Files
OpenBB/gamestonk_terminal/stocks/options/options_controller.py
LBolte29 fd58219282 adjusted format of logs (#1292)
adjusted format of logs
2022-02-17 12:33:59 +01:00

1399 lines
48 KiB
Python

""" Options Controller Module """
__docformat__ = "numpy"
import argparse
import logging
import os
from datetime import datetime, timedelta
from typing import List
import pandas as pd
from prompt_toolkit.completion import NestedCompleter
from gamestonk_terminal import feature_flags as gtff
from gamestonk_terminal.config_terminal import TRADIER_TOKEN
from gamestonk_terminal.decorators import log_start_end
from gamestonk_terminal.helper_funcs import (
EXPORT_BOTH_RAW_DATA_AND_FIGURES,
EXPORT_ONLY_FIGURES_ALLOWED,
EXPORT_ONLY_RAW_DATA_ALLOWED,
parse_known_args_and_warn,
valid_date,
)
from gamestonk_terminal.menu import session
from gamestonk_terminal.parent_classes import BaseController
from gamestonk_terminal.rich_config import console
from gamestonk_terminal.stocks.options import (
alphaquery_view,
barchart_view,
calculator_view,
chartexchange_view,
fdscanner_view,
payoff_controller,
pricing_controller,
screener_controller,
syncretism_view,
tradier_model,
tradier_view,
yfinance_model,
yfinance_view,
)
# pylint: disable=R1710,C0302,R0916
# TODO: HELP WANTED! This controller requires some MVC style refactoring
# - At the moment there's too much logic in the controller to implement an
# API wrapper. Please refactor functions like 'call_exp'
# - The separate controllers and related models/views should be moved to subfolders
logger = logging.getLogger(__name__)
class OptionsController(BaseController):
"""Options Controller class"""
CHOICES_COMMANDS = [
"calc",
"yf",
"tr",
"info",
"pcr",
"load",
"exp",
"vol",
"voi",
"oi",
"hist",
"chains",
"grhist",
"unu",
"plot",
"parity",
"binom",
"vsurf",
"greeks",
]
CHOICES_MENUS = [
"payoff",
"pricing",
"screen",
]
PRESET_PATH = os.path.join(os.path.abspath(os.path.dirname(__file__)), "presets/")
presets = [f.split(".")[0] for f in os.listdir(PRESET_PATH) if f.endswith(".ini")]
grhist_greeks_choices = [
"iv",
"gamma",
"theta",
"vega",
"delta",
"rho",
"premium",
]
unu_sortby_choices = [
"Strike",
"Vol/OI",
"Vol",
"OI",
"Bid",
"Ask",
"Exp",
"Ticker",
]
pcr_length_choices = ["10", "20", "30", "60", "90", "120", "150", "180"]
load_source_choices = ["tr", "yf"]
hist_source_choices = ["td", "ce"]
voi_source_choices = ["tr", "yf"]
oi_source_choices = ["tr", "yf"]
plot_vars_choices = ["ltd", "s", "lp", "b", "a", "c", "pc", "v", "oi", "iv"]
plot_custom_choices = ["smile"]
PATH = "/stocks/options/"
def __init__(self, ticker: str, queue: List[str] = None):
"""Constructor"""
super().__init__(queue)
self.ticker = ticker
self.prices = pd.DataFrame(columns=["Price", "Chance"])
self.selected_date = ""
self.chain = None
if ticker:
if TRADIER_TOKEN == "REPLACE_ME": # nosec
console.print("Loaded expiry dates from Yahoo Finance")
self.expiry_dates = yfinance_model.option_expirations(self.ticker)
else:
console.print("Loaded expiry dates from Tradier")
self.expiry_dates = tradier_model.option_expirations(self.ticker)
else:
self.expiry_dates = []
if session and gtff.USE_PROMPT_TOOLKIT:
choices: dict = {c: {} for c in self.controller_choices}
choices["unu"]["-s"] = {c: {} for c in self.unu_sortby_choices}
choices["pcr"] = {c: {} for c in self.pcr_length_choices}
choices["disp"] = {c: {} for c in self.presets}
choices["scr"] = {c: {} for c in self.presets}
choices["grhist"]["-g"] = {c: {} for c in self.grhist_greeks_choices}
choices["load"]["-s"] = {c: {} for c in self.load_source_choices}
choices["load"]["--source"] = {c: {} for c in self.hist_source_choices}
choices["load"]["-s"] = {c: {} for c in self.voi_source_choices}
choices["plot"]["-x"] = {c: {} for c in self.plot_vars_choices}
choices["plot"]["-y"] = {c: {} for c in self.plot_vars_choices}
choices["plot"]["-c"] = {c: {} for c in self.plot_custom_choices}
# This menu contains dynamic choices that may change during runtime
self.choices = choices
self.completer = NestedCompleter.from_nested_dict(choices)
def update_runtime_choices(self):
"""Update runtime choices"""
if self.expiry_dates and session and gtff.USE_PROMPT_TOOLKIT:
self.choices["exp"] = {str(c): {} for c in range(len(self.expiry_dates))}
self.choices["exp"]["-d"] = {c: {} for c in self.expiry_dates + [""]}
if self.chain:
self.choices["hist"] = {
str(c): {}
for c in self.chain.puts["strike"] + self.chain.calls["strike"]
}
self.choices["grhist"] = {
str(c): {}
for c in self.chain.puts["strike"] + self.chain.calls["strike"]
}
self.choices["binom"] = {
str(c): {}
for c in self.chain.puts["strike"] + self.chain.calls["strike"]
}
self.completer = NestedCompleter.from_nested_dict(self.choices)
def print_help(self):
"""Print help."""
has_ticker_start = "" if self.ticker and self.selected_date else "[dim]"
has_ticker_end = "" if self.ticker and self.selected_date else "[/dim]"
help_text = f"""[cmds]
unu show unusual options activity [src][Fdscanner.com][/src]
calc basic call/put PnL calculator
load load new ticker
exp see and set expiration dates[/cmds]
[param]
Ticker: [/param]{self.ticker or None}[param]
Expiry: [/param]{self.selected_date or None}
[menu]
pcr display put call ratio for ticker [src][AlphaQuery.com][/src]
info display option information (volatility, IV rank etc) [src][Barchart.com][/src]
chains display option chains with greeks [src][Tradier][/src]
oi plot open interest [src][Tradier/YFinance][/src]
vol plot volume [src][Tradier/YFinance][/src]
voi plot volume and open interest [src][Tradier/YFinance][/src]
hist plot option history [src][Tradier][/src]
vsurf show 3D volatility surface [Yfinance]
grhist plot option greek history [src][Syncretism.io][/src]
plot plot variables provided by the user [src][Yfinance][/src]
parity shows whether options are above or below expected price [src][Yfinance][/src]
binom shows the value of an option using binomial options pricing [src][Yfinance][/src]
greeks shows the greeks for a given option [src][Yfinance][/src]
{has_ticker_start}
> screen screens tickers based on preset [src][Syncretism.io][/src]
> payoff shows payoff diagram for a selection of options [src][Yfinance][/src]
> pricing shows options pricing and risk neutral valuation [src][Yfinance][/src]
{has_ticker_end}"""
console.print(text=help_text, menu="Stocks - Options")
def custom_reset(self):
"""Class specific component of reset command"""
if self.ticker:
if self.selected_date:
return [
"stocks",
f"load {self.ticker}",
"options",
f"exp -d {self.selected_date}",
]
return ["stocks", f"load {self.ticker}", "options"]
return []
@log_start_end(log=logger)
def call_calc(self, other_args: List[str]):
"""Process calc command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="calc",
description="Calculate profit or loss for given option settings.",
)
parser.add_argument(
"--put",
action="store_true",
default=False,
dest="put",
help="Flag to calculate put option",
)
parser.add_argument(
"--sell",
action="store_true",
default=False,
dest="sell",
help="Flag to get profit chart of selling contract",
)
parser.add_argument(
"-s",
"--strike",
type=float,
dest="strike",
help="Option strike price",
default=10,
)
parser.add_argument(
"-p",
"--premium",
type=float,
dest="premium",
help="Premium price",
default=1,
)
parser.add_argument(
"-m",
"--min",
type=float,
dest="min",
help="Min price to look at",
default=-1,
required="-M" in other_args,
)
parser.add_argument(
"-M",
"--max",
type=float,
dest="max",
help="Max price to look at",
default=-1,
required="-m" in other_args,
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if ns_parser:
if ns_parser.min > 0 and ns_parser.max > 0:
pars = {"x_min": ns_parser.min, "x_max": ns_parser.max}
else:
pars = {}
calculator_view.view_calculator(
strike=ns_parser.strike,
premium=ns_parser.premium,
put=ns_parser.put,
sell=ns_parser.sell,
**pars,
)
@log_start_end(log=logger)
def call_unu(self, other_args: List[str]):
"""Process unu command"""
parser = argparse.ArgumentParser(
prog="unu",
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
description="This command gets unusual options from fdscanner.com",
)
parser.add_argument(
"-l",
"--limit",
dest="limit",
type=int,
default=20,
help="Limit of options to show. Each scraped page gives 20 results.",
)
parser.add_argument(
"-s",
"--sortby",
dest="sortby",
nargs="+",
default="Vol/OI",
choices=self.unu_sortby_choices,
help="Column to sort by. Vol/OI is the default and typical variable to be considered unusual.",
)
parser.add_argument(
"-a",
"--ascending",
dest="ascend",
default=False,
action="store_true",
help="Flag to sort in ascending order",
)
parser.add_argument(
"-p",
"--puts_only",
dest="puts_only",
help="Flag to show puts only",
default=False,
action="store_true",
)
parser.add_argument(
"-c",
"--calls_only",
dest="calls_only",
help="Flag to show calls only",
default=False,
action="store_true",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
)
if ns_parser:
if ns_parser.calls_only and ns_parser.puts_only:
console.print(
"Cannot return puts only and calls only. Either use one or neither\n."
)
else:
fdscanner_view.display_options(
num=ns_parser.limit,
sort_column=ns_parser.sortby,
export=ns_parser.export,
ascending=ns_parser.ascend,
calls_only=ns_parser.calls_only,
puts_only=ns_parser.puts_only,
)
@log_start_end(log=logger)
def call_pcr(self, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="pcr",
description="Display put to call ratio for ticker [AlphaQuery.com]",
)
parser.add_argument(
"-l",
"-length",
help="Window length to get",
dest="length",
choices=self.pcr_length_choices,
default=30,
)
parser.add_argument(
"-s",
"--start",
help="Start date for plot",
type=valid_date,
default=datetime.now() - timedelta(days=366),
dest="start",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(
parser, other_args, export_allowed=EXPORT_BOTH_RAW_DATA_AND_FIGURES
)
if ns_parser:
if self.ticker:
alphaquery_view.display_put_call_ratio(
ticker=self.ticker,
window=ns_parser.length,
start_date=ns_parser.start.strftime("%Y-%m-%d"),
export=ns_parser.export,
)
else:
console.print("No ticker loaded.\n")
@log_start_end(log=logger)
def call_info(self, other_args: List[str]):
"""Process info command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="info",
description="Display option data [Source: Barchart.com]",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
)
if ns_parser:
if self.ticker:
barchart_view.print_options_data(
ticker=self.ticker, export=ns_parser.export
)
else:
console.print("No ticker loaded.\n")
@log_start_end(log=logger)
def call_grhist(self, other_args: List[str]):
"""Process grhist command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="grhist",
description="Plot historical option greeks.",
)
parser.add_argument(
"-s",
"--strike",
dest="strike",
type=float,
required="--chain" in other_args or "-h" not in other_args,
help="Strike price to look at",
)
parser.add_argument(
"-p",
"--put",
dest="put",
action="store_true",
default=False,
help="Flag for showing put option",
)
parser.add_argument(
"-g",
"--greek",
dest="greek",
type=str,
choices=self.grhist_greeks_choices,
default="delta",
help="Greek column to select",
)
parser.add_argument(
"-c",
"--chain",
dest="chain_id",
default="",
type=str,
help="OCC option symbol",
)
parser.add_argument(
"-r",
"--raw",
dest="raw",
action="store_true",
default=False,
help="Display raw data",
)
parser.add_argument(
"-l",
"--limit",
dest="limit",
default=20,
help="Limit of raw data rows to display",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-s")
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
)
if ns_parser:
if self.ticker:
if self.selected_date:
if self.chain and (
(
ns_parser.put
and ns_parser.strike
in [float(strike) for strike in self.chain.puts["strike"]]
)
or (
not ns_parser.put
and ns_parser.strike
in [float(strike) for strike in self.chain.calls["strike"]]
)
):
syncretism_view.view_historical_greeks(
ticker=self.ticker,
expiry=self.selected_date,
strike=ns_parser.strike,
greek=ns_parser.greek,
chain_id=ns_parser.chain_id,
put=ns_parser.put,
raw=ns_parser.raw,
n_show=ns_parser.limit,
export=ns_parser.export,
)
else:
console.print("No correct strike input\n")
else:
console.print("No expiry loaded. First use `exp <expiry date>`\n")
else:
console.print("No ticker loaded. First use `load <ticker>` \n")
@log_start_end(log=logger)
def call_load(self, other_args: List[str]):
"""Process load command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="load",
description="Load a ticker into option menu",
)
parser.add_argument(
"-t",
"--ticker",
action="store",
dest="ticker",
required="-h" not in other_args,
help="Stock ticker",
)
parser.add_argument(
"-s",
"--source",
choices=self.load_source_choices,
dest="source",
default=None,
help="Source to get option expirations from",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-t")
ns_parser = parse_known_args_and_warn(parser, other_args)
if ns_parser:
self.ticker = ns_parser.ticker.upper()
self.update_runtime_choices()
if TRADIER_TOKEN == "REPLACE_ME" or ns_parser.source == "yf": # nosec
self.expiry_dates = yfinance_model.option_expirations(self.ticker)
else:
self.expiry_dates = tradier_model.option_expirations(self.ticker)
console.print("")
if self.ticker and self.selected_date:
self.chain = yfinance_model.get_option_chain(
self.ticker, self.selected_date
)
@log_start_end(log=logger)
def call_exp(self, other_args: List[str]):
"""Process exp command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="exp",
description="See and set expiration date",
)
parser.add_argument(
"-i",
"--index",
dest="index",
action="store",
type=int,
default=-1,
choices=range(len(self.expiry_dates)),
help="Select index for expiry date.",
)
parser.add_argument(
"-d",
"--date",
dest="date",
type=str,
choices=self.expiry_dates + [""],
help="Select date (YYYY-MM-DD)",
default="",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-i")
ns_parser = parse_known_args_and_warn(parser, other_args)
if ns_parser:
if self.ticker:
# Print possible expiry dates
if ns_parser.index == -1 and not ns_parser.date:
console.print("\nAvailable expiry dates:")
for i, d in enumerate(self.expiry_dates):
console.print(f" {(2 - len(str(i))) * ' '}{i}. {d}")
console.print("")
elif ns_parser.date:
if ns_parser.date in self.expiry_dates:
console.print(f"Expiration set to {ns_parser.date} \n")
self.selected_date = ns_parser.date
self.update_runtime_choices()
else:
console.print("Expiration not an option")
else:
expiry_date = self.expiry_dates[ns_parser.index]
console.print(f"Expiration set to {expiry_date} \n")
self.selected_date = expiry_date
self.update_runtime_choices()
if self.selected_date:
self.chain = yfinance_model.get_option_chain(
self.ticker, self.selected_date
)
self.update_runtime_choices()
else:
console.print("Please load a ticker using `load <ticker>`.\n")
@log_start_end(log=logger)
def call_hist(self, other_args: List[str]):
"""Process hist command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="hist",
description="Gets historical quotes for given option chain",
)
parser.add_argument(
"-s",
"--strike",
dest="strike",
type=float,
required="--chain" not in other_args and "-c" not in other_args,
help="Strike price to look at",
)
parser.add_argument(
"-p",
"--put",
dest="put",
action="store_true",
default=False,
help="Flag for showing put option",
)
parser.add_argument(
"-c", "--chain", dest="chain_id", type=str, help="OCC option symbol"
)
parser.add_argument(
"-r",
"--raw",
dest="raw",
action="store_true",
default=False,
help="Display raw data",
)
parser.add_argument(
"--source",
dest="source",
type=str,
choices=self.hist_source_choices,
default="ce",
help="Choose Tradier(TD) or ChartExchange (CE), only affects raw data",
)
parser.add_argument(
"-l",
"--limit",
dest="limit",
type=int,
help="Limit of data rows to display",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-s")
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
)
if ns_parser:
if self.ticker:
if self.selected_date:
if self.chain and (
(
ns_parser.put
and ns_parser.strike
in [float(strike) for strike in self.chain.puts["strike"]]
)
or (
not ns_parser.put
and ns_parser.strike
in [float(strike) for strike in self.chain.calls["strike"]]
)
):
if ns_parser.source.lower() == "ce":
chartexchange_view.display_raw(
self.ticker,
self.selected_date,
not ns_parser.put,
ns_parser.strike,
ns_parser.limit,
ns_parser.export,
)
else:
if TRADIER_TOKEN != "REPLACE_ME": # nosec
tradier_view.display_historical(
ticker=self.ticker,
expiry=self.selected_date,
strike=ns_parser.strike,
put=ns_parser.put,
raw=ns_parser.raw,
chain_id=ns_parser.chain_id,
export=ns_parser.export,
)
else:
console.print("TRADIER TOKEN not supplied. \n")
else:
console.print("No correct strike input\n")
else:
console.print("No expiry loaded. First use `exp <expiry date>` \n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_chains(self, other_args: List[str]):
"""Process chains command"""
parser = argparse.ArgumentParser(
prog="chains",
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
description="Display option chains",
)
parser.add_argument(
"-c",
"--calls",
action="store_true",
default=False,
dest="calls",
help="Flag to show calls only",
)
parser.add_argument(
"-p",
"--puts",
action="store_true",
default=False,
dest="puts",
help="Flag to show puts only",
)
parser.add_argument(
"-m",
"--min",
dest="min_sp",
type=float,
default=-1,
help="minimum strike price to consider.",
)
parser.add_argument(
"-M",
"--max",
dest="max_sp",
type=float,
default=-1,
help="maximum strike price to consider.",
)
parser.add_argument(
"-d",
"--display",
dest="to_display",
default=tradier_model.default_columns,
type=tradier_view.check_valid_option_chains_headers,
help="columns to look at. Columns can be: {bid, ask, strike, bidsize, asksize, volume, open_interest, "
"delta, gamma, theta, vega, ask_iv, bid_iv, mid_iv} ",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
)
if ns_parser:
if self.ticker:
if self.selected_date:
if TRADIER_TOKEN != "REPLACE_ME": # nosec
tradier_view.display_chains(
ticker=self.ticker,
expiry=self.selected_date,
to_display=ns_parser.to_display,
min_sp=ns_parser.min_sp,
max_sp=ns_parser.max_sp,
calls_only=ns_parser.calls,
puts_only=ns_parser.puts,
export=ns_parser.export,
)
else:
console.print("TRADIER TOKEN not supplied. \n")
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_vol(self, other_args: List[str]):
"""Process vol command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="vol",
description="Plot volume. Volume refers to the number of contracts traded today.",
)
parser.add_argument(
"-m",
"--min",
default=-1,
type=float,
help="Min strike to plot",
dest="min",
)
parser.add_argument(
"-M",
"--max",
default=-1,
type=float,
help="Max strike to plot",
dest="max",
)
parser.add_argument(
"-c",
"--calls",
action="store_true",
default=False,
dest="calls",
help="Flag to plot call options only",
)
parser.add_argument(
"-p",
"--puts",
action="store_true",
default=False,
dest="puts",
help="Flag to plot put options only",
)
parser.add_argument(
"-s",
"--source",
type=str,
default="tr",
choices=["tr", "yf"],
dest="source",
help="Source to get data from",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
)
if ns_parser:
if self.ticker:
if self.selected_date:
if (
ns_parser.source == "tr"
and TRADIER_TOKEN != "REPLACE_ME" # nosec
):
tradier_view.plot_vol(
ticker=self.ticker,
expiry=self.selected_date,
min_sp=ns_parser.min,
max_sp=ns_parser.max,
calls_only=ns_parser.calls,
puts_only=ns_parser.puts,
export=ns_parser.export,
)
else:
yfinance_view.plot_vol(
ticker=self.ticker,
expiry=self.selected_date,
min_sp=ns_parser.min,
max_sp=ns_parser.max,
calls_only=ns_parser.calls,
puts_only=ns_parser.puts,
export=ns_parser.export,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_voi(self, other_args: List[str]):
"""Process voi command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="voi",
description="""Plots Volume + Open Interest of calls vs puts.""",
)
parser.add_argument(
"-v",
"--minv",
dest="min_vol",
type=float,
default=-1,
help="minimum volume (considering open interest) threshold of the plot.",
)
parser.add_argument(
"-m",
"--min",
dest="min_sp",
type=float,
default=-1,
help="minimum strike price to consider in the plot.",
)
parser.add_argument(
"-M",
"--max",
dest="max_sp",
type=float,
default=-1,
help="maximum strike price to consider in the plot.",
)
parser.add_argument(
"-s",
"--source",
type=str,
default="tr",
choices=self.voi_source_choices,
dest="source",
help="Source to get data from",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
)
if ns_parser:
if self.ticker:
if self.selected_date:
if (
ns_parser.source == "tr"
and TRADIER_TOKEN != "REPLACE_ME" # nosec
):
tradier_view.plot_volume_open_interest(
ticker=self.ticker,
expiry=self.selected_date,
min_sp=ns_parser.min_sp,
max_sp=ns_parser.max_sp,
min_vol=ns_parser.min_vol,
export=ns_parser.export,
)
else:
yfinance_view.plot_volume_open_interest(
ticker=self.ticker,
expiry=self.selected_date,
min_sp=ns_parser.min_sp,
max_sp=ns_parser.max_sp,
min_vol=ns_parser.min_vol,
export=ns_parser.export,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_oi(self, other_args: List[str]):
"""Process oi command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="oi",
description="Plot open interest. Open interest represents the number of contracts that exist.",
)
parser.add_argument(
"-m",
"--min",
default=-1,
type=float,
help="Min strike to plot",
dest="min",
)
parser.add_argument(
"-M",
"--max",
default=-1,
type=float,
help="Max strike to plot",
dest="max",
)
parser.add_argument(
"-c",
"--calls",
action="store_true",
default=False,
dest="calls",
help="Flag to plot call options only",
)
parser.add_argument(
"-p",
"--puts",
action="store_true",
default=False,
dest="puts",
help="Flag to plot put options only",
)
parser.add_argument(
"-s",
"--source",
type=str,
default="tr",
choices=self.oi_source_choices,
dest="source",
help="Source to get data from",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
)
if ns_parser:
if self.ticker:
if self.selected_date:
if (
ns_parser.source == "tr"
and TRADIER_TOKEN != "REPLACE_ME" # nosec
):
tradier_view.plot_oi(
ticker=self.ticker,
expiry=self.selected_date,
min_sp=ns_parser.min,
max_sp=ns_parser.max,
calls_only=ns_parser.calls,
puts_only=ns_parser.puts,
export=ns_parser.export,
)
else:
yfinance_view.plot_oi(
ticker=self.ticker,
expiry=self.selected_date,
min_sp=ns_parser.min,
max_sp=ns_parser.max,
calls_only=ns_parser.calls,
puts_only=ns_parser.puts,
export=ns_parser.export,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_plot(self, other_args: List[str]):
"""Process plot command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="plot",
description="Shows a plot for the given x and y variables",
)
parser.add_argument(
"-p",
"--put",
action="store_true",
default=False,
dest="put",
help="Shows puts instead of calls",
)
parser.add_argument(
"-x",
"--x_axis",
type=str,
dest="x",
default=None,
choices=self.plot_vars_choices,
help=(
"ltd- last trade date, s- strike, lp- last price, b- bid, a- ask,"
"c- change, pc- percent change, v- volume, oi- open interest, iv- implied volatility"
),
)
parser.add_argument(
"-y",
"--y_axis",
type=str,
dest="y",
default=None,
choices=self.plot_vars_choices,
help=(
"ltd- last trade date, s- strike, lp- last price, b- bid, a- ask,"
"c- change, pc- percent change, v- volume, oi- open interest, iv- implied volatility"
),
)
parser.add_argument(
"-c",
"--custom",
type=str,
choices=self.plot_custom_choices,
dest="custom",
default=None,
help="Choose from already created graphs",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_ONLY_FIGURES_ALLOWED
)
if ns_parser:
if self.ticker:
if self.selected_date:
if (
ns_parser.x is None or ns_parser.y is None
) and ns_parser.custom is None:
console.print(
"Please submit an X and Y value, or select a preset.\n"
)
else:
yfinance_view.plot_plot(
self.ticker,
self.selected_date,
ns_parser.put,
ns_parser.x,
ns_parser.y,
ns_parser.custom,
ns_parser.export,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_vsurf(self, other_args: List[str]):
"""Process vol command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="vsurf",
description="Plot 3D volatility surface.",
)
parser.add_argument(
"-z",
"--z-axis",
default="IV",
dest="z",
choices=["IV", "OI", "LP"],
type=str,
help="The data for the Z axis",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, export_allowed=EXPORT_ONLY_FIGURES_ALLOWED
)
if ns_parser:
yfinance_view.display_vol_surface(
self.ticker, export=ns_parser.export, z=ns_parser.z
)
@log_start_end(log=logger)
def call_greeks(self, other_args: List[str]):
"""Process greeks command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="greeks",
description="The greeks for a given option.",
)
parser.add_argument(
"-d",
"--div",
dest="dividend",
type=float,
default=0,
help="The dividend continuous rate",
)
parser.add_argument(
"-r",
"--risk-free",
dest="risk_free",
default=None,
type=float,
help="The risk free rate",
)
parser.add_argument(
"-p",
"--put",
dest="put",
action="store_true",
default=False,
help="Whether the option is a put.",
)
parser.add_argument(
"-m",
"--min",
dest="min",
type=float,
default=None,
help="Minimum strike price to show.",
)
parser.add_argument(
"-M",
"--max",
dest="max",
type=float,
default=None,
help="Maximum strike price to show.",
)
parser.add_argument(
"-a" "--all",
dest="all",
action="store_true",
default=False,
help="Whether to show all greeks.",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, export_allowed=EXPORT_ONLY_FIGURES_ALLOWED
)
if ns_parser:
if not self.ticker:
console.print("No ticker loaded. First use `load <ticker>`\n")
elif not self.selected_date:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
opt_type = -1 if ns_parser.put else 1
yfinance_view.show_greeks(
ticker=self.ticker,
div_cont=ns_parser.dividend,
expire=self.selected_date,
rf=ns_parser.risk_free,
opt_type=opt_type,
mini=ns_parser.min,
maxi=ns_parser.max,
show_all=ns_parser.all,
)
@log_start_end(log=logger)
def call_parity(self, other_args: List[str]):
"""Process parity command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="parity",
description="Shows whether options are over or under valued",
)
parser.add_argument(
"-p",
"--put",
action="store_true",
default=False,
dest="put",
help="Shows puts instead of calls",
)
parser.add_argument(
"-a",
"--ask",
action="store_true",
default=False,
dest="ask",
help="Use ask price instead of lastPrice",
)
parser.add_argument(
"-m",
"--min",
type=float,
default=None,
dest="mini",
help="Minimum strike price shown",
)
parser.add_argument(
"-M",
"--max",
type=float,
default=None,
dest="maxi",
help="Maximum strike price shown",
)
ns_parser = parse_known_args_and_warn(
parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
)
if ns_parser:
if self.ticker:
if self.selected_date:
yfinance_view.show_parity(
self.ticker,
self.selected_date,
ns_parser.put,
ns_parser.ask,
ns_parser.mini,
ns_parser.maxi,
ns_parser.export,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_binom(self, other_args: List[str]):
"""Process binom command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="binom",
description="Gives the option value using binomial option valuation",
)
parser.add_argument(
"-s",
"--strike",
type=float,
default=0,
dest="strike",
help="Strike price for option shown",
)
parser.add_argument(
"-p",
"--put",
action="store_true",
default=False,
dest="put",
help="Value a put instead of a call",
)
parser.add_argument(
"-e",
"--european",
action="store_true",
default=False,
dest="europe",
help="Value a European option instead of an American one",
)
parser.add_argument(
"-x",
"--xlsx",
action="store_true",
default=False,
dest="export",
help="Export an excel spreadsheet with binomial pricing data",
)
parser.add_argument(
"--plot",
action="store_true",
default=False,
dest="plot",
help="Plot expected ending values",
)
parser.add_argument(
"-v",
"--volatility",
type=float,
default=None,
dest="volatility",
help="Underlying asset annualized volatility",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-s")
ns_parser = parse_known_args_and_warn(parser, other_args)
if ns_parser:
if self.ticker:
if self.selected_date:
yfinance_view.show_binom(
self.ticker,
self.selected_date,
ns_parser.strike,
ns_parser.put,
ns_parser.europe,
ns_parser.export,
ns_parser.plot,
ns_parser.volatility,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_payoff(self, _):
"""Process payoff command"""
if self.ticker:
if self.selected_date:
self.queue = self.load_class(
payoff_controller.PayoffController,
self.ticker,
self.selected_date,
self.queue,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_pricing(self, _):
"""Process pricing command"""
if self.ticker:
if self.selected_date:
self.queue = self.load_class(
pricing_controller.PricingController,
self.ticker,
self.selected_date,
self.prices,
self.queue,
)
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")
@log_start_end(log=logger)
def call_screen(self, _):
"""Process screen command"""
self.queue = screener_controller.ScreenerController(self.queue).menu()