volatility-trading

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Add pandas, numpy, and other package requirements `setup( name='volatility-trading', version='0.0.1', url='https://github.com/jasonstrimpel/volatility-trading/', license='GPL-3.0-or-later', packages=['volatility','volatility/models'], install_requires=[ 'numpy~=1.21.4', 'pandas~=1.3.3', # ... other packages )`

yahmed153

Minor edits to run code in Python 3 from volatility directory

1

volest.py changed to: import models. It was: from volatility import models models __init__.py changed to: from models.api import * data is in tests directory thus: data_file_path = '../tests/JPM.csv' I would...

JohnSchwitz

Every estimator can accept a parameter [`trading_periods` ](https://github.com/jasonstrimpel/volatility-trading/blob/master/volatility/models/GarmanKlass.py#L6)(probably should be named annual_trading_days), however when calling it in on the of the `VolatilityEstimator` methods, there is no way to pass that...

bgits

Lots of changes in here... - I spent time working through all the estimators, mostly for my own edification - but I found some different results on MSFT dataset. Maybe...

dstadelman