Merge pull request #30 from GrupoTuring/fix/windows

Remove janelas padrão
turing-usp · Oct 21, 2020 · a35cfba · a35cfba
2 parents f75755b + 5f1c531
commit a35cfba
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Showing 3 changed files with 4 additions and 4 deletions.
diff --git 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
@@ -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"],
 

diff --git 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