mirror of
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* Yeet tokenterminal
* Yeet crypto/onchain/hr and gwei
* yeet luna
* yeet coinglass
* yeet dps/ctb
* yeet reddit
* yeet covid
* actually not yeeting
hide yfinance future warning
* yeet options/hedge
* not yeeting. i18n words
* something happened on accident
* still fixing
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* still not sure whats going on
* Edit workflow to not look at deleted files + change bootup message
* Dont pin the workflow to my branch always lol
* Remove askobb
1431 lines
50 KiB
Python
1431 lines
50 KiB
Python
""" Options Controller Module """
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__docformat__ = "numpy"
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import argparse
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import logging
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from datetime import datetime, timedelta
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from typing import List, Optional
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import pandas as pd
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from openbb_terminal.core.session.current_user import get_current_user
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from openbb_terminal.custom_prompt_toolkit import NestedCompleter
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from openbb_terminal.decorators import log_start_end
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from openbb_terminal.helper_funcs import (
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EXPORT_BOTH_RAW_DATA_AND_FIGURES,
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EXPORT_ONLY_FIGURES_ALLOWED,
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EXPORT_ONLY_RAW_DATA_ALLOWED,
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parse_and_split_input,
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valid_date,
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)
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from openbb_terminal.menu import session
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from openbb_terminal.parent_classes import BaseController
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from openbb_terminal.rich_config import MenuText, console, get_ordered_list_sources
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from openbb_terminal.stocks.options import (
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alphaquery_view,
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barchart_view,
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calculator_view,
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chartexchange_view,
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fdscanner_view,
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intrinio_model,
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intrinio_view,
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nasdaq_model,
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tradier_model,
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tradier_view,
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yfinance_model,
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yfinance_view,
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)
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from openbb_terminal.stocks.options.options_view import (
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display_chains,
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display_expiry_dates,
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plot_oi,
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plot_voi,
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plot_vol,
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)
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# pylint: disable=R1710,C0302,R0916,R0902
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# TODO: HELP WANTED! This controller requires some MVC style refactoring
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# - At the moment there's too much logic in the controller to implement an
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# API wrapper. Please refactor functions like 'call_exp'
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# TODO: Additional refactoring -- load should bring in a df from the sdk_helpers functions and we can get expirations
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# from there. Additionally each view function should be made a function that takes the df and plots it instead of
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# getting the new chain
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logger = logging.getLogger(__name__)
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class OptionsController(BaseController):
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"""Options Controller class"""
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CHOICES_COMMANDS = [
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"calc",
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"info",
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"pcr",
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"load",
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"exp",
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"vol",
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"voi",
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"oi",
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"hist",
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"chains",
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"grhist",
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"unu",
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"plot",
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"vsurf",
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"greeks",
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"eodchain",
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]
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CHOICES_MENUS = [
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"pricing",
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]
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grhist_greeks_choices = [
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"iv",
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"gamma",
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"theta",
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"vega",
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"delta",
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"rho",
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"premium",
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]
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unu_sortby_choices = [
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"Strike",
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"Vol/OI",
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"Vol",
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"OI",
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"Bid",
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"Ask",
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"Exp",
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"Ticker",
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]
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pcr_length_choices = ["10", "20", "30", "60", "90", "120", "150", "180"]
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plot_vars_choices = ["ltd", "s", "lp", "b", "a", "c", "pc", "v", "oi", "iv"]
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plot_custom_choices = ["smile"]
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PATH = "/stocks/options/"
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CHOICES_GENERATION = True
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def __init__(
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self,
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ticker: str,
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queue: Optional[List[str]] = None,
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expiration: Optional[str] = None,
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):
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"""Constructor"""
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super().__init__(queue)
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self.ticker = ticker
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self.prices = pd.DataFrame(columns=["Price", "Chance"])
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self.selected_date = expiration or ""
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self.chain: pd.DataFrame = pd.DataFrame()
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self.full_chain: pd.DataFrame = pd.DataFrame()
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self.expiry_dates: List[str] = []
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self.current_price = 0.0
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self.is_eod = False
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# Keeps track of initial source of load so we can use correct commands later
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self.source = get_ordered_list_sources(f"{self.PATH}load")[0]
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if ticker:
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self.set_option_chain()
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self.set_current_price()
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self.set_expiry_dates()
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self.selected_date = ""
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if not self.expiry_dates and not self.chain.empty:
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console.print(
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f"""[red]Issue loading options for "{self.ticker}" from source "{self.source}".[/red]"""
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)
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console.print("Defaulting to YahooFinance now.")
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self.expiry_dates = nasdaq_model.option_expirations(self.ticker)
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else:
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self.expiry_dates = []
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if session and get_current_user().preferences.USE_PROMPT_TOOLKIT:
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choices: dict = self.choices_default
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# This menu contains dynamic choices that may change during runtime
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self.choices = choices
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self.completer = NestedCompleter.from_nested_dict(choices)
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self.update_runtime_choices()
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def parse_input(self, an_input: str) -> List:
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"""Parse controller input
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Overrides the parent class function to handle github org/repo path convention.
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See `BaseController.parse_input()` for details.
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"""
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# Filtering out sorting parameters with forward slashes like P/E
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sort_filter = r"((\ -s |\ --sortby ).*?(Vol\/OI)*)"
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custom_filters = [sort_filter]
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return parse_and_split_input(an_input=an_input, custom_filters=custom_filters)
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def set_option_chain(self):
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df = pd.DataFrame()
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if self.source == "Tradier":
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df = tradier_model.get_full_option_chain(self.ticker)
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elif self.source == "Nasdaq":
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df = nasdaq_model.get_full_option_chain(self.ticker)
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elif self.source == "Intrinio":
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df = intrinio_model.get_full_option_chain(self.ticker)
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else:
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self.source = "YahooFinance"
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df = yfinance_model.get_full_option_chain(self.ticker)
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if (isinstance(df, pd.DataFrame) and df.empty) or (
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not isinstance(df, pd.DataFrame) and not df
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):
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console.print("[red]Error loading option chain.[/red]")
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return
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self.full_chain = df.copy(deep=True)
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self.chain = self.full_chain.copy(deep=True)
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console.print(f"Loaded option chain from {self.source}\n")
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def set_current_price(self):
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if not self.chain.empty:
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if self.source == "Tradier":
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last_price = tradier_model.get_last_price(self.ticker)
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self.current_price = last_price or 0.0
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elif self.source == "Nasdaq":
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self.current_price = nasdaq_model.get_underlying_price(self.ticker)[
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"price"
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]
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elif self.source == "Intrinio":
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self.current_price = intrinio_model.get_last_price(self.ticker)
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else:
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self.current_price = yfinance_model.get_last_price(self.ticker)
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def set_expiry_dates(self):
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if self.full_chain.empty:
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self.expiry_dates = []
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console.print("[red]The ticker provided could not be found[/red]\n")
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else:
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self.expiry_dates = self.full_chain.expiration.unique().tolist() or []
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def update_runtime_choices(self):
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"""Update runtime choices"""
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if session and get_current_user().preferences.USE_PROMPT_TOOLKIT:
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if not self.chain.empty:
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strike = set(self.chain["strike"])
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self.choices["hist"]["--strike"] = {str(c): {} for c in strike}
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self.choices["grhist"]["-s"] = "--strike"
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self.choices["grhist"]["--strike"] = {str(c): {} for c in strike}
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self.choices["grhist"]["-s"] = "--strike"
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self.choices["chains"]["--display"] = {
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str(c): {} for c in self.chain.columns
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}
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self.choices["chains"]["-d"] = "--display"
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if self.expiry_dates:
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self.choices["vol"]["--expiration"] = {
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str(c): {} for c in self.expiry_dates
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}
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self.choices["vol"]["-e"] = "--expiration"
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self.choices["voi"]["--expiration"] = {
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str(c): {} for c in self.expiry_dates
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}
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self.choices["voi"]["-e"] = "--expiration"
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self.choices["oi"]["--expiration"] = {
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str(c): {} for c in self.expiry_dates
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}
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self.choices["oi"]["-e"] = "--expiration"
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self.choices["chains"]["--expiration"] = {
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str(c): {} for c in self.expiry_dates
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}
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self.choices["chains"]["-e"] = "--expiration"
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self.completer = NestedCompleter.from_nested_dict(self.choices)
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def print_help(self):
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"""Print help."""
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mt = MenuText("stocks/options/")
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mt.add_cmd("unu")
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mt.add_cmd("calc")
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mt.add_raw("\n")
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mt.add_cmd("load")
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mt.add_cmd("exp", self.ticker)
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mt.add_raw("\n")
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mt.add_param("_ticker", self.ticker or "")
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mt.add_param("_expiry", self.selected_date or "")
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mt.add_raw("\n")
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mt.add_cmd("pcr", self.ticker and self.selected_date)
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mt.add_cmd("info", self.ticker and self.selected_date)
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mt.add_cmd("chains", self.ticker and self.selected_date)
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mt.add_cmd("oi", self.ticker and self.selected_date)
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mt.add_cmd("vol", self.ticker and self.selected_date)
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mt.add_cmd("voi", self.ticker and self.selected_date)
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mt.add_cmd("hist", self.ticker and self.selected_date)
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mt.add_cmd("vsurf", self.ticker and self.selected_date)
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mt.add_cmd("grhist", self.ticker and self.selected_date)
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mt.add_cmd("plot", self.ticker and self.selected_date)
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mt.add_cmd("greeks", self.ticker and self.selected_date)
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mt.add_cmd("eodchain", self.ticker and self.selected_date)
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mt.add_raw("\n")
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console.print(text=mt.menu_text, menu="Stocks - Options")
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def custom_reset(self):
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"""Class specific component of reset command"""
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if self.ticker:
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if self.selected_date:
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return [
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"stocks",
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f"load {self.ticker}",
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"options",
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f"exp -d {self.selected_date}",
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]
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return ["stocks", f"load {self.ticker}", "options"]
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return []
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@log_start_end(log=logger)
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def call_calc(self, other_args: List[str]):
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"""Process calc command"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="calc",
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description="Calculate profit or loss for given option settings.",
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)
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parser.add_argument(
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"--put",
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action="store_true",
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default=False,
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dest="put",
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help="Flag to calculate put option",
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)
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parser.add_argument(
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"--sell",
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action="store_true",
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default=False,
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dest="sell",
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help="Flag to get profit chart of selling contract",
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)
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parser.add_argument(
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"-s",
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"--strike",
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type=float,
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dest="strike",
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help="Option strike price",
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default=10,
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)
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parser.add_argument(
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"-p",
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"--premium",
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type=float,
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dest="premium",
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help="Premium price",
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default=1,
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)
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parser.add_argument(
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"-m",
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"--min",
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type=float,
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dest="min",
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help="Min price to look at",
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default=-1,
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required="-M" in other_args,
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)
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parser.add_argument(
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"-M",
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"--max",
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type=float,
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dest="max",
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help="Max price to look at",
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default=-1,
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required="-m" in other_args,
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)
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if ns_parser := self.parse_known_args_and_warn(parser, other_args):
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pars = (
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{"x_min": ns_parser.min, "x_max": ns_parser.max}
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if ns_parser.min > 0 and ns_parser.max > 0
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else {}
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)
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calculator_view.view_calculator(
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strike=ns_parser.strike,
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premium=ns_parser.premium,
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put=ns_parser.put,
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sell=ns_parser.sell,
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**pars,
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)
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@log_start_end(log=logger)
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def call_unu(self, other_args: List[str]):
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"""Process unu command"""
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parser = argparse.ArgumentParser(
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prog="unu",
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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description="This command gets unusual options from fdscanner.com",
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)
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parser.add_argument(
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"-l",
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"--limit",
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dest="limit",
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type=int,
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default=20,
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help="Limit of options to show. Each scraped page gives 20 results.",
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)
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parser.add_argument(
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"-s",
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"--sortby",
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dest="sortby",
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nargs="+",
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default="Vol/OI",
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choices=self.unu_sortby_choices,
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help="Column to sort by. Vol/OI is the default and typical variable to be considered unusual.",
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)
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parser.add_argument(
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"-r",
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"--reverse",
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action="store_true",
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dest="reverse",
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default=False,
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help=(
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"Data is sorted in descending order by default. "
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"Reverse flag will sort it in an ascending way. "
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"Only works when raw data is displayed."
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),
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)
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parser.add_argument(
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"-p",
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"--puts_only",
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dest="puts_only",
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help="Flag to show puts only",
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default=False,
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action="store_true",
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)
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parser.add_argument(
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"-c",
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"--calls_only",
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dest="calls_only",
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help="Flag to show calls only",
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default=False,
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action="store_true",
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)
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if other_args and "-" not in other_args[0][0]:
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other_args.insert(0, "-l")
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if ns_parser := self.parse_known_args_and_warn(
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parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
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):
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if ns_parser.calls_only and ns_parser.puts_only:
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console.print(
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"Cannot return puts only and calls only. Either use one or neither."
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)
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else:
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fdscanner_view.display_options(
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limit=ns_parser.limit,
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sortby=ns_parser.sortby,
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export=ns_parser.export,
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sheet_name=(
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" ".join(ns_parser.sheet_name) if ns_parser.sheet_name else None
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),
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ascend=ns_parser.reverse,
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calls_only=ns_parser.calls_only,
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puts_only=ns_parser.puts_only,
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)
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@log_start_end(log=logger)
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def call_pcr(self, other_args: List[str]):
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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|
prog="pcr",
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|
description="Display put to call ratio for ticker [AlphaQuery.com]",
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)
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parser.add_argument(
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"-l",
|
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"--length",
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help="Window length to get",
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dest="length",
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choices=self.pcr_length_choices,
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default=30,
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)
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|
parser.add_argument(
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"-s",
|
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"--start",
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help="Start date for plot",
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|
type=valid_date,
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|
default=datetime.now() - timedelta(days=366),
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|
dest="start",
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)
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if other_args and "-" not in other_args[0][0]:
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other_args.insert(0, "-l")
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if ns_parser := self.parse_known_args_and_warn(
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parser, other_args, export_allowed=EXPORT_BOTH_RAW_DATA_AND_FIGURES
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):
|
|
if self.ticker:
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|
alphaquery_view.display_put_call_ratio(
|
|
symbol=self.ticker,
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|
window=ns_parser.length,
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|
start_date=ns_parser.start.strftime("%Y-%m-%d"),
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export=ns_parser.export,
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sheet_name=(
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" ".join(ns_parser.sheet_name) if ns_parser.sheet_name else None
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),
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)
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|
else:
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|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_info(self, other_args: List[str]):
|
|
"""Process info command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="info",
|
|
description="Display option data [Source: Barchart.com]",
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)
|
|
if ns_parser := self.parse_known_args_and_warn(
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parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
|
|
):
|
|
if self.ticker:
|
|
barchart_view.print_options_data(
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|
symbol=self.ticker,
|
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export=ns_parser.export,
|
|
sheet_name=(
|
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" ".join(ns_parser.sheet_name) if ns_parser.sheet_name else None
|
|
),
|
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)
|
|
else:
|
|
console.print("No ticker loaded.\n")
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|
|
@log_start_end(log=logger)
|
|
def call_grhist(self, other_args: List[str]):
|
|
"""Process grhist command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="grhist",
|
|
description="Plot historical option greeks.",
|
|
)
|
|
parser.add_argument(
|
|
"-s",
|
|
"--strike",
|
|
dest="strike",
|
|
type=float,
|
|
help="Strike price to look at",
|
|
)
|
|
parser.add_argument(
|
|
"-e",
|
|
"--expiration",
|
|
dest="expiration",
|
|
type=str,
|
|
default=self.selected_date,
|
|
help="The expiration date of the option. Format: YYYY-MM-DD",
|
|
)
|
|
parser.add_argument(
|
|
"-p",
|
|
"--put",
|
|
dest="put",
|
|
action="store_true",
|
|
default=False,
|
|
help="Flag for showing put option",
|
|
)
|
|
parser.add_argument(
|
|
"-g",
|
|
"--greek",
|
|
dest="greek",
|
|
type=str,
|
|
choices=self.grhist_greeks_choices,
|
|
default="delta",
|
|
help="Greek column to select",
|
|
)
|
|
parser.add_argument(
|
|
"-c",
|
|
"--chain",
|
|
dest="chain_id",
|
|
default="",
|
|
type=str,
|
|
required="--strike" not in other_args and "-h" not in other_args,
|
|
help="OCC option symbol",
|
|
)
|
|
parser.add_argument(
|
|
"-r",
|
|
"--raw",
|
|
dest="raw",
|
|
action="store_true",
|
|
default=False,
|
|
help="Display raw data",
|
|
)
|
|
parser.add_argument(
|
|
"-l",
|
|
"--limit",
|
|
dest="limit",
|
|
default=20,
|
|
type=int,
|
|
help="Limit of raw data rows to display",
|
|
)
|
|
if other_args and "-" not in other_args[0][0]:
|
|
other_args.insert(0, "-s")
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
|
|
):
|
|
if self.ticker or ns_parser.chain_id in other_args:
|
|
if (
|
|
self.selected_date
|
|
or ns_parser.expiration in other_args
|
|
or ns_parser.chain_id
|
|
):
|
|
if (
|
|
not self.chain.empty
|
|
and (
|
|
(
|
|
ns_parser.put
|
|
and ns_parser.strike
|
|
in [float(strike) for strike in self.chain["strike"]]
|
|
)
|
|
or (
|
|
not ns_parser.put
|
|
and ns_parser.strike
|
|
in [float(strike) for strike in self.chain["strike"]]
|
|
)
|
|
)
|
|
or ns_parser.chain_id in other_args
|
|
):
|
|
intrinio_view.view_historical_greeks(
|
|
symbol=self.ticker,
|
|
expiry=(
|
|
ns_parser.expiration
|
|
if ns_parser.expiration
|
|
else self.selected_date
|
|
),
|
|
strike=ns_parser.strike,
|
|
greek=ns_parser.greek,
|
|
chain_id=ns_parser.chain_id,
|
|
put=ns_parser.put,
|
|
raw=ns_parser.raw,
|
|
limit=ns_parser.limit,
|
|
export=ns_parser.export,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name)
|
|
if ns_parser.sheet_name
|
|
else None
|
|
),
|
|
)
|
|
else:
|
|
console.print("No correct strike input")
|
|
else:
|
|
console.print("No expiry loaded. First use `exp <expiry date>`")
|
|
else:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_load(self, other_args: List[str]):
|
|
"""Process load command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="load",
|
|
description="Load a ticker into option menu",
|
|
)
|
|
parser.add_argument(
|
|
"-t",
|
|
"--ticker",
|
|
action="store",
|
|
dest="ticker",
|
|
required="-h" not in other_args and "--help" not in other_args,
|
|
help="Stock ticker",
|
|
)
|
|
if other_args and "-" not in other_args[0][0]:
|
|
other_args.insert(0, "-t")
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser,
|
|
other_args,
|
|
):
|
|
self.ticker = ns_parser.ticker.upper()
|
|
self.source = ns_parser.source
|
|
self.is_eod = False
|
|
|
|
self.set_option_chain()
|
|
self.set_current_price()
|
|
self.set_expiry_dates()
|
|
self.selected_date = ""
|
|
|
|
if not self.expiry_dates and not self.chain.empty:
|
|
console.print(
|
|
f"""[red]No expiration dates found for ticker "{self.ticker}" and source "{ns_parser.source}"."""
|
|
)
|
|
console.print("Please try loading from a different source.")
|
|
console.print("Loading from YahooFinance now.")
|
|
self.expiry_dates = nasdaq_model.option_expirations(self.ticker)
|
|
|
|
self.update_runtime_choices()
|
|
|
|
@log_start_end(log=logger)
|
|
def call_exp(self, other_args: List[str]):
|
|
"""Process exp command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="exp",
|
|
description="See and set expiration date",
|
|
)
|
|
parser.add_argument(
|
|
"-i",
|
|
"--index",
|
|
dest="index",
|
|
action="store",
|
|
type=int,
|
|
default=-1,
|
|
choices=range(len(self.expiry_dates)),
|
|
help="Select index for expiry date.",
|
|
)
|
|
parser.add_argument(
|
|
"-d",
|
|
"--date",
|
|
dest="date",
|
|
type=str,
|
|
choices=self.expiry_dates + [""],
|
|
help="Select date (YYYY-MM-DD)",
|
|
default="",
|
|
)
|
|
|
|
if other_args and "-" not in other_args[0][0]:
|
|
first_int = int(other_args[0].split("-")[0])
|
|
if first_int > 2000:
|
|
other_args.insert(0, "-d")
|
|
else:
|
|
other_args.insert(0, "-i")
|
|
|
|
if ns_parser := self.parse_known_args_and_warn(parser, other_args):
|
|
if self.ticker:
|
|
# Print possible expiry dates
|
|
if ns_parser.index == -1 and not ns_parser.date:
|
|
display_expiry_dates(self.expiry_dates)
|
|
# Set expiry date with date argument
|
|
elif ns_parser.date:
|
|
if ns_parser.date in self.expiry_dates:
|
|
console.print(f"Expiration set to {ns_parser.date}")
|
|
self.selected_date = ns_parser.date
|
|
else:
|
|
console.print("Expiration not an option")
|
|
# Set expiry date with index argument
|
|
else:
|
|
expiry_date = self.expiry_dates[ns_parser.index]
|
|
console.print(f"Expiration set to {expiry_date}")
|
|
self.selected_date = expiry_date
|
|
|
|
if self.selected_date:
|
|
self.chain = self.full_chain[
|
|
self.full_chain["expiration"] == self.selected_date
|
|
]
|
|
self.update_runtime_choices()
|
|
|
|
else:
|
|
console.print("Please load a ticker using `load <ticker>`.")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_hist(self, other_args: List[str]):
|
|
"""Process hist command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="hist",
|
|
description="Gets historical quotes for given option chain",
|
|
)
|
|
parser.add_argument(
|
|
"-s",
|
|
"--strike",
|
|
dest="strike",
|
|
type=float,
|
|
required="--chain" not in other_args
|
|
and "-c" not in other_args
|
|
and "-h" not in other_args,
|
|
help="Strike price to look at",
|
|
)
|
|
parser.add_argument(
|
|
"-p",
|
|
"--put",
|
|
dest="put",
|
|
action="store_true",
|
|
default=False,
|
|
help="Flag for showing put option",
|
|
)
|
|
parser.add_argument(
|
|
"-c",
|
|
"--chain",
|
|
dest="chain_id",
|
|
type=str,
|
|
help="Option symbol",
|
|
default=None,
|
|
)
|
|
if other_args and "-" not in other_args[0][0]:
|
|
other_args.insert(0, "-s")
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser,
|
|
other_args,
|
|
EXPORT_BOTH_RAW_DATA_AND_FIGURES,
|
|
raw=True,
|
|
limit=10,
|
|
):
|
|
if not self.ticker and ns_parser.chain_id is None:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
return
|
|
if not self.selected_date and ns_parser.chain_id is None:
|
|
console.print("No expiry loaded. First use `exp <expiry date>`")
|
|
return
|
|
if (
|
|
not self.chain.empty
|
|
and (
|
|
(
|
|
ns_parser.put
|
|
and ns_parser.strike
|
|
not in [float(strike) for strike in self.chain["strike"]]
|
|
)
|
|
or (
|
|
not ns_parser.put
|
|
and ns_parser.strike
|
|
not in [float(strike) for strike in self.chain["strike"]]
|
|
)
|
|
)
|
|
and ns_parser.chain_id is None
|
|
):
|
|
console.print("No correct strike input")
|
|
return
|
|
if ns_parser.source == "ChartExchange":
|
|
chartexchange_view.display_raw(
|
|
symbol=self.ticker,
|
|
expiry=self.selected_date,
|
|
call=not ns_parser.put,
|
|
price=ns_parser.strike,
|
|
limit=ns_parser.limit,
|
|
raw=ns_parser.raw,
|
|
export=ns_parser.export,
|
|
chain_id=ns_parser.chain_id,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name) if ns_parser.sheet_name else None
|
|
),
|
|
)
|
|
if ns_parser.source == "Intrinio":
|
|
intrinio_view.display_historical(
|
|
symbol=self.ticker,
|
|
expiry=self.selected_date,
|
|
strike=ns_parser.strike,
|
|
put=ns_parser.put,
|
|
raw=ns_parser.raw,
|
|
chain_id=ns_parser.chain_id,
|
|
export=ns_parser.export,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name) if ns_parser.sheet_name else None
|
|
),
|
|
)
|
|
|
|
if ns_parser.source == "Tradier": # nosec
|
|
tradier_view.display_historical(
|
|
symbol=self.ticker,
|
|
expiry=self.selected_date,
|
|
strike=ns_parser.strike,
|
|
put=ns_parser.put,
|
|
raw=ns_parser.raw,
|
|
chain_id=ns_parser.chain_id,
|
|
export=ns_parser.export,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name) if ns_parser.sheet_name else None
|
|
),
|
|
)
|
|
|
|
@log_start_end(log=logger)
|
|
def call_chains(self, other_args: List[str]):
|
|
"""Process chains command"""
|
|
parser = argparse.ArgumentParser(
|
|
prog="chains",
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
description="Display option chains",
|
|
)
|
|
parser.add_argument(
|
|
"-c",
|
|
"--calls",
|
|
action="store_true",
|
|
default=False,
|
|
dest="calls",
|
|
help="Flag to show calls only",
|
|
)
|
|
parser.add_argument(
|
|
"-p",
|
|
"--puts",
|
|
action="store_true",
|
|
default=False,
|
|
dest="puts",
|
|
help="Flag to show puts only",
|
|
)
|
|
parser.add_argument(
|
|
"-m",
|
|
"--min",
|
|
dest="min_sp",
|
|
type=float,
|
|
default=-1,
|
|
help="minimum strike price to consider.",
|
|
)
|
|
parser.add_argument(
|
|
"-M",
|
|
"--max",
|
|
dest="max_sp",
|
|
type=float,
|
|
default=-1,
|
|
help="maximum strike price to consider.",
|
|
)
|
|
parser.add_argument(
|
|
"-d",
|
|
"--display",
|
|
dest="to_display",
|
|
default=[] if self.chain.empty else ",".join(list(self.chain)),
|
|
type=str,
|
|
help="Columns to display",
|
|
)
|
|
parser.add_argument(
|
|
"-e",
|
|
"--expiration",
|
|
dest="exp",
|
|
type=str,
|
|
choices=self.expiry_dates + [""],
|
|
help="Select expiration date (YYYY-MM-DD)",
|
|
default="",
|
|
)
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
|
|
):
|
|
if self.ticker:
|
|
if ns_parser.exp:
|
|
if ns_parser.exp in self.expiry_dates:
|
|
self.selected_date = ns_parser.exp
|
|
self.chain = self.full_chain[
|
|
self.full_chain["expiration"] == self.selected_date
|
|
]
|
|
self.update_runtime_choices()
|
|
console.print(f"Expiration set to {ns_parser.exp}")
|
|
else:
|
|
self.selected_date = self.expiry_dates[0]
|
|
console.print(
|
|
f"Expiration not an option. Expiration set to {self.selected_date}"
|
|
)
|
|
if self.selected_date:
|
|
df_chain = self.chain.copy()
|
|
needed = ["symbol", "code", "optionType", "expiration", "strike"]
|
|
needed = [col for col in needed if col in df_chain.columns]
|
|
if ns_parser.to_display:
|
|
to_display = ns_parser.to_display.split(",")
|
|
if self.is_eod:
|
|
for col in ["contractSymbol", "lastPrice", "bid", "ask"]:
|
|
to_display.remove(col)
|
|
display = [col for col in to_display if col not in needed]
|
|
df_chain = df_chain[needed + display]
|
|
|
|
display_chains(
|
|
chain=df_chain,
|
|
expire=self.selected_date,
|
|
calls_only=ns_parser.calls,
|
|
puts_only=ns_parser.puts,
|
|
min_sp=ns_parser.min_sp,
|
|
max_sp=ns_parser.max_sp,
|
|
current_price=self.current_price,
|
|
export=ns_parser.export,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name)
|
|
if ns_parser.sheet_name
|
|
else None
|
|
),
|
|
)
|
|
else:
|
|
console.print(
|
|
"No expiry loaded. First use `exp {expiry date}` or specify an expiration with the `-e` flag"
|
|
)
|
|
else:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_vol(self, other_args: List[str]):
|
|
"""Process vol command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="vol",
|
|
description="Plot volume. Volume refers to the number of contracts traded today.",
|
|
)
|
|
parser.add_argument(
|
|
"-m",
|
|
"--min",
|
|
default=-1,
|
|
type=float,
|
|
help="Min strike to plot",
|
|
dest="min",
|
|
)
|
|
parser.add_argument(
|
|
"-M",
|
|
"--max",
|
|
default=-1,
|
|
type=float,
|
|
help="Max strike to plot",
|
|
dest="max",
|
|
)
|
|
parser.add_argument(
|
|
"-c",
|
|
"--calls",
|
|
action="store_true",
|
|
default=False,
|
|
dest="calls",
|
|
help="Flag to plot call options only",
|
|
)
|
|
parser.add_argument(
|
|
"-p",
|
|
"--puts",
|
|
action="store_true",
|
|
default=False,
|
|
dest="puts",
|
|
help="Flag to plot put options only",
|
|
)
|
|
parser.add_argument(
|
|
"-e",
|
|
"--expiration",
|
|
dest="exp",
|
|
type=str,
|
|
choices=self.expiry_dates + [""],
|
|
help="Select expiration date (YYYY-MM-DD)",
|
|
default="",
|
|
)
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser,
|
|
other_args,
|
|
export_allowed=EXPORT_BOTH_RAW_DATA_AND_FIGURES,
|
|
raw=True,
|
|
):
|
|
if self.ticker:
|
|
if ns_parser.exp:
|
|
if ns_parser.exp in self.expiry_dates:
|
|
self.selected_date = ns_parser.exp
|
|
self.chain = self.full_chain[
|
|
self.full_chain["expiration"] == self.selected_date
|
|
]
|
|
self.update_runtime_choices()
|
|
console.print(f"Expiration set to {ns_parser.exp}")
|
|
else:
|
|
self.selected_date = self.expiry_dates[0]
|
|
console.print(
|
|
f"Expiration not an option. Expiration set to {self.selected_date}"
|
|
)
|
|
if self.selected_date:
|
|
plot_vol(
|
|
chain=self.chain,
|
|
current_price=self.current_price,
|
|
symbol=self.ticker,
|
|
expiry=self.selected_date,
|
|
min_sp=ns_parser.min,
|
|
max_sp=ns_parser.max,
|
|
calls_only=ns_parser.calls,
|
|
puts_only=ns_parser.puts,
|
|
export=ns_parser.export,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name)
|
|
if ns_parser.sheet_name
|
|
else None
|
|
),
|
|
raw=ns_parser.raw,
|
|
)
|
|
else:
|
|
console.print(
|
|
"No expiry loaded. First use `exp {expiry date}` or specify an expiration with the `-e` flag"
|
|
)
|
|
else:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_voi(self, other_args: List[str]):
|
|
"""Process voi command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="voi",
|
|
description="""Plots Volume + Open Interest of calls vs puts.""",
|
|
)
|
|
parser.add_argument(
|
|
"-v",
|
|
"--minv",
|
|
dest="min_vol",
|
|
type=float,
|
|
default=-1,
|
|
help="minimum volume (considering open interest) threshold of the plot.",
|
|
)
|
|
parser.add_argument(
|
|
"-m",
|
|
"--min",
|
|
dest="min_sp",
|
|
type=float,
|
|
default=-1,
|
|
help="minimum strike price to consider in the plot.",
|
|
)
|
|
parser.add_argument(
|
|
"-M",
|
|
"--max",
|
|
dest="max_sp",
|
|
type=float,
|
|
default=-1,
|
|
help="maximum strike price to consider in the plot.",
|
|
)
|
|
parser.add_argument(
|
|
"-e",
|
|
"--expiration",
|
|
dest="exp",
|
|
type=str,
|
|
choices=self.expiry_dates + [""],
|
|
help="Select expiration date (YYYY-MM-DD)",
|
|
default="",
|
|
)
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES, raw=True
|
|
):
|
|
if self.ticker:
|
|
if ns_parser.exp:
|
|
if ns_parser.exp in self.expiry_dates:
|
|
self.selected_date = ns_parser.exp
|
|
self.chain = self.full_chain[
|
|
self.full_chain["expiration"] == self.selected_date
|
|
]
|
|
self.update_runtime_choices()
|
|
console.print(f"Expiration set to {ns_parser.exp}")
|
|
else:
|
|
self.selected_date = self.expiry_dates[0]
|
|
console.print(
|
|
f"Expiration not an option. Expiration set to {self.selected_date}"
|
|
)
|
|
if self.selected_date:
|
|
plot_voi(
|
|
chain=self.chain,
|
|
current_price=self.current_price,
|
|
symbol=self.ticker,
|
|
expiry=self.selected_date,
|
|
min_sp=ns_parser.min_sp,
|
|
max_sp=ns_parser.max_sp,
|
|
raw=ns_parser.raw,
|
|
export=ns_parser.export,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name)
|
|
if ns_parser.sheet_name
|
|
else None
|
|
),
|
|
)
|
|
else:
|
|
console.print(
|
|
"No expiry loaded. First use `exp {expiry date}` or specify an expiration with the `-e` flag"
|
|
)
|
|
else:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_oi(self, other_args: List[str]):
|
|
"""Process oi command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="oi",
|
|
description="""Plot open interest. Open interest represents the number of
|
|
contracts that exist.""",
|
|
)
|
|
parser.add_argument(
|
|
"-m",
|
|
"--min",
|
|
default=-1,
|
|
type=float,
|
|
help="Min strike to plot",
|
|
dest="min",
|
|
)
|
|
parser.add_argument(
|
|
"-M",
|
|
"--max",
|
|
default=-1,
|
|
type=float,
|
|
help="Max strike to plot",
|
|
dest="max",
|
|
)
|
|
parser.add_argument(
|
|
"-c",
|
|
"--calls",
|
|
action="store_true",
|
|
default=False,
|
|
dest="calls",
|
|
help="Flag to plot call options only",
|
|
)
|
|
parser.add_argument(
|
|
"-p",
|
|
"--puts",
|
|
action="store_true",
|
|
default=False,
|
|
dest="puts",
|
|
help="Flag to plot put options only",
|
|
)
|
|
parser.add_argument(
|
|
"-e",
|
|
"--expiration",
|
|
dest="exp",
|
|
type=str,
|
|
choices=self.expiry_dates + [""],
|
|
help="Select expiration date (YYYY-MM-DD)",
|
|
default="",
|
|
)
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser,
|
|
other_args,
|
|
raw=True,
|
|
export_allowed=EXPORT_BOTH_RAW_DATA_AND_FIGURES,
|
|
):
|
|
if self.ticker:
|
|
if ns_parser.exp:
|
|
if ns_parser.exp in self.expiry_dates:
|
|
self.selected_date = ns_parser.exp
|
|
self.chain = self.full_chain[
|
|
self.full_chain["expiration"] == self.selected_date
|
|
]
|
|
self.update_runtime_choices()
|
|
console.print(f"Expiration set to {ns_parser.exp}")
|
|
else:
|
|
self.selected_date = self.expiry_dates[0]
|
|
console.print(
|
|
f"Expiration not an option. Expiration set to {self.selected_date}"
|
|
)
|
|
if self.selected_date:
|
|
plot_oi(
|
|
chain=self.chain,
|
|
current_price=self.current_price,
|
|
symbol=self.ticker,
|
|
expiry=self.selected_date,
|
|
min_sp=ns_parser.min,
|
|
max_sp=ns_parser.max,
|
|
calls_only=ns_parser.calls,
|
|
puts_only=ns_parser.puts,
|
|
export=ns_parser.export,
|
|
sheet_name=(
|
|
" ".join(ns_parser.sheet_name)
|
|
if ns_parser.sheet_name
|
|
else None
|
|
),
|
|
raw=ns_parser.raw,
|
|
)
|
|
else:
|
|
console.print(
|
|
"No expiry loaded. First use `exp {expiry date}` or specify an expiration with the `-e` flag"
|
|
)
|
|
else:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_plot(self, other_args: List[str]):
|
|
"""Process plot command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="plot",
|
|
description="Shows a plot for the given x and y variables",
|
|
)
|
|
parser.add_argument(
|
|
"-p",
|
|
"--put",
|
|
action="store_true",
|
|
default=False,
|
|
dest="put",
|
|
help="Shows puts instead of calls",
|
|
)
|
|
parser.add_argument(
|
|
"-x",
|
|
"--x_axis",
|
|
type=str,
|
|
dest="x",
|
|
default="s",
|
|
choices=self.plot_vars_choices,
|
|
help=(
|
|
"ltd- last trade date, s- strike, lp- last price, b- bid, a- ask,"
|
|
"c- change, pc- percent change, v- volume, oi- open interest, iv- implied volatility"
|
|
),
|
|
)
|
|
parser.add_argument(
|
|
"-y",
|
|
"--y_axis",
|
|
type=str,
|
|
dest="y",
|
|
default="iv",
|
|
choices=self.plot_vars_choices,
|
|
help=(
|
|
"ltd- last trade date, s- strike, lp- last price, b- bid, a- ask,"
|
|
"c- change, pc- percent change, v- volume, oi- open interest, iv- implied volatility"
|
|
),
|
|
)
|
|
parser.add_argument(
|
|
"-c",
|
|
"--custom",
|
|
type=str,
|
|
choices=self.plot_custom_choices,
|
|
dest="custom",
|
|
default=None,
|
|
help="Choose from already created graphs",
|
|
)
|
|
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser, other_args, EXPORT_ONLY_FIGURES_ALLOWED
|
|
):
|
|
if self.ticker:
|
|
if self.selected_date:
|
|
if (
|
|
ns_parser.x is None or ns_parser.y is None
|
|
) and ns_parser.custom is None:
|
|
console.print(
|
|
"Please submit an X and Y value, or select a preset."
|
|
)
|
|
else:
|
|
yfinance_view.plot_plot(
|
|
symbol=self.ticker,
|
|
expiry=self.selected_date,
|
|
put=ns_parser.put,
|
|
x=ns_parser.x,
|
|
y=ns_parser.y,
|
|
custom=ns_parser.custom,
|
|
export=ns_parser.export,
|
|
)
|
|
else:
|
|
console.print("No expiry loaded. First use `exp {expiry date}`")
|
|
else:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
|
|
@log_start_end(log=logger)
|
|
def call_vsurf(self, other_args: List[str]):
|
|
"""Process vsurf command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="vsurf",
|
|
description="Plot 3D volatility surface.",
|
|
)
|
|
parser.add_argument(
|
|
"-z",
|
|
"--z-axis",
|
|
default="IV",
|
|
dest="z",
|
|
choices=["IV", "OI", "LP"],
|
|
type=str,
|
|
help="The data for the Z axis",
|
|
)
|
|
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser, other_args, export_allowed=EXPORT_ONLY_FIGURES_ALLOWED
|
|
):
|
|
yfinance_view.display_vol_surface(
|
|
self.ticker,
|
|
export=ns_parser.export,
|
|
z=ns_parser.z,
|
|
)
|
|
|
|
@log_start_end(log=logger)
|
|
def call_greeks(self, other_args: List[str]):
|
|
"""Process greeks command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="greeks",
|
|
description="The greeks for a given option.",
|
|
)
|
|
parser.add_argument(
|
|
"-d",
|
|
"--div",
|
|
dest="dividend",
|
|
type=float,
|
|
default=0,
|
|
help="The dividend continuous rate",
|
|
)
|
|
parser.add_argument(
|
|
"-r",
|
|
"--risk-free",
|
|
dest="risk_free",
|
|
default=None,
|
|
type=float,
|
|
help="The risk free rate",
|
|
)
|
|
parser.add_argument(
|
|
"-p",
|
|
"--put",
|
|
dest="put",
|
|
action="store_true",
|
|
default=False,
|
|
help="Whether the option is a put.",
|
|
)
|
|
parser.add_argument(
|
|
"-m",
|
|
"--min",
|
|
dest="min",
|
|
type=float,
|
|
default=None,
|
|
help="Minimum strike price to show.",
|
|
)
|
|
parser.add_argument(
|
|
"-M",
|
|
"--max",
|
|
dest="max",
|
|
type=float,
|
|
default=None,
|
|
help="Maximum strike price to show.",
|
|
)
|
|
parser.add_argument(
|
|
"-a",
|
|
"--all",
|
|
dest="all",
|
|
action="store_true",
|
|
default=False,
|
|
help="Whether to show all greeks.",
|
|
)
|
|
|
|
if ns_parser := self.parse_known_args_and_warn(
|
|
parser, other_args, export_allowed=EXPORT_ONLY_FIGURES_ALLOWED
|
|
):
|
|
if not self.ticker:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
elif not self.selected_date:
|
|
console.print("No expiry loaded. First use `exp {expiry date}`")
|
|
else:
|
|
opt_type = -1 if ns_parser.put else 1
|
|
yfinance_view.show_greeks(
|
|
symbol=self.ticker,
|
|
div_cont=ns_parser.dividend,
|
|
expiry=self.selected_date,
|
|
rf=ns_parser.risk_free,
|
|
opt_type=opt_type,
|
|
mini=ns_parser.min,
|
|
maxi=ns_parser.max,
|
|
show_all=ns_parser.all,
|
|
)
|
|
|
|
@log_start_end(log=logger)
|
|
def call_eodchain(self, other_args: List[str]):
|
|
"""Process greeks command"""
|
|
parser = argparse.ArgumentParser(
|
|
add_help=False,
|
|
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
|
prog="eodchain",
|
|
description="Get full option chain at a given end of day.",
|
|
)
|
|
parser.add_argument(
|
|
"-d",
|
|
"--date",
|
|
type=valid_date,
|
|
dest="date",
|
|
help="Date to get option chain for. Format YYYY-MM-DD",
|
|
required="-h" not in other_args and "--help" not in other_args,
|
|
)
|
|
|
|
if ns_parser := self.parse_known_args_and_warn(parser, other_args):
|
|
if not self.ticker:
|
|
console.print("No ticker loaded. First use `load <ticker>`")
|
|
return
|
|
self.full_chain = intrinio_model.get_full_chain_eod(
|
|
self.ticker, datetime.strftime(ns_parser.date, "%Y-%m-%d")
|
|
)
|
|
self.is_eod = True
|