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Update VIX estimation debug message to display actual symbol being used for volatility calculation

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justin committed 2026-01-29 12:37:20 -07:00
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commit 9059843460
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daytrader.py
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@@ -406,8 +406,8 @@ def get_vix_level():
debug_print(f"VIX from data: {vix:.2f}") debug_print(f"VIX from data: {vix:.2f}")
return vix return vix
else: else:
debug_print("No VIX data, estimating from SPY volatility...") debug_print(f"No VIX data, estimating from {SYMBOL} volatility...")
spy_bars = api.get_bars("SPY", "1Day", limit=20).df spy_bars = api.get_bars(SYMBOL, "1Day", limit=20).df
if len(spy_bars) >= 20: if len(spy_bars) >= 20:
spy_returns = spy_bars['close'].pct_change() spy_returns = spy_bars['close'].pct_change()
volatility = spy_returns.std() * np.sqrt(252) * 100 volatility = spy_returns.std() * np.sqrt(252) * 100