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OpenBB/openbb_terminal/stocks/options/calculator_view.py
teh_coderer 602cfa2c8c [POC] Plotly Backend (#3941)
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---------

Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
Co-authored-by: Chavithra <chavithra@gmail.com>
2023-03-01 22:48:45 -05:00

96 lines
2.4 KiB
Python

import logging
from typing import Dict
from openbb_terminal import OpenBBFigure
from openbb_terminal.decorators import log_start_end
from openbb_terminal.rich_config import console
from openbb_terminal.stocks.options import calculator_model
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def view_calculator(
strike: float = 10,
premium: float = 1,
put: bool = False,
sell: bool = False,
external_axes: bool = False,
**kwargs: Dict[str, int],
):
"""
Parameters
----------
strike: float
Strike price
premium: float
Premium
put: bool
Whether option is put
sell:
Whether selling option
external_axes : bool, optional
Whether to return the figure object or not, by default False
kwargs: Dict[str,int]
"""
price_at_expiry, pnl, break_even = calculator_model.pnl_calculator(
strike, premium, put, sell, **kwargs
)
fig = OpenBBFigure(xaxis_title="Price at Expiry", yaxis_title="Profit")
fig.set_title(
f"Profit for {['Buying', 'Selling'][sell]} {['Call', 'Put'][put]} option"
)
fig.add_scatter(
x=price_at_expiry[pnl > 0],
y=pnl[pnl > 0],
fill="tozeroy",
fillcolor="rgba(0, 255, 0, 0.5)",
line_color="green",
name="Profit",
)
fig.add_scatter(
x=price_at_expiry[pnl < 0],
y=pnl[pnl < 0],
fill="tozeroy",
fillcolor="rgba(255, 0, 0, 0.5)",
line_color="red",
name="Loss",
)
fig.add_vline(x=strike, line_width=6, line_color="white", opacity=0.5)
fig.add_vline(x=break_even, line_width=6, line_color="white", opacity=0.5)
if sell:
fig.add_hline_legend(
y=100 * premium,
line=dict(width=5, color="green"),
name=f"Max Profit: ${100 * premium}",
)
else:
fig.add_hline_legend(
y=-100 * premium,
line=dict(width=5, color="red"),
name=f"Max Loss: ${-100 * premium}",
)
print_string = f"""Strike: ${strike}
Premium: ${premium}
Breakeven price: ${break_even}\n"""
if sell:
print_string += f"""Max profit: ${100 * premium}
Max loss: Unlimited\n"""
else:
print_string += f"""Max profit: Unlimited
Max loss: ${-100 * premium}\n"""
console.print(print_string)
return fig.show(external=external_axes)