Merge pull request #209 from lolrenx/Options

Options - volume working

ROADMAP.md

@@ -19,7 +19,7 @@
 * [Frontend](#Frontend)
 * [Developer Experience](#Developer-Experience)
 * [User Experience](#User-Experience)
-
+* [Options](#Options)
 ---
 
 ## Discovery
@@ -205,3 +205,17 @@
 ### Long term
 
 - [ ] Add a WHL installation
+
+
+---
+
+## Options
+
+### Short term
+
+- [ ] Add Volume graph (@lolrenx)
+- [ ] Add Open Interest graph (@lolrenx)
+
+### Long term
+
+- [ ] Add max pain graph

gamestonk_terminal/main_helper.py

@@ -76,6 +76,7 @@ def print_help(s_ticker, s_start, s_interval, b_is_market_open):
         print(
             "   pred        prediction techniques,   \t e.g.: regression, arima, rnn, lstm, prophet"
         )
+        print("   op          options info,            \t e.g.: volume")
     print("")
 
 

gamestonk_terminal/options/README.md

@@ -0,0 +1,18 @@
+# OPTIONS DATA
+
+This menu aims to give insight on options. options can cause significant share price movement, and option pricing gives info about market sentiment for a ticker.
+
+* [volume](#volume)
+  * Show traded options for a given expiry [Yahoo Finance]
+
+
+
+## volume <a name="get"></a>
+
+```text
+usage: volume -d 'yyyy-mm-dd'
+```
+
+Display volume graph for a date. [Source: Yahoo Finance]
+
+* -d : expiration date.

gamestonk_terminal/options/op_menu.py

@@ -0,0 +1,59 @@
+import argparse
+
+from prompt_toolkit.completion import NestedCompleter
+from gamestonk_terminal import feature_flags as gtff
+from gamestonk_terminal.helper_funcs import get_flair
+from gamestonk_terminal.options import volume as vol
+from gamestonk_terminal.menu import session
+
+
+def opt_menu(s_ticker):
+
+    # Add list of arguments that the options parser accepts
+    opt_parser = argparse.ArgumentParser(prog="opt", add_help=False)
+    choices = ["help", "q", "quit", "volume", "oi"]
+    opt_parser.add_argument("cmd", choices=choices)
+    completer = NestedCompleter.from_nested_dict({c: None for c in choices})
+
+    # print_options(s_ticker, s_start, s_interval)
+
+    # Loop forever and ever
+    while True:
+        # Get input command from user
+        if session and gtff.USE_PROMPT_TOOLKIT:
+            as_input = session.prompt(
+                f"{get_flair()} (opt)> ",
+                completer=completer,
+            )
+        else:
+            as_input = input(f"{get_flair()} (opt)> ")
+
+        # Parse fundamental analysis command of the list of possible commands
+        try:
+            (ns_known_args, l_args) = opt_parser.parse_known_args(as_input.split())
+
+        except SystemExit:
+            print("The command selected doesn't exist\n")
+            continue
+
+        if ns_known_args.cmd == "help":
+            pass
+            # print_options(s_ticker)
+
+        elif ns_known_args.cmd == "q":
+            # Just leave the options menu
+            return False
+
+        elif ns_known_args.cmd == "quit":
+            # Abandon the program
+            return True
+
+        elif ns_known_args.cmd == "volume":
+            # call the volume graph
+            vol.volume_graph(l_args, s_ticker)
+
+        elif ns_known_args.cmd == "oi":
+            # call the volume graph
+            vol.open_interest_graph(l_args, s_ticker)
+        else:
+            print("Command not recognized!")

gamestonk_terminal/options/volume.py

@@ -0,0 +1,144 @@
+import argparse
+import yfinance as yf
+import seaborn as sns
+import pandas as pd
+import matplotlib.pyplot as plt
+import plotly.express as px
+from gamestonk_terminal.helper_funcs import (
+    parse_known_args_and_warn,
+    valid_date,
+)
+
+
+def open_interest_graph(l_args, s_ticker):
+    """ Show traded options volume. [Source: Yahoo Finance] """
+    parser = argparse.ArgumentParser(
+        add_help=False,
+        prog="volume",
+        description="""Display volume graph for a date. [Source: Yahoo Finance].""",
+    )
+    parser.add_argument(
+        "-e",
+        "--expiry",
+        type=valid_date,
+        dest="s_expiry_date",
+        help="The expiry date (format YYYY-MM-DD) for the option chain",
+        required=True,
+    )
+    try:
+        ns_parser = parse_known_args_and_warn(parser, l_args)
+        if not ns_parser:
+            return
+
+        __get_open_interest_graph(
+            s_ticker, ns_parser.s_expiry_date.strftime("%Y-%m-%d")
+        )
+
+    except SystemExit:
+        print("")
+    except Exception as e:
+        print(e)
+
+
+def volume_graph(l_args, s_ticker):
+    """ Show traded options volume. [Source: Yahoo Finance] """
+    parser = argparse.ArgumentParser(
+        add_help=False,
+        prog="volume",
+        description="""Display volume graph for a date. [Source: Yahoo Finance].""",
+    )
+    parser.add_argument(
+        "-e",
+        "--expiry",
+        type=valid_date,
+        dest="s_expiry_date",
+        help="The expiry date (format YYYY-MM-DD) for the option chain",
+        required=True,
+    )
+
+    try:
+        ns_parser = parse_known_args_and_warn(parser, l_args)
+        if not ns_parser:
+            return
+
+        __get_volume_graph(s_ticker, ns_parser.s_expiry_date.strftime("%Y-%m-%d"))
+
+    except SystemExit:
+        print("")
+    except Exception as e:
+        print(e)
+
+
+def __get_open_interest_graph(ticker_name, exp_date):
+    df = __get_volume_data(ticker_name, exp_date)
+    __generate_graph_sns(df, ticker_name, exp_date, True)
+    # __generate_graph_plotly(df, ticker_name, exp_date)
+
+
+def __get_volume_graph(ticker_name, exp_date):
+    df = __get_volume_data(ticker_name, exp_date)
+    __generate_graph_sns(df, ticker_name, exp_date)
+    # __generate_graph_plotly(df, ticker_name, exp_date)
+
+
+def __pull_call_put_data(call_put, flag):
+    df = call_put.pivot_table(
+        index="strike", values=["volume", "openInterest"], aggfunc="sum"
+    )
+
+    df.reindex()
+
+    df["strike"] = df.index
+    df["type"] = flag
+
+    return df
+
+
+def __get_volume_data(ticker_name, exp_date):
+
+    option_chain = yf.Ticker(ticker_name).option_chain(exp_date)
+
+    calls = __pull_call_put_data(option_chain.calls, "calls")
+
+    puts = __pull_call_put_data(option_chain.puts, "puts")
+
+    volume_data = pd.concat([calls, puts], axis=0)
+    # dataframe
+    return volume_data
+
+
+def __generate_graph_plotly(df, ticker_name, exp_date, for_open_interest=False):
+    # version with plotly express
+    if for_open_interest:
+        op_type = "openInterest"
+    else:
+        op_type = "volume"
+
+    fig = px.line(
+        df,
+        x="strike",
+        y=op_type,
+        title=f"{ticker_name} options {op_type} for {exp_date}",
+        color="type",
+    )
+    fig.show()
+
+    return
+
+
+def __generate_graph_sns(df, ticker_name, exp_date, for_open_interest=False):
+    # version with seaborn express
+    if for_open_interest:
+        op_type = "openInterest"
+    else:
+        op_type = "volume"
+
+    plt.figure(figsize=(12, 6))
+    fig = sns.lineplot(
+        data=df, x="strike", y=op_type, hue="type", palette=["limegreen", "tomato"]
+    )
+
+    plt.title(f"{ticker_name} options {op_type} for {exp_date}")
+
+    plt.show()
+    return fig

terminal.py

@@ -22,6 +22,7 @@ from gamestonk_terminal.papermill import papermill_controller as mill
 from gamestonk_terminal.sentiment import sen_menu as sm
 from gamestonk_terminal.technical_analysis import ta_menu as tam
 from gamestonk_terminal.comparison_analysis import ca_menu as cam
+from gamestonk_terminal.options import op_menu as opm
 from gamestonk_terminal.fred import fred_menu as fm
 
 # import warnings
@@ -72,6 +73,7 @@ def main():
         "dd",
         "pred",
         "ca",
+        "op",
         "fred",
     ]
     menu_parser.add_argument("opt", choices=choices)
@@ -180,6 +182,9 @@ def main():
         elif ns_known_args.opt == "dd":
             b_quit = ddm.dd_menu(df_stock, s_ticker, s_start, s_interval)
 
+        elif ns_known_args.opt == "op":
+            b_quit = opm.opt_menu(s_ticker)
+
         elif ns_known_args.opt == "fred":
             b_quit = fm.fred_menu()