low_prices, window=60, time_scale=1, plot=True): +def parkinson_volatility(high_prices, low_prices, window, time_scale=1, plot=True): """ Estimando a volatilidade a partir dos preços de Alta e de Baixa From 5f1c5317deaae2e7332a02605b7a535c0e6ebdcb Mon Sep 17 00:00:00 2001 From: Lucas Leme Date: Wed, 21 Oct 2020 14:47:07 -0300 Subject: [PATCH 2/2] Bump version 0.1.6 --- docs/conf.py | 2 +- setup.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/conf.py b/docs/conf.py index 0e81f49..d933a3e 100644 --- a/docs/conf.py +++ b/docs/conf.py @@ -23,7 +23,7 @@ master_doc = 'index' # The full version, including alpha/beta/rc tags -release = '0.1.5' +release = '0.1.6' # -- General configuration --------------------------------------------------- diff --git a/setup.py b/setup.py index eeae5bc..68356e1 100644 --- a/setup.py +++ b/setup.py @@ -5,7 +5,7 @@ setup( name="turingquant", - version="0.1.5", + version="0.1.6", packages=find_packages(), install_requires=["pandas", "pandas_datareader", "numpy", "matplotlib", "alpha_vantage", "bs4", "plotly", "yfinance"],