Metadata-Version: 2.4
Name: volstats
Version: 0.1.1
Summary: OHLC-based volatility estimators for financial time series
Author: Ryan Gorman
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Office/Business :: Financial
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Requires-Python: >=3.8
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy>=1.20
Requires-Dist: pandas>=1.2
Provides-Extra: test
Requires-Dist: pytest>=6.0; extra == "test"
Dynamic: author
Dynamic: classifier
Dynamic: description
Dynamic: description-content-type
Dynamic: license-file
Dynamic: provides-extra
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**volstats** is a lightweight Python library that provides classic and advanced OHLC-based volatility estimators for financial time series.

## Features
- Close-to-Close
- Parkinson
- Rogers-Satchell
- Garman-Klass
- Yang-Zhang
- GKYZ (Hybrid)
- EWMA (Exponential)

## Installation
```bash
pip install volstats

