Enable flake8 E226 rule

This commit is contained in:
Matthias
2022-04-11 18:02:02 +02:00
parent 1084787a38
commit baefda80d1
16 changed files with 50 additions and 46 deletions

View File

@@ -107,7 +107,7 @@ class VolatilityFilter(IPairList):
returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
returns.fillna(0, inplace=True)
volatility_series = returns.rolling(window=self._days).std()*np.sqrt(self._days)
volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days)
volatility_avg = volatility_series.mean()
if self._min_volatility <= volatility_avg <= self._max_volatility: