refactor: Capitalize column names in MonteCarloSimulator to ensure consistent data access

This commit is contained in:
Bobby (aider) 2025-02-17 15:09:41 -08:00
parent 87287574b2
commit 9b3b1f27ac

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@ -19,11 +19,14 @@ class MonteCarloSimulator:
num_simulations (int): Number of simulation paths
time_horizon (int): Number of days to simulate
"""
self.data = data
# Make a copy and standardize column names
self.data = data.copy()
self.data.columns = [col.capitalize() for col in self.data.columns]
self.num_simulations = num_simulations
self.time_horizon = time_horizon
self.returns = np.log(data['Close'] / data['Close'].shift(1)).dropna()
self.last_price = data['Close'].iloc[-1]
self.returns = np.log(self.data['Close'] / self.data['Close'].shift(1)).dropna()
self.last_price = self.data['Close'].iloc[-1]
self.drift = self.returns.mean()
self.volatility = self.returns.std()