IVolatilityModel

QuantConnect.Securities.IVolatilityModel

Represents a model that computes the volatility of a security

volatility

volatility: float

Gets the volatility of the security as a percentage

get_history_requirements

get_history_requirements(
    security: Security, utc_time: Union[datetime, date]
) -> Iterable[HistoryRequest]

Returns history requirements for the volatility model expressed in the form of history request

Parameters:

Name	Type	Description	Default
security	Security	The security of the request	required
utc_time	Union[datetime, date]	The date/time of the request	required

Returns:

Type	Description
Iterable[HistoryRequest]	History request object list, or empty if no requirements.

update

update(security: Security, data: BaseData) -> None

Updates this model using the new price information in the specified security instance

Parameters:

Name	Type	Description	Default
security	Security	The security to calculate volatility for	required
data	BaseData	The new data used to update the model	required