mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-02 07:23:25 +00:00
64e37bf0a2
* improve setting/loading streamlit session state variables * Update streamlit_helpers.py * fix margins * fix hex color markdown showing on forecast tables --------- Co-authored-by: James Maslek <jmaslek11@gmail.com>
145 lines
4.2 KiB
Python
145 lines
4.2 KiB
Python
import pandas as pd
|
|
import streamlit as st
|
|
import yfinance
|
|
|
|
from openbb_terminal.core.plots.plotly_helper import OpenBBFigure
|
|
from openbb_terminal.core.session.current_system import set_system_variable
|
|
from openbb_terminal.dashboards.stream import streamlit_helpers as st_helpers
|
|
|
|
pd.options.plotting.backend = "plotly"
|
|
# Suppressing sdk logs
|
|
set_system_variable("LOGGING_SUPPRESS", True)
|
|
|
|
st.set_page_config(
|
|
layout="wide",
|
|
page_title="Chains",
|
|
initial_sidebar_state="expanded",
|
|
)
|
|
st_helpers.set_current_page("Chains")
|
|
st_helpers.set_css()
|
|
|
|
st.sidebar.markdown(
|
|
"<h2 style='text-align: center;'>Option Chain Dashboard</h2>",
|
|
unsafe_allow_html=True,
|
|
)
|
|
st.sidebar.write("Select a ticker and expiry to view the option chain")
|
|
TICKER_WIDGET = st.sidebar.empty()
|
|
EXPIRY_WIDGET = st.sidebar.empty()
|
|
INST_WIDGET = st.sidebar.empty()
|
|
X_WIDGET = st.sidebar.empty()
|
|
Y_WIDGET = st.sidebar.empty()
|
|
|
|
OPTS = [
|
|
"lastTradeDate",
|
|
"strike",
|
|
"lastPrice",
|
|
"bid",
|
|
"ask",
|
|
"change",
|
|
"percentChange",
|
|
"volume",
|
|
"openInterest",
|
|
"impliedVolatility",
|
|
]
|
|
|
|
|
|
def clean_str(string):
|
|
new_str = ""
|
|
for letter in string:
|
|
if letter.isupper():
|
|
new_str += " "
|
|
new_str += letter
|
|
return new_str.title()
|
|
|
|
|
|
def format_plotly(fig: OpenBBFigure, x, y, ticker, expiry, inst):
|
|
fig.update_yaxes(title=clean_str(y))
|
|
fig.update_xaxes(title=clean_str(x))
|
|
expires = ", ".join(expiry)
|
|
title = (
|
|
f"{clean_str(y)} vs. {clean_str(x)} for {ticker.upper()} {inst}s on {expires}"
|
|
)
|
|
fig.update_layout(
|
|
margin=dict(t=40),
|
|
autosize=False,
|
|
width=1000,
|
|
height=500,
|
|
title=dict(
|
|
text=title,
|
|
y=0.98,
|
|
x=0.5,
|
|
xanchor="center",
|
|
yanchor="top",
|
|
),
|
|
)
|
|
|
|
|
|
class Chart:
|
|
def __init__(self):
|
|
self.stock = st_helpers.load_state("stock", {})
|
|
self.last_ticker = st_helpers.load_state("last_ticker", "")
|
|
self.expiry = st_helpers.load_state("expiry", [])
|
|
self.dfs = st_helpers.load_state("dfs", {})
|
|
self.options = st_helpers.load_state("options", [])
|
|
|
|
def update(self, ticker, inst, x, y):
|
|
if self.expiry:
|
|
fig = OpenBBFigure()
|
|
for expire in self.expiry:
|
|
if expire not in self.dfs:
|
|
self.dfs[expire] = self.stock.option_chain(expire)
|
|
group = self.dfs[expire]
|
|
df = group.calls if inst == "Call" else group.puts
|
|
|
|
fig.add_scatter(
|
|
x=df[x],
|
|
y=df[y],
|
|
mode="lines",
|
|
connectgaps=True,
|
|
name=expire,
|
|
)
|
|
|
|
format_plotly(fig, x, y, ticker, self.expiry, inst)
|
|
fig.update_layout(margin=dict(l=40))
|
|
st.plotly_chart(fig, use_container_width=True)
|
|
|
|
def on_change(self):
|
|
ticker = st_helpers.load_state("ticker", "")
|
|
if ticker and ticker != self.last_ticker:
|
|
stock = yfinance.Ticker(ticker)
|
|
self.options = list([*stock.options])
|
|
st_helpers.save_state("options", self.options)
|
|
self.last_ticker = ticker
|
|
st_helpers.save_state("last_ticker", self.last_ticker)
|
|
self.stock = stock
|
|
st_helpers.save_state("stock", self.stock)
|
|
|
|
def run(self):
|
|
with TICKER_WIDGET.container():
|
|
ticker = TICKER_WIDGET.text_input(
|
|
"Ticker", key="ticker", on_change=self.on_change
|
|
)
|
|
if self.options:
|
|
with EXPIRY_WIDGET.container():
|
|
exp = EXPIRY_WIDGET.multiselect(
|
|
"Expiry",
|
|
st_helpers.load_state("options", []),
|
|
key="exp",
|
|
default=self.options[0] if self.options else None,
|
|
)
|
|
self.expiry = exp
|
|
|
|
with INST_WIDGET.container():
|
|
inst = INST_WIDGET.selectbox("Type", ["Put", "Call"])
|
|
|
|
with X_WIDGET.container():
|
|
x = X_WIDGET.selectbox("X", OPTS, index=1)
|
|
with Y_WIDGET.container():
|
|
y = Y_WIDGET.selectbox("Y", OPTS, index=3)
|
|
|
|
self.update(ticker, inst, x, y)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
Chart().run()
|