import os import df2img import disnake import numpy as np import pandas as pd import plotly.graph_objects as go import yfinance as yf import bots.config_discordbot as cfg from bots import helpers from bots.config_discordbot import gst_imgur, logger from bots.menus.menu import Menu from gamestonk_terminal.stocks.options import op_helpers, yfinance_model from gamestonk_terminal.stocks.options.barchart_model import get_options_info # pylint: disable=R0914 # pylint: disable=R0915 def overview_command( ticker: str = None, expiry: str = None, min_sp: float = None, max_sp: float = None, ): """Options Overview""" # Debug if cfg.DEBUG: logger.debug("opt-overview %s %s %s %s", ticker, expiry, min_sp, max_sp) # Check for argument if ticker is None: raise Exception("Stock ticker is required") # Get options info/dates, Look for logo_url df = get_options_info(ticker) # Barchart Options IV Overview dates = yfinance_model.option_expirations(ticker) # Expiration dates tup = f"{ticker.upper()}" url = yf.Ticker(tup).info["logo_url"] url += "?raw=true" if url else "" if not dates: raise Exception("Stock ticker is invalid") options = yfinance_model.get_option_chain(ticker, str(expiry)) calls = options.calls.fillna(0) puts = options.puts.fillna(0) current_price = yfinance_model.get_price(ticker) min_strike2 = np.percentile(calls["strike"], 1) max_strike2 = np.percentile(calls["strike"], 100) min_strike = 0.75 * current_price max_strike = 1.95 * current_price if len(calls) > 40: min_strike = 0.75 * current_price max_strike = 1.25 * current_price if min_sp: min_strike = min_sp min_strike2 = min_sp if max_sp: max_strike = max_sp max_strike2 = max_sp if min_sp > max_sp: # type: ignore min_sp, max_sp = max_strike2, min_strike2 call_oi = calls.set_index("strike")["openInterest"] / 1000 put_oi = puts.set_index("strike")["openInterest"] / 1000 df_opt = pd.merge(call_oi, put_oi, left_index=True, right_index=True) df_opt = df_opt.rename( columns={"openInterest_x": "OI_call", "openInterest_y": "OI_put"} ) max_pain = op_helpers.calculate_max_pain(df_opt) fig = go.Figure() dmax = df_opt[["OI_call", "OI_put"]].values.max() dmin = df_opt[["OI_call", "OI_put"]].values.min() fig.add_trace( go.Scatter( x=df_opt.index, y=df_opt["OI_call"], name="Calls", mode="lines+markers", line=dict(color="green", width=3), ) ) fig.add_trace( go.Scatter( x=df_opt.index, y=df_opt["OI_put"], name="Puts", mode="lines+markers", line=dict(color="red", width=3), ) ) fig.add_trace( go.Scatter( x=[current_price, current_price], y=[dmin, dmax], mode="lines", line=dict(color="gold", width=2), name="Current Price", ) ) fig.add_trace( go.Scatter( x=[max_pain, max_pain], y=[dmin, dmax], mode="lines", line=dict(color="grey", width=3, dash="dash"), name=f"Max Pain: {max_pain}", ) ) fig.update_xaxes( range=[min_strike, max_strike], constrain="domain", ) fig.update_layout( margin=dict(l=0, r=0, t=60, b=20), template=cfg.PLT_SCAT_STYLE_TEMPLATE, title=f"Open Interest for {ticker.upper()} expiring {expiry}", title_x=0.5, legend_title="", xaxis_title="Strike", yaxis_title="Open Interest (1k)", xaxis=dict( rangeslider=dict(visible=False), ), legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01), dragmode="pan", ) config = dict({"scrollZoom": True}) imagefile = "opt_oi.png" plt_link = "" if cfg.INTERACTIVE: html_ran = helpers.uuid_get() fig.write_html(f"in/oi_{html_ran}.html", config=config) plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/oi_{html_ran}.html)" fig.update_layout( width=800, height=500, ) imagefile = helpers.image_border(imagefile, fig=fig) uploaded_image_oi = gst_imgur.upload_image(imagefile, title="something") image_link_oi = uploaded_image_oi.link os.remove(imagefile) column_map = {"openInterest": "oi", "volume": "vol", "impliedVolatility": "iv"} columns = [ "strike", "bid", "ask", "volume", "openInterest", "impliedVolatility", ] calls_df = calls[columns].rename(columns=column_map) puts_df = puts[columns].rename(columns=column_map) calls_df = calls_df[calls_df["strike"] >= min_strike2] calls_df = calls_df[calls_df["strike"] <= max_strike2] puts_df = puts_df[puts_df["strike"] >= min_strike2] puts_df = puts_df[puts_df["strike"] <= max_strike2] calls_df["iv"] = pd.to_numeric(calls_df["iv"].astype(float)) puts_df["iv"] = pd.to_numeric(puts_df["iv"].astype(float)) formats = {"iv": "{:.2f}"} for col, f in formats.items(): calls_df[col] = calls_df[col].map( lambda x: f.format(x) # pylint: disable=W0640 ) puts_df[col] = puts_df[col].map(lambda x: f.format(x)) # pylint: disable=W0640 calls_df.set_index("strike", inplace=True) puts_df.set_index("strike", inplace=True) if "-" in df.iloc[0, 1]: iv = f"```diff\n- {df.iloc[0, 1]}\n```" else: iv = f"```yaml\n {df.iloc[0, 1]}\n```" pfix, sfix = f"{ticker.upper()} ", f" expiring {expiry}" if expiry == dates[0]: pfix = f"{ticker.upper()} Weekly " sfix = "" titles = [f"{ticker.upper()} Overview", f"{pfix}Open Interest{sfix}"] embeds = [ disnake.Embed( title=f"{ticker.upper()} Overview", color=cfg.COLOR, ), disnake.Embed( title=f"{pfix}Open Interest{sfix}", description=plt_link, colour=cfg.COLOR, ), ] choices = [ disnake.SelectOption(label=f"{ticker.upper()} Overview", value="0", emoji="🟢"), disnake.SelectOption(label=f"{pfix}Open Interest{sfix}", value="1", emoji="🟢"), ] embeds_img = [] i, i2, end = 0, 0, 20 df_calls = [] dindex = len(calls_df.index) while i <= dindex: df_calls = calls_df.iloc[i:end] df_calls.append(df_calls) figc = df2img.plot_dataframe( df_calls, fig_size=(1000, (40 + (40 * 20))), col_width=[3, 3, 3, 3], tbl_cells=cfg.PLT_TBL_CELLS, font=cfg.PLT_TBL_FONT, template=cfg.PLT_TBL_STYLE_TEMPLATE, paper_bgcolor="rgba(0, 0, 0, 0)", ) imagefile = helpers.save_image("opt-calls.png", figc) uploaded_image = gst_imgur.upload_image(imagefile, title="something") image_link = uploaded_image.link embeds_img.append( f"{image_link}", ) titles.append(f"{pfix}Calls{sfix}") embeds.append( disnake.Embed( title=f"{pfix}Calls{sfix}", colour=cfg.COLOR, ), ) i2 += 1 i += 20 end += 20 os.remove(imagefile) # Add Calls page field i, page, puts_page = 2, 0, 3 i3 = i2 + 2 choices.append( disnake.SelectOption(label="Calls Page 1", value="2", emoji="🟢"), ) for i in range(2, i3): page += 1 puts_page += 1 embeds[i].add_field(name=f"Calls Page {page}", value="_ _", inline=True) # Puts Pages i, end = 0, 20 df_puts = [] dindex = len(puts_df.index) while i <= dindex: df_puts = puts_df.iloc[i:end] df_puts.append(df_puts) figp = df2img.plot_dataframe( df_puts, fig_size=(1000, (40 + (40 * 20))), col_width=[3, 3, 3, 3], tbl_cells=cfg.PLT_TBL_CELLS, font=cfg.PLT_TBL_FONT, template=cfg.PLT_TBL_STYLE_TEMPLATE, paper_bgcolor="rgba(0, 0, 0, 0)", ) imagefile = helpers.save_image("opt-puts.png", figp) uploaded_image = gst_imgur.upload_image(imagefile, title="something") image_link = uploaded_image.link embeds_img.append( f"{image_link}", ) titles.append(f"{pfix}Puts{sfix}") embeds.append( disnake.Embed( title=f"{pfix}Puts{sfix}", colour=cfg.COLOR, ), ) i2 += 1 i += 20 end += 20 os.remove(imagefile) # Add Puts page field i, page = 0, 0 puts_page -= 1 i2 += 2 choices.append( disnake.SelectOption(label="Puts Page 1", value=f"{puts_page}", emoji="🟢"), ) for i in range(puts_page, i2): page += 1 embeds[i].add_field(name=f"Puts Page {page}", value="_ _", inline=True) # Author/Footer for i in range(0, i2): embeds[i].set_author( name=cfg.AUTHOR_NAME, url=cfg.AUTHOR_URL, icon_url=cfg.AUTHOR_ICON_URL, ) embeds[i].set_footer( text=cfg.AUTHOR_NAME, icon_url=cfg.AUTHOR_ICON_URL, ) # Set images to Pages i = 0 img_i = 0 embeds[1].set_image(url=image_link_oi) for i in range(2, i2): embeds[i].set_image(url=embeds_img[img_i]) img_i += 1 i += 1 if url: embeds[0].set_thumbnail(url=f"{url}") else: embeds[0].set_thumbnail(url=cfg.AUTHOR_ICON_URL) # Overview Section embeds[0].add_field(name=f"{df.iloc[0, 0]}", value=iv, inline=False) embeds[0].add_field( name=f"•{df.iloc[1, 0]}", value=f"```css\n{df.iloc[1, 1]}\n```", inline=True ) for N in range(2, 6): embeds[0].add_field( name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}", value=f"```css\n{df.iloc[N, 1]}\n```", inline=True, ) embeds[0].add_field(name="_ _", value="_ _", inline=False) for N in range(6, 8): embeds[0].add_field( name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}", value=f"```css\n{df.iloc[N, 1]}\n```", inline=True, ) embeds[0].add_field(name="_ _", value="_ _", inline=False) for N in range(8, 10): embeds[0].add_field( name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}", value=f"```css\n{df.iloc[N, 1]}\n```", inline=True, ) embeds[0].add_field(name="_ _", value="_ _", inline=False) for N in range(10, 12): embeds[0].add_field( name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}", value=f"```css\n{df.iloc[N, 1]}\n```", inline=True, ) embeds[0].set_footer(text=f"Page 1 of {len(embeds)}") os.remove(imagefile) return { "view": Menu, "titles": titles, "embed": embeds, "choices": choices, "embeds_img": embeds_img, }