From c0db8772b588dd1d082645d4a01e39fcf06a368d Mon Sep 17 00:00:00 2001
From: Danglewood <85772166+deeleeramone@users.noreply.github.com>
Date: Wed, 7 Dec 2022 05:33:09 -0800
Subject: [PATCH] SDK - Small enhancement to `openbb.stocks.options.chains`,
 when source is Tradier. (#3724)

* Improves Getting All Options From Tradier

* make expiration flag work

* black
---
 .../stocks/options/tradier_model.py           | 81 ++++++++++++++++---
 1 file changed, 69 insertions(+), 12 deletions(-)

diff --git a/openbb_terminal/stocks/options/tradier_model.py b/openbb_terminal/stocks/options/tradier_model.py
index 21469b63685..f4b4ee9e455 100644
--- a/openbb_terminal/stocks/options/tradier_model.py
+++ b/openbb_terminal/stocks/options/tradier_model.py
@@ -142,21 +142,78 @@ def get_full_option_chain(symbol: str) -> pd.DataFrame:
     """
 
     expirations = option_expirations(symbol)
+    options_dfs: pd.DataFrame = []
 
-    options = pd.DataFrame()
+    for expiry in expirations:
+        options_dfs.append(get_option_chains(symbol, expiry))
 
-    for date in expirations:
-        temp = get_option_chains(symbol, date)
-        calls = temp[temp.option_type == "call"][option_cols].rename(
-            columns=option_col_map
-        )
-        puts = temp[temp.option_type == "put"][option_cols].rename(
-            columns=option_col_map
-        )
-        temp = pd.merge(calls, puts, how="outer", on="strike", suffixes=("_c", "_p"))
-        temp["expiration"] = date
+    options_df = pd.concat(options_dfs)
 
-        options = pd.concat([options, temp], axis=0)
+    options_df.set_index(keys="symbol", inplace=True)
+
+    option_df_index = pd.Series(options_df.index).str.extractall(
+        r"^(?P<Ticker>\D*)(?P<Expiration>\d*)(?P<Type>\D*)(?P<Strike>\d*)"
+    )
+    option_df_index.reset_index(inplace=True)
+    option_df_index = pd.DataFrame(
+        option_df_index, columns=["Ticker", "Expiration", "Strike", "Type"]
+    )
+    option_df_index["Strike"] = options_df["strike"].values
+    option_df_index["Type"] = options_df["option_type"].values
+    option_df_index["Expiration"] = pd.DatetimeIndex(
+        data=option_df_index["Expiration"], yearfirst=True
+    ).strftime("%Y-%m-%d")
+    option_df_index["Type"] = pd.DataFrame(option_df_index["Type"]).replace(
+        to_replace=["put", "call"], value=["Put", "Call"]
+    )
+    options_df_columns = list(options_df.columns)
+    option_df_index.set_index(
+        keys=["Ticker", "Expiration", "Strike", "Type"], inplace=True
+    )
+    options_df = pd.DataFrame(
+        data=options_df.values, index=option_df_index.index, columns=options_df_columns
+    )
+
+    options_df.rename(
+        columns={
+            "bid": "Bid",
+            "ask": "Ask",
+            "strike": "Strike",
+            "bidsize": "Bid Size",
+            "asksize": "Ask Size",
+            "volume": "Volume",
+            "open_interest": "OI",
+            "delta": "Delta",
+            "gamma": "Gamma",
+            "theta": "Theta",
+            "vega": "Vega",
+            "ask_iv": "Ask IV",
+            "bid_iv": "Bid IV",
+            "mid_iv": "IV",
+        },
+        inplace=True,
+    )
+
+    options_columns = [
+        "Volume",
+        "OI",
+        "IV",
+        "Delta",
+        "Gamma",
+        "Theta",
+        "Vega",
+        "Bid Size",
+        "Bid",
+        "Ask",
+        "Ask Size",
+        "Bid IV",
+        "Ask IV",
+    ]
+
+    options = pd.DataFrame(options_df, columns=options_columns)
+    options = options.reset_index()
+    options.drop(labels=["Ticker"], inplace=True, axis=1)
+    options.rename(columns={"Expiration": "expiration"}, inplace=True)
 
     return options