mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-28 21:12:16 +00:00
* add finviz provider * recapture tests * recapture tests again? * invalid test param * static packages * units_measurement -> unit_measurement * static packages as core only * openbb_core version bump in pyproject.toml * try adding user-agent to test response * fix tests * linting * provider model cosmetic changes * fix install script and typo in openbb toml * static * fix: re-record unittests * empty data error * definitions as a file --------- Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com> Co-authored-by: Pratyush Shukla <ps4534@nyu.edu> Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>
251 lines
9.1 KiB
Python
251 lines
9.1 KiB
Python
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
|
|
|
|
from typing import List, Literal, Optional, Union
|
|
|
|
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
|
|
from openbb_core.app.model.obbject import OBBject
|
|
from openbb_core.app.static.container import Container
|
|
from openbb_core.app.static.utils.decorators import validate
|
|
from openbb_core.app.static.utils.filters import filter_inputs
|
|
from typing_extensions import Annotated
|
|
|
|
|
|
class ROUTER_derivatives_options(Container):
|
|
"""/derivatives/options
|
|
chains
|
|
unusual
|
|
"""
|
|
|
|
def __repr__(self) -> str:
|
|
return self.__doc__ or ""
|
|
|
|
@validate
|
|
def chains(
|
|
self,
|
|
symbol: Annotated[
|
|
Union[str, List[str]],
|
|
OpenBBCustomParameter(description="Symbol to get data for."),
|
|
],
|
|
provider: Optional[Literal["intrinio"]] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Get the complete options chain for a ticker.
|
|
|
|
Parameters
|
|
----------
|
|
symbol : str
|
|
Symbol to get data for.
|
|
provider : Optional[Literal['intrinio']]
|
|
The provider to use for the query, by default None.
|
|
If None, the provider specified in defaults is selected or 'intrinio' if there is
|
|
no default.
|
|
date : Optional[datetime.date]
|
|
The end-of-day date for options chains data. (provider: intrinio)
|
|
|
|
Returns
|
|
-------
|
|
OBBject
|
|
results : List[OptionsChains]
|
|
Serializable results.
|
|
provider : Optional[Literal['intrinio']]
|
|
Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra: Dict[str, Any]
|
|
Extra info.
|
|
|
|
OptionsChains
|
|
-------------
|
|
symbol : Optional[str]
|
|
Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option.
|
|
contract_symbol : str
|
|
Contract symbol for the option.
|
|
eod_date : Optional[date]
|
|
Date for which the options chains are returned.
|
|
expiration : date
|
|
Expiration date of the contract.
|
|
strike : float
|
|
Strike price of the contract.
|
|
option_type : str
|
|
Call or Put.
|
|
open_interest : Optional[int]
|
|
Open interest on the contract.
|
|
volume : Optional[int]
|
|
The trading volume.
|
|
theoretical_price : Optional[float]
|
|
Theoretical value of the option.
|
|
last_trade_price : Optional[float]
|
|
Last trade price of the option.
|
|
tick : Optional[str]
|
|
Whether the last tick was up or down in price.
|
|
bid : Optional[float]
|
|
Current bid price for the option.
|
|
bid_size : Optional[int]
|
|
Bid size for the option.
|
|
ask : Optional[float]
|
|
Current ask price for the option.
|
|
ask_size : Optional[int]
|
|
Ask size for the option.
|
|
mark : Optional[float]
|
|
The mid-price between the latest bid and ask.
|
|
open : Optional[float]
|
|
The open price.
|
|
open_bid : Optional[float]
|
|
The opening bid price for the option that day.
|
|
open_ask : Optional[float]
|
|
The opening ask price for the option that day.
|
|
high : Optional[float]
|
|
The high price.
|
|
bid_high : Optional[float]
|
|
The highest bid price for the option that day.
|
|
ask_high : Optional[float]
|
|
The highest ask price for the option that day.
|
|
low : Optional[float]
|
|
The low price.
|
|
bid_low : Optional[float]
|
|
The lowest bid price for the option that day.
|
|
ask_low : Optional[float]
|
|
The lowest ask price for the option that day.
|
|
close : Optional[float]
|
|
The close price.
|
|
close_size : Optional[int]
|
|
The closing trade size for the option that day.
|
|
close_time : Optional[datetime]
|
|
The time of the closing price for the option that day.
|
|
close_bid : Optional[float]
|
|
The closing bid price for the option that day.
|
|
close_bid_size : Optional[int]
|
|
The closing bid size for the option that day.
|
|
close_bid_time : Optional[datetime]
|
|
The time of the bid closing price for the option that day.
|
|
close_ask : Optional[float]
|
|
The closing ask price for the option that day.
|
|
close_ask_size : Optional[int]
|
|
The closing ask size for the option that day.
|
|
close_ask_time : Optional[datetime]
|
|
The time of the ask closing price for the option that day.
|
|
prev_close : Optional[float]
|
|
|
|
change : Optional[float]
|
|
The change in the price of the option.
|
|
change_percent : Optional[float]
|
|
Change, in normalizezd percentage points, of the option.
|
|
implied_volatility : Optional[float]
|
|
Implied volatility of the option.
|
|
delta : Optional[float]
|
|
Delta of the option.
|
|
gamma : Optional[float]
|
|
Gamma of the option.
|
|
theta : Optional[float]
|
|
Theta of the option.
|
|
vega : Optional[float]
|
|
Vega of the option.
|
|
rho : Optional[float]
|
|
Rho of the option.
|
|
exercise_style : Optional[str]
|
|
The exercise style of the option, American or European. (provider: intrinio)
|
|
|
|
Example
|
|
-------
|
|
>>> from openbb import obb
|
|
>>> obb.derivatives.options.chains(symbol="AAPL")
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/derivatives/options/chains",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": provider,
|
|
},
|
|
standard_params={
|
|
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
|
|
},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|
|
|
|
@validate
|
|
def unusual(
|
|
self,
|
|
symbol: Annotated[
|
|
Union[str, None, List[str]],
|
|
OpenBBCustomParameter(
|
|
description="Symbol to get data for. (the underlying symbol)"
|
|
),
|
|
] = None,
|
|
provider: Optional[Literal["intrinio"]] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Get the complete options chain for a ticker.
|
|
|
|
Parameters
|
|
----------
|
|
symbol : Optional[str]
|
|
Symbol to get data for. (the underlying symbol)
|
|
provider : Optional[Literal['intrinio']]
|
|
The provider to use for the query, by default None.
|
|
If None, the provider specified in defaults is selected or 'intrinio' if there is
|
|
no default.
|
|
source : Literal['delayed', 'realtime']
|
|
The source of the data. Either realtime or delayed. (provider: intrinio)
|
|
|
|
Returns
|
|
-------
|
|
OBBject
|
|
results : List[OptionsUnusual]
|
|
Serializable results.
|
|
provider : Optional[Literal['intrinio']]
|
|
Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra: Dict[str, Any]
|
|
Extra info.
|
|
|
|
OptionsUnusual
|
|
--------------
|
|
underlying_symbol : Optional[str]
|
|
Symbol representing the entity requested in the data. (the underlying symbol)
|
|
contract_symbol : str
|
|
Contract symbol for the option.
|
|
trade_type : Optional[str]
|
|
The type of unusual trade. (provider: intrinio)
|
|
sentiment : Optional[str]
|
|
Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price. (provider: intrinio)
|
|
total_value : Optional[Union[int, float]]
|
|
The aggregated value of all option contract premiums included in the trade. (provider: intrinio)
|
|
total_size : Optional[int]
|
|
The total number of contracts involved in a single transaction. (provider: intrinio)
|
|
average_price : Optional[float]
|
|
The average premium paid per option contract. (provider: intrinio)
|
|
ask_at_execution : Optional[float]
|
|
Ask price at execution. (provider: intrinio)
|
|
bid_at_execution : Optional[float]
|
|
Bid price at execution. (provider: intrinio)
|
|
underlying_price_at_execution : Optional[float]
|
|
Price of the underlying security at execution of trade. (provider: intrinio)
|
|
timestamp : Optional[datetime]
|
|
The UTC timestamp of order placement. (provider: intrinio)
|
|
|
|
Example
|
|
-------
|
|
>>> from openbb import obb
|
|
>>> obb.derivatives.options.unusual()
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/derivatives/options/unusual",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": provider,
|
|
},
|
|
standard_params={
|
|
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
|
|
},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|