etf-options-volatility-snapshot

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_default
• iv.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.