| name | etf-options-volatility-snapshot |
| description | Historical volatility snapshot tools (multi-window HV, cone, SSE IV) in etf-options-ai-assistant. |
ETF options — historical volatility snapshot
When to use
- You need realized / historical volatility (HV) for ETF, index, or (via snapshot) A-stock names — not GARCH predictions or intraday range tools.
- You want one number for a single window vs a multi-symbol, multi-window panel with optional vol cone and SSE ETF option IV.
- You are wiring OpenClaw / Cursor workflows and must pick the right tool to save tokens (prefer one snapshot call over many single-window calls when appropriate).
Tool comparison
| Tool | Role | Symbols | Windows / extras | Typical use |
|---|
tool_calculate_historical_volatility | Single-window HV (annualized %) | One | Single lookback_days; fetch_index_daily_em (ETF auto) | Legacy YAML, cron steps that only need one HV figure; not for A-share stocks |
tool_underlying_historical_snapshot | Composite HV panel | Many (symbols, max_symbols) | Default windows from config; optional vol_cone, optional SSE near-month IV (include_iv); asset_type auto/stock/etf/index | Multi-window table, cone, IV in one call; stocks require asset_type=stock |
tool_historical_snapshot | Same implementation | Same | Same | Runner alias for tool_underlying_historical_snapshot (OpenClaw / tool_runner both keys) |
config.yaml — historical_snapshot
Keys used by the snapshot tool (defaults may change; see repo config.yaml):
enabled, default_windows, max_symbols, cone_history_calendar_days, include_vol_cone_default, include_iv_defaultiv.sse_only, iv.near_month_min_days, iv.atm_method, iv.eq_30d_enabled
Code and docs map
- Shared HV math / config merge:
src/realized_vol_panel.py
- Plugins:
plugins/analysis/historical_volatility.py, plugins/analysis/underlying_historical_snapshot.py
- Narrative in repo:
plugins/analysis/README.md — §5 (single-window) and §5b (snapshot)
- OpenClaw:
docs/openclaw/能力地图.md, docs/openclaw/工作流参考手册.md
- Playbook:
research.md (e.g. post-close flow mentions HV tools)
Do not merge with technical_indicators
technical_indicators (tool_calculate_technical_indicators) is a separate plugin: MA/MACD/RSI/Bollinger (and optional KDJ/CCI/ADX/ATR). Do not treat it as part of the historical-volatility snapshot stack; keep HV tool choice explicit using the table above.
Related project skills
- Merged facade & trading copilot (enum routers,
tool_trading_copilot, tool_runner): see .cursor/skills/etf-options-merged-copilot/SKILL.md.
