mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-27 20:42:26 +00:00
Feature/options - OpenBB Options Enhancement Proposal (Part 1 - SDK) (#5079)
* add model file for Montreal Options Exchange * mypy fixes * define attributes under __init__ * type error fix * another pylint fix * adds tests for tmx_model * black * mypy * adds expirations test and re-records * black * capture error message in test * mypy * add __docformat__ line * improves get_all_ticker_symbols * removes python magic command for new cell * adds TMX as source for SDK chains * starts on a new method for loading options data returning a standardized object * add load_options as SDK endpoint * intrinio response - not complete * adds tradier to load_options * add source attribute to options object * restore legacy nasdaq last price function * yFinance underlying_price fixes * yFinance model fix * adds cboe to sdk options load * table fix * creates options_chains_model.py and updates SDK map * docstrings added for the class. * updates tmx_model tests * fix options_controller test * adds cboe_model tests * spelling in docstring * ruff - unused import * mypy fixes * more mypy fixes * pylint * attempt to manually resolve merge conflict. * nasdaq_model fix * adds test coverage for options/nasdaq_model * docstrings update for nasdaq_model * mypy fix * adds unit testing for options_chains_model * adds additional tests for intrinio_model * unused import fix * fix for .TO symbol and TMX EOD chains * make CBOE Pydantic * cboe update * adds switch for pydantic output from all sources * black * index options error handling for Intrinio * add warning message for index options from Intrinio * tmx_model enhancements * cleans up get_ticker_iv() in cboe_model * fix ticker info for index symbols from cboe * typo in comments * adds test for tradier_model.load_options * cboe optionType as lower case * add function for calculating chains stats * black * trailmap for calculate_chains_stats * adds test for calculate_stats() * more details to nasdaq.underlying_price * typo in docstrings * mypy - options_chains_model.py * black - options_chains_model.py * pylint options_chains_model.py * standardize response from intrinio underlying price * add function to validate input of function * missed type hint * additional error handling for stats * adds DTE as column for all sources * adds strategies function and input validation * add yFinance test for load_options() * add Nasdaq test for load_options() * tests for new functions in options_chains_model * update sdk trailmap * rewrite tests * fixes for tests * fix tmx_model test * more pytest * pytest.. * add vertical call spread function * some cleanup * update nasdaq tests * more cleanup * black * pylint * black * ruff * black * pylint * black * pylint.. * tests rewrite * more pytest * recapture tests * Different tests were collected between gw1 and gw0 * adds vertical spreads * vertical_put_spread * improve calculate_stats * mypy * edge cases * black * update tmx,yfinance tests * new cboe tests * new tmx_model tests * fix nasdaq test * test updates * fix nasdaq tests * add test_options_chains_model * refactor data sources * black * pylint * fixing stuff * forgot a file.. * codespell * linting * mypy... * refactor OptionsChains class * pylint * reconfigure SDK entry point * fix error handling when data request fails * ruff * pylint * pylint * Add inheritance and a repr string * add method for skew * add method for skew * fix nasdaq test * add skew to tests --------- Co-authored-by: James Maslek <jmaslek11@gmail.com>
This commit is contained in:
Danglewood
@@ -47,6 +47,8 @@ class StocksController(model.StocksRoot):
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`mentions`: Get interest over time from google api [Source: google].\n
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`mentions_chart`: Plots weekly bars of stock's interest over time. other users watchlist. [Source: Google].\n
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`messages`: Get last messages for a given ticker [Source: stocktwits].\n
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`ns`: Getting Onclusive Data. [Source: Invisage Platform]\n
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`ns_chart`: Display Onclusive Data. [Source: Invisage Plotform]\n
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`popular`: Get popular tickers from list of subreddits [Source: reddit].\n
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`queries`: Get related queries from google api [Source: google].\n
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`redditsent`: Find posts related to a specific search term in Reddit.\n
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@@ -262,6 +264,7 @@ class StocksController(model.StocksRoot):
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`eodchain`: Get full EOD option date across all expirations\n
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`expirations`: Get Option Chain Expirations\n
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`generate_data`: Gets x values, and y values before and after premiums\n
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`get_strategies`: Gets options strategies for all, or a list of, DTE(s).\n
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`greeks`: Gets the greeks for a given option\n
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`grhist`: Get historical EOD option prices, with Greeks, for a given OCC chain label.\n
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`grhist_chart`: Plots historical greeks for a given option.\n
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@@ -269,6 +272,7 @@ class StocksController(model.StocksRoot):
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`info`: Scrape barchart for options info\n
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`info_chart`: Scrapes Barchart.com for the options information\n
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`last_price`: Makes api request for last price\n
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`load_options_chains`: Loads all options chains from a specific source, fields returned to each attribute will vary.\n
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`oi`: Plot open interest\n
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`pcr`: Gets put call ratio over last time window [Source: AlphaQuery.com]\n
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`pcr_chart`: Display put call ratio [Source: AlphaQuery.com]\n
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@@ -47,6 +47,8 @@ class StocksBehavioralAnalysis(Category):
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`mentions`: Get interest over time from google api [Source: google].\n
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`mentions_chart`: Plots weekly bars of stock's interest over time. other users watchlist. [Source: Google].\n
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`messages`: Get last messages for a given ticker [Source: stocktwits].\n
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`ns`: Getting Onclusive Data. [Source: Invisage Platform]\n
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`ns_chart`: Display Onclusive Data. [Source: Invisage Plotform]\n
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`popular`: Get popular tickers from list of subreddits [Source: reddit].\n
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`queries`: Get related queries from google api [Source: google].\n
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`redditsent`: Find posts related to a specific search term in Reddit.\n
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@@ -78,6 +80,8 @@ class StocksBehavioralAnalysis(Category):
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self.mentions = lib.stocks_ba_google_model.get_mentions
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self.mentions_chart = lib.stocks_ba_google_view.display_mentions
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self.messages = lib.stocks_ba_stocktwits_model.get_messages
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self.ns = lib.stocks_ba_news_sentiment_model.get_data
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self.ns_chart = lib.stocks_ba_news_sentiment_view.display_articles_data
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self.popular = lib.stocks_ba_reddit_model.get_popular_tickers
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self.queries = lib.stocks_ba_google_model.get_queries
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self.redditsent = lib.stocks_ba_reddit_model.get_posts_about
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@@ -452,6 +456,7 @@ class StocksOptions(Category):
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`eodchain`: Get full EOD option date across all expirations\n
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`expirations`: Get Option Chain Expirations\n
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`generate_data`: Gets x values, and y values before and after premiums\n
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`get_strategies`: Gets options strategies for all, or a list of, DTE(s).\n
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`greeks`: Gets the greeks for a given option\n
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`grhist`: Get historical EOD option prices, with Greeks, for a given OCC chain label.\n
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`grhist_chart`: Plots historical greeks for a given option.\n
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@@ -459,6 +464,7 @@ class StocksOptions(Category):
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`info`: Scrape barchart for options info\n
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`info_chart`: Scrapes Barchart.com for the options information\n
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`last_price`: Makes api request for last price\n
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`load_options_chains`: Loads all options chains from a specific source, fields returned to each attribute will vary.\n
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`oi`: Plot open interest\n
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`pcr`: Gets put call ratio over last time window [Source: AlphaQuery.com]\n
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`pcr_chart`: Display put call ratio [Source: AlphaQuery.com]\n
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@@ -480,6 +486,7 @@ class StocksOptions(Category):
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self.eodchain = lib.stocks_options_intrinio_model.get_full_chain_eod
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self.expirations = lib.stocks_options_sdk_helper.get_option_expirations
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self.generate_data = lib.stocks_options_yfinance_model.generate_data
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self.get_strategies = lib.stocks_options_options_chains_model.get_strategies
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self.greeks = lib.stocks_options_sdk_helper.get_greeks
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self.grhist = lib.stocks_options_intrinio_model.get_historical_options
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self.grhist_chart = lib.stocks_options_intrinio_view.view_historical_greeks
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@@ -487,6 +494,7 @@ class StocksOptions(Category):
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self.info = lib.stocks_options_barchart_model.get_options_info
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self.info_chart = lib.stocks_options_barchart_view.print_options_data
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self.last_price = lib.stocks_options_tradier_model.get_last_price
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self.load_options_chains = lib.stocks_options_sdk_helper.load_options_chains
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self.oi = lib.stocks_options_view.plot_oi
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self.pcr = lib.stocks_options_alphaquery_model.get_put_call_ratio
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self.pcr_chart = lib.stocks_options_alphaquery_view.display_put_call_ratio
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@@ -521,6 +521,7 @@ from openbb_terminal.stocks.options import (
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alphaquery_view as stocks_options_alphaquery_view,
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barchart_model as stocks_options_barchart_model,
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barchart_view as stocks_options_barchart_view,
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cboe_model as stocks_options_cboe_model,
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chartexchange_model as stocks_options_chartexchange_model,
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chartexchange_view as stocks_options_chartexchange_view,
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fdscanner_model as stocks_options_fdscanner_model,
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@@ -529,6 +530,7 @@ from openbb_terminal.stocks.options import (
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intrinio_view as stocks_options_intrinio_view,
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nasdaq_model as stocks_options_nasdaq_model,
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op_helpers as stocks_options_helpers,
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options_chains_model as stocks_options_options_chains_model,
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options_sdk_helper as stocks_options_sdk_helper,
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options_view as stocks_options_view,
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tradier_model as stocks_options_tradier_model,
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4
openbb_terminal/core/sdk/trail_map.csv
vendored
4
openbb_terminal/core/sdk/trail_map.csv
vendored
@@ -392,6 +392,7 @@ stocks.ba.headlines,stocks_ba_finbrain_model.get_sentiment,stocks_ba_finbrain_vi
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stocks.ba.infer,stocks_ba_twitter_model.load_analyze_tweets,stocks_ba_twitter_view.display_inference
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stocks.ba.mentions,stocks_ba_google_model.get_mentions,stocks_ba_google_view.display_mentions
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stocks.ba.messages,stocks_ba_stocktwits_model.get_messages,
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stocks.ba.ns,stocks_ba_news_sentiment_model.get_data,stocks_ba_news_sentiment_view.display_articles_data
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stocks.ba.popular,stocks_ba_reddit_model.get_popular_tickers,
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stocks.ba.queries,stocks_ba_google_model.get_queries,
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stocks.ba.redditsent,stocks_ba_reddit_model.get_posts_about,
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@@ -403,7 +404,6 @@ stocks.ba.spacc,stocks_ba_reddit_model.get_spac_community,
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stocks.ba.stalker,stocks_ba_stocktwits_model.get_stalker,
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stocks.ba.text_sent,stocks_ba_reddit_model.get_sentiment,
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stocks.ba.trending,stocks_ba_stocktwits_model.get_trending,
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stocks.ba.ns,stocks_ba_news_sentiment_model.get_data,stocks_ba_news_sentiment_view.display_articles_data
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stocks.ba.wsb,stocks_ba_reddit_model.get_wsb_community,
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stocks.ca.balance,stocks_ca_marketwatch_model.get_balance_comparison,
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stocks.ca.cashflow,stocks_ca_marketwatch_model.get_cashflow_comparison,
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@@ -516,11 +516,13 @@ stocks.options.dte,stocks_options_helpers.get_dte,
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stocks.options.eodchain,stocks_options_intrinio_model.get_full_chain_eod,
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stocks.options.expirations,stocks_options_sdk_helper.get_option_expirations,
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stocks.options.generate_data,stocks_options_yfinance_model.generate_data,
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stocks.options.get_strategies,stocks_options_options_chains_model.get_strategies,
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stocks.options.greeks,stocks_options_sdk_helper.get_greeks,
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stocks.options.grhist,stocks_options_intrinio_model.get_historical_options,stocks_options_intrinio_view.view_historical_greeks
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stocks.options.hist,stocks_options_sdk_helper.hist,
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stocks.options.info,stocks_options_barchart_model.get_options_info,stocks_options_barchart_view.print_options_data
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stocks.options.last_price,stocks_options_tradier_model.get_last_price,
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stocks.options.load_options_chains,stocks_options_sdk_helper.load_options_chains,
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stocks.options.oi,stocks_options_view.plot_oi,
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stocks.options.pcr,stocks_options_alphaquery_model.get_put_call_ratio,stocks_options_alphaquery_view.display_put_call_ratio
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stocks.options.price,stocks_options_sdk_helper.get_option_current_price,
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574
openbb_terminal/stocks/options/cboe_model.py
Normal file
574
openbb_terminal/stocks/options/cboe_model.py
Normal file
@@ -0,0 +1,574 @@
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# mypy: disable-error-code=attr-defined
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"""Model for retrieving public options data from the CBOE."""
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from datetime import datetime
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from typing import Tuple
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import pandas as pd
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from requests.exceptions import HTTPError
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from openbb_terminal.helper_funcs import request
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from openbb_terminal.stocks.options.op_helpers import Options, PydanticOptions
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__docformat__ = "numpy"
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TICKER_EXCEPTIONS: list[str] = ["NDX", "RUT"]
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def get_cboe_directory() -> pd.DataFrame:
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"""Gets the US Listings Directory for the CBOE.
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Returns
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-------
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pd.DataFrame: CBOE_DIRECTORY
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DataFrame of the CBOE listings directory
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Examples
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-------
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>>> from openbb_terminal.stocks.options import cboe_model
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>>> CBOE_DIRECTORY = cboe_model.get_cboe_directory()
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"""
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CBOE_DIRECTORY: pd.DataFrame = pd.read_csv(
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"https://www.cboe.com/us/options/symboldir/equity_index_options/?download=csv"
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)
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CBOE_DIRECTORY = CBOE_DIRECTORY.rename(
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columns={
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" Stock Symbol": "Symbol",
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" DPM Name": "DPM Name",
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" Post/Station": "Post/Station",
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}
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).set_index("Symbol")
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return CBOE_DIRECTORY
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def get_cboe_index_directory() -> pd.DataFrame:
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"""Gets the US Listings Directory for the CBOE
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Returns
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-------
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pd.DataFrame: CBOE_INDEXES
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Examples
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-------
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>>> from openb_terminal.stocks.options import cboe_model
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>>> CBOE_INDEXES = cboe_model.get_cboe_index_directory()
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"""
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CBOE_INDEXES: pd.DataFrame = pd.DataFrame(
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pd.read_json(
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"https://cdn.cboe.com/api/global/us_indices/definitions/all_indices.json"
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)
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)
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CBOE_INDEXES = CBOE_INDEXES.rename(
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columns={
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"calc_end_time": "Close Time",
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"calc_start_time": "Open Time",
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"currency": "Currency",
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"description": "Description",
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"display": "Display",
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"featured": "Featured",
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"featured_order": "Featured Order",
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"index_symbol": "Ticker",
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"mkt_data_delay": "Data Delay",
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"name": "Name",
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"tick_days": "Tick Days",
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"tick_frequency": "Frequency",
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"tick_period": "Period",
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"time_zone": "Time Zone",
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},
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)
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indices_order: list[str] = [
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"Ticker",
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"Name",
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"Description",
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"Currency",
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"Tick Days",
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"Frequency",
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"Period",
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"Time Zone",
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]
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CBOE_INDEXES = pd.DataFrame(CBOE_INDEXES, columns=indices_order).set_index("Ticker")
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return CBOE_INDEXES
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# Gets the list of indexes for parsing the ticker symbol properly.
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INDEXES = get_cboe_index_directory().index.tolist()
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SYMBOLS = get_cboe_directory()
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def get_ticker_info(symbol: str) -> Tuple[pd.DataFrame, list[str]]:
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"""Gets basic info for the symbol and expiration dates
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Parameters
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----------
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symbol: str
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The ticker to lookup
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Returns
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-------
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Tuple: [pd.DataFrame, pd.Series]
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ticker_details
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ticker_expirations
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Examples
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--------
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>>> from openbb_terminal.stocks.options import cboe_model
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>>> ticker_details,ticker_expirations = cboe_model.get_ticker_info('AAPL')
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>>> vix_details,vix_expirations = cboe_model.get_ticker_info('VIX')
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"""
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stock = "stock"
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index = "index"
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symbol = symbol.upper()
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new_ticker: str = ""
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ticker_details = pd.DataFrame()
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ticker_expirations: list = []
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try:
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if symbol in TICKER_EXCEPTIONS:
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new_ticker = "^" + symbol
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else:
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if symbol not in INDEXES:
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new_ticker = symbol
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elif symbol in INDEXES:
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new_ticker = "^" + symbol
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# Gets the data to return, and if none returns empty Tuple #
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symbol_info_url = (
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"https://www.cboe.com/education/tools/trade-optimizer/symbol-info/?symbol="
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f"{new_ticker}"
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)
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symbol_info = request(symbol_info_url)
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symbol_info_json = symbol_info.json()
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symbol_info_json = pd.Series(symbol_info.json())
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if symbol_info_json.success is False:
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ticker_details = pd.DataFrame()
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ticker_expirations = []
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print("No data found for the symbol: " f"{symbol}" "")
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else:
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symbol_details = pd.Series(symbol_info_json["details"])
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symbol_details = pd.DataFrame(symbol_details).transpose()
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symbol_details = symbol_details.reset_index()
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ticker_expirations = symbol_info_json["expirations"]
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# Cleans columns depending on if the security type is a stock or an index
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type_ = symbol_details.security_type
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if stock[0] in type_[0]:
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stock_details = symbol_details
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ticker_details = pd.DataFrame(stock_details).rename(
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columns={
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"current_price": "price",
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"bid_size": "bidSize",
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"ask_size": "askSize",
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"iv30": "ivThirty",
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"prev_day_close": "previousClose",
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"price_change": "change",
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"price_change_percent": "changePercent",
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"iv30_change": "ivThirtyChange",
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"iv30_percent_change": "ivThirtyChangePercent",
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"last_trade_time": "lastTradeTimestamp",
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"exchange_id": "exchangeID",
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"tick": "tick",
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"security_type": "type",
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}
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)
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details_columns = [
|
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"symbol",
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"type",
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"tick",
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"bid",
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"bidSize",
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"askSize",
|
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"ask",
|
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"price",
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"open",
|
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"high",
|
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"low",
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"close",
|
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"volume",
|
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"previousClose",
|
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"change",
|
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"changePercent",
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"ivThirty",
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"ivThirtyChange",
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"ivThirtyChangePercent",
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"lastTradeTimestamp",
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]
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ticker_details = (
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pd.DataFrame(ticker_details, columns=details_columns)
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.set_index(keys="symbol")
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.dropna(axis=1)
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.transpose()
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)
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|
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if index[0] in type_[0]:
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index_details = symbol_details
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ticker_details = pd.DataFrame(index_details).rename(
|
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columns={
|
||||
"symbol": "symbol",
|
||||
"security_type": "type",
|
||||
"current_price": "price",
|
||||
"price_change": "change",
|
||||
"price_change_percent": "changePercent",
|
||||
"prev_day_close": "previousClose",
|
||||
"iv30": "ivThirty",
|
||||
"iv30_change": "ivThirtyChange",
|
||||
"iv30_change_percent": "ivThirtyChangePercent",
|
||||
"last_trade_time": "lastTradeTimestamp",
|
||||
}
|
||||
)
|
||||
|
||||
index_columns = [
|
||||
"symbol",
|
||||
"type",
|
||||
"tick",
|
||||
"price",
|
||||
"open",
|
||||
"high",
|
||||
"low",
|
||||
"close",
|
||||
"previousClose",
|
||||
"change",
|
||||
"changePercent",
|
||||
"ivThirty",
|
||||
"ivThirtyChange",
|
||||
"ivThirtyChangePercent",
|
||||
"lastTradeTimestamp",
|
||||
]
|
||||
|
||||
ticker_details = (
|
||||
pd.DataFrame(ticker_details, columns=index_columns)
|
||||
.set_index(keys="symbol")
|
||||
.dropna(axis=1)
|
||||
.transpose()
|
||||
).rename(columns={f"{new_ticker}": f"{symbol}"})
|
||||
|
||||
except HTTPError:
|
||||
print("There was an error with the request'\n")
|
||||
ticker_details = pd.DataFrame()
|
||||
ticker_expirations = list()
|
||||
return ticker_details, ticker_expirations
|
||||
|
||||
return ticker_details, ticker_expirations
|
||||
|
||||
|
||||
def get_ticker_iv(symbol: str) -> pd.DataFrame:
|
||||
"""Gets annualized high/low historical and implied volatility over 30/60/90 day windows.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The loaded ticker
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.DataFrame: ticker_iv
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from openbb_terminal.stocks.options import cboe_model
|
||||
>>> ticker_iv = cboe_model.get_ticker_iv('AAPL')
|
||||
>>> ndx_iv = cboe_model.get_ticker_iv('NDX')
|
||||
"""
|
||||
|
||||
# Checks ticker to determine if ticker is an index or an exception that requires modifying the request's URLs
|
||||
try:
|
||||
if symbol in TICKER_EXCEPTIONS:
|
||||
quotes_iv_url = (
|
||||
"https://cdn.cboe.com/api/global/delayed_quotes/historical_data/_"
|
||||
f"{symbol}"
|
||||
".json"
|
||||
)
|
||||
else:
|
||||
if symbol not in INDEXES:
|
||||
quotes_iv_url = (
|
||||
"https://cdn.cboe.com/api/global/delayed_quotes/historical_data/"
|
||||
f"{symbol}"
|
||||
".json"
|
||||
)
|
||||
|
||||
elif symbol in INDEXES:
|
||||
quotes_iv_url = (
|
||||
"https://cdn.cboe.com/api/global/delayed_quotes/historical_data/_"
|
||||
f"{symbol}"
|
||||
".json"
|
||||
)
|
||||
h_iv = request(quotes_iv_url)
|
||||
|
||||
if h_iv.status_code != 200:
|
||||
print("No data found for the symbol: " f"{symbol}" "")
|
||||
return pd.DataFrame()
|
||||
|
||||
data = h_iv.json()
|
||||
h_data = pd.DataFrame(data)[2:-1]["data"].rename(f"{symbol}")
|
||||
h_data.rename(
|
||||
{
|
||||
"hv30_annual_high": "hvThirtyOneYearHigh",
|
||||
"hv30_annual_low": "hvThirtyOneYearLow",
|
||||
"hv60_annual_high": "hvSixtyOneYearHigh",
|
||||
"hv60_annual_low": "hvsixtyOneYearLow",
|
||||
"hv90_annual_high": "hvNinetyOneYearHigh",
|
||||
"hv90_annual_low": "hvNinetyOneYearLow",
|
||||
"iv30_annual_high": "ivThirtyOneYearHigh",
|
||||
"iv30_annual_low": "ivThirtyOneYearLow",
|
||||
"iv60_annual_high": "ivSixtyOneYearHigh",
|
||||
"iv60_annual_low": "ivSixtyOneYearLow",
|
||||
"iv90_annual_high": "ivNinetyOneYearHigh",
|
||||
"iv90_annual_low": "ivNinetyOneYearLow",
|
||||
},
|
||||
inplace=True,
|
||||
)
|
||||
|
||||
iv_order = [
|
||||
"ivThirtyOneYearHigh",
|
||||
"hvThirtyOneYearHigh",
|
||||
"ivThirtyOneYearLow",
|
||||
"hvThirtyOneYearLow",
|
||||
"ivSixtyOneYearHigh",
|
||||
"hvSixtyOneYearHigh",
|
||||
"ivSixtyOneYearLow",
|
||||
"hvsixtyOneYearLow",
|
||||
"ivNinetyOneYearHigh",
|
||||
"hvNinetyOneYearHigh",
|
||||
"ivNinetyOneYearLow",
|
||||
"hvNinetyOneYearLow",
|
||||
]
|
||||
|
||||
ticker_iv = pd.DataFrame(h_data).transpose()
|
||||
except HTTPError:
|
||||
print("There was an error with the request'\n")
|
||||
|
||||
return pd.DataFrame(ticker_iv, columns=iv_order).transpose()
|
||||
|
||||
|
||||
def get_quotes(symbol: str) -> pd.DataFrame:
|
||||
"""Gets the complete options chains for a ticker.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker get options data for
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.DataFrame
|
||||
DataFrame with all active options contracts for the underlying symbol.
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from openbb_terminal.stocks.options import cboe_model
|
||||
>>> xsp = cboe_model.OptionsChains().get_chains('XSP')
|
||||
>>> xsp_chains = xsp.chains
|
||||
"""
|
||||
# Checks ticker to determine if ticker is an index or an exception that requires modifying the request's URLs.
|
||||
|
||||
try:
|
||||
if symbol in TICKER_EXCEPTIONS:
|
||||
quotes_url = (
|
||||
"https://cdn.cboe.com/api/global/delayed_quotes/options/_"
|
||||
f"{symbol}"
|
||||
".json"
|
||||
)
|
||||
else:
|
||||
if symbol not in INDEXES:
|
||||
quotes_url = (
|
||||
"https://cdn.cboe.com/api/global/delayed_quotes/options/"
|
||||
f"{symbol}"
|
||||
".json"
|
||||
)
|
||||
if symbol in INDEXES:
|
||||
quotes_url = (
|
||||
"https://cdn.cboe.com/api/global/delayed_quotes/options/_"
|
||||
f"{symbol}"
|
||||
".json"
|
||||
)
|
||||
|
||||
r = request(quotes_url)
|
||||
if r.status_code != 200:
|
||||
print("No data found for the symbol: " f"{symbol}" "")
|
||||
return pd.DataFrame()
|
||||
|
||||
r_json = r.json()
|
||||
data = pd.DataFrame(r_json["data"])
|
||||
options = pd.Series(data.options, index=data.index)
|
||||
options_columns = list(options[0])
|
||||
options_data = list(options[:])
|
||||
options_df = pd.DataFrame(options_data, columns=options_columns)
|
||||
|
||||
options_df = options_df.rename(
|
||||
columns={
|
||||
"option": "contractSymbol",
|
||||
"bid_size": "bidSize",
|
||||
"ask_size": "askSize",
|
||||
"iv": "impliedVolatility",
|
||||
"open_interest": "openInterest",
|
||||
"theo": "theoretical",
|
||||
"last_trade_price": "lastTradePrice",
|
||||
"last_trade_time": "lastTradeTimestamp",
|
||||
"percent_change": "changePercent",
|
||||
"prev_day_close": "previousClose",
|
||||
}
|
||||
)
|
||||
|
||||
# Pareses the option symbols into columns for expiration, strike, and optionType
|
||||
|
||||
option_df_index = options_df["contractSymbol"].str.extractall(
|
||||
r"^(?P<Ticker>\D*)(?P<expiration>\d*)(?P<optionType>\D*)(?P<strike>\d*)"
|
||||
)
|
||||
option_df_index = option_df_index.reset_index().drop(
|
||||
columns=["match", "level_0"]
|
||||
)
|
||||
option_df_index.optionType = option_df_index.optionType.str.replace(
|
||||
"C", "call"
|
||||
).str.replace("P", "put")
|
||||
option_df_index.strike = [ele.lstrip("0") for ele in option_df_index.strike]
|
||||
option_df_index.strike = pd.Series(option_df_index.strike).astype(float)
|
||||
option_df_index.strike = option_df_index.strike * (1 / 1000)
|
||||
option_df_index.strike = option_df_index.strike.to_list()
|
||||
option_df_index.expiration = [
|
||||
ele.lstrip("1") for ele in option_df_index.expiration
|
||||
]
|
||||
option_df_index.expiration = pd.DatetimeIndex(
|
||||
option_df_index.expiration, yearfirst=True
|
||||
).astype(str)
|
||||
option_df_index = option_df_index.drop(columns=["Ticker"])
|
||||
|
||||
# Joins the parsed symbol into the dataframe.
|
||||
|
||||
quotes = option_df_index.join(options_df)
|
||||
|
||||
now = datetime.now()
|
||||
temp = pd.DatetimeIndex(quotes.expiration)
|
||||
temp_ = (temp - now).days + 1
|
||||
quotes["dte"] = temp_
|
||||
|
||||
quotes = quotes.set_index(
|
||||
keys=["expiration", "strike", "optionType"]
|
||||
).sort_index()
|
||||
quotes["openInterest"] = quotes["openInterest"].astype(int)
|
||||
quotes["volume"] = quotes["volume"].astype(int)
|
||||
quotes["bidSize"] = quotes["bidSize"].astype(int)
|
||||
quotes["askSize"] = quotes["askSize"].astype(int)
|
||||
quotes["previousClose"] = round(quotes["previousClose"], 2)
|
||||
quotes["changePercent"] = round(quotes["changePercent"], 2)
|
||||
|
||||
except HTTPError:
|
||||
print("There was an error with the request'\n")
|
||||
return pd.DataFrame()
|
||||
|
||||
return quotes.reset_index()
|
||||
|
||||
|
||||
def load_options(symbol: str, pydantic: bool = False) -> object:
|
||||
"""OptionsChains data object for CBOE.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to load.
|
||||
pydantic: bool
|
||||
Whether to return the object as a Pydantic Model or a subscriptable Pandas Object. Default is False.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: OptionsChains
|
||||
chains: dict
|
||||
The complete options chain for the ticker. Returns as a Pandas DataFrame if pydantic is False.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: dict
|
||||
The price and recent performance of the underlying asset. Returns as a Pandas Series if pydantic is False.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "CBOE".
|
||||
SYMBOLS: dict
|
||||
The CBOE symbol directory. Returns as a Pandas DataFrame if pydantic is False.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Get current options chains for AAPL.
|
||||
>>> from openbb_terminal.stocks.options.cboe_model import load_options
|
||||
>>> data = load_options("AAPL")
|
||||
>>> chains = data.chains
|
||||
|
||||
Return the object as a Pydantic Model.
|
||||
>>> from openbb_terminal.stocks.options.cboe_model import load_options
|
||||
>>> data = load_options("AAPL", pydantic=True)
|
||||
"""
|
||||
OptionsChains = Options()
|
||||
symbol = symbol.upper()
|
||||
OptionsChains.SYMBOLS = SYMBOLS
|
||||
OptionsChains.source = "CBOE"
|
||||
OptionsChains.symbol = symbol
|
||||
|
||||
if OptionsChains.symbol not in OptionsChains.SYMBOLS.index:
|
||||
print("The symbol, " f"{symbol}" ", was not found in the CBOE directory.")
|
||||
return OptionsChains
|
||||
info, _ = get_ticker_info(OptionsChains.symbol)
|
||||
if not info.empty:
|
||||
iv = get_ticker_iv(OptionsChains.symbol)
|
||||
info = pd.concat([info, iv])
|
||||
info = pd.Series(info[f"{OptionsChains.symbol}"])
|
||||
underlying_name = (
|
||||
OptionsChains.SYMBOLS.reset_index()
|
||||
.query("`Symbol` == @symbol")["Company Name"]
|
||||
.iloc[0]
|
||||
)
|
||||
OptionsChains.underlying_name = underlying_name
|
||||
OptionsChains.underlying_price = info
|
||||
OptionsChains.last_price = round(info.loc["price"], 2)
|
||||
OptionsChains.chains = get_quotes(OptionsChains.symbol)
|
||||
if not OptionsChains.chains.empty:
|
||||
OptionsChains.expirations = (
|
||||
OptionsChains.chains["expiration"].astype(str).unique().tolist()
|
||||
)
|
||||
OptionsChains.strikes = (
|
||||
OptionsChains.chains["strike"].sort_values().unique().tolist()
|
||||
)
|
||||
OptionsChains.hasIV = "impliedVolatility" in OptionsChains.chains.columns
|
||||
OptionsChains.hasGreeks = "gamma" in OptionsChains.chains.columns
|
||||
|
||||
if not pydantic:
|
||||
return OptionsChains
|
||||
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=OptionsChains.chains.to_dict(),
|
||||
expirations=OptionsChains.expirations,
|
||||
strikes=OptionsChains.strikes,
|
||||
last_price=OptionsChains.last_price,
|
||||
underlying_name=OptionsChains.underlying_name,
|
||||
underlying_price=OptionsChains.underlying_price.to_dict(),
|
||||
hasIV=OptionsChains.hasIV,
|
||||
hasGreeks=OptionsChains.hasGreeks,
|
||||
symbol=OptionsChains.symbol,
|
||||
source=OptionsChains.source,
|
||||
SYMBOLS=OptionsChains.SYMBOLS.to_dict(),
|
||||
)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
return OptionsChains
|
||||
|
||||
return None
|
||||
@@ -1,3 +1,5 @@
|
||||
# mypy: disable-error-code=attr-defined
|
||||
|
||||
"""Intrinio model"""
|
||||
__docformat__ = "numpy"
|
||||
import logging
|
||||
@@ -11,10 +13,12 @@ import pandas as pd
|
||||
from openbb_terminal.core.session.current_user import get_current_user
|
||||
from openbb_terminal.decorators import check_api_key, log_start_end
|
||||
from openbb_terminal.rich_config import console, optional_rich_track
|
||||
from openbb_terminal.stocks.options.op_helpers import Options, PydanticOptions
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
intrinio.ApiClient().set_api_key(get_current_user().credentials.API_INTRINIO_KEY)
|
||||
intrinio.ApiClient().set_api_key(key=get_current_user().credentials.API_INTRINIO_KEY) # type: ignore[attr-defined]
|
||||
api = intrinio.OptionsApi()
|
||||
|
||||
eod_columns_to_drop = [
|
||||
"open_ask",
|
||||
"open_bid",
|
||||
@@ -38,6 +42,21 @@ columns_to_drop = [
|
||||
"implied_volatility_change",
|
||||
]
|
||||
|
||||
# These tickers are equity indexes that trade options and return data, but require modifying the API call.
|
||||
TICKER_EXCEPTIONS = [
|
||||
"SPX",
|
||||
"XSP",
|
||||
"XEO",
|
||||
"NDX",
|
||||
"XND",
|
||||
"VIX",
|
||||
"RUT",
|
||||
"MRUT",
|
||||
"DJX",
|
||||
"XAU",
|
||||
"OEX",
|
||||
]
|
||||
|
||||
|
||||
def calculate_dte(chain_df: pd.DataFrame) -> pd.DataFrame:
|
||||
"""Adds a column calculating the difference between expiration and the date data is from
|
||||
@@ -371,3 +390,365 @@ def get_historical_options(symbol: str) -> pd.DataFrame:
|
||||
.fillna(0)
|
||||
)
|
||||
return historical
|
||||
|
||||
|
||||
@check_api_key(["API_INTRINIO_KEY"])
|
||||
def get_all_ticker_symbols() -> list[str]:
|
||||
"""Gets a list of all options tickers supported by Intrinio.
|
||||
|
||||
Returns
|
||||
-------
|
||||
list: str
|
||||
List of all ticker symbols supported.
|
||||
"""
|
||||
|
||||
return api.get_all_options_tickers().tickers
|
||||
|
||||
|
||||
@check_api_key(["API_INTRINIO_KEY"])
|
||||
def get_ticker_info(symbol: str) -> pd.Series:
|
||||
"""Gets basic meta data for the ticker.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to lookup.
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.Series
|
||||
Pandas Series object with meta data for the symbol.
|
||||
"""
|
||||
|
||||
symbol = symbol.upper()
|
||||
|
||||
try:
|
||||
info = intrinio.SecurityApi().get_security_by_id(symbol).to_dict()
|
||||
except Exception:
|
||||
print("Security not found")
|
||||
return {}
|
||||
|
||||
info = pd.Series(info).rename(
|
||||
{
|
||||
"company_id": "companyID",
|
||||
"share_class": "shareClass",
|
||||
"round_lot_size": "roundLotSize",
|
||||
"exchange_ticker": "exchangeTicker",
|
||||
"composite_ticker": "compositeTicker",
|
||||
"alternate_tickers": "alternateTickers",
|
||||
"composite_figi": "compositeFIGI",
|
||||
"share_class_figi": "shareClassFIGI",
|
||||
"figi_uniqueid": "figiUniqueID",
|
||||
"primary_listing": "primaryListing",
|
||||
"first_stock_price": "firstStockPrice",
|
||||
"last_stock_price": "lastStockPrice",
|
||||
"last_stock_price_adjustment": "lastStockPriceAdjustment",
|
||||
"last_corporate_action": "lastCorporateAction",
|
||||
"previous_tickers": "previousTickers",
|
||||
"listing_exchange_mic": "listingExchangeMIC",
|
||||
}
|
||||
)
|
||||
|
||||
return info.rename(info["ticker"])
|
||||
|
||||
|
||||
@check_api_key(["API_INTRINIO_KEY"])
|
||||
def get_underlying_price(symbol: str) -> pd.Series:
|
||||
"""Gets the real time bid/ask and last price for the symbol.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to lookup.
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.Series
|
||||
Pandas Series object with real time bid/ask and last price for the symbol.
|
||||
|
||||
Example
|
||||
-------
|
||||
>>> from openbb_terminal.stocks.options.intrinio_model import get_underlying_price
|
||||
>>> underlying = get_underlying_price("AAPL")
|
||||
|
||||
"""
|
||||
data = intrinio.SecurityApi().get_security_realtime_price(symbol).to_dict()
|
||||
|
||||
underlying_price = pd.Series(data).rename(
|
||||
{
|
||||
"last_price": "lastPrice",
|
||||
"last_time": "timestamp",
|
||||
"last_size": "lastSize",
|
||||
"bid_price": "bidPrice",
|
||||
"bid_size": "bidSize",
|
||||
"ask_price": "askPrice",
|
||||
"ask_size": "askSize",
|
||||
"open_price": "open",
|
||||
"close_price": "close",
|
||||
"high_price": "high",
|
||||
"low_price": "low",
|
||||
"exchange_volume": "volume",
|
||||
"market_volume": "marketVolume",
|
||||
"updated_on": "lastUpdated",
|
||||
}
|
||||
)
|
||||
|
||||
return underlying_price.rename(underlying_price["security"]["ticker"])
|
||||
|
||||
|
||||
def get_eod_chains(symbol: str, date: str) -> object:
|
||||
"""Internal function for loading historical EOD option prices. This function is called from `load_options()`.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol : str
|
||||
The ticker symbol to lookup.
|
||||
date: str
|
||||
The date for the EOD chains data. Format: YYYY-MM-DD
|
||||
|
||||
object: OptionsChains
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "Intrinio".
|
||||
SYMBOLS: list
|
||||
The list of valid Intrinio symbols.
|
||||
"""
|
||||
OptionsChains = Options()
|
||||
OptionsChains.source = "Intrinio"
|
||||
OptionsChains.date = date
|
||||
symbol = symbol.upper()
|
||||
OptionsChains.SYMBOLS = get_all_ticker_symbols()
|
||||
if symbol not in OptionsChains.SYMBOLS:
|
||||
print(f"{symbol}", "is not supported by Intrinio.")
|
||||
return OptionsChains
|
||||
OptionsChains.symbol = symbol
|
||||
if symbol not in TICKER_EXCEPTIONS:
|
||||
underlying = (
|
||||
intrinio.SecurityApi()
|
||||
.get_security_stock_prices(
|
||||
symbol, start_date=date, end_date=date, frequency="daily"
|
||||
)
|
||||
.to_dict()
|
||||
)
|
||||
|
||||
OptionsChains.underlying_name = underlying["security"]["name"]
|
||||
underlying = pd.Series(underlying["stock_prices"][0])
|
||||
underlying = underlying.rename(
|
||||
{
|
||||
"adj_close": "adjClose",
|
||||
"adj_high": "adjHigh",
|
||||
"adj_low": "adjLow",
|
||||
"adj_open": "adjOpen",
|
||||
"adj_volume": "adjVolume",
|
||||
"split_ratio": "splitRatio",
|
||||
"percent_change": "changePercent",
|
||||
"fifty_two_week_high": "fiftyTwoWeekHigh",
|
||||
"fifty_two_week_low": "fiftyTwoWeekLow",
|
||||
}
|
||||
)
|
||||
OptionsChains.underlying_price = underlying.rename(f"{OptionsChains.symbol}")
|
||||
OptionsChains.last_price = underlying["adjClose"]
|
||||
# If the ticker is an index, it will not return underlying data.
|
||||
else:
|
||||
print("Warning: Index options do not currently return underlying data.")
|
||||
OptionsChains.underlying_name = OptionsChains.symbol
|
||||
OptionsChains.underlying_price = pd.Series(dtype=object)
|
||||
OptionsChains.last_price = 0
|
||||
|
||||
# If the symbol is an index, it needs to be preceded with, $.
|
||||
if OptionsChains.symbol in TICKER_EXCEPTIONS:
|
||||
OptionsChains.symbol = "$" + OptionsChains.symbol
|
||||
|
||||
chains = get_full_chain_eod(OptionsChains.symbol, date)
|
||||
chains.rename(
|
||||
columns={"code": "optionSymbol", "close_bid": "bid", "close_ask": "ask"},
|
||||
inplace=True,
|
||||
)
|
||||
chains = chains.set_index(["expiration", "strike", "optionType"]).sort_index()
|
||||
chains.reset_index(inplace=True)
|
||||
OptionsChains.chains = chains.drop(columns=["ticker"])
|
||||
if not OptionsChains.chains.empty:
|
||||
OptionsChains.expirations = OptionsChains.chains["expiration"].unique().tolist()
|
||||
OptionsChains.strikes = (
|
||||
OptionsChains.chains["strike"].sort_values().unique().tolist()
|
||||
)
|
||||
OptionsChains.hasIV = (
|
||||
"impliedVolatility" in OptionsChains.chains.columns
|
||||
and OptionsChains.chains.impliedVolatility.sum() > 0
|
||||
)
|
||||
OptionsChains.hasGreeks = (
|
||||
"gamma" in OptionsChains.chains.columns and OptionsChains.chains.gamma.sum() > 0
|
||||
)
|
||||
|
||||
return OptionsChains
|
||||
|
||||
|
||||
@check_api_key(["API_INTRINIO_KEY"])
|
||||
def load_options(symbol: str, date: str = "", pydantic=False) -> object:
|
||||
"""OptionsChains data object for Intrinio.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol : str
|
||||
The ticker symbol to load.
|
||||
date: Optional[str]
|
||||
The date for EOD chains data.
|
||||
pydantic: bool
|
||||
Whether to return the object as a Pydantic Model or a subscriptable Pandas Object. Default is False.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: OptionsChains
|
||||
chains: dict
|
||||
The complete options chain for the ticker. Returns as a Pandas DataFrame if pydantic is False.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: dict
|
||||
The price and recent performance of the underlying asset. Returns as a Pandas Series if pydantic is False.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "Intrinio".
|
||||
date: str
|
||||
The date, if applicable, for the EOD chains data. (YYYY-MM-DD)
|
||||
SYMBOLS: list
|
||||
The list of valid Intrinio symbols.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Get current options chains for AAPL.
|
||||
>>> from openbb_terminal.stocks.options.intrinio_model import load_options
|
||||
>>> data = load_options("AAPL")
|
||||
>>> chains = data.chains
|
||||
|
||||
Get options chains for AAPL for a specific date.
|
||||
>>> from openbb_terminal.stocks.options.intrinio_model import load_options
|
||||
>>> data = load_options("AAPL", "2022-01-03")
|
||||
>>> chains = data.chains
|
||||
|
||||
Return the object as a Pydantic Model.
|
||||
>>> from openbb_terminal.stocks.options.intrinio_model import load_options
|
||||
>>> data = load_options("AAPL", pydantic=True)
|
||||
"""
|
||||
OptionsChains = Options()
|
||||
OptionsChains.source = "Intrinio"
|
||||
symbol = symbol.upper()
|
||||
OptionsChains.SYMBOLS = get_all_ticker_symbols()
|
||||
|
||||
if symbol not in OptionsChains.SYMBOLS:
|
||||
print(f"{symbol}", "is not supported by Intrinio.")
|
||||
return OptionsChains
|
||||
OptionsChains.symbol = symbol
|
||||
|
||||
if date and date != "":
|
||||
options = get_eod_chains(OptionsChains.symbol, date)
|
||||
|
||||
if not pydantic:
|
||||
return options
|
||||
|
||||
if not options.chains.empty:
|
||||
options.SYMBOLS = None
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=options.chains.to_dict(),
|
||||
expirations=options.expirations,
|
||||
strikes=options.strikes,
|
||||
last_price=options.last_price,
|
||||
underlying_name=options.underlying_name,
|
||||
underlying_price=options.underlying_price.to_dict(),
|
||||
hasIV=options.hasIV,
|
||||
hasGreeks=options.hasGreeks,
|
||||
symbol=options.symbol,
|
||||
source=options.source,
|
||||
date=options.date,
|
||||
SYMBOLS=options.SYMBOLS,
|
||||
)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
return OptionsChains
|
||||
|
||||
if symbol not in TICKER_EXCEPTIONS:
|
||||
OptionsChains.underlying_price = get_underlying_price(OptionsChains.symbol)
|
||||
OptionsChains.last_price = OptionsChains.underlying_price["lastPrice"]
|
||||
OptionsChains.underlying_name = get_ticker_info(OptionsChains.symbol)["name"]
|
||||
|
||||
# If the ticker is an index, it will not return underlying data.
|
||||
else:
|
||||
print("Warning: Index options do not currently return underlying data.")
|
||||
OptionsChains.underlying_name = OptionsChains.symbol
|
||||
OptionsChains.underlying_price = pd.Series(dtype=object)
|
||||
OptionsChains.last_price = 0
|
||||
|
||||
# If the symbol is an index, it needs to be preceded with, $.
|
||||
if OptionsChains.symbol in TICKER_EXCEPTIONS:
|
||||
OptionsChains.symbol = "$" + OptionsChains.symbol
|
||||
|
||||
chains = get_full_option_chain(OptionsChains.symbol)
|
||||
chains.rename(columns={"code": "optionSymbol"}, inplace=True)
|
||||
|
||||
now = datetime.now()
|
||||
temp = pd.DatetimeIndex(chains.expiration)
|
||||
temp_ = (temp - now).days + 1
|
||||
chains["dte"] = temp_
|
||||
|
||||
chains["close"] = round(chains["close"], 2)
|
||||
|
||||
chains = chains.set_index(["expiration", "strike", "optionType"]).sort_index()
|
||||
|
||||
OptionsChains.chains = chains.reset_index()
|
||||
|
||||
if not OptionsChains.chains.empty:
|
||||
OptionsChains.expirations = OptionsChains.chains["expiration"].unique().tolist()
|
||||
OptionsChains.strikes = (
|
||||
OptionsChains.chains["strike"].sort_values().unique().tolist()
|
||||
)
|
||||
|
||||
OptionsChains.hasIV = "impliedVolatility" in OptionsChains.chains.columns
|
||||
OptionsChains.hasGreeks = "gamma" in OptionsChains.chains.columns
|
||||
|
||||
if pydantic is True:
|
||||
OptionsChains.SYMBOLS = None
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=OptionsChains.chains.to_dict(),
|
||||
expirations=OptionsChains.expirations,
|
||||
strikes=OptionsChains.strikes,
|
||||
last_price=OptionsChains.last_price,
|
||||
underlying_name=OptionsChains.underlying_name,
|
||||
underlying_price=OptionsChains.underlying_price.to_dict(),
|
||||
hasIV=OptionsChains.hasIV,
|
||||
hasGreeks=OptionsChains.hasGreeks,
|
||||
symbol=OptionsChains.symbol,
|
||||
source=OptionsChains.source,
|
||||
SYMBOLS=OptionsChains.SYMBOLS,
|
||||
)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
return OptionsChains
|
||||
|
||||
return None
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
# mypy: disable-error-code=attr-defined
|
||||
|
||||
"""Nasdaq Model"""
|
||||
__docformat__ = "numpy"
|
||||
|
||||
@@ -7,14 +9,17 @@ from typing import List
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import pandas_datareader
|
||||
|
||||
from openbb_terminal.decorators import log_start_end
|
||||
from openbb_terminal.helper_funcs import request
|
||||
from openbb_terminal.rich_config import console
|
||||
from openbb_terminal.stocks.options.op_helpers import Options, PydanticOptions
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
# pylint: disable=unsupported-assignment-operation
|
||||
|
||||
|
||||
call_cols = [
|
||||
"c_Last",
|
||||
"c_Bid",
|
||||
@@ -216,6 +221,55 @@ def get_last_price(symbol: str) -> float:
|
||||
return np.nan
|
||||
|
||||
|
||||
@log_start_end(log=logger)
|
||||
def get_underlying_price(symbol: str) -> pd.Series:
|
||||
"""Get the last price from nasdaq
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
Symbol to get quote for
|
||||
|
||||
Returns
|
||||
-------
|
||||
float
|
||||
Last price
|
||||
"""
|
||||
df = pd.Series(dtype=object)
|
||||
for asset in ["stocks", "index", "etf"]:
|
||||
url = f"https://api.nasdaq.com/api/quote/{symbol}/info?assetclass={asset}"
|
||||
response_json = request(
|
||||
url,
|
||||
headers={
|
||||
"User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7)"
|
||||
" AppleWebKit/605.1.15 (KHTML, like Gecko) Version/15.6 Safari/605.1.15"
|
||||
},
|
||||
).json()
|
||||
if response_json["status"]["rCode"] == 200:
|
||||
data = response_json["data"]
|
||||
data = pd.Series(data)
|
||||
df["companyName"] = data["companyName"]
|
||||
df["price"] = float(
|
||||
data["primaryData"]["lastSalePrice"].strip("$").replace(",", "")
|
||||
)
|
||||
df["change"] = float(data["primaryData"]["netChange"])
|
||||
df["changePercent"] = float(
|
||||
data["primaryData"]["percentageChange"].replace("%", "")
|
||||
)
|
||||
df["volume"] = data["primaryData"]["volume"].replace(",", "")
|
||||
df["date"] = pd.to_datetime(
|
||||
data["primaryData"]["lastTradeTimestamp"]
|
||||
.replace("ET - PRE-MARKET", "")
|
||||
.replace(" - AFTER HOURS", "")
|
||||
.replace("ET", ""),
|
||||
yearfirst=True,
|
||||
).strftime("%Y-%m-%d")
|
||||
return df.rename(symbol)
|
||||
|
||||
console.print(f"[red]Last price for {symbol} not found[/red]\n")
|
||||
return pd.Series()
|
||||
|
||||
|
||||
# Ugh this doesn't get the full chain
|
||||
# TODO: apply CRR binomial tree to backtrack IV for greeks
|
||||
@log_start_end(log=logger)
|
||||
@@ -250,3 +304,196 @@ def get_option_greeks(symbol: str, expiration: str) -> pd.DataFrame:
|
||||
|
||||
console.print(f"[red]Greeks not found for {symbol} on {expiration}[/red].")
|
||||
return pd.DataFrame()
|
||||
|
||||
|
||||
def get_available_greeks(OptionsChains, expiration: str = "") -> pd.DataFrame:
|
||||
"""Get available greeks for a specific expiration.
|
||||
This function will return data for strike prices near the money only.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
expiration: str
|
||||
The expiration date to return the data. Default is the first available date. (YYYY-MM-DD)
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.DataFrame
|
||||
Dataframe with option greeks and strike prices.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Near-the-Money Greeks for the closest expiration date.
|
||||
|
||||
>>> greeks = self.get_available_greeks()
|
||||
|
||||
Get the last expiration date.
|
||||
|
||||
>>> greeks = self.get_available_greeks(self.expirations[-1])
|
||||
"""
|
||||
|
||||
if expiration == "":
|
||||
expiration = OptionsChains.expirations[0]
|
||||
|
||||
if expiration not in OptionsChains.expirations:
|
||||
print(
|
||||
f"{expiration}",
|
||||
" is not a valid expiration. Choose from, ",
|
||||
OptionsChains.expirations,
|
||||
sep="",
|
||||
)
|
||||
return pd.DataFrame()
|
||||
|
||||
greeks = get_option_greeks(OptionsChains.symbol, expiration)
|
||||
|
||||
return greeks
|
||||
|
||||
|
||||
@log_start_end(log=logger)
|
||||
def load_options(symbol: str, pydantic: bool = False) -> object:
|
||||
"""OptionsChains data object for Nasdaq.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to load.
|
||||
pydantic: bool
|
||||
Whether to return the object as a Pydantic Model or a subscriptable Pandas Object. Default is False.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: Options
|
||||
chains: dict
|
||||
The complete options chain for the ticker. Returns as a Pandas DataFrame if pydantic is False.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: dict
|
||||
The price and recent performance of the underlying asset. Returns as a Pandas Series if pydantic is False.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "Nasdaq".
|
||||
SYMBOLS: dict
|
||||
The Nasdaq symbol directory. Returns as a Pandas DataFrame if pydantic is False.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Get current options chains for AAPL.
|
||||
>>> from openbb_terminal.stocks.options.nasdaq_model import load_options
|
||||
>>> data = load_options("AAPL")
|
||||
>>> chains = data.chains
|
||||
|
||||
Return the object as a Pydantic Model.
|
||||
>>> from openbb_terminal.stocks.options.nasdaq_model import load_options
|
||||
>>> data = load_options("AAPL", pydantic=True)
|
||||
"""
|
||||
|
||||
symbol = symbol.upper()
|
||||
OptionsChains = Options()
|
||||
OptionsChains.source = "Nasdaq"
|
||||
OptionsChains.SYMBOLS = pandas_datareader.nasdaq_trader.get_nasdaq_symbols()
|
||||
OptionsChains.symbol = symbol
|
||||
if (
|
||||
OptionsChains.symbol not in OptionsChains.SYMBOLS.index
|
||||
and OptionsChains.symbol != "NDX"
|
||||
):
|
||||
print(OptionsChains.symbol, "was not found in the Nasdaq directory")
|
||||
return OptionsChains
|
||||
|
||||
OptionsChains.symbol = symbol
|
||||
|
||||
try:
|
||||
OptionsChains.chains = get_full_option_chain(OptionsChains.symbol)
|
||||
now = datetime.now()
|
||||
temp = pd.DatetimeIndex(OptionsChains.chains.expiration)
|
||||
temp_ = (temp - now).days + 1
|
||||
OptionsChains.chains["dte"] = temp_
|
||||
|
||||
except Exception:
|
||||
return OptionsChains
|
||||
|
||||
if not OptionsChains.chains.empty:
|
||||
OptionsChains.expirations = option_expirations(OptionsChains.symbol)
|
||||
OptionsChains.strikes = (
|
||||
pd.Series(OptionsChains.chains["strike"]).sort_values().unique().tolist()
|
||||
)
|
||||
OptionsChains.underlying_price = get_underlying_price(OptionsChains.symbol)
|
||||
OptionsChains.last_price = OptionsChains.underlying_price["price"]
|
||||
OptionsChains.underlying_name = OptionsChains.underlying_price["companyName"]
|
||||
|
||||
OptionsChains.hasIV = "impliedVolatility" in OptionsChains.chains.columns
|
||||
OptionsChains.hasGreeks = "gamma" in OptionsChains.chains.columns
|
||||
|
||||
def get_greeks(expiration: str = ""):
|
||||
"""Get available greeks for a specific expiration.
|
||||
This function will return data for strike prices near the money only.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
expiration: str
|
||||
The expiration date to return the data. Default is the first available date. (YYYY-MM-DD)
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.DataFrame
|
||||
Dataframe with option greeks and strike prices.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Near-the-Money Greeks for the closest expiration date.
|
||||
|
||||
>>> greeks = self.get_available_greeks()
|
||||
|
||||
Get the last expiration date.
|
||||
|
||||
>>> greeks = self.get_available_greeks(self.expirations[-1])
|
||||
"""
|
||||
|
||||
if expiration == "":
|
||||
expiration = OptionsChains.expirations[0]
|
||||
if expiration not in OptionsChains.expirations:
|
||||
print(
|
||||
f"{expiration}",
|
||||
" is not a valid expiration. Choose from, ",
|
||||
OptionsChains.expirations,
|
||||
sep="",
|
||||
)
|
||||
return pd.DataFrame()
|
||||
|
||||
return get_option_greeks(OptionsChains.symbol, expiration)
|
||||
|
||||
if not OptionsChains.chains.empty:
|
||||
if OptionsChains.last_price is None:
|
||||
OptionsChains.last_price = 0
|
||||
print("No last price for " + OptionsChains.symbol)
|
||||
|
||||
if not pydantic:
|
||||
setattr(OptionsChains, "get_available_greeks", get_greeks)
|
||||
return OptionsChains
|
||||
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=OptionsChains.chains.to_dict(),
|
||||
expirations=OptionsChains.expirations,
|
||||
strikes=OptionsChains.strikes,
|
||||
last_price=OptionsChains.last_price,
|
||||
underlying_name=OptionsChains.underlying_name,
|
||||
underlying_price=OptionsChains.underlying_price.to_dict(),
|
||||
hasIV=OptionsChains.hasIV,
|
||||
hasGreeks=OptionsChains.hasGreeks,
|
||||
symbol=OptionsChains.symbol,
|
||||
source=OptionsChains.source,
|
||||
SYMBOLS=OptionsChains.SYMBOLS.to_dict(),
|
||||
)
|
||||
setattr(OptionsChainsPydantic, "get_available_greeks", get_greeks)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
return None
|
||||
|
||||
@@ -8,6 +8,7 @@ from typing import Optional, Tuple, Union
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from pydantic import BaseModel, Extra, Field
|
||||
from scipy.stats import norm
|
||||
|
||||
from openbb_terminal.decorators import log_start_end
|
||||
@@ -608,3 +609,98 @@ def get_dte(chain: pd.DataFrame) -> pd.DataFrame:
|
||||
chain["dte"] = temp_
|
||||
|
||||
return chain
|
||||
|
||||
|
||||
class Options: # pylint: disable=too-few-public-methods,too-many-instance-attributes
|
||||
"""The Options data object.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: Options
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data.
|
||||
date: str
|
||||
The date, when the chains data is historical EOD.
|
||||
SYMBOLS: pd.DataFrame
|
||||
The symbol directory for the source, when available.
|
||||
"""
|
||||
|
||||
chains = pd.DataFrame
|
||||
expirations: list
|
||||
strikes: list
|
||||
last_price: float
|
||||
underlying_name: str
|
||||
underlying_price: pd.Series
|
||||
hasIV: bool
|
||||
hasGreeks: bool
|
||||
symbol: str
|
||||
source: str
|
||||
date: str
|
||||
SYMBOLS: pd.DataFrame
|
||||
|
||||
|
||||
class PydanticOptions( # type: ignore [call-arg]
|
||||
BaseModel, extra=Extra.allow
|
||||
): # pylint: disable=too-few-public-methods
|
||||
|
||||
"""Pydantic model for the Options data object.
|
||||
|
||||
Returns
|
||||
-------
|
||||
Pydantic: Options
|
||||
chains: dict
|
||||
The complete options chain for the ticker.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: dict
|
||||
The price and recent performance of the underlying asset.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data.
|
||||
date: str
|
||||
The date, when the chains data is historical EOD.
|
||||
SYMBOLS: dict
|
||||
The symbol directory for the source, when available.
|
||||
"""
|
||||
|
||||
chains: dict = Field(default=None)
|
||||
expirations: list = Field(default=None)
|
||||
strikes: list = Field(default=None)
|
||||
last_price: float = Field(default=None)
|
||||
underlying_name: str = Field(default=None)
|
||||
underlying_price: dict = Field(default=None)
|
||||
hasIV: bool = Field(default=False)
|
||||
hasGreeks: bool = Field(default=False)
|
||||
symbol: str = Field(default=None)
|
||||
source: str = Field(default=None)
|
||||
date: str = Field(default=None)
|
||||
SYMBOLS: dict = Field(default=None)
|
||||
|
||||
1841
openbb_terminal/stocks/options/options_chains_model.py
Normal file
1841
openbb_terminal/stocks/options/options_chains_model.py
Normal file
File diff suppressed because it is too large
Load Diff
@@ -199,7 +199,9 @@ class OptionsController(BaseController):
|
||||
last_price = tradier_model.get_last_price(self.ticker)
|
||||
self.current_price = last_price or 0.0
|
||||
elif self.source == "Nasdaq":
|
||||
self.current_price = nasdaq_model.get_last_price(self.ticker)
|
||||
self.current_price = nasdaq_model.get_underlying_price(self.ticker)[
|
||||
"lastPrice"
|
||||
]
|
||||
elif self.source == "Intrinio":
|
||||
self.current_price = intrinio_model.get_last_price(self.ticker)
|
||||
else:
|
||||
|
||||
@@ -19,6 +19,7 @@ from openbb_terminal.stocks.options import (
|
||||
yfinance_model,
|
||||
)
|
||||
from openbb_terminal.stocks.options.op_helpers import Option
|
||||
from openbb_terminal.stocks.options.options_chains_model import OptionsChains
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -36,7 +37,7 @@ def get_full_option_chain(
|
||||
symbol : str
|
||||
Symbol to get chain for
|
||||
source : str, optional
|
||||
Source to get data from, by default "Nasdaq". Can be YahooFinance, Tradier, Nasdaq, or Intrinio
|
||||
Source to get data from, by default "Nasdaq". Can be YahooFinance, Tradier, Nasdaq, Intrinio, or TMX.
|
||||
expiration : Union[str, None], optional
|
||||
Date to get chain for. By default returns all dates
|
||||
|
||||
@@ -63,12 +64,12 @@ def get_full_option_chain(
|
||||
elif source == "nasdaq":
|
||||
df = nasdaq_model.get_full_option_chain(symbol)
|
||||
|
||||
elif source == "yahoofinance":
|
||||
df = yfinance_model.get_full_option_chain(symbol)
|
||||
|
||||
elif source == "intrinio":
|
||||
df = intrinio_model.get_full_option_chain(symbol)
|
||||
|
||||
else:
|
||||
df = yfinance_model.get_full_option_chain(symbol)
|
||||
|
||||
if not isinstance(df, pd.DataFrame) or df.empty:
|
||||
logger.info("Invalid Source or Symbol")
|
||||
console.print("Invalid Source or Symbol")
|
||||
@@ -312,3 +313,98 @@ def get_greeks(
|
||||
df = pd.DataFrame(strikes, columns=columns)
|
||||
|
||||
return df
|
||||
|
||||
|
||||
def load_options_chains(
|
||||
symbol: str, source: str = "CBOE", date: str = "", pydantic: bool = False
|
||||
) -> object:
|
||||
"""Loads all options chains from a specific source, fields returned to each attribute will vary.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to load the data for.
|
||||
source: str
|
||||
The source for the data. Defaults to "CBOE". ["CBOE", "Intrinio", "Nasdaq", "TMX", "Tradier", "YahooFinance"]
|
||||
date: str
|
||||
The date for EOD chains data. Only available for "Intrinio" and "TMX".
|
||||
pydantic: bool
|
||||
Whether to return as a Pydantic Model or as a Pandas object. Defaults to False.
|
||||
|
||||
Returns
|
||||
-------
|
||||
Object: Options
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data.
|
||||
date: str
|
||||
The date, when the chains data is historical EOD.
|
||||
SYMBOLS: pd.DataFrame
|
||||
The symbol directory for the source, when available.
|
||||
|
||||
Methods
|
||||
-------
|
||||
get_stats: Callable
|
||||
Function to return a table of summary statistics, by strike or by expiration.
|
||||
get_straddle: Callable
|
||||
Function to calculate straddles and the payoff profile.
|
||||
get_strangle: Callable
|
||||
Function to calculate strangles and the payoff profile.
|
||||
get_vertical_call_spread: Callable
|
||||
Function to calculate vertical call spreads.
|
||||
get_vertical_put_spreads: Callable
|
||||
Function to calculate vertical put spreads.
|
||||
get_strategies: Callable
|
||||
Function for calculating multiple straddles and strangles at different expirations and moneyness.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Loads SPY data from CBOE, returns as a Pydantic Model, and displays the longest-dated expiration chain.
|
||||
|
||||
>>> from openbb_terminal.sdk import openbb
|
||||
>>> import pandas as pd
|
||||
>>> data = openbb.stocks.options.load_options_chains("SPY", pydantic = True)
|
||||
>>> chains = pd.DataFrame(data.chains)
|
||||
>>> chains[chains["expiration"] == data.expirations[-1]]
|
||||
|
||||
Loads QQQ data from Tradier as a Pydantic Model.
|
||||
|
||||
>>> from openbb_terminal.sdk import openbb
|
||||
>>> data = openbb.stocks.options.load_options_chains("QQQ", source = "Tradier", pydantic = True)
|
||||
|
||||
Loads VIX data from YahooFinance as a Pandas object.
|
||||
|
||||
>>> from openbb_terminal.sdk import openbb
|
||||
>>> data = openbb.stocks.options.load_options_chains("^VIX", source = "YahooFinance")
|
||||
|
||||
Loads XIU data from TMX and displays the 25 highest open interest options.
|
||||
|
||||
>>> from openbb_terminal.sdk import openbb
|
||||
>>> data = openbb.stocks.options.load_options_chains("XIU", "TMX")
|
||||
>>> data.chains.sort_values("openInterest", ascending=False).head(25)
|
||||
|
||||
Loads the EOD chains data for XIU.TO from March 15, 2020, sorted by number of transactions.
|
||||
|
||||
>>> from openbb_terminal.sdk import openbb
|
||||
>>> data = openbb.stocks.options.load_options_chains("XIU.TO", "TMX", "2020-03-15")
|
||||
>>> data.chains.sort_values("transactions", ascending=False).head(25)
|
||||
"""
|
||||
|
||||
return OptionsChains(symbol, source, date, pydantic)
|
||||
|
||||
591
openbb_terminal/stocks/options/tmx_model.py
Normal file
591
openbb_terminal/stocks/options/tmx_model.py
Normal file
@@ -0,0 +1,591 @@
|
||||
# mypy: disable-error-code=attr-defined
|
||||
|
||||
"""Model for retrieving public options data from the Montreal OptionsChains Exchange."""
|
||||
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
import pandas as pd
|
||||
import pandas_market_calendars as mcal
|
||||
from pandas.tseries.holiday import next_workday
|
||||
|
||||
from openbb_terminal.helper_funcs import request
|
||||
from openbb_terminal.stocks.options.op_helpers import Options, PydanticOptions
|
||||
|
||||
__docformat__ = "numpy"
|
||||
|
||||
cal = mcal.get_calendar(name="TSX")
|
||||
holidays = list(cal.regular_holidays.holidays().strftime("%Y-%m-%d"))
|
||||
|
||||
|
||||
def check_weekday(date) -> str:
|
||||
"""Helper function to check if the input date is a weekday, and if not, returns the next weekday.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
date: str
|
||||
The date to check in YYYY-MM-DD format.
|
||||
|
||||
Returns
|
||||
-------
|
||||
str
|
||||
Date in YYYY-MM-DD format. If the date is a weekend, returns the date of the next weekday.
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from openbb_terminal.stocks.options import tmx_model
|
||||
>>> tmx_model.check_weekday("2023-05-20")
|
||||
>>> tmx_model.check_weekday("2023-05-22")
|
||||
"""
|
||||
|
||||
if pd.to_datetime(date).weekday() not in range(0, 5):
|
||||
date_ = next_workday(pd.to_datetime(date)).strftime("%Y-%m-%d")
|
||||
date = date_
|
||||
return date
|
||||
|
||||
|
||||
def get_all_ticker_symbols() -> pd.DataFrame:
|
||||
"""Returns a DataFrame with all valid ticker symbols."""
|
||||
|
||||
options_listings = pd.read_html("https://www.m-x.ca/en/trading/data/options-list")
|
||||
listings = pd.concat(options_listings)
|
||||
listings = listings.set_index("Option Symbol").drop_duplicates().sort_index()
|
||||
symbols = listings[:-1]
|
||||
symbols = symbols.fillna(value="")
|
||||
symbols["Underlying Symbol"] = (
|
||||
symbols["Underlying Symbol"].str.replace(" u", ".UN").str.replace("––", "")
|
||||
)
|
||||
return symbols
|
||||
|
||||
|
||||
SYMBOLS = get_all_ticker_symbols()
|
||||
|
||||
|
||||
def get_underlying_price(symbol: str) -> pd.Series:
|
||||
"""Gets the current price and performance of the underlying asset from the Canadian Securities Exchange.
|
||||
|
||||
Note: Volume is CSE only and is not a consolidated value.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol of the underlying asset.
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.Series
|
||||
Series of the current price and performance of the underlying asset.
|
||||
"""
|
||||
|
||||
data = pd.Series(dtype=object)
|
||||
symbol = symbol.upper()
|
||||
URL = f"https://webapi.thecse.com/trading/other/securities/{symbol}.json"
|
||||
|
||||
response = request(URL)
|
||||
|
||||
if response.status_code != 200:
|
||||
print("No price data found for the underlying security, " f"{symbol}")
|
||||
return data
|
||||
|
||||
data = response.json()["ticker"]
|
||||
data = (
|
||||
pd.Series(data)
|
||||
.rename(f"{symbol}")
|
||||
.drop(["Composite Index Contribution", "CSE25 Index Contribution"])
|
||||
)
|
||||
data.rename(
|
||||
{
|
||||
"Previous Closing Price": "previousClose",
|
||||
"Trade Count": "transactions",
|
||||
"Trading Volume": "volume",
|
||||
"Trading Value": "value",
|
||||
"Trading Value (CAD)": "valueCAD",
|
||||
"Opening Price": "open",
|
||||
"Last Price": "price",
|
||||
"Net Change": "change",
|
||||
"Net Change Percentage": "changePercent",
|
||||
"Days Low Price": "low",
|
||||
"Days High Price": "high",
|
||||
"Days VWAP": "vwap",
|
||||
"Last Tick": "tick",
|
||||
"52 Week High": "fiftyTwoWeekHigh",
|
||||
"52 Week Low": "fiftyTwoWeekLow",
|
||||
"Time": "time",
|
||||
},
|
||||
inplace=True,
|
||||
)
|
||||
return data
|
||||
|
||||
|
||||
def check_symbol(symbol: str) -> bool:
|
||||
"""Checks if the symbol is valid. This function is used as an internal helper.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to check.
|
||||
|
||||
Returns
|
||||
-------
|
||||
bool: True if the symbol is valid, False otherwise.
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from openbb_terminal.stocks.options import tmx_model
|
||||
>>> tmx_model.check_symbol("AC")
|
||||
>>> tmx_model.check_symbol("SPX")
|
||||
"""
|
||||
symbol = symbol.upper()
|
||||
return len(SYMBOLS.query("`Underlying Symbol` == @symbol")) == 1
|
||||
|
||||
|
||||
def get_chains(symbol: str = "") -> object:
|
||||
"""Gets the current quotes for the complete options chain.
|
||||
No implied volatility is returned from this method.
|
||||
Use `get_eodchains()` to get the implied volatility.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol of the underlying asset.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: OptionsChains
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "TMX".
|
||||
SYMBOLS: pd.DataFrame
|
||||
TMX symbol directory.
|
||||
|
||||
Example
|
||||
-------
|
||||
>>> from openbb_terminal.stocks.options import tmx_model
|
||||
>>> ticker = tmx_model.get_quotes("AC")
|
||||
>>> chains = ticker.chains
|
||||
"""
|
||||
OptionsChains = Options()
|
||||
OptionsChains.SYMBOLS = SYMBOLS
|
||||
OptionsChains.source = "TMX"
|
||||
|
||||
if symbol == "":
|
||||
print("Please enter a symbol.")
|
||||
return OptionsChains
|
||||
|
||||
symbol = symbol.upper()
|
||||
|
||||
if ".TO" in symbol:
|
||||
symbol = symbol.replace(".TO", "")
|
||||
|
||||
if check_symbol(symbol):
|
||||
symbol = list(SYMBOLS.query("`Underlying Symbol` == @symbol").index.values)[0]
|
||||
|
||||
if symbol not in OptionsChains.SYMBOLS.index:
|
||||
print(
|
||||
"The symbol, " f"{symbol}" ", is not a valid TMX listing.",
|
||||
sep=None,
|
||||
)
|
||||
return OptionsChains
|
||||
|
||||
OptionsChains.symbol = symbol
|
||||
|
||||
QUOTES_URL = (
|
||||
"https://www.m-x.ca/en/trading/data/quotes?symbol="
|
||||
f"{OptionsChains.symbol}"
|
||||
"*"
|
||||
)
|
||||
|
||||
cols = [
|
||||
"expiration",
|
||||
"strike",
|
||||
"bid",
|
||||
"ask",
|
||||
"lastPrice",
|
||||
"change",
|
||||
"openInterest",
|
||||
"volume",
|
||||
"optionType",
|
||||
]
|
||||
data = pd.DataFrame()
|
||||
data = pd.read_html(QUOTES_URL)[0]
|
||||
data = data.iloc[:-1]
|
||||
|
||||
expirations = (
|
||||
data["Unnamed: 0_level_0"]["Expiry date"].astype(str).rename("expiration")
|
||||
)
|
||||
|
||||
expirations = expirations.str.strip("(Weekly)")
|
||||
|
||||
OptionsChains.expirations = list(
|
||||
pd.DatetimeIndex(expirations.unique()).astype(str).sort_values()
|
||||
)
|
||||
|
||||
strikes = (data["Unnamed: 7_level_0"].dropna().sort_values("Strike")).rename(
|
||||
columns={"Strike": "strike"}
|
||||
)
|
||||
|
||||
OptionsChains.strikes = list(strikes["strike"].unique())
|
||||
|
||||
calls = pd.concat([expirations, strikes, data["Calls"]], axis=1)
|
||||
calls["expiration"] = pd.DatetimeIndex(calls["expiration"]).astype(str)
|
||||
calls["optionType"] = "call"
|
||||
calls.columns = cols
|
||||
calls = calls.set_index(["expiration", "strike", "optionType"])
|
||||
|
||||
puts = pd.concat([expirations, strikes, data["Puts"]], axis=1)
|
||||
puts["expiration"] = pd.DatetimeIndex(puts["expiration"]).astype(str)
|
||||
puts["optionType"] = "put"
|
||||
puts.columns = cols
|
||||
puts = puts.set_index(["expiration", "strike", "optionType"])
|
||||
|
||||
chains = pd.concat([calls, puts])
|
||||
chains["openInterest"] = chains["openInterest"].astype(int)
|
||||
chains["volume"] = chains["volume"].astype(int)
|
||||
chains["change"] = chains["change"].astype(float)
|
||||
chains["lastPrice"] = chains["lastPrice"].astype(float)
|
||||
chains["bid"] = chains["bid"].astype(float)
|
||||
chains["ask"] = chains["ask"].astype(float)
|
||||
chains = chains.sort_index()
|
||||
chains = chains.reset_index()
|
||||
now = datetime.now()
|
||||
temp = pd.DatetimeIndex(chains.expiration)
|
||||
temp_ = (temp - now).days + 1
|
||||
chains["dte"] = temp_
|
||||
|
||||
OptionsChains.chains = chains
|
||||
|
||||
OptionsChains.underlying_name = OptionsChains.SYMBOLS.loc[OptionsChains.symbol][
|
||||
"Name of Underlying Instrument"
|
||||
]
|
||||
|
||||
try:
|
||||
OptionsChains.underlying_price = get_underlying_price(OptionsChains.symbol)
|
||||
OptionsChains.last_price = OptionsChains.underlying_price["price"]
|
||||
except TypeError:
|
||||
OptionsChains.last_price = 0
|
||||
OptionsChains.underlying_price = 0
|
||||
|
||||
OptionsChains.hasIV = "impliedVolatility" in OptionsChains.chains.columns
|
||||
OptionsChains.hasGreeks = "gamma" in OptionsChains.chains.columns
|
||||
|
||||
return OptionsChains
|
||||
|
||||
|
||||
def get_eodchains(symbol: str = "", date: str = "") -> object:
|
||||
"""Gets the complete options chain for the EOD on a specific date.
|
||||
Open Interest values are from the previous day.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol of the underlying asset.
|
||||
date: str
|
||||
The date to get the EOD chain for. Formatted as YYYY-MM-DD.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: Options
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "TMX".
|
||||
date: str
|
||||
The date, if applicable, for the EOD chains data. (YYYY-MM-DD)
|
||||
SYMBOLS: pd.DataFrame
|
||||
TMX symbol directory.
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from openbb_terminal.stocks.options import tmx_model
|
||||
>>> xiu = tmx_model.get_eodchains("XIU", "2009-01-01")
|
||||
>>> chains = xiu.chains
|
||||
"""
|
||||
OptionsChains = Options()
|
||||
|
||||
OptionsChains.SYMBOLS = SYMBOLS
|
||||
OptionsChains.source = "TMX"
|
||||
|
||||
symbol = symbol.upper()
|
||||
BASE_URL = "https://www.m-x.ca/en/trading/data/historical?symbol="
|
||||
|
||||
if symbol == "":
|
||||
print("Please enter a symbol.")
|
||||
return OptionsChains
|
||||
|
||||
if ".TO" in symbol:
|
||||
symbol = symbol.replace(".TO", "")
|
||||
|
||||
if symbol not in OptionsChains.SYMBOLS.index:
|
||||
print(
|
||||
"The symbol, " f"{symbol}" ", was not found in the TMX listings.",
|
||||
sep=None,
|
||||
)
|
||||
return OptionsChains
|
||||
|
||||
OptionsChains.symbol = symbol.upper()
|
||||
|
||||
if date == "":
|
||||
EOD_URL = BASE_URL + f"{OptionsChains.symbol}" "&dnld=1#quotes"
|
||||
if date != "":
|
||||
if pd.to_datetime(date) < pd.to_datetime("2009-01-01"):
|
||||
print("Historical options data begins on 2009-01-02.")
|
||||
date = check_weekday(date)
|
||||
if date in holidays:
|
||||
date = (pd.to_datetime(date) + timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
date = check_weekday(date)
|
||||
if date in holidays:
|
||||
date = (pd.to_datetime(date) + timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
|
||||
EOD_URL = (
|
||||
BASE_URL + f"{OptionsChains.symbol}"
|
||||
"&from="
|
||||
f"{date}"
|
||||
"&to="
|
||||
f"{date}"
|
||||
"&dnld=1#quotes"
|
||||
)
|
||||
data = pd.read_csv(EOD_URL)
|
||||
if data.empty:
|
||||
print(
|
||||
"No data found. Check the date to ensure the ticker was listed before that date."
|
||||
)
|
||||
return OptionsChains
|
||||
|
||||
OptionsChains.date = str(date)
|
||||
|
||||
contractSymbol = []
|
||||
|
||||
for i in data.index:
|
||||
contractSymbol.append(data["Symbol"].iloc[i].replace(" ", ""))
|
||||
data["contractSymbol"] = contractSymbol
|
||||
|
||||
data["optionType"] = data["Call/Put"].replace(0, "call").replace(1, "put")
|
||||
|
||||
data = data.drop(
|
||||
columns=[
|
||||
"Symbol",
|
||||
"Class Symbol",
|
||||
"Root Symbol",
|
||||
"Underlying Symbol",
|
||||
"Ins. Type",
|
||||
"Call/Put",
|
||||
]
|
||||
)
|
||||
|
||||
cols = [
|
||||
"date",
|
||||
"strike",
|
||||
"expiration",
|
||||
"bid",
|
||||
"ask",
|
||||
"bidSize",
|
||||
"askSize",
|
||||
"lastPrice",
|
||||
"volume",
|
||||
"previousClose",
|
||||
"change",
|
||||
"open",
|
||||
"high",
|
||||
"low",
|
||||
"totalValue",
|
||||
"transactions",
|
||||
"settlementPrice",
|
||||
"openInterest",
|
||||
"impliedVolatility",
|
||||
"contractSymbol",
|
||||
"optionType",
|
||||
]
|
||||
|
||||
data.columns = cols
|
||||
|
||||
OptionsChains.expirations = list(
|
||||
pd.DatetimeIndex(data["expiration"].iloc[1:].unique()).astype(str)
|
||||
)
|
||||
|
||||
OptionsChains.strikes = list(data["strike"].iloc[1:].unique())
|
||||
|
||||
data["expiration"] = pd.to_datetime(data["expiration"], format="%Y-%m-%d")
|
||||
data["date"] = pd.to_datetime(data["date"], format="%Y-%m-%d")
|
||||
data["impliedVolatility"] = 0.01 * data["impliedVolatility"]
|
||||
|
||||
date_ = pd.to_datetime(date, format="%Y-%m-%d")
|
||||
temp = pd.DatetimeIndex(data.expiration)
|
||||
temp_ = pd.Series((temp - date_).days)
|
||||
data["dte"] = pd.to_numeric(temp_)
|
||||
data = data.set_index(["expiration", "strike", "optionType"])
|
||||
data = data.sort_index()
|
||||
data["date"] = data["date"].astype(str)
|
||||
|
||||
OptionsChains.underlying_name = OptionsChains.SYMBOLS.loc[OptionsChains.symbol][
|
||||
"Name of Underlying Instrument"
|
||||
]
|
||||
|
||||
OptionsChains.chains = data.reset_index()
|
||||
|
||||
underlying_price = (
|
||||
OptionsChains.chains.iloc[-1].drop(
|
||||
index=[
|
||||
"impliedVolatility",
|
||||
"strike",
|
||||
"optionType",
|
||||
"settlementPrice",
|
||||
"openInterest",
|
||||
"expiration",
|
||||
"dte",
|
||||
]
|
||||
)
|
||||
).rename(f"{OptionsChains.underlying_name}")
|
||||
|
||||
underlying_price.rename(
|
||||
{
|
||||
"lastPrice": "price",
|
||||
"totalValue": "valueCAD",
|
||||
"transactions": "transactions",
|
||||
"contractSymbol": "symbol",
|
||||
},
|
||||
inplace=True,
|
||||
)
|
||||
OptionsChains.underlying_price = underlying_price
|
||||
OptionsChains.last_price = underlying_price["price"]
|
||||
OptionsChains.chains = OptionsChains.chains.iloc[:-1]
|
||||
OptionsChains.chains.dte = OptionsChains.chains.dte.astype(int)
|
||||
OptionsChains.hasIV = "impliedVolatility" in OptionsChains.chains.columns
|
||||
OptionsChains.hasGreeks = "gamma" in OptionsChains.chains.columns
|
||||
|
||||
return OptionsChains
|
||||
|
||||
|
||||
def load_options(symbol: str, date: str = "", pydantic: bool = False) -> object:
|
||||
"""Options data object for TMX.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol : str
|
||||
The ticker symbol to load.
|
||||
date: Optional[str]
|
||||
The date for EOD chains data.
|
||||
pydantic: bool
|
||||
Whether to return the object as a Pydantic Model or a subscriptable Pandas Object. Default is False.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: Options
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker. Returns a dictionary if pydantic is True.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset. Returns a dictionary if pydantic is True.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "TMX".
|
||||
date: str
|
||||
The date, if applicable, for the EOD chains data. (YYYY-MM-DD)
|
||||
SYMBOLS: pd.DataFrame
|
||||
TMX symbol directory. Returns a dictionary if pydantic is True.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Get current options chains for RY.
|
||||
>>> from openbb_terminal.stocks.options.tmx_model import load_options
|
||||
>>> data = load_options("RY")
|
||||
>>> chains = data.chains
|
||||
|
||||
Get options chains for RY for a specific date.
|
||||
>>> from openbb_terminal.stocks.options.tmx_model import load_options
|
||||
>>> data = load_options("RY", "2022-01-03")
|
||||
>>> chains = data.chains
|
||||
|
||||
Return the object as a Pydantic Model.
|
||||
>>> from openbb_terminal.stocks.options.tmx_model import load_options
|
||||
>>> data = load_options("RY", pydantic=True)
|
||||
"""
|
||||
|
||||
if date != "":
|
||||
OptionsChainsEOD = get_eodchains(symbol, date)
|
||||
if not pydantic:
|
||||
return OptionsChainsEOD
|
||||
|
||||
if not OptionsChainsEOD.chains.empty:
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=OptionsChainsEOD.chains.to_dict(),
|
||||
expirations=OptionsChainsEOD.expirations,
|
||||
strikes=OptionsChainsEOD.strikes,
|
||||
last_price=OptionsChainsEOD.last_price,
|
||||
underlying_name=OptionsChainsEOD.underlying_name,
|
||||
underlying_price=OptionsChainsEOD.underlying_price.to_dict(),
|
||||
hasIV=OptionsChainsEOD.hasIV,
|
||||
hasGreeks=OptionsChainsEOD.hasGreeks,
|
||||
symbol=OptionsChainsEOD.symbol,
|
||||
source=OptionsChainsEOD.source,
|
||||
date=OptionsChainsEOD.date,
|
||||
SYMBOLS=OptionsChainsEOD.SYMBOLS.to_dict(),
|
||||
)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
return None
|
||||
|
||||
OptionsChainsChains = get_chains(symbol)
|
||||
if not pydantic:
|
||||
return OptionsChainsChains
|
||||
|
||||
if not OptionsChainsChains.chains.empty:
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=OptionsChainsChains.chains.to_dict(),
|
||||
expirations=OptionsChainsChains.expirations,
|
||||
strikes=OptionsChainsChains.strikes,
|
||||
last_price=OptionsChainsChains.last_price,
|
||||
underlying_name=OptionsChainsChains.underlying_name,
|
||||
underlying_price=OptionsChainsChains.underlying_price.to_dict(),
|
||||
hasIV=OptionsChainsChains.hasIV,
|
||||
hasGreeks=OptionsChainsChains.hasGreeks,
|
||||
symbol=OptionsChainsChains.symbol,
|
||||
source=OptionsChainsChains.source,
|
||||
SYMBOLS=OptionsChainsChains.SYMBOLS.to_dict(),
|
||||
)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
return None
|
||||
@@ -1,7 +1,10 @@
|
||||
# mypy: disable-error-code=attr-defined
|
||||
|
||||
"""Tradier options model"""
|
||||
__docformat__ = "numpy"
|
||||
|
||||
import logging
|
||||
from datetime import datetime
|
||||
from typing import List, Optional
|
||||
|
||||
import pandas as pd
|
||||
@@ -11,6 +14,7 @@ from openbb_terminal.core.session.current_user import get_current_user
|
||||
from openbb_terminal.decorators import check_api_key, log_start_end
|
||||
from openbb_terminal.helper_funcs import request
|
||||
from openbb_terminal.rich_config import console, optional_rich_track
|
||||
from openbb_terminal.stocks.options.op_helpers import Options, PydanticOptions
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -57,6 +61,19 @@ sorted_chain_columns = [
|
||||
]
|
||||
|
||||
|
||||
@check_api_key(["API_TRADIER_TOKEN"])
|
||||
def lookup_company(symbol: str):
|
||||
response = request(
|
||||
"https://sandbox.tradier.com/v1/markets/lookup",
|
||||
params={"q": f"{symbol}"},
|
||||
headers={
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN }", # type: ignore[attr-defined]
|
||||
"Accept": "application/json",
|
||||
},
|
||||
)
|
||||
return response.json()
|
||||
|
||||
|
||||
@log_start_end(log=logger)
|
||||
@check_api_key(["API_TRADIER_TOKEN"])
|
||||
def get_historical_options(
|
||||
@@ -173,12 +190,17 @@ def get_full_option_chain(symbol: str, quiet: bool = False) -> pd.DataFrame:
|
||||
chain = pd.concat(options_dfs)
|
||||
chain = chain[sorted_chain_columns].rename(
|
||||
columns={
|
||||
"mid_iv": "iv",
|
||||
"mid_iv": "impliedVolatility",
|
||||
"open_interest": "openInterest",
|
||||
"option_type": "optionType",
|
||||
"symbol": "optionSymbol",
|
||||
}
|
||||
)
|
||||
return chain
|
||||
chain["openInterest"] = chain["openInterest"].astype(int)
|
||||
chain["volume"] = chain["volume"].astype(int)
|
||||
chain = chain.set_index(["expiration", "strike", "optionType"]).sort_index()
|
||||
|
||||
return chain.reset_index()
|
||||
|
||||
|
||||
@log_start_end(log=logger)
|
||||
@@ -200,7 +222,7 @@ def option_expirations(symbol: str) -> List[str]:
|
||||
"https://sandbox.tradier.com/v1/markets/options/expirations",
|
||||
params={"symbol": symbol, "includeAllRoots": "true", "strikes": "false"},
|
||||
headers={
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}",
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}", # type: ignore[attr-defined]
|
||||
"Accept": "application/json",
|
||||
},
|
||||
)
|
||||
@@ -237,7 +259,7 @@ def get_option_chain(symbol: str, expiry: str) -> pd.DataFrame:
|
||||
params = {"symbol": symbol, "expiration": expiry, "greeks": "true"}
|
||||
|
||||
headers = {
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}",
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}", # type: ignore[attr-defined]
|
||||
"Accept": "application/json",
|
||||
}
|
||||
|
||||
@@ -311,7 +333,7 @@ def get_last_price(symbol: str):
|
||||
"https://sandbox.tradier.com/v1/markets/quotes",
|
||||
params={"symbols": symbol, "includeAllRoots": "true", "strikes": "false"},
|
||||
headers={
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}",
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}", # type: ignore[attr-defined]
|
||||
"Accept": "application/json",
|
||||
},
|
||||
)
|
||||
@@ -323,3 +345,224 @@ def get_last_price(symbol: str):
|
||||
else:
|
||||
console.print("Error getting last price")
|
||||
return None
|
||||
|
||||
|
||||
@check_api_key(["API_TRADIER_TOKEN"])
|
||||
def get_underlying_price(symbol: str) -> pd.Series:
|
||||
"""Gets the current price and performance of the underlying asset.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
Ticker symbol
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.Series:
|
||||
Series of current price and performance of the underlying asset.
|
||||
"""
|
||||
r = request(
|
||||
"https://sandbox.tradier.com/v1/markets/quotes",
|
||||
params={"symbols": symbol, "includeAllRoots": "true", "strikes": "false"},
|
||||
headers={
|
||||
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}", # type: ignore[attr-defined]
|
||||
"Accept": "application/json",
|
||||
},
|
||||
)
|
||||
if r.status_code != 200:
|
||||
console.print("Error getting last price")
|
||||
return pd.DataFrame()
|
||||
underlying_price = pd.Series(dtype=object)
|
||||
underlying_price = pd.Series(r.json()["quotes"]["quote"])
|
||||
underlying_price = underlying_price.rename(
|
||||
index={
|
||||
"description": "name",
|
||||
"change_percentage": "changePercent",
|
||||
"average_volume": "avgVolume",
|
||||
"last_volume": "volume",
|
||||
"trade_date": "lastTradeTimestamp",
|
||||
"prevclose": "previousClose",
|
||||
"week_52_high": "fiftyTwoWeekHigh",
|
||||
"week_52_low": "fiftyTwoWeekLow",
|
||||
"bidsize": "bidSize",
|
||||
"bidexch": "bidExchange",
|
||||
"bid_date": "bidDate",
|
||||
"asksize": "askSize",
|
||||
"askexch": "askExchange",
|
||||
"ask_date": "askDate",
|
||||
"root_symbols": "rootSymbols",
|
||||
}
|
||||
)
|
||||
underlying_price[
|
||||
"lastTradeTimestamp"
|
||||
] = ( # pylint: disable=unsupported-assignment-operation
|
||||
pd.to_datetime(underlying_price["lastTradeTimestamp"], unit="ms").tz_localize(
|
||||
"EST"
|
||||
)
|
||||
).strftime(
|
||||
"%Y-%m-%d"
|
||||
)
|
||||
underlying_price["bidDate"] = ( # pylint: disable=unsupported-assignment-operation
|
||||
pd.to_datetime(underlying_price["bidDate"], unit="ms").tz_localize("EST")
|
||||
).strftime("%Y-%m-%d")
|
||||
underlying_price["askDate"] = ( # pylint: disable=unsupported-assignment-operation
|
||||
pd.to_datetime(underlying_price["askDate"], unit="ms").tz_localize("EST")
|
||||
).strftime("%Y-%m-%d")
|
||||
|
||||
return underlying_price
|
||||
|
||||
|
||||
def get_chains(symbol: str) -> object:
|
||||
"""OptionsChains data object for Tradier.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol : str
|
||||
The ticker symbol to load.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: OptionsChains
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "Tradier".
|
||||
SYMBOLS: pd.DataFrame
|
||||
Tradier symbol directory.
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from openbb_terminal.stocks.options import tradier_model
|
||||
>>> data = tradier_model.load_options("AAPL")
|
||||
>>> chains = tradier_model.chains
|
||||
"""
|
||||
|
||||
OptionsChains = Options()
|
||||
OptionsChains.source = "Tradier"
|
||||
|
||||
try:
|
||||
OptionsChains.SYMBOLS = pd.DataFrame(
|
||||
lookup_company("")["securities"]["security"]
|
||||
)
|
||||
except requests.exceptions.JSONDecodeError:
|
||||
return OptionsChains
|
||||
|
||||
OptionsChains.symbol = symbol.upper()
|
||||
|
||||
if OptionsChains.symbol not in list(OptionsChains.SYMBOLS["symbol"]):
|
||||
print(f"{OptionsChains.symbol} is not support by Tradier.")
|
||||
return OptionsChains
|
||||
|
||||
OptionsChains.underlying_price = get_underlying_price(OptionsChains.symbol)
|
||||
OptionsChains.underlying_name = OptionsChains.underlying_price["name"]
|
||||
OptionsChains.last_price = OptionsChains.underlying_price["last"]
|
||||
|
||||
chains = get_full_option_chain(OptionsChains.symbol)
|
||||
|
||||
if not chains.empty:
|
||||
OptionsChains.expirations = chains["expiration"].unique().tolist()
|
||||
OptionsChains.strikes = chains["strike"].sort_values().unique().tolist()
|
||||
|
||||
now = datetime.now()
|
||||
temp = pd.DatetimeIndex(chains.expiration)
|
||||
temp_ = (temp - now).days + 1
|
||||
chains["dte"] = temp_
|
||||
|
||||
OptionsChains.chains = chains
|
||||
|
||||
OptionsChains.hasIV = "impliedVolatility" in OptionsChains.chains.columns
|
||||
OptionsChains.hasGreeks = "gamma" in OptionsChains.chains.columns
|
||||
|
||||
return OptionsChains
|
||||
|
||||
|
||||
def load_options(symbol: str, pydantic: bool = False) -> object:
|
||||
"""OptionsChains data object for Tradier.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to load.
|
||||
pydantic: bool
|
||||
Whether to return the object as a Pydantic Model or a subscriptable Pandas Object. Default is False.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: Options
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker. Returns as a dictionary if pydantic is True.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset. Returns as a dictionary if pydantic is True.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Returns greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "Tradier".
|
||||
SYMBOLS: pd.DataFrame
|
||||
Tradier symbol directory. Returns as a dictionary if pydantic is True.
|
||||
|
||||
Examples
|
||||
--------
|
||||
Get current options chains for AAPL.
|
||||
>>> from openbb_terminal.stocks.options.tradier_model import load_options
|
||||
>>> data = load_options("AAPL")
|
||||
>>> chains = data.chains
|
||||
|
||||
Return the object as a Pydantic Model.
|
||||
>>> from openbb_terminal.stocks.options.tradier_model import load_options
|
||||
>>> data = load_options("AAPL", pydantic=True)
|
||||
"""
|
||||
|
||||
options = get_chains(symbol)
|
||||
|
||||
if options.last_price is None:
|
||||
options.last_price = 0
|
||||
print("No last price for " + options.symbol)
|
||||
|
||||
if not pydantic:
|
||||
return options
|
||||
|
||||
if not options.chains.empty:
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=options.chains.to_dict(),
|
||||
expirations=options.expirations,
|
||||
strikes=options.strikes,
|
||||
last_price=options.last_price,
|
||||
underlying_name=options.underlying_name,
|
||||
underlying_price=options.underlying_price.to_dict(),
|
||||
hasIV=options.hasIV,
|
||||
hasGreeks=options.hasGreeks,
|
||||
symbol=options.symbol,
|
||||
source=options.source,
|
||||
SYMBOLS=options.SYMBOLS.to_dict(),
|
||||
)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
return None
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
# mypy: disable-error-code=attr-defined
|
||||
|
||||
"""Yfinance options model"""
|
||||
__docformat__ = "numpy"
|
||||
|
||||
@@ -10,6 +12,7 @@ import yfinance as yf
|
||||
|
||||
from openbb_terminal.decorators import log_start_end
|
||||
from openbb_terminal.rich_config import console, optional_rich_track
|
||||
from openbb_terminal.stocks.options.op_helpers import Options, PydanticOptions
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -82,8 +85,8 @@ def get_option_chain(symbol: str, expiry: str):
|
||||
|
||||
Returns
|
||||
-------
|
||||
chains: yf.ticker.Options
|
||||
Options chain
|
||||
chains: yf.ticker.OptionsChains
|
||||
OptionsChains chain
|
||||
"""
|
||||
|
||||
yf_ticker = yf.Ticker(symbol)
|
||||
@@ -286,8 +289,8 @@ def get_iv_surface(symbol: str) -> pd.DataFrame:
|
||||
|
||||
|
||||
@log_start_end(log=logger)
|
||||
def get_last_price(symbol: str) -> float:
|
||||
"""Get the last price from nasdaq
|
||||
def get_last_price(symbol: str) -> pd.Series:
|
||||
"""Get the price and performance of the underlying asset.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
@@ -296,7 +299,141 @@ def get_last_price(symbol: str) -> float:
|
||||
|
||||
Returns
|
||||
-------
|
||||
float
|
||||
Last price
|
||||
pd.Series
|
||||
Pandas Series with the price and performance of the underlying asset.
|
||||
"""
|
||||
return float(yf.Ticker(symbol).fast_info.last_price)
|
||||
|
||||
ticker = yf.Ticker(symbol).fast_info
|
||||
df = pd.Series(dtype=object)
|
||||
df["lastPrice"] = round(ticker["lastPrice"], 2)
|
||||
df["previousClose"] = round(ticker["previousClose"], 2)
|
||||
df["open"] = round(ticker["open"], 2)
|
||||
df["high"] = round(ticker["dayHigh"], 2)
|
||||
df["low"] = round(ticker["dayLow"], 2)
|
||||
df["yearHigh"] = round(ticker["yearHigh"], 2)
|
||||
df["yearLow"] = round(ticker["yearLow"], 2)
|
||||
df["fiftyDayMA"] = round(ticker["fiftyDayAverage"], 2)
|
||||
df["twoHundredDayMA"] = round(ticker["twoHundredDayAverage"], 2)
|
||||
|
||||
return df.loc["lastPrice"]
|
||||
|
||||
|
||||
@log_start_end(log=logger)
|
||||
def get_underlying_price(symbol: str) -> pd.Series:
|
||||
"""Get the price and performance of the underlying asset.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
Symbol to get quote for
|
||||
|
||||
Returns
|
||||
-------
|
||||
pd.Series
|
||||
Pandas Series with the price and performance of the underlying asset.
|
||||
"""
|
||||
|
||||
ticker = yf.Ticker(symbol).fast_info
|
||||
df = pd.Series(dtype=object)
|
||||
df["lastPrice"] = round(ticker["lastPrice"], 2)
|
||||
df["previousClose"] = round(ticker["previousClose"], 2)
|
||||
df["open"] = round(ticker["open"], 2)
|
||||
df["high"] = round(ticker["dayHigh"], 2)
|
||||
df["low"] = round(ticker["dayLow"], 2)
|
||||
df["yearHigh"] = round(ticker["yearHigh"], 2)
|
||||
df["yearLow"] = round(ticker["yearLow"], 2)
|
||||
df["fiftyDayMA"] = round(ticker["fiftyDayAverage"], 2)
|
||||
df["twoHundredDayMA"] = round(ticker["twoHundredDayAverage"], 2)
|
||||
|
||||
return df.rename(f"{symbol}")
|
||||
|
||||
|
||||
def load_options(symbol: str, pydantic: bool = False) -> object:
|
||||
"""OptionsChains data object for YahooFinance.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
symbol: str
|
||||
The ticker symbol to load.
|
||||
pydantic: bool
|
||||
Whether to return the object as a Pydantic Model or a subscriptable Pandas Object. Default is False.
|
||||
|
||||
Returns
|
||||
-------
|
||||
object: OptionsChains
|
||||
chains: pd.DataFrame
|
||||
The complete options chain for the ticker. Returns as a dictionary if pydantic is True.
|
||||
expirations: list[str]
|
||||
List of unique expiration dates. (YYYY-MM-DD)
|
||||
strikes: list[float]
|
||||
List of unique strike prices.
|
||||
last_price: float
|
||||
The last price of the underlying asset.
|
||||
underlying_name: str
|
||||
The name of the underlying asset.
|
||||
underlying_price: pd.Series
|
||||
The price and recent performance of the underlying asset. Returns as a dictionary if pydantic is True.
|
||||
hasIV: bool
|
||||
Returns implied volatility.
|
||||
hasGreeks: bool
|
||||
Does not return greeks data.
|
||||
symbol: str
|
||||
The symbol entered by the user.
|
||||
source: str
|
||||
The source of the data, "YahooFinance".
|
||||
|
||||
Examples
|
||||
--------
|
||||
Get current options chains for AAPL.
|
||||
>>> from openbb_terminal.stocks.options.yfinance_model import load_options
|
||||
>>> data = load_options("AAPL")
|
||||
>>> chains = data.chains
|
||||
|
||||
Return the object as a Pydantic Model.
|
||||
>>> from openbb_terminal.stocks.options.yfinance_model import load_options
|
||||
>>> data = load_options("AAPL", pydantic=True)
|
||||
"""
|
||||
OptionsChains = Options()
|
||||
|
||||
OptionsChains.source = "YahooFinance"
|
||||
OptionsChains.symbol = symbol.upper()
|
||||
|
||||
chains = get_full_option_chain(OptionsChains.symbol)
|
||||
|
||||
if not chains.empty:
|
||||
OptionsChains.expirations = option_expirations(OptionsChains.symbol)
|
||||
OptionsChains.strikes = (
|
||||
pd.Series(chains["strike"]).sort_values().unique().tolist()
|
||||
)
|
||||
OptionsChains.underlying_price = get_underlying_price(OptionsChains.symbol)
|
||||
OptionsChains.underlying_name = OptionsChains.symbol
|
||||
OptionsChains.last_price = OptionsChains.underlying_price["lastPrice"]
|
||||
now = datetime.now()
|
||||
temp = pd.DatetimeIndex(chains.expiration)
|
||||
temp_ = (temp - now).days + 1
|
||||
chains["dte"] = temp_
|
||||
|
||||
OptionsChains.chains = chains
|
||||
OptionsChains.hasIV = "impliedVolatility" in OptionsChains.chains.columns
|
||||
OptionsChains.hasGreeks = "gamma" in OptionsChains.chains.columns
|
||||
|
||||
if not chains.empty and OptionsChains.last_price is None:
|
||||
OptionsChains.last_price = 0
|
||||
print("No last price for " + OptionsChains.symbol)
|
||||
|
||||
if not pydantic:
|
||||
return OptionsChains
|
||||
|
||||
OptionsChainsPydantic = PydanticOptions(
|
||||
chains=OptionsChains.chains.to_dict(),
|
||||
expirations=OptionsChains.expirations,
|
||||
strikes=OptionsChains.strikes,
|
||||
last_price=OptionsChains.last_price,
|
||||
underlying_name=OptionsChains.underlying_name,
|
||||
underlying_price=OptionsChains.underlying_price.to_dict(),
|
||||
hasIV=OptionsChains.hasIV,
|
||||
hasGreeks=OptionsChains.hasGreeks,
|
||||
symbol=OptionsChains.symbol,
|
||||
source=OptionsChains.source,
|
||||
)
|
||||
return OptionsChainsPydantic
|
||||
|
||||
1493
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_chains.yaml
vendored
Normal file
1493
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_chains.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
1144
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_expirations.yaml
vendored
Normal file
1144
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_expirations.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
4577
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_hasGreeks_hasIV.yaml
vendored
Normal file
4577
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_hasGreeks_hasIV.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
2364
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_last_price.yaml
vendored
Normal file
2364
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_last_price.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
4577
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_strikes.yaml
vendored
Normal file
4577
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_strikes.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
10399
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_symbol_directory.yaml
vendored
Normal file
10399
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_symbol_directory.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
18835
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_underlying_name.yaml
vendored
Normal file
18835
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_underlying_name.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
7837
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_underlying_price.yaml
vendored
Normal file
7837
tests/openbb_terminal/stocks/options/cassettes/test_cboe_model/test_underlying_price.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
30
tests/openbb_terminal/stocks/options/cassettes/test_intrinio_model/test_SYMBOLS.yaml
vendored
Normal file
30
tests/openbb_terminal/stocks/options/cassettes/test_intrinio_model/test_SYMBOLS.yaml
vendored
Normal file
File diff suppressed because one or more lines are too long
705
tests/openbb_terminal/stocks/options/cassettes/test_intrinio_model/test_get_ticker_info.yaml
vendored
Normal file
705
tests/openbb_terminal/stocks/options/cassettes/test_intrinio_model/test_get_ticker_info.yaml
vendored
Normal file
File diff suppressed because one or more lines are too long
1993
tests/openbb_terminal/stocks/options/cassettes/test_intrinio_model/test_load_options.yaml
vendored
Normal file
1993
tests/openbb_terminal/stocks/options/cassettes/test_intrinio_model/test_load_options.yaml
vendored
Normal file
File diff suppressed because one or more lines are too long
1621
tests/openbb_terminal/stocks/options/cassettes/test_nasdaq_model/test_SYMBOLS.yaml
vendored
Normal file
1621
tests/openbb_terminal/stocks/options/cassettes/test_nasdaq_model/test_SYMBOLS.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
5993
tests/openbb_terminal/stocks/options/cassettes/test_nasdaq_model/test_last_price.yaml
vendored
Normal file
5993
tests/openbb_terminal/stocks/options/cassettes/test_nasdaq_model/test_last_price.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
1724
tests/openbb_terminal/stocks/options/cassettes/test_nasdaq_model/test_load_options.yaml
vendored
Normal file
1724
tests/openbb_terminal/stocks/options/cassettes/test_nasdaq_model/test_load_options.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
11174
tests/openbb_terminal/stocks/options/cassettes/test_options_chains_model/test_OptionsChains.yaml
vendored
Normal file
11174
tests/openbb_terminal/stocks/options/cassettes/test_options_chains_model/test_OptionsChains.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
1035
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_SYMBOLS.yaml
vendored
Normal file
1035
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_SYMBOLS.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
7112
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_chains.yaml
vendored
Normal file
7112
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_chains.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
796
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_eodchains_holiday.yaml
vendored
Normal file
796
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_eodchains_holiday.yaml
vendored
Normal file
@@ -0,0 +1,796 @@
|
||||
interactions:
|
||||
- request:
|
||||
body: null
|
||||
headers:
|
||||
Connection:
|
||||
- close
|
||||
Host:
|
||||
- www.m-x.ca
|
||||
User-Agent:
|
||||
- Python-urllib/3.10
|
||||
method: GET
|
||||
uri: https://www.m-x.ca/en/trading/data/historical?dnld=1&from=2018-12-27&symbol=SU&to=2018-12-27
|
||||
response:
|
||||
body:
|
||||
string: "\"Date\",\"Symbol\",\"Class Symbol\",\"Root Symbol\",\"Underlying Symbol\",\"Strike
|
||||
Price\",\"Expiry Date\",\"Call/Put\",\"Ins. Type\",\"Bid Price\",\"Ask Price\",\"Bid
|
||||
Size\",\"Ask Size\",\"Last Price\",\"Volume\",\"Last Close Price\",\"Net Change\",\"Open
|
||||
Price\",\"High Price\",\"Low Price\",\"Total Value\",\"Nb. Trades\",\"Settlement
|
||||
Price\",\"Open Interest\",\"Implied Volatility\"\r\n\"2018-12-27\",\"SU\",\"\",\"\",\"\",0,\"\",0,3,37.57,37.59,1,5,37.57,4606558,35.53,2.04,36.68,37.57,36.62,170600530,22548,0,0,0\r\n\"2018-12-27\",\"SU
|
||||
\ 181228C34.00\",\"SU\",\"SU\",\"SU\",34,\"2018-12-28\",0,0,3.5,3.6,52,20,3.6,10,0,3.25,3.25,3.25,3.25,32,1,3.6,0,0\r\n\"2018-12-27\",\"SU
|
||||
\ 181228C34.50\",\"SU\",\"SU\",\"SU\",34.5,\"2018-12-28\",0,0,3,3.15,43,43,3.15,0,1.38,0,0,0,0,0,0,3.15,0,74.768\r\n\"2018-12-27\",\"SU
|
||||
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|
||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
\ 181228C40.00\",\"SU\",\"SU\",\"SU\",40,\"2018-12-28\",0,0,0,0.05,0,63,0.05,0,0.1,0,0,0,0,0,0,0.05,83,62.792\r\n\"2018-12-27\",\"SU
|
||||
\ 181228C40.50\",\"SU\",\"SU\",\"SU\",40.5,\"2018-12-28\",0,0,0,0.11,0,78,0.11,0,0.1,0,0,0,0,0,0,0.11,274,0\r\n\"2018-12-27\",\"SU
|
||||
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|
||||
\ 181228C41.50\",\"SU\",\"SU\",\"SU\",41.5,\"2018-12-28\",0,0,0,0.11,0,78,0.11,0,0.1,0,0,0,0,0,0,0.11,110,0\r\n\"2018-12-27\",\"SU
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
\ 181228C45.50\",\"SU\",\"SU\",\"SU\",45.5,\"2018-12-28\",0,0,0,0.17,0,78,0.17,0,0.1,0,0,0,0,0,0,0.17,31,0\r\n\"2018-12-27\",\"SU
|
||||
\ 181228C46.00\",\"SU\",\"SU\",\"SU\",46,\"2018-12-28\",0,0,0,0.17,0,78,0.17,0,0.1,0,0,0,0,0,0,0.17,20,0\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C34.00\",\"SU\",\"SU\",\"SU\",34,\"2019-01-04\",0,0,3.6,3.8,104,10,3.8,0,0,0,0,0,0,0,0,3.8,0,54.288\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C34.50\",\"SU\",\"SU\",\"SU\",34.5,\"2019-01-04\",0,0,3.1,3.25,104,44,3.25,0,1.66,0,0,0,0,0,0,3.25,0,45.892\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C35.00\",\"SU\",\"SU\",\"SU\",35,\"2019-01-04\",0,0,2.69,2.76,10,20,2.76,0,1.28,0,0,0,0,0,0,2.76,0,44.477\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C35.50\",\"SU\",\"SU\",\"SU\",35.5,\"2019-01-04\",0,0,2.24,2.31,20,20,2.31,0,0.99,0,0,0,0,0,0,2.31,0,41.829\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C36.00\",\"SU\",\"SU\",\"SU\",36,\"2019-01-04\",0,0,1.82,1.94,30,20,1.94,0,0.72,0,0,0,0,0,0,1.94,0,41.437\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C36.50\",\"SU\",\"SU\",\"SU\",36.5,\"2019-01-04\",0,0,1.44,1.48,150,20,1.48,60,0.52,0.4,0.92,0.92,0.92,51,7,1.48,25,37.999\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C37.00\",\"SU\",\"SU\",\"SU\",37,\"2019-01-04\",0,0,1.09,1.13,150,20,1.13,0,0.37,0,0,0,0,0,0,1.13,0,36.548\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C37.50\",\"SU\",\"SU\",\"SU\",37.5,\"2019-01-04\",0,0,0.79,0.84,140,20,0.84,110,0.25,0.54,0.56,0.8,0.46,64,7,0.84,0,35.606\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C38.00\",\"SU\",\"SU\",\"SU\",38,\"2019-01-04\",0,0,0.56,0.59,150,20,0.59,10,0.18,0.16,0.34,0.34,0.34,3,1,0.59,0,34.912\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C38.50\",\"SU\",\"SU\",\"SU\",38.5,\"2019-01-04\",0,0,0.38,0.39,150,20,0.39,20,0.13,0.11,0.24,0.24,0.24,4,1,0.39,0,34.196\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C39.00\",\"SU\",\"SU\",\"SU\",39,\"2019-01-04\",0,0,0.24,0.27,150,43,0.27,20,0.1,0.07,0.17,0.17,0.17,3,1,0.27,25,34.188\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C39.50\",\"SU\",\"SU\",\"SU\",39.5,\"2019-01-04\",0,0,0.15,0.18,150,56,0.18,0,0.1,0,0,0,0,0,0,0.18,23,34.367\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C40.00\",\"SU\",\"SU\",\"SU\",40,\"2019-01-04\",0,0,0.09,0.13,150,59,0.13,0,0.09,0,0,0,0,0,0,0.13,20,35.151\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C40.50\",\"SU\",\"SU\",\"SU\",40.5,\"2019-01-04\",0,0,0.05,0.1,170,63,0.1,0,0.1,0,0,0,0,0,0,0.1,39,36.209\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C41.00\",\"SU\",\"SU\",\"SU\",41,\"2019-01-04\",0,0,0.03,0.17,170,69,0.17,0,0.1,0,0,0,0,0,0,0.17,100,43.479\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C41.50\",\"SU\",\"SU\",\"SU\",41.5,\"2019-01-04\",0,0,0.01,0.17,226,72,0.17,0,0.09,0,0,0,0,0,0,0.17,20,46.658\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C42.00\",\"SU\",\"SU\",\"SU\",42,\"2019-01-04\",0,0,0.01,0.17,130,76,0.17,0,0.1,0,0,0,0,0,0,0.17,116,50.823\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C42.50\",\"SU\",\"SU\",\"SU\",42.5,\"2019-01-04\",0,0,0,0.17,0,77,0.17,0,0.1,0,0,0,0,0,0,0.17,25,54.191\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C43.00\",\"SU\",\"SU\",\"SU\",43,\"2019-01-04\",0,0,0,0.17,0,77,0.17,0,0.1,0,0,0,0,0,0,0.17,0,58.079\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C43.50\",\"SU\",\"SU\",\"SU\",43.5,\"2019-01-04\",0,0,0,0.17,0,77,0.17,0,0.1,0,0,0,0,0,0,0.17,15,61.895\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C44.00\",\"SU\",\"SU\",\"SU\",44,\"2019-01-04\",0,0,0,0.17,0,78,0.17,0,0.1,0,0,0,0,0,0,0.17,25,68.567\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C44.50\",\"SU\",\"SU\",\"SU\",44.5,\"2019-01-04\",0,0,0,0.17,0,78,0.17,0,0.1,0,0,0,0,0,0,0.17,20,74.817\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C45.00\",\"SU\",\"SU\",\"SU\",45,\"2019-01-04\",0,0,0,0.17,0,78,0.17,0,0.1,0,0,0,0,0,0,0.17,0,80.356\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C45.50\",\"SU\",\"SU\",\"SU\",45.5,\"2019-01-04\",0,0,0,0.17,0,78,0.17,0,0.1,0,0,0,0,0,0,0.17,0,70.128\r\n\"2018-12-27\",\"SU
|
||||
\ 190104C46.00\",\"SU\",\"SU\",\"SU\",46,\"2019-01-04\",0,0,0,0.17,0,78,0.17,0,0.1,0,0,0,0,0,0,0.17,0,72.815\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C34.00\",\"SU\",\"SU\",\"SU\",34,\"2019-01-11\",0,0,3.75,3.85,10,43,3.85,0,0,0,0,0,0,0,0,3.85,0,47.195\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C34.50\",\"SU\",\"SU\",\"SU\",34.5,\"2019-01-11\",0,0,3.3,3.4,103,53,3.4,0,1.91,0,0,0,0,0,0,3.4,0,45.069\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C35.00\",\"SU\",\"SU\",\"SU\",35,\"2019-01-11\",0,0,2.88,3.05,10,10,3.05,2,1.53,0.94,2.4,2.47,2.4,4,2,3.05,0,45.456\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C35.50\",\"SU\",\"SU\",\"SU\",35.5,\"2019-01-11\",0,0,2.47,2.53,30,52,2.53,0,1.24,0,0,0,0,0,0,2.53,0,41.452\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C36.00\",\"SU\",\"SU\",\"SU\",36,\"2019-01-11\",0,0,2.08,2.14,168,51,2.14,20,0.99,0.66,1.65,1.65,1.65,33,1,2.14,0,39.999\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C36.50\",\"SU\",\"SU\",\"SU\",36.5,\"2019-01-11\",0,0,1.72,1.78,148,50,1.78,0,0.78,0,0,0,0,0,0,1.78,10,38.77\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C37.00\",\"SU\",\"SU\",\"SU\",37,\"2019-01-11\",0,0,1.38,1.54,148,108,1.54,0,0.61,0,0,0,0,0,0,1.54,0,38.947\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C37.50\",\"SU\",\"SU\",\"SU\",37.5,\"2019-01-11\",0,0,1.09,1.26,148,108,1.26,69,0.46,0.41,0.75,0.99,0.75,59,4,1.26,18,38.163\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C38.00\",\"SU\",\"SU\",\"SU\",38,\"2019-01-11\",0,0,0.85,0.91,148,10,0.91,1,0.34,0.26,0.6,0.6,0.6,0,1,0.91,2,35.923\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C38.50\",\"SU\",\"SU\",\"SU\",38.5,\"2019-01-11\",0,0,0.65,0.8,148,108,0.8,0,0.26,0,0,0,0,0,0,0.8,0,37.198\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C39.00\",\"SU\",\"SU\",\"SU\",39,\"2019-01-11\",0,0,0.49,0.52,148,51,0.52,0,0.21,0,0,0,0,0,0,0.52,20,35.025\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C39.50\",\"SU\",\"SU\",\"SU\",39.5,\"2019-01-11\",0,0,0.36,0.39,148,53,0.39,9,0.17,0.13,0.3,0.3,0.3,2,1,0.39,25,34.887\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C40.00\",\"SU\",\"SU\",\"SU\",40,\"2019-01-11\",0,0,0.26,0.3,148,54,0.3,0,0.14,0,0,0,0,0,0,0.3,800,35.105\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C40.50\",\"SU\",\"SU\",\"SU\",40.5,\"2019-01-11\",0,0,0.18,0.22,209,37,0.22,0,0.13,0,0,0,0,0,0,0.22,0,34.962\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C41.00\",\"SU\",\"SU\",\"SU\",41,\"2019-01-11\",0,0,0.13,0.18,168,39,0.18,0,0.1,0,0,0,0,0,0,0.18,40,35.848\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C41.50\",\"SU\",\"SU\",\"SU\",41.5,\"2019-01-11\",0,0,0.1,0.15,168,62,0.15,0,0.1,0,0,0,0,0,0,0.15,21,37.08\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C42.00\",\"SU\",\"SU\",\"SU\",42,\"2019-01-11\",0,0,0.07,0.13,168,65,0.13,0,0.1,0,0,0,0,0,0,0.13,29,38.148\r\n\"2018-12-27\",\"SU
|
||||
\ 190111C42.50\",\"SU\",\"SU\",\"SU\",42.5,\"2019-01-11\",0,0,0.06,0.18,60,68,0.18,0,0.1,0,0,0,0,0,0,0.18,97,42.938\r\n\"2018-12-27\",\"SU
|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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4943
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_expirations.yaml
vendored
Normal file
4943
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_expirations.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
4503
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_hasGreeks_hasIV.yaml
vendored
Normal file
4503
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_hasGreeks_hasIV.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
4507
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_last_price.yaml
vendored
Normal file
4507
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_last_price.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
3379
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_strikes.yaml
vendored
Normal file
3379
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_strikes.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
2585
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_underlying_name.yaml
vendored
Normal file
2585
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_underlying_name.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
6376
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_underlying_price.yaml
vendored
Normal file
6376
tests/openbb_terminal/stocks/options/cassettes/test_tmx_model/test_underlying_price.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
109614
tests/openbb_terminal/stocks/options/cassettes/test_tradier_model/test_load_options.yaml
vendored
Normal file
109614
tests/openbb_terminal/stocks/options/cassettes/test_tradier_model/test_load_options.yaml
vendored
Normal file
File diff suppressed because one or more lines are too long
8498
tests/openbb_terminal/stocks/options/cassettes/test_yfinance_model/test_load_options.yaml
vendored
Normal file
8498
tests/openbb_terminal/stocks/options/cassettes/test_yfinance_model/test_load_options.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
29
tests/openbb_terminal/stocks/options/csv/test_intrinio_model/test_get_ticker_info.csv
vendored
Normal file
29
tests/openbb_terminal/stocks/options/csv/test_intrinio_model/test_get_ticker_info.csv
vendored
Normal file
@@ -0,0 +1,29 @@
|
||||
,AAPL
|
||||
id,sec_agjrgj
|
||||
companyID,com_NX6GzO
|
||||
name,Apple Inc
|
||||
type,Ordinary Shares
|
||||
code,EQS
|
||||
shareClass,AAPL
|
||||
currency,USD
|
||||
roundLotSize,100.0
|
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|
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|
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compositeTicker,AAPL:US
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|
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figi,BBG000B9Y5X2
|
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cik,0000320193
|
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compositeFIGI,BBG000B9XRY4
|
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shareClassFIGI,BBG001S5N8V8
|
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figiUniqueID,EQ0010169500001000
|
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|
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|
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|
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lastStockPriceAdjustment,2023-05-12
|
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|
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previousTickers,[]
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|
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|
1
tests/openbb_terminal/stocks/options/json/test_intrinio_model/test_SYMBOLS.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_intrinio_model/test_SYMBOLS.json
vendored
Normal file
File diff suppressed because one or more lines are too long
1
tests/openbb_terminal/stocks/options/json/test_intrinio_model/test_load_options.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_intrinio_model/test_load_options.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
["expiration", "strike", "optionType", "optionSymbol", "date", "close", "bid", "ask", "volume", "open", "openInterest", "high", "low", "impliedVolatility", "delta", "gamma", "theta", "vega", "dte"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_SYMBOLS.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_SYMBOLS.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
["Nasdaq Traded", "Security Name", "Listing Exchange", "Market Category", "ETF", "Round Lot Size", "Test Issue", "Financial Status", "CQS Symbol", "NASDAQ Symbol", "NextShares"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_load_options.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_load_options.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
["optionType", "expiration", "strike", "lastPrice", "bid", "ask", "openInterest", "volume", "dte"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_load_options_1.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_load_options_1.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
["companyName", "price", "change", "changePercent", "volume", "date"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_load_options_4.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_nasdaq_model/test_load_options_4.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
["cDelta", "cGamma", "cRho", "cTheta", "cVega", "cIV", "strike", "pDelta", "pGamma", "pRho", "pTheta", "pVega", "pIV"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_options_chains_model/test_OptionsChains.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_options_chains_model/test_OptionsChains.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
[["expiration", "strike", "optionType", "contractSymbol", "bid", "bidSize", "ask", "askSize", "impliedVolatility", "openInterest", "volume", "delta", "gamma", "theta", "rho", "vega", "theoretical", "change", "open", "high", "low", "tick", "lastTradePrice", "lastTradeTimestamp", "changePercent", "previousClose", "dte"], ["type", "tick", "bid", "bidSize", "askSize", "ask", "price", "open", "high", "low", "close", "volume", "previousClose", "change", "changePercent", "ivThirty", "ivThirtyChange", "lastTradeTimestamp", "ivThirtyOneYearHigh", "hvThirtyOneYearHigh", "ivThirtyOneYearLow", "hvThirtyOneYearLow", "ivSixtyOneYearHigh", "hvSixtyOneYearHigh", "ivSixtyOneYearLow", "hvsixtyOneYearLow", "ivNinetyOneYearHigh", "hvNinetyOneYearHigh", "ivNinetyOneYearLow", "hvNinetyOneYearLow"]]
|
||||
@@ -0,0 +1 @@
|
||||
["APPLE INC COM", "AAPL"]
|
||||
@@ -0,0 +1 @@
|
||||
["Call Strike", "Call IV", "Call ATM IV", "Call Skew", "Put Strike", "Put IV", "Put ATM IV", "Put Skew", "IV Skew"]
|
||||
@@ -0,0 +1 @@
|
||||
["Puts OI", "Calls OI", "Total OI", "OI Ratio", "Puts OTM", "Calls OTM", "Puts ITM", "Calls ITM", "OTM Ratio", "ITM Percent", "Puts Volume", "Calls Volume", "Total Volume", "Volume Ratio", "Vol-OI Ratio"]
|
||||
@@ -0,0 +1 @@
|
||||
["Puts OI", "Calls OI", "Total OI", "OI Ratio", "Puts Volume", "Calls Volume", "Total Volume", "Volume Ratio", "Vol-OI Ratio"]
|
||||
@@ -0,0 +1 @@
|
||||
[["Symbol", "Underlying Price", "Expiration", "DTE", "Strike 1", "Strike 2", "Strike 1 Premium", "Strike 2 Premium", "Cost", "Cost Percent", "Breakeven Upper", "Breakeven Upper Percent", "Breakeven Lower", "Breakeven Lower Percent", "Max Profit", "Max Loss", "Payoff Ratio"], ["Long Straddle"]]
|
||||
@@ -0,0 +1 @@
|
||||
[["Symbol", "Underlying Price", "Expiration", "DTE", "Strike 1", "Strike 2", "Strike 1 Premium", "Strike 2 Premium", "Cost", "Cost Percent", "Breakeven Upper", "Breakeven Upper Percent", "Breakeven Lower", "Breakeven Lower Percent", "Max Profit", "Max Loss", "Payoff Ratio"], ["Long Strangle"]]
|
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@@ -0,0 +1 @@
|
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[["Symbol", "Underlying Price", "Expiration", "DTE", "Strike 1", "Strike 2", "Strike 1 Premium", "Strike 2 Premium", "Cost", "Cost Percent", "Breakeven Lower", "Breakeven Lower Percent", "Breakeven Upper", "Breakeven Upper Percent", "Max Profit", "Max Loss", "Payoff Ratio"], ["Bull Call Spread"]]
|
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@@ -0,0 +1 @@
|
||||
[["Symbol", "Underlying Price", "Expiration", "DTE", "Strike 1", "Strike 2", "Strike 1 Premium", "Strike 2 Premium", "Cost", "Cost Percent", "Breakeven Lower", "Breakeven Lower Percent", "Breakeven Upper", "Breakeven Upper Percent", "Max Profit", "Max Loss", "Payoff Ratio"], ["Bear Put Spread"]]
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@@ -0,0 +1 @@
|
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["Long Straddle", "Long Strangle", "Long Strangle", "Long Strangle", "Bull Call Spread", "Bear Put Spread", "Long Straddle", "Long Strangle", "Long Strangle", "Long Strangle", "Bull Call Spread", "Bear Put Spread", "Long Straddle", "Long Strangle", "Long Strangle", "Long Strangle", "Bull Call Spread", "Bear Put Spread", "Long Straddle", "Long Strangle", "Long Strangle", "Long Strangle", "Bull Call Spread", "Bear Put Spread"]
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@@ -0,0 +1 @@
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["Expiration", "Strike", "Option Type", "IV", "Skew"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_tradier_model/test_load_options.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_tradier_model/test_load_options.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
[["expiration", "strike", "optionType", "optionSymbol", "bid", "ask", "openInterest", "volume", "impliedVolatility", "delta", "gamma", "theta", "vega", "dte"], ["symbol", "name", "exch", "type", "last", "change", "volume", "open", "high", "low", "close", "bid", "ask", "changePercent", "avgVolume", "volume", "lastTradeTimestamp", "previousClose", "fiftyTwoWeekHigh", "fiftyTwoWeekLow", "bidSize", "bidExchange", "bidDate", "askSize", "askExchange", "askDate", "rootSymbols"], ["symbol", "exchange", "type", "description"], "Apple Inc", "Apple Inc"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_yfinance_model/test_load_options.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_yfinance_model/test_load_options.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
["lastPrice", "previousClose", "open", "high", "low", "yearHigh", "yearLow", "fiftyDayMA", "twoHundredDayMA"]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_yfinance_model/test_load_options_1.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_yfinance_model/test_load_options_1.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
["contractSymbol", "optionType", "expiration", "strike", "lastPrice", "bid", "ask", "openInterest", "volume", "impliedVolatility", "dte"]
|
||||
82
tests/openbb_terminal/stocks/options/test_cboe_model.py
Normal file
82
tests/openbb_terminal/stocks/options/test_cboe_model.py
Normal file
@@ -0,0 +1,82 @@
|
||||
# IMPORTATION STANDARD
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pandas as pd
|
||||
import pytest
|
||||
|
||||
# IMPORTATION INTERNAL
|
||||
from openbb_terminal.stocks.options import cboe_model
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_symbol_directory():
|
||||
result_df = cboe_model.get_cboe_directory()
|
||||
assert isinstance(result_df, pd.DataFrame)
|
||||
assert not result_df.empty
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_underlying_price():
|
||||
result_df = cboe_model.load_options("QQQ")
|
||||
hasattr(result_df, "underlying_price")
|
||||
assert isinstance(result_df.underlying_price, pd.Series)
|
||||
assert isinstance(result_df.underlying_price["price"], float)
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
@pytest.mark.record_stdout
|
||||
def test_underlying_price_bad_symbol():
|
||||
data = cboe_model.load_options("BAD_SYMBOL")
|
||||
assert hasattr(data, "underlying_name") is False
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_underlying_name():
|
||||
ticker = cboe_model.load_options("SPX")
|
||||
assert hasattr(ticker, "underlying_name")
|
||||
assert isinstance(ticker.underlying_name, str)
|
||||
assert ticker.underlying_name == "SPX"
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_last_price():
|
||||
ticker = cboe_model.load_options("AAPL")
|
||||
assert hasattr(ticker, "last_price")
|
||||
assert isinstance(ticker.last_price, float)
|
||||
assert ticker.last_price == ticker.underlying_price["price"]
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_chains():
|
||||
ticker = cboe_model.load_options("JPM")
|
||||
assert hasattr(ticker, "chains")
|
||||
assert ticker.symbol == "JPM"
|
||||
assert isinstance(ticker.chains, pd.DataFrame)
|
||||
assert ticker.expirations[0] == ticker.chains["expiration"][0]
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_strikes():
|
||||
ticker = cboe_model.load_options("TSLA")
|
||||
results_df = ticker
|
||||
assert hasattr(results_df, "strikes")
|
||||
assert isinstance(results_df.strikes, list)
|
||||
assert isinstance(results_df.strikes[0], float)
|
||||
assert len(results_df.strikes) > 1
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_expirations():
|
||||
ticker = cboe_model.load_options("OXY")
|
||||
assert hasattr(ticker, "expirations")
|
||||
assert isinstance(ticker.expirations, list)
|
||||
assert isinstance(ticker.expirations[0], str)
|
||||
assert ticker.expirations[0] == ticker.chains["expiration"].iloc[0]
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_hasGreeks_hasIV():
|
||||
ticker = cboe_model.load_options("TSLA")
|
||||
assert ticker.underlying_name != "TSLA"
|
||||
assert ticker.hasGreeks is True
|
||||
assert ticker.hasIV is True
|
||||
@@ -79,3 +79,34 @@ def test_option_chain_bad_symbol(recorder):
|
||||
)
|
||||
recorder.capture(df2)
|
||||
assert df2.empty
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_get_ticker_info(recorder):
|
||||
df = intrinio_model.get_ticker_info("AAPL")
|
||||
recorder.capture(df)
|
||||
assert df["ticker"] == "AAPL"
|
||||
data = intrinio_model.load_options("AAPL")
|
||||
assert df["name"] == data.underlying_name
|
||||
assert data.symbol in data.SYMBOLS
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_SYMBOLS(recorder):
|
||||
results_df = intrinio_model.get_all_ticker_symbols()
|
||||
assert isinstance(results_df, list)
|
||||
recorder.capture(results_df[0])
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_load_options(recorder):
|
||||
data = intrinio_model.load_options("AAPL")
|
||||
assert data.symbol == "AAPL"
|
||||
assert data.hasIV is True
|
||||
assert isinstance(data.underlying_price, pd.Series)
|
||||
assert not data.chains.empty
|
||||
assert isinstance(data.underlying_name, str)
|
||||
data = intrinio_model.load_options("AAPL", date="2023-01-05", pydantic=True)
|
||||
assert data.source == "Intrinio"
|
||||
assert data.date == "2023-01-05"
|
||||
recorder.capture(pd.DataFrame(data.chains).columns.to_list())
|
||||
|
||||
67
tests/openbb_terminal/stocks/options/test_nasdaq_model.py
Normal file
67
tests/openbb_terminal/stocks/options/test_nasdaq_model.py
Normal file
@@ -0,0 +1,67 @@
|
||||
# pylint: disable=no-member
|
||||
# IMPORTATION STANDARD
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pandas as pd
|
||||
import pytest
|
||||
import requests
|
||||
|
||||
# IMPORTATION INTERNAL
|
||||
from openbb_terminal.stocks.options import nasdaq_model
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def vcr_config():
|
||||
return {
|
||||
"filter_headers": [("User-Agent", None)],
|
||||
}
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_SYMBOLS(recorder):
|
||||
ticker = nasdaq_model.load_options("AAPL")
|
||||
results_df = ticker.SYMBOLS
|
||||
assert not results_df.empty
|
||||
recorder.capture(results_df.columns.to_list())
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_last_price():
|
||||
result_df = nasdaq_model.load_options("QQQ")
|
||||
assert isinstance(result_df.last_price, float)
|
||||
assert result_df.last_price > 0
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
@pytest.mark.record_stdout
|
||||
def test_load_options_bad_symbol(mocker):
|
||||
mock_response = requests.Response()
|
||||
mock_response.status_code = 400
|
||||
mocker.patch(
|
||||
target="openbb_terminal.helper_funcs.requests.get",
|
||||
new=mocker.Mock(return_value=mock_response),
|
||||
)
|
||||
data = nasdaq_model.load_options("BAD_SYMBOL")
|
||||
assert hasattr(data, "underlying_name") is False
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_load_options(recorder):
|
||||
data = nasdaq_model.load_options(symbol="OXY")
|
||||
assert isinstance(data.chains, pd.DataFrame)
|
||||
assert isinstance(data.last_price, float)
|
||||
assert isinstance(data.underlying_price, pd.Series)
|
||||
df1 = pd.DataFrame(data.chains)
|
||||
data = nasdaq_model.load_options(symbol="OXY", pydantic=True)
|
||||
assert isinstance(data.chains, dict)
|
||||
assert isinstance(data.underlying_price, dict)
|
||||
assert isinstance(data.expirations, list)
|
||||
assert isinstance(data.strikes, list)
|
||||
df2 = pd.DataFrame(data.chains)
|
||||
assert df1.columns.equals(df2.columns)
|
||||
df_greeks = data.get_available_greeks()
|
||||
recorder.capture(df2.columns.to_list())
|
||||
recorder.capture(list(data.underlying_price.keys()))
|
||||
recorder.capture(data.underlying_name)
|
||||
recorder.capture(data.symbol)
|
||||
recorder.capture(df_greeks.columns.to_list())
|
||||
@@ -0,0 +1,48 @@
|
||||
# pylint: disable=no-member
|
||||
|
||||
# IMPORTATION STANDARD
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pandas as pd
|
||||
import pytest
|
||||
|
||||
# IMPORTATION INTERNAL
|
||||
from openbb_terminal.stocks.options import options_chains_model
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_OptionsChains(recorder):
|
||||
df1 = options_chains_model.OptionsChains("AAPL")
|
||||
df2 = options_chains_model.OptionsChains("AAPL", "YahooFinance", pydantic=True)
|
||||
assert hasattr(df1, "chains")
|
||||
assert hasattr(df2, "underlying_price")
|
||||
assert isinstance(df1.underlying_price, pd.Series)
|
||||
assert isinstance(df2.chains, dict)
|
||||
recorder.capture(
|
||||
[df1.chains.columns.to_list(), df1.underlying_price.index.to_list()]
|
||||
)
|
||||
recorder.capture([df1.underlying_name, df2.underlying_name])
|
||||
stats1 = df1.get_stats()
|
||||
stats2 = df2.get_stats("strike")
|
||||
recorder.capture(stats1.columns.to_list())
|
||||
recorder.capture(stats2.columns.to_list())
|
||||
straddle = df1.get_straddle()
|
||||
recorder.capture([straddle.index.to_list(), straddle.columns.to_list()])
|
||||
strangle = df1.get_strangle(days=90, moneyness=20)
|
||||
recorder.capture([strangle.index.to_list(), strangle.columns.to_list()])
|
||||
call_spread = df1.get_vertical_call_spread()
|
||||
recorder.capture([call_spread.index.to_list(), call_spread.columns.to_list()])
|
||||
put_spread = df1.get_vertical_put_spread()
|
||||
recorder.capture([put_spread.index.to_list(), put_spread.columns.to_list()])
|
||||
strategies = df1.get_strategies(
|
||||
days=[30, 60, 90, 180],
|
||||
straddle_strike=df1.last_price,
|
||||
strangle_moneyness=[5, 10, 20],
|
||||
vertical_calls=[200, 180],
|
||||
vertical_puts=[150, 180],
|
||||
)
|
||||
recorder.capture(strategies["Strategy"].to_list())
|
||||
vertical_skew = df1.get_skew()
|
||||
recorder.capture(vertical_skew.columns.to_list())
|
||||
horizontal_skew = df2.get_skew(moneyness=10)
|
||||
recorder.capture(horizontal_skew.columns.to_list())
|
||||
124
tests/openbb_terminal/stocks/options/test_tmx_model.py
Normal file
124
tests/openbb_terminal/stocks/options/test_tmx_model.py
Normal file
@@ -0,0 +1,124 @@
|
||||
# IMPORTATION STANDARD
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pandas as pd
|
||||
import pytest
|
||||
|
||||
# IMPORTATION INTERNAL
|
||||
from openbb_terminal.stocks.options import tmx_model
|
||||
|
||||
# pylint: disable=no-member
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def vcr_config():
|
||||
return {
|
||||
"filter_headers": [("Authorization")],
|
||||
"filter_query_parameters": [
|
||||
("before", "MOCK_BEFORE"),
|
||||
("after", "MOCK_AFTER"),
|
||||
],
|
||||
}
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_underlying_price():
|
||||
result_df = tmx_model.get_underlying_price("XIU")
|
||||
assert isinstance(result_df, pd.Series)
|
||||
assert "price" in result_df.index
|
||||
result_df2 = tmx_model.load_options("XIU", pydantic=True)
|
||||
assert result_df["price"] == result_df2.last_price
|
||||
assert hasattr(result_df2, "underlying_price")
|
||||
assert isinstance(result_df2.underlying_price, dict)
|
||||
assert result_df2.underlying_price["price"] == result_df["price"]
|
||||
|
||||
|
||||
@pytest.mark.record_stdout
|
||||
def test_underlying_price_bad_symbol():
|
||||
result_df = tmx_model.get_underlying_price("BAD_SYMBOL")
|
||||
assert result_df.empty
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_underlying_name():
|
||||
ticker = tmx_model.get_chains("BAM")
|
||||
assert hasattr(ticker, "underlying_name")
|
||||
assert isinstance(ticker.underlying_name, str)
|
||||
assert ticker.underlying_name != "BAM"
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_check_symbol():
|
||||
result_df = tmx_model.check_symbol("BAD_SYMBOL")
|
||||
assert isinstance(result_df, bool)
|
||||
result_df2 = tmx_model.check_symbol("CM")
|
||||
assert result_df2 is True
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_last_price():
|
||||
ticker = tmx_model.load_options("AC")
|
||||
assert hasattr(ticker, "last_price")
|
||||
assert isinstance(ticker.last_price, float)
|
||||
ticker2 = tmx_model.get_eodchains("AC", "2021-12-28")
|
||||
assert hasattr(ticker2, "last_price")
|
||||
assert isinstance(ticker2.last_price, float)
|
||||
assert ticker.last_price != ticker2.last_price
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_chains():
|
||||
ticker = tmx_model.get_chains("BMO")
|
||||
assert hasattr(ticker, "chains")
|
||||
assert isinstance(ticker.chains, pd.DataFrame)
|
||||
ticker = tmx_model.load_options("BMO", pydantic=True)
|
||||
assert hasattr(ticker, "chains")
|
||||
assert isinstance(ticker.chains, dict)
|
||||
assert ticker.hasGreeks is False
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_strikes():
|
||||
ticker = tmx_model.get_chains("RY")
|
||||
assert hasattr(ticker, "strikes")
|
||||
assert isinstance(ticker.strikes, list)
|
||||
assert isinstance(ticker.strikes[0], float)
|
||||
assert ticker.strikes[-1] == max(ticker.chains["strike"])
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_eodchains_holiday():
|
||||
ticker = tmx_model.get_eodchains("SU", "2018-12-25")
|
||||
assert not ticker.chains.empty
|
||||
ticker1 = tmx_model.get_eodchains("SU", "2020-07-01")
|
||||
assert hasattr(ticker1, "date")
|
||||
assert ticker1.date != "2020-07-01"
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_expirations():
|
||||
ticker = tmx_model.load_options("VFV")
|
||||
assert hasattr(ticker, "expirations")
|
||||
results1 = ticker.expirations
|
||||
assert isinstance(results1, list)
|
||||
ticker2 = tmx_model.get_eodchains("VFV", "2021-12-28")
|
||||
results_df2 = ticker2.expirations
|
||||
assert isinstance(results_df2, list)
|
||||
assert results1[1] != results_df2[1]
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_SYMBOLS():
|
||||
results_df = tmx_model.get_all_ticker_symbols()
|
||||
assert not results_df.empty
|
||||
assert "RY" in results_df.index
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_hasGreeks_hasIV():
|
||||
ac = tmx_model.load_options("AC")
|
||||
assert ac.hasGreeks is False
|
||||
assert ac.hasIV is False
|
||||
ac2 = tmx_model.get_eodchains("AC", "2022-01-03")
|
||||
assert ac2.hasIV
|
||||
assert ac2.hasGreeks is False
|
||||
@@ -1,6 +1,7 @@
|
||||
# IMPORTATION STANDARD
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pandas as pd
|
||||
import pytest
|
||||
import requests
|
||||
|
||||
@@ -12,6 +13,10 @@ from openbb_terminal.stocks.options import tradier_model
|
||||
def vcr_config():
|
||||
return {
|
||||
"filter_headers": [("Authorization", "MOCK_TOKEN")],
|
||||
"filter_query_parameters": [
|
||||
("before", "MOCK_BEFORE"),
|
||||
("after", "MOCK_AFTER"),
|
||||
],
|
||||
}
|
||||
|
||||
|
||||
@@ -149,3 +154,29 @@ def test_get_historical_greeks_invalid_status(mocker):
|
||||
result = tradier_model.get_last_price(symbol="AAPL")
|
||||
|
||||
assert result is None
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_load_options(recorder):
|
||||
results = tradier_model.load_options(symbol="AAPL")
|
||||
results1 = tradier_model.load_options(symbol="AAPL", pydantic=True)
|
||||
assert hasattr(results, "chains")
|
||||
assert hasattr(results1, "chains")
|
||||
assert isinstance(results.chains, pd.DataFrame)
|
||||
assert isinstance(results1.chains, dict)
|
||||
assert isinstance(results.expirations, list)
|
||||
assert isinstance(results1.expirations, list)
|
||||
assert isinstance(results.underlying_price, pd.Series)
|
||||
assert isinstance(results1.underlying_price, dict)
|
||||
assert (
|
||||
results.chains["volume"].sum() == pd.DataFrame(results1.chains)["volume"].sum()
|
||||
)
|
||||
recorder.capture(
|
||||
[
|
||||
results.chains.columns.to_list(),
|
||||
results.underlying_price.index.to_list(),
|
||||
results.SYMBOLS.columns.to_list(),
|
||||
results.underlying_name,
|
||||
results1.underlying_name,
|
||||
]
|
||||
)
|
||||
|
||||
@@ -1,4 +1,5 @@
|
||||
# IMPORTATION STANDARD
|
||||
import pandas as pd
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pytest
|
||||
@@ -15,6 +16,8 @@ def vcr_config():
|
||||
("period1", "MOCK_PERIOD_1"),
|
||||
("period2", "MOCK_PERIOD_2"),
|
||||
("date", "MOCK_DATE"),
|
||||
("before", "MOCK_BEFORE"),
|
||||
("after", "MOCK_AFTER"),
|
||||
],
|
||||
}
|
||||
|
||||
@@ -83,3 +86,23 @@ def test_call_func(func, mocker, recorder):
|
||||
result = getattr(yfinance_model, func)(symbol="PM")
|
||||
|
||||
recorder.capture(result)
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_load_options(recorder):
|
||||
data = yfinance_model.load_options(symbol="OXY")
|
||||
assert isinstance(data.chains, pd.DataFrame)
|
||||
assert isinstance(data.last_price, float)
|
||||
assert isinstance(data.underlying_price, pd.Series)
|
||||
assert data.hasIV
|
||||
df1 = data.chains
|
||||
data2 = yfinance_model.load_options(symbol="OXY", pydantic=True)
|
||||
assert isinstance(data2.chains, dict)
|
||||
assert isinstance(data2.underlying_price, dict)
|
||||
assert data2.hasIV
|
||||
assert isinstance(data2.expirations, list)
|
||||
assert isinstance(data2.strikes, list)
|
||||
df2 = pd.DataFrame(data2.chains)
|
||||
assert df1.equals(df2)
|
||||
recorder.capture(data.underlying_price.index.to_list())
|
||||
recorder.capture(df2.columns.to_list())
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
The symbol, BAD_SYMBOL, was not found in the CBOE directory.
|
||||
1
tests/openbb_terminal/stocks/options/txt/test_intrinio_model/test_SYMBOLS.txt
vendored
Normal file
1
tests/openbb_terminal/stocks/options/txt/test_intrinio_model/test_SYMBOLS.txt
vendored
Normal file
@@ -0,0 +1 @@
|
||||
1AAPL
|
||||
1
tests/openbb_terminal/stocks/options/txt/test_nasdaq_model/test_load_options_2.txt
vendored
Normal file
1
tests/openbb_terminal/stocks/options/txt/test_nasdaq_model/test_load_options_2.txt
vendored
Normal file
@@ -0,0 +1 @@
|
||||
Occidental Petroleum Corporation Common Stock
|
||||
1
tests/openbb_terminal/stocks/options/txt/test_nasdaq_model/test_load_options_3.txt
vendored
Normal file
1
tests/openbb_terminal/stocks/options/txt/test_nasdaq_model/test_load_options_3.txt
vendored
Normal file
@@ -0,0 +1 @@
|
||||
OXY
|
||||
1
tests/openbb_terminal/stocks/options/txt/test_nasdaq_model/test_load_options_bad_symbol.txt
vendored
Normal file
1
tests/openbb_terminal/stocks/options/txt/test_nasdaq_model/test_load_options_bad_symbol.txt
vendored
Normal file
@@ -0,0 +1 @@
|
||||
BAD_SYMBOL was not found in the Nasdaq directory
|
||||
1
tests/openbb_terminal/stocks/options/txt/test_tmx_model/test_underlying_price_bad_symbol.txt
vendored
Normal file
1
tests/openbb_terminal/stocks/options/txt/test_tmx_model/test_underlying_price_bad_symbol.txt
vendored
Normal file
@@ -0,0 +1 @@
|
||||
No price data found for the underlying security, BAD_SYMBOL
|
||||
Reference in New Issue
Block a user