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https://github.com/OpenBB-finance/OpenBB.git
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421 lines
13 KiB
Python
421 lines
13 KiB
Python
""" Pricing Controller Module """
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__docformat__ = "numpy"
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import argparse
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import difflib
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from typing import List, Union
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import pandas as pd
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from tabulate import tabulate
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from prompt_toolkit.completion import NestedCompleter
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from gamestonk_terminal import feature_flags as gtff
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from gamestonk_terminal.helper_funcs import (
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get_flair,
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parse_known_args_and_warn,
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try_except,
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system_clear,
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)
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from gamestonk_terminal.menu import session
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from gamestonk_terminal.stocks.options import yfinance_view
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class PricingController:
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"""Pricing Controller class"""
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CHOICES = [
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"cls",
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"home",
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"h",
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"?",
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"help",
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"q",
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"quit",
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"..",
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"exit",
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"r",
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"reset",
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]
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CHOICES_COMMANDS = [
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"add",
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"rmv",
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"show",
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"rnval",
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]
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CHOICES += CHOICES_COMMANDS
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def __init__(
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self,
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ticker: str,
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selected_date: str,
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prices: pd.DataFrame,
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queue: List[str] = None,
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):
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"""Construct"""
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self.pricing_parser = argparse.ArgumentParser(add_help=False, prog="pricing")
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self.pricing_parser.add_argument("cmd", choices=self.CHOICES)
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self.completer: Union[None, NestedCompleter] = None
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if session and gtff.USE_PROMPT_TOOLKIT:
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choices: dict = {c: {} for c in self.CHOICES}
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self.completer = NestedCompleter.from_nested_dict(choices)
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if queue:
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self.queue = queue
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else:
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self.queue = list()
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self.ticker = ticker
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self.selected_date = selected_date
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self.prices = prices
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def print_help(self):
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"""Print help"""
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help_text = f"""
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Ticker: {self.ticker or None}
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Expiry: {self.selected_date or None}
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add add an expected price to the list
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rmv remove an expected price from the list
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show show the listed of expected prices
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rnval risk neutral valuation for an option
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"""
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print(help_text)
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def switch(self, an_input: str):
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"""Process and dispatch input
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Returns
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-------
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List[str]
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List of commands in the queue to execute
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"""
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# Empty command
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if not an_input:
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print("")
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return self.queue
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# Navigation slash is being used
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if "/" in an_input:
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actions = an_input.split("/")
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# Absolute path is specified
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if not actions[0]:
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an_input = "home"
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# Relative path so execute first instruction
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else:
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an_input = actions[0]
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# Add all instructions to the queue
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for cmd in actions[1:][::-1]:
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if cmd:
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self.queue.insert(0, cmd)
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(known_args, other_args) = self.pricing_parser.parse_known_args(
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an_input.split()
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)
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# Redirect commands to their correct functions
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if known_args.cmd:
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if known_args.cmd in ("..", "q"):
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known_args.cmd = "quit"
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elif known_args.cmd in ("?", "h"):
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known_args.cmd = "help"
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elif known_args.cmd == "r":
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known_args.cmd = "reset"
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getattr(
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self,
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"call_" + known_args.cmd,
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lambda _: "Command not recognized!",
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)(other_args)
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return self.queue
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def call_cls(self, _):
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"""Process cls command"""
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system_clear()
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def call_home(self, _):
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"""Process home command"""
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self.queue.insert(0, "quit")
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self.queue.insert(0, "quit")
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self.queue.insert(0, "quit")
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def call_help(self, _):
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"""Process help command"""
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self.print_help()
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def call_quit(self, _):
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"""Process quit menu command"""
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print("")
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self.queue.insert(0, "quit")
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def call_exit(self, _):
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"""Process exit terminal command"""
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self.queue.insert(0, "quit")
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self.queue.insert(0, "quit")
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self.queue.insert(0, "quit")
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self.queue.insert(0, "quit")
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def call_reset(self, _):
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"""Process reset command"""
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self.queue.insert(0, "pricing")
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if self.selected_date:
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self.queue.insert(0, f"exp {self.selected_date}")
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if self.ticker:
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self.queue.insert(0, f"load {self.ticker}")
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self.queue.insert(0, "options")
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self.queue.insert(0, "stocks")
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self.queue.insert(0, "reset")
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self.queue.insert(0, "quit")
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self.queue.insert(0, "quit")
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self.queue.insert(0, "quit")
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@try_except
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def call_add(self, other_args: List[str]):
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"""Process add 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="add",
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description="Adds a price to the list",
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)
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parser.add_argument(
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"-p",
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"--price",
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type=float,
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required="-h" not in other_args,
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dest="price",
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help="Projected price of the stock at the expiration date",
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)
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parser.add_argument(
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"-c",
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"--chance",
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type=float,
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required="-h" not in other_args,
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dest="chance",
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help="Chance that the stock is at a given projected price",
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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, "-p")
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ns_parser = parse_known_args_and_warn(parser, other_args)
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if ns_parser:
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if ns_parser.price in self.prices["Price"].to_list():
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df = self.prices[(self.prices["Price"] != ns_parser.price)]
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else:
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df = self.prices
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new = {"Price": ns_parser.price, "Chance": ns_parser.chance}
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df = df.append(new, ignore_index=True)
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self.prices = df.sort_values("Price")
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print("")
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@try_except
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def call_rmv(self, other_args: List[str]):
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"""Process rmv 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="rmv",
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description="Removes a price from the list",
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)
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parser.add_argument(
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"-p",
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"--price",
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type=float,
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required="-h" not in other_args and "-a" not in other_args,
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dest="price",
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help="Price you want to remove from the list",
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)
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parser.add_argument(
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"-a",
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"--all",
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action="store_true",
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default=False,
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dest="all",
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help="Remove all prices from the list",
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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, "-p")
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ns_parser = parse_known_args_and_warn(parser, other_args)
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if ns_parser:
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if ns_parser.all:
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self.prices = pd.DataFrame(columns=["Price", "Chance"])
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else:
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self.prices = self.prices[(self.prices["Price"] != ns_parser.price)]
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print("")
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@try_except
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def call_show(self, other_args):
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"""Process show 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="show",
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description="Display prices",
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)
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ns_parser = parse_known_args_and_warn(parser, other_args)
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if ns_parser:
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print(f"Estimated price(s) of {self.ticker} at {self.selected_date}")
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if gtff.USE_TABULATE_DF:
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print(
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tabulate(
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self.prices,
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headers=self.prices.columns,
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floatfmt=".2f",
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showindex=False,
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tablefmt="fancy_grid",
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),
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"\n",
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)
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else:
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print(self.prices.to_string, "\n")
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@try_except
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def call_rnval(self, other_args: List[str]):
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"""Process rnval 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="rnval",
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description="The risk neutral value of the options",
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)
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parser.add_argument(
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"-p",
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"--put",
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action="store_true",
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default=False,
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help="Show puts instead of calls",
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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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default=None,
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dest="mini",
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help="Minimum strike price shown",
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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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default=None,
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dest="maxi",
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help="Maximum strike price shown",
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)
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parser.add_argument(
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"-r",
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"--risk",
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type=float,
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default=None,
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dest="risk",
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help="The risk-free rate to use",
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)
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ns_parser = parse_known_args_and_warn(parser, other_args)
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if ns_parser:
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if self.ticker:
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if self.selected_date:
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if sum(self.prices["Chance"]) == 1:
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yfinance_view.risk_neutral_vals(
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self.ticker,
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self.selected_date,
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ns_parser.put,
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self.prices,
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ns_parser.mini,
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ns_parser.maxi,
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ns_parser.risk,
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)
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else:
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print("Total chances must equal one\n")
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else:
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print("No expiry loaded. First use `exp {expiry date}`\n")
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else:
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print("No ticker loaded. First use `load <ticker>`\n")
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def menu(
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ticker: str, selected_date: str, prices: pd.DataFrame, queue: List[str] = None
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):
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"""Pricing Menu"""
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pricing_controller = PricingController(ticker, selected_date, prices, queue)
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an_input = "HELP_ME"
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while True:
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# There is a command in the queue
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if pricing_controller.queue and len(pricing_controller.queue) > 0:
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# If the command is quitting the menu we want to return in here
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if pricing_controller.queue[0] in ("q", "..", "quit"):
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print("")
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if len(pricing_controller.queue) > 1:
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return pricing_controller.queue[1:]
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return []
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# Consume 1 element from the queue
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an_input = pricing_controller.queue[0]
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pricing_controller.queue = pricing_controller.queue[1:]
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# Print the current location because this was an instruction and we want user to know what was the action
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if (
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an_input
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and an_input.split(" ")[0] in pricing_controller.CHOICES_COMMANDS
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):
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print(f"{get_flair()} /stocks/options/pricing/ $ {an_input}")
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# Get input command from user
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else:
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# Display help menu when entering on this menu from a level above
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if an_input == "HELP_ME":
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pricing_controller.print_help()
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# Get input from user using auto-completion
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if session and gtff.USE_PROMPT_TOOLKIT and pricing_controller.completer:
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try:
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an_input = session.prompt(
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f"{get_flair()} /stocks/options/pricing/ $ ",
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completer=pricing_controller.completer,
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search_ignore_case=True,
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)
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except KeyboardInterrupt:
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# Exit in case of keyboard interrupt
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an_input = "exit"
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# Get input from user without auto-completion
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else:
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an_input = input(f"{get_flair()} /stocks/options/pricing/ $ ")
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try:
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# Process the input command
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pricing_controller.queue = pricing_controller.switch(an_input)
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except SystemExit:
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print(
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f"\nThe command '{an_input}' doesn't exist on the /stocks/options/pricing menu.",
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end="",
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)
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similar_cmd = difflib.get_close_matches(
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an_input.split(" ")[0] if " " in an_input else an_input,
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pricing_controller.CHOICES,
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n=1,
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cutoff=0.7,
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)
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if similar_cmd:
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if " " in an_input:
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candidate_input = (
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f"{similar_cmd[0]} {' '.join(an_input.split(' ')[1:])}"
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)
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if candidate_input == an_input:
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an_input = ""
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pricing_controller.queue = []
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print("\n")
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continue
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an_input = candidate_input
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else:
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an_input = similar_cmd[0]
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print(f" Replacing by '{an_input}'.")
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pricing_controller.queue.insert(0, an_input)
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else:
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print("\n")
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