jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-10-30 05:52:23 +00:00
Code Issues Packages Projects Releases Wiki Activity

Fixing the voi command (#2613)

Browse Source 
This fixes the bug #2259
This commit is contained in:
northern-64bit
2022-09-25 00:45:00 +02:00
committed by GitHub
parent 8e20d9eb83
commit 88966cb329
1 changed files with 42 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

53
openbb_terminal/stocks/options/yfinance_view.py
View File

@@ -422,7 +422,6 @@ def plot_vol(
ax.legend()
ax.set_title(f"Volume for {symbol.upper()} expiring {expiry}")
theme.style_primary_axis(ax)
print(calls)
if external_axes is None:
theme.visualize_output()
export_data(
@@ -505,25 +504,57 @@ def plot_volume_open_interest(
min_vol_calls = np.percentile(df_calls["oi+v"], volume_percentile_threshold)
min_vol_puts = np.percentile(df_puts["oi+v"], volume_percentile_threshold)
df_calls = df_calls[df_calls["oi+v"] > min_vol_calls]
df_calls = df_calls.loc[df_calls.index.intersection(df_puts.index)]
df_calls = (
df_calls[df_calls["oi+v"] > min_vol_calls]
.drop(["strike"], axis=1)
.reset_index()
.merge(
df_calls[df_puts["oi+v"] < min_vol_puts][
["openInterest", "volume", "type", "oi+v", "spot"]
].reset_index()
)
.set_index("strike")
)
df_calls["strike"] = df_calls.index
df_puts = df_puts.loc[df_puts.index.intersection(df_calls.index)]
df_calls = df_calls[df_calls["strike"] > 0.75 * current_price]
df_calls = df_calls[df_calls["strike"] < 1.25 * current_price]
df_puts = df_puts[df_puts["oi+v"] < min_vol_puts]
df_puts = df_puts[df_puts["strike"] > 0.75 * current_price]
df_puts = df_puts[df_puts["strike"] < 1.25 * current_price]
else:
df_calls = df_calls.loc[df_calls.index.intersection(df_puts.index)]
if min_vol > -1:
df_calls = df_calls[df_calls["oi+v"] > min_vol]
df_puts = df_puts[df_puts["oi+v"] < -min_vol]
df_calls = (
df_calls[df_calls["oi+v"] > min_vol]
.drop(["strike"], axis=1)
.reset_index()
.merge(
df_calls[df_puts["oi+v"] < min_vol][
["openInterest", "volume", "type", "oi+v", "spot"]
].reset_index()
)
.set_index("strike")
)
df_calls["strike"] = df_calls.index
df_puts = df_puts.loc[df_puts.index.intersection(df_calls.index)]
if min_sp > -1:
df_calls = df_calls[df_calls["strike"] > min_sp]
df_puts = df_puts[df_puts["strike"] > min_sp]
if min_sp > -1:
df_calls = df_calls[df_calls["strike"] > min_sp]
df_puts = df_puts[df_puts["strike"] > min_sp]
else:
df_calls = df_calls[df_calls["strike"] > 0.75 * current_price]
df_puts = df_puts[df_puts["strike"] > 0.75 * current_price]
if max_sp > -1:
df_calls = df_calls[df_calls["strike"] < max_sp]
df_puts = df_puts[df_puts["strike"] < max_sp]
if max_sp > -1:
df_calls = df_calls[df_calls["strike"] < max_sp]
df_puts = df_puts[df_puts["strike"] < max_sp]
else:
df_calls = df_calls[df_calls["strike"] < 1.25 * current_price]
df_puts = df_puts[df_puts["strike"] < 1.25 * current_price]
if df_calls.empty and df_puts.empty:
console.print(