mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-29 13:32:08 +00:00
bfc4c021e7
* Report fixes * replace wrong typing * mypy * mypy again Co-authored-by: james <jmaslek11@gmail.com>
64 lines
1.7 KiB
Python
64 lines
1.7 KiB
Python
"""AlphaQuery Model"""
|
|
__docformat__ = "numpy"
|
|
|
|
import logging
|
|
from datetime import datetime, timedelta
|
|
from typing import Optional
|
|
|
|
import pandas as pd
|
|
import requests
|
|
|
|
from openbb_terminal.decorators import log_start_end
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
@log_start_end(log=logger)
|
|
def get_put_call_ratio(
|
|
symbol: str,
|
|
window: int = 30,
|
|
start_date: Optional[str] = None,
|
|
) -> pd.DataFrame:
|
|
"""Gets put call ratio over last time window [Source: AlphaQuery.com]
|
|
|
|
Parameters
|
|
----------
|
|
symbol: str
|
|
Ticker symbol to look for
|
|
window: int, optional
|
|
Window to consider, by default 30
|
|
start_date: Optional[str], optional
|
|
Start date to plot (e.g., 2021-10-01), by default last 366 days
|
|
|
|
Returns
|
|
-------
|
|
pd.DataFrame
|
|
Put call ratio
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb_terminal.sdk import openbb
|
|
>>> pcr_df = openbb.stocks.options.pcr("B")
|
|
"""
|
|
|
|
if start_date is None:
|
|
start_date = (datetime.now() - timedelta(days=366)).strftime("%Y-%m-%d")
|
|
|
|
url = f"https://www.alphaquery.com/data/option-statistic-chart?ticker={symbol}\
|
|
&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]
|