Files
OpenBB/gamestonk_terminal/stocks/options/alphaquery_model.py
LBolte29 6426b76771 decorated functions (#1282)
* decorated functions and removed assertion tests that are now caught by decorator logs
* modified functions with @property
* fixed bc of coingecko
* fixed outedated tests
2022-01-31 20:37:16 +01:00

49 lines
1.4 KiB
Python

"""AlphaQuery Model"""
__docformat__ = "numpy"
import logging
from datetime import datetime, timedelta
import pandas as pd
import requests
from gamestonk_terminal.decorators import log_start_end
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def get_put_call_ratio(
ticker: str,
window: int = 30,
start_date: str = (datetime.now() - timedelta(days=366)).strftime("%Y-%m-%d"),
) -> pd.DataFrame:
"""Gets put call ratio over last time window [Source: AlphaQuery.com]
Parameters
----------
ticker : str
Ticker to look for
window : int, optional
Window to consider, by default 30
start_date : str, optional
Start date to plot, by default last 366 days
"""
url = f"https://www.alphaquery.com/data/option-statistic-chart?ticker={ticker}\
&perType={window}-Day&identifier=put-call-ratio-volume"
headers = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) \
Chrome/70.0.3538.77 Safari/537.36"
}
r = requests.get(url, headers=headers)
if r.status_code != 200:
return pd.DataFrame()
pcr = pd.DataFrame.from_dict(r.json())
pcr.rename(columns={"x": "Date", "value": "PCR"}, inplace=True)
pcr.set_index("Date", inplace=True)
pcr.index = pd.to_datetime(pcr.index).tz_localize(None)
return pcr[pcr.index > start_date]