hpipy.utils.metrics.series_volatility#

class hpipy.utils.metrics.series_volatility(series_obj, window=3, smooth=False, in_place=False, in_place_name='volatility')[source]

Bases:

Calculate volatility for a series of indices.

Parameters:
  • series_obj (BaseHousePriceIndex) – Object with index series.

  • window (int, optional) – Window for calculations. Defaults to 3.

  • smooth (bool, optional) – Smooth the index. Defaults to False.

  • in_place (bool, optional) – Return index in place. Defaults to False.

  • in_place_name (str, optional) – Name of the in-place attribute. Defaults to “volatility”.

Returns:

Index object with series

volatility calculation or DataFrame.

Return type:

BaseHousePriceIndex | pd.DataFrame

__call__(**kwargs)

Call self as a function.

__init__(**kwargs)