mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-12 20:31:18 +00:00
0923e0bea3
* Add sorting abilities to options>unu * Sorting on econ>performance * disc>arkord filtering and hugo updates * Change ca select to use set Co-authored-by: James Maslek <james@Jamess-MacBook-Pro.local> Co-authored-by: James Maslek <james@macbook-pro.myfiosgateway.com>
83 lines
2.0 KiB
Python
83 lines
2.0 KiB
Python
"""FDScanner model"""
|
|
__docformat__ = "numpy"
|
|
|
|
import numpy as np
|
|
import pandas as pd
|
|
import requests
|
|
from gamestonk_terminal.helper_funcs import get_user_agent
|
|
|
|
|
|
def unusual_options(num: int):
|
|
"""Get unusual option activity from fdscanner.com
|
|
|
|
Parameters
|
|
----------
|
|
num: int
|
|
Number to show
|
|
|
|
Returns
|
|
-------
|
|
df: pd.DataFrame
|
|
Dataframe containing options information
|
|
last_updated: pd.Timestamp
|
|
Timestamp indicated when data was updated from website
|
|
"""
|
|
pages = np.arange(0, num // 20 + 1)
|
|
data_list = []
|
|
for page_num in pages:
|
|
|
|
r = requests.get(
|
|
f"https://app.fdscanner.com/api2/unusualvolume?p=0&page_size=20&page={int(page_num)}",
|
|
headers={"User-Agent": get_user_agent()},
|
|
)
|
|
|
|
if r.status_code != 200:
|
|
print("Error in fdscanner request")
|
|
return pd.DataFrame(), "request error"
|
|
|
|
data_list.append(r.json())
|
|
|
|
ticker, expiry, option_strike, option_type, ask, bid, oi, vol, voi = (
|
|
[],
|
|
[],
|
|
[],
|
|
[],
|
|
[],
|
|
[],
|
|
[],
|
|
[],
|
|
[],
|
|
)
|
|
for data in data_list:
|
|
for entry in data["data"]:
|
|
ticker.append(entry["tk"])
|
|
expiry.append(entry["expiry"])
|
|
option_strike.append(float(entry["s"]))
|
|
option_type.append("Put" if entry["t"] == "P" else "Call")
|
|
ask.append(entry["a"])
|
|
bid.append(entry["b"])
|
|
oi.append(entry["oi"])
|
|
vol.append(entry["v"])
|
|
voi.append(entry["vol/oi"])
|
|
|
|
# Subtract an hour to align with NYSE timezone
|
|
last_updated = pd.to_datetime(
|
|
data_list[-1]["last_updated"], unit="s"
|
|
) - pd.Timedelta(hours=5)
|
|
|
|
df = pd.DataFrame(
|
|
{
|
|
"Ticker": ticker,
|
|
"Exp": expiry,
|
|
"Strike": option_strike,
|
|
"Type": option_type,
|
|
"Vol/OI": voi,
|
|
"Vol": vol,
|
|
"OI": oi,
|
|
"Bid": bid,
|
|
"Ask": ask,
|
|
}
|
|
)
|
|
|
|
return df, last_updated
|