From 808430fbc178f83f5eadf7dab7d999be78579a0a Mon Sep 17 00:00:00 2001 From: MuslemRahimi Date: Fri, 24 Jan 2025 14:03:45 +0100 Subject: [PATCH] bugfixing --- app/cron_implied_volatility.py | 2 +- app/daily_options_volume.csv | 15 --------------- 2 files changed, 1 insertion(+), 16 deletions(-) delete mode 100644 app/daily_options_volume.csv diff --git a/app/cron_implied_volatility.py b/app/cron_implied_volatility.py index dea6905..66608cb 100644 --- a/app/cron_implied_volatility.py +++ b/app/cron_implied_volatility.py @@ -124,7 +124,7 @@ def compute_realized_volatility(data, window_size=20): "total_open_interest": data[i].get("total_open_interest", None), # Default to None if missing "changesPercentageOI": data[i].get("changesPercentageOI", None), # Default to None if missing "iv": data[i].get("iv", None), # Default to None if missing - "rv": round(realized_volatility[i], 4) if realized_volatility[i] is not None else None + "rv": round(realized_volatility[i], 2) if realized_volatility[i] is not None else None }) except Exception as e: # If any error occurs, append a dictionary with default values diff --git a/app/daily_options_volume.csv b/app/daily_options_volume.csv deleted file mode 100644 index 6cbe23d..0000000 --- a/app/daily_options_volume.csv +++ /dev/null @@ -1,15 +0,0 @@ -Expiration Date,Total Call Volume,Total Put Volume,Total Volume -2025-01-24,2273.0,1846.0,4119.0 -2025-01-31,460.0,830.0,1290.0 -2025-02-07,117.0,193.0,310.0 -2025-02-14,191.0,76.0,267.0 -2025-02-21,637.0,340.0,977.0 -2025-02-28,73.0,61.0,134.0 -2025-03-21,516.0,189.0,705.0 -2025-04-17,4838.0,185.0,5023.0 -2025-06-20,535.0,1996.0,2531.0 -2025-07-18,86.0,191.0,277.0 -2025-09-19,478.0,388.0,866.0 -2026-01-16,1458.0,2072.0,3530.0 -2026-12-18,26.0,221.0,247.0 -2027-01-15,71.0,439.0,510.0