mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-01 23:12:21 +00:00
a37d9032e3
* Fix plot look when using eval and add query to choices (#3881)
* convert index to datetime and update choices
* uncomment economy integration test
* fix treasury concat bug
* fix datasets concat on duplciates
* Lock ruff version so that new lints dont break our CI (#3905)
* Lock ruff version so that new lints dont break our CI
* Bumped pre-commit ruff version
* returning always a dataframe
* Revert "returning always a dataframe"
This reverts commit d5dbf3132f.
* black everything
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93 lines
2.4 KiB
Python
93 lines
2.4 KiB
Python
"""FDScanner model"""
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__docformat__ = "numpy"
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import logging
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from typing import Tuple
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import numpy as np
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import pandas as pd
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from openbb_terminal.decorators import log_start_end
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from openbb_terminal.helper_funcs import get_user_agent, request
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from openbb_terminal.rich_config import console
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def unusual_options(limit: int = 100) -> Tuple[pd.DataFrame, pd.Timestamp]:
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"""Get unusual option activity from fdscanner.com
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Parameters
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----------
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limit: int
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Number to show
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Returns
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-------
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Tuple[pd.DataFrame, pd.Timestamp]
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Dataframe containing options information, Timestamp indicated when data was updated from website
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Examples
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--------
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>>> from openbb_terminal.sdk import openbb
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>>> unu_df = openbb.stocks.options.unu()
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"""
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pages = np.arange(0, limit // 20 + 1)
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data_list = []
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for page_num in pages:
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r = request(
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f"https://app.fdscanner.com/api2/unusualvolume?p=0&page_size=20&page={int(page_num)}",
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headers={"User-Agent": get_user_agent()},
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)
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if r.status_code != 200:
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console.print("Error in fdscanner request")
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return pd.DataFrame(), "request error"
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data_list.append(r.json())
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ticker, expiry, option_strike, option_type, ask, bid, oi, vol, voi = (
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[],
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[],
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[],
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[],
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[],
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[],
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[],
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[],
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[],
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)
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for data in data_list:
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for entry in data["data"]:
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ticker.append(entry["tk"])
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expiry.append(entry["expiry"])
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option_strike.append(float(entry["s"]))
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option_type.append("Put" if entry["t"] == "P" else "Call")
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ask.append(entry["a"])
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bid.append(entry["b"])
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oi.append(entry["oi"])
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vol.append(entry["v"])
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voi.append(entry["vol/oi"])
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# Subtract an hour to align with NYSE timezone
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last_updated = pd.to_datetime(
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data_list[-1]["last_updated"], unit="s"
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) - pd.Timedelta(hours=5)
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df = pd.DataFrame(
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{
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"Ticker": ticker,
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"Exp": expiry,
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"Strike": option_strike,
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"Type": option_type,
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"Vol/OI": voi,
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"Vol": vol,
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"OI": oi,
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"Bid": bid,
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"Ask": ask,
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}
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)
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return df, last_updated
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