Adopt interface to take OLHC data as numpy arrays
ronniec95 opened this issue · 2 comments
ronniec95 commented
Altering the interface to allow for numpy arrays of olhc prices would extend the functionality to non-equity tickers.
jasonstrimpel commented
Do you mean abstracting the data from the vol estimator code to allow the user to use their own? The data is generated and manipulated in a Pandas.DataFrame at the moment.
jasonstrimpel commented
Hi the latest commit implements this functionality. Now either takes pandas.DataFrame or numpy.ndarray as inputs.