From d99c5491d1dcae8ea5ad108147b5830c61e0f8d6 Mon Sep 17 00:00:00 2001 From: James Maslek Date: Fri, 16 Dec 2022 05:33:45 -0500 Subject: [PATCH] Small options fix + docstring (#3792) * fix dte for options * sorry henrique --- openbb_terminal/stocks/insider/sdk_helper.py | 2 +- openbb_terminal/stocks/options/yfinance_model.py | 12 +++++++----- 2 files changed, 8 insertions(+), 6 deletions(-) diff --git a/openbb_terminal/stocks/insider/sdk_helper.py b/openbb_terminal/stocks/insider/sdk_helper.py index ea4163d177a..e2e13eb3446 100644 --- a/openbb_terminal/stocks/insider/sdk_helper.py +++ b/openbb_terminal/stocks/insider/sdk_helper.py @@ -160,7 +160,7 @@ def blcp() -> pd.DataFrame: Examples -------- >>> from openbb_terminal.sdk import openbb - >>> openbb.stocks.ins.bclp() + >>> openbb.stocks.ins.blcp() """ return openinsider_model.get_print_insider_data("blcp") diff --git a/openbb_terminal/stocks/options/yfinance_model.py b/openbb_terminal/stocks/options/yfinance_model.py index 769d83e38d5..05337cc9e24 100644 --- a/openbb_terminal/stocks/options/yfinance_model.py +++ b/openbb_terminal/stocks/options/yfinance_model.py @@ -127,9 +127,9 @@ def get_option_chain_expiry( df_list = [x[x["impliedVolatility"] > 0].copy() for x in df_list] # Add in greeks to each df # Time to expiration: - dt = (datetime.strptime(expiry, "%Y-%m-%d") - datetime.now()).seconds / ( - 60 * 60 * 24 - ) + dt = ( + datetime.strptime(expiry, "%Y-%m-%d") + timedelta(hours=16) - datetime.now() + ).total_seconds() / (60 * 60 * 24) # Note the way the Option class is defined, put has a -1 input and call has a +1 input for df, option_type in zip(df_list, option_factor): df["Delta"] = df.apply( @@ -539,8 +539,10 @@ def get_greeks( risk_free = rf if rf is not None else get_rf() expire_dt = datetime.strptime(expire, "%Y-%m-%d") - dif = (expire_dt - datetime.now()).total_seconds() / (60 * 60 * 24) - + dif = (expire_dt - datetime.now() + timedelta(hours=16)).total_seconds() / ( + 60 * 60 * 24 + ) + print(dif) strikes = [] for _, row in chain.iterrows(): vol = row["impliedVolatility"]