Add put-call ratio for given ticker (#865)

* Add put call ratio to options

* Update _index.md

* sources

Co-authored-by: James Maslek <james@Jamess-MacBook-Pro.local>

gamestonk_terminal/options/alphaquery_model.py

@@ -0,0 +1,41 @@
+"""AlphaQuery Model"""
+__docformat__ = "numpy"
+
+from datetime import datetime, timedelta
+import requests
+import pandas as pd
+
+
+def get_put_call_ratio(
+    ticker: str,
+    window: int = 30,
+    start_date: str = (datetime.now() - timedelta(days=366)).strftime("%Y-%m-%d"),
+) -> pd.DataFrame:
+    """Gets put call ratio over last time window [Source: AlphaQuery.com]
+
+    Parameters
+    ----------
+    ticker : str
+        Ticker to look for
+    window : int, optional
+        Window to consider, by default 30
+    start_date : str, optional
+        Start date to plot, by default last 366 days
+    """
+    url = f"https://www.alphaquery.com/data/option-statistic-chart?ticker={ticker}\
+        &perType={window}-Day&identifier=put-call-ratio-volume"
+    headers = {
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) \
+            Chrome/70.0.3538.77 Safari/537.36"
+    }
+
+    r = requests.get(url, headers=headers)
+    if r.status_code != 200:
+        return pd.DataFrame()
+
+    pcr = pd.DataFrame.from_dict(r.json())
+    pcr.rename(columns={"x": "Date", "value": "PCR"}, inplace=True)
+    pcr.set_index("Date", inplace=True)
+    pcr.index = pd.to_datetime(pcr.index).tz_localize(None)
+
+    return pcr[pcr.index > start_date]

gamestonk_terminal/options/alphaquery_view.py

@@ -0,0 +1,58 @@
+"""AlphaQuery View"""
+__docforma__ = "numpy"
+
+from datetime import datetime, timedelta
+import os
+
+import matplotlib.pyplot as plt
+import matplotlib.dates as mdates
+
+from gamestonk_terminal.options import alphaquery_model
+from gamestonk_terminal.helper_funcs import export_data, plot_autoscale
+from gamestonk_terminal.config_plot import PLOT_DPI
+from gamestonk_terminal import feature_flags as gtff
+
+
+def display_put_call_ratio(
+    ticker: str,
+    window: int = 30,
+    start_date: str = (datetime.now() - timedelta(days=366)).strftime("%Y-%m-%d"),
+    export: str = "",
+):
+    """Display put call ratio [Source: AlphaQuery.com]
+
+    Parameters
+    ----------
+    ticker : str
+        Stock ticker
+    window : int, optional
+        Window length to look at, by default 30
+    start_date : str, optional
+        Starting date for data, by default (datetime.now() - timedelta(days=366)).strftime("%Y-%m-%d")
+    export : str, optional
+        Format to export data, by default ""
+    """
+    pcr = alphaquery_model.get_put_call_ratio(ticker, window, start_date)
+    if pcr.empty:
+        print("No data found.\n")
+        return
+    dateFmt = mdates.DateFormatter("%m/%d/%Y")
+    fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
+
+    ax.plot(pcr.index, pcr.values)
+    ax.xaxis.set_major_formatter(dateFmt)
+    ax.tick_params(axis="x", labelrotation=45)
+    ax.grid("on")
+    ax.axhline(y=1, lw=2, c="k")
+    ax.set_title(f"Put Call Ratio for {ticker.upper()}")
+    fig.tight_layout()
+    if gtff.USE_ION:
+        plt.ion()
+    plt.show()
+    print("")
+    export_data(
+        export,
+        os.path.dirname(os.path.abspath(__file__)),
+        "pcr",
+        pcr,
+    )

gamestonk_terminal/options/options_controller.py

@@ -5,6 +5,7 @@ __docformat__ = "numpy"
 
 import argparse
 import os
+from datetime import datetime, timedelta
 from typing import List
 
 import matplotlib.pyplot as plt
@@ -14,12 +15,15 @@ from prompt_toolkit.completion import NestedCompleter
 from gamestonk_terminal import feature_flags as gtff
 from gamestonk_terminal.config_terminal import TRADIER_TOKEN
 from gamestonk_terminal.helper_funcs import (
+    EXPORT_BOTH_RAW_DATA_AND_FIGURES,
     check_positive,
     get_flair,
     parse_known_args_and_warn,
     MENU_GO_BACK,
     MENU_QUIT,
     MENU_RESET,
+    try_except,
+    valid_date,
 )
 from gamestonk_terminal.menu import session
 from gamestonk_terminal.options import (
@@ -31,6 +35,7 @@ from gamestonk_terminal.options import (
     tradier_view,
     yfinance_model,
     yfinance_view,
+    alphaquery_view,
 )
 from gamestonk_terminal.stocks import stocks_controller
 from gamestonk_terminal.options import payoff_controller, chartexchange_view
@@ -48,13 +53,14 @@ class OptionsController:
         "reset",
     ]
 
-    CHOICES_MENUS = [
+    CHOICES_COMMANDS = [
         "disp",
         "scr",
         "calc",
         "yf",
         "tr",
         "info",
+        "pcr",
         "load",
         "exp",
         "vol",
@@ -70,7 +76,7 @@ class OptionsController:
         "parity",
     ]
 
-    CHOICES += CHOICES_MENUS
+    CHOICES += CHOICES_COMMANDS
 
     PRESET_PATH = os.path.join(os.path.abspath(os.path.dirname(__file__)), "presets/")
 
@@ -135,7 +141,8 @@ Current Expiry: {self.selected_date or None}
 
     load          load new ticker
     exp           see and set expiration dates
-{Style.DIM if not colored else ''}
+{"" if self.ticker else Style.DIM}
+    pcr           display put call ratio for ticker [AlphaQuery.com]{Style.DIM if not colored else ''}
     info          display option information (volatility, IV rank etc) [Barchart.com]
     chains        display option chains with greeks [Tradier]
     oi            plot open interest [Tradier/YF]
@@ -323,6 +330,48 @@ Current Expiry: {self.selected_date or None}
         except Exception as e:
             print(e, "\n")
 
+    @try_except
+    def call_pcr(self, other_args: List[str]):
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="pcr",
+            description="Display put to call ratio for ticker [AlphaQuery.com]",
+        )
+        parser.add_argument(
+            "-l",
+            "-length",
+            help="Window length to get",
+            dest="length",
+            choices=[10, 20, 30, 60, 90, 120, 150, 180],
+            default=30,
+            type=int,
+        )
+        parser.add_argument(
+            "-s",
+            "--start-date",
+            help="Start date for plot",
+            type=valid_date,
+            default=datetime.now() - timedelta(days=366),
+            dest="start",
+        )
+
+        ns_parser = parse_known_args_and_warn(
+            parser, other_args, export_allowed=EXPORT_BOTH_RAW_DATA_AND_FIGURES
+        )
+        if not ns_parser:
+            return
+        if not self.ticker:
+            print("No ticker loaded.\n")
+            return
+
+        alphaquery_view.display_put_call_ratio(
+            ticker=self.ticker,
+            window=ns_parser.length,
+            start_date=ns_parser.start.strftime("%Y-%m-%d"),
+            export=ns_parser.export,
+        )
+
     def call_info(self, other_args: List[str]):
         """Process info command"""
         if not self.ticker:

website/content/options/pcr/_index.md

@@ -0,0 +1,18 @@
+```
+usage: pcr [-l {10,20,30,60,90,120,150,180}] [-s START] [-h] [--export {png,jpg,pdf,svg}]
+```
+
+Display put to call ratio for ticker [AlphaQuery.com]
+
+```
+optional arguments:
+  -l {10,20,30,60,90,120,150,180}, -length {10,20,30,60,90,120,150,180}
+                        Window length to get (default: 30)
+  -s START, --start-date START
+                        Start date for plot (default: 2020-10-25 15:15:36.908882)
+  -h, --help            show this help message (default: False)
+  --export {png,jpg,pdf,svg}
+                        Export or figure into png, jpg, pdf, svg (default: )
+```
+
+![AAPL_PCR](https://user-images.githubusercontent.com/18151143/138947156-9bbee8e0-0ea2-4ff7-8c6b-dd1d24cd7693.png)

website/data/menu/main.yml

@@ -568,6 +568,8 @@ main:
         ref: "/options/load"
       - name: exp
         ref: "/options/exp"
+      - name: pcr
+        ref: "/options/pcr"
       - name: info
         ref: "/options/info"
       - name: chains