@bmancini55/finance/__tests__/calc-hist-volatility.spec.ts

Finance utilities for JavaScript

import { expect } from "chai";
import { calcHistVolatility } from "../lib/calc-hist-volatility";

describe(".calcHistVolatility", () => {
  it("should calculate historic volatility", () => {
    const input = [650, 420, 690, 600, 500, 420, 670, 630, 550, 650];
    expect(calcHistVolatility(input)).to.be.closeTo(0.352, 0.001);
  });
});