ENH: Remove duplicate rolling hist vol function

pandas_finance/api.py

@@ -102,11 +102,12 @@ def hist_vol(self, days, end_date=None):
         return data.std() * math.sqrt(TRADING_DAYS)
 
     def rolling_hist_vol(self, days, end_date=None):
+        days = int(days)
         if end_date:
             data = self.returns[:end_date]
         else:
             data = self.returns
-        return pd.rolling_std(data, window=days) * math.sqrt(TRADING_DAYS)
+        return data.rolling(days).std() * math.sqrt(TRADING_DAYS)
 
     @property
     def profile(self):
@@ -178,10 +179,6 @@ def vwap(self, end_date=None, days=30):
         data = data.iloc[-days:]
         return (data['Close'] * data['Volume']).sum() / data['Volume'].sum()
 
-    def hist_vol_over_time(self, days=20):
-        days = int(days)
-        return self.returns.rolling(days).std()*math.sqrt(TRADING_DAYS)
-
     def hist_vol_by_days(self, end_date=None, min_days=10, max_days=600):
         "Returns the historical vol for a range of trading days ending on end_date."
         min_days = int(min_days)

pandas_finance/tests/test_api.py

@@ -67,9 +67,9 @@ def test_closed(self):
     def test_currency(self):
         self.assertEqual(self.aapl.currency, 'USD')
 
-    def test_hist_vol_over_time(self):
-        self.assertIsInstance(self.aapl.hist_vol_over_time(), pd.Series)
-        self.assertAlmostEqual(self.aapl.hist_vol_over_time(20)[self.date], 0.562, 3)
+    def test_rolling_hist_vol(self):
+        self.assertIsInstance(self.aapl.rolling_hist_vol(20), pd.Series)
+        self.assertAlmostEqual(self.aapl.rolling_hist_vol(20)[self.date], 0.562, 3)
 
     def test_hist_vol_by_days(self):
         self.assertIsInstance(self.aapl.hist_vol_by_days(), pd.Series)