QuantumLearner commited on
Commit
abdee4c
·
verified ·
1 Parent(s): da6ed59

Update app.py

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Files changed (1) hide show
  1. app.py +2 -2
app.py CHANGED
@@ -309,7 +309,7 @@ if run_analysis:
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  continue
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  try:
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- rolling_spreads = edge_rolling(ohlc, window=20, min_periods=10, sign=False)
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  except Exception as e:
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  st.error("Error computing rolling spread.")
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  continue
@@ -319,7 +319,7 @@ if run_analysis:
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  volume = data['Volume']
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  returns = ohlc['Close'].pct_change()
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- rolling_vol = returns.rolling(window=20).std()
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  upper_band = ohlc['Close'] * (1 + rolling_spreads / 2)
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  lower_band = ohlc['Close'] * (1 - rolling_spreads / 2)
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  continue
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  try:
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+ rolling_spreads = edge_rolling(ohlc, window=15, min_periods=10, sign=False)
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  except Exception as e:
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  st.error("Error computing rolling spread.")
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  continue
 
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  volume = data['Volume']
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  returns = ohlc['Close'].pct_change()
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+ rolling_vol = returns.rolling(window=15).std()
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  upper_band = ohlc['Close'] * (1 + rolling_spreads / 2)
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  lower_band = ohlc['Close'] * (1 - rolling_spreads / 2)
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