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fix: correct the get_parkinson_vol spelling in the public API - #24

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Sean-Koval merged 1 commit into
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fix/rename-parkinson-vol
Aug 31, 2026
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fix: correct the get_parkinson_vol spelling in the public API#24
Sean-Koval merged 1 commit into
mainfrom
fix/rename-parkinson-vol

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Replaces #23, which GitHub auto-closed when its base branch (chore/cargo-fmt-pyopenquant, now merged as #20) was deleted. Same commit, retargeted to main.

Breaking change, made on the owner's instruction.

Parkinson was spelled parksinson in both the Rust function and the Python binding. Because
#[pyfunction(name = "get_parksinson_vol")] is the public Python API, correcting it breaks
downstream callers — which is why it was raised before being fixed.

Renamed:

  • openquant::util::volatility::get_parksinson_volget_parkinson_vol
  • the pyopenquant wrapper fn, its #[pyfunction(name = …)], and its module registration
  • crates/openquant/tests/volatility_features.rs

One thing deliberately left misspelled

The doc comment still names mlfinlab's get_parksinson_vol, because that misspelling is
upstream's and is where ours came from. It now says so rather than propagating it silently.

Verification

cargo fmt -- --check → 0 · cargo test --package openquant --test volatility_features → 0 (1 passed) ·
cargo check --package pyopenquant → 0

Follow-up

moduleDocs.ts and the generated modules/util-volatility.md still carry the old name in four
places. Not fixed here — this branch carries the pre-#18 page generator, so regenerating from it
would revert the honest-status work. Tracked; #21's check:examples gate will fail loudly until it
is done, which is correct.

The Rust fn and the Python binding both spelled Parkinson as 'parksinson'.
The pyfunction name IS the public Python API, so this is a deliberate
breaking rename, made on the owner's instruction.

Renamed: openquant::util::volatility::get_parksinson_vol ->
get_parkinson_vol, the pyopenquant wrapper, its #[pyfunction(name = ...)],
its module registration, and the volatility_features test.

The doc comment still names mlfinlab's 'get_parksinson_vol' because that
misspelling is upstream's and is where ours came from; the comment now
says so rather than propagating it silently.
@Sean-Koval
Sean-Koval merged commit d687862 into main Aug 31, 2026
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