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

This commit is contained in:
Justin Oros
2026-01-29 12:37:20 -07:00
parent baa41d739a
commit 9059843460
+2 -2
View File
@@ -406,8 +406,8 @@ def get_vix_level():
debug_print(f"VIX from data: {vix:.2f}")
return vix
else:
debug_print("No VIX data, estimating from SPY volatility...")
spy_bars = api.get_bars("SPY", "1Day", limit=20).df
debug_print(f"No VIX data, estimating from {SYMBOL} volatility...")
spy_bars = api.get_bars(SYMBOL, "1Day", limit=20).df
if len(spy_bars) >= 20:
spy_returns = spy_bars['close'].pct_change()
volatility = spy_returns.std() * np.sqrt(252) * 100