def range_volatility(ticker, components):
# Parse and check: find components matching dates, ensure start and end are present, ensure dates are valid
today, dates = current_date(), []
for each in components:
if PATTERNS['valid_date'].match(each):
dates.append(each)
if len(dates)!=2:
return {"message": Response.vol_required_dates(ticker)}
for each in dates:
if each > today:
return {"message": Response.invalid_date(each)}
try:
date = datetime.datetime.strptime(each, '%Y-%m-%d')
except ValueError:
return {"message": Response.invalid_date(each)}
# Volatility Calculation
dates = sorted(dates)
start, end = dates[0], dates[1]
try:
quotes = data.DataReader(ticker, 'google')['Close'].loc[start:end]
if len(quotes) < 10:
return {"message": Response.vol_range_size(ticker)}
except Exception:
return {"message": Response.data_notfound(ticker)}
logreturns = np.log(quotes / quotes.shift(1))
vol = round(np.sqrt(252*logreturns.var()), 5)
return {"message" : Response.range_vol(ticker, start, end, vol)}
