[BUG]

[gautambak]

Describe the bug Sample code does not work. Window is not defined in the example.

To Reproduce Run first sample code in github page

I fixed this by adding ts to the front window variable but I think the example should be updated. This is what works - (ts added to ..ts.Window(22, 0)) )

import gs_quant.timeseries as ts

x = ts.generate_series(1000) # Generate random timeseries with 1000 observations vol = ts.volatility(x, ts.Window(22, 0)) # Compute realized volatility using a window of 22 and a ramp up value of 0 vol.tail()

[nayakchandan]

I dont face the issue described here, the sample code works

[StylusEaterSixthStreet]

@gautambak The code is missing a print() statement:

import gs_quant.timeseries as ts

x = ts.generate_series(1000) # Generate random timeseries with 1000 observations
vol = ts.volatility(x, ts.Window(22, 0)) # Compute realized volatility using a window of 22 and a ramp up value of 0
print(vol.tail())

That should work for you now.