Update VIX estimation debug message to display actual symbol being used for volatility calculation
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+2
-2
@@ -406,8 +406,8 @@ def get_vix_level():
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debug_print(f"VIX from data: {vix:.2f}")
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return vix
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else:
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debug_print("No VIX data, estimating from SPY volatility...")
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spy_bars = api.get_bars("SPY", "1Day", limit=20).df
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debug_print(f"No VIX data, estimating from {SYMBOL} volatility...")
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spy_bars = api.get_bars(SYMBOL, "1Day", limit=20).df
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if len(spy_bars) >= 20:
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spy_returns = spy_bars['close'].pct_change()
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volatility = spy_returns.std() * np.sqrt(252) * 100
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