Files
OpenBB/openbb_terminal/stocks/options/nasdaq_view.py
James Simmons b50532409b changing options legends sizes (#3460)
Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-11-18 10:11:59 -05:00

334 lines
8.7 KiB
Python

"""Nasdaq View"""
__docformat__ = "numpy"
import logging
import os
from typing import List, Optional
import matplotlib.pyplot as plt
import openbb_terminal.config_plot as cfp
from openbb_terminal.config_terminal import theme
from openbb_terminal.decorators import log_start_end
from openbb_terminal.helper_funcs import (
export_data,
is_valid_axes_count,
plot_autoscale,
print_rich_table,
)
from openbb_terminal.stocks.options import nasdaq_model
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def display_oi(
symbol: str,
expiry: str,
min_sp: float = -1,
max_sp: float = -1,
raw: bool = False,
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Plot open interest
Parameters
----------
symbol: str
Ticker symbol
expiry: str
Expiry date for options
min_sp: float
Min strike to consider
max_sp: float
Max strike to consider
raw: bool
Flag to display raw data
export: str
Format to export file
external_axes : Optional[List[plt.Axes]], optional
External axes (1 axis is expected in the list), by default None
"""
option_chain = nasdaq_model.get_chain_given_expiration(symbol, expiry)
export_data(
export,
os.path.dirname(os.path.abspath(__file__)),
"oi_nasdaq",
option_chain,
)
current_price = nasdaq_model.get_last_price(symbol)
if min_sp == -1:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp == -1:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
if external_axes is None:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=cfp.PLOT_DPI)
elif is_valid_axes_count(external_axes, 1):
(ax,) = external_axes
else:
return
ax.plot(
option_chain.strike,
option_chain["c_Openinterest"] / 1000,
ls="-",
marker="o",
label="Calls",
)
ax.plot(
option_chain.strike,
option_chain["p_Openinterest"] / 1000,
ls="-",
marker="o",
label="Puts",
)
ax.axvline(current_price, lw=2, ls="--", label="Current Price", alpha=0.7)
ax.set_xlabel("Strike Price")
ax.set_ylabel("Open Interest (1k) ")
ax.set_xlim(min_strike, max_strike)
ax.legend(loc="best", fontsite="x-small")
ax.set_title(f"Open Interest for {symbol.upper()} expiring {expiry}")
theme.style_primary_axis(ax)
if external_axes is None:
theme.visualize_output()
if raw:
to_print = option_chain[["c_Openinterest", "strike", "p_Openinterest"]]
print_rich_table(
to_print[(to_print.strike < max_strike) & (to_print.strike > min_strike)],
headers=to_print.columns,
title=f"Open Interest for {symbol} expiring on {expiry}.",
)
@log_start_end(log=logger)
def display_volume(
symbol: str,
expiry: str,
min_sp: float = -1,
max_sp: float = -1,
raw: bool = False,
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Plot volume
Parameters
----------
symbol: str
Ticker symbol
expiry: str
Expiry date for options
min_sp: float
Min strike to consider
max_sp: float
Max strike to consider
raw:bool
Flag to display raw data
export: str
Format to export file
external_axes : Optional[List[plt.Axes]], optional
External axes (1 axis is expected in the list), by default None
"""
option_chain = nasdaq_model.get_chain_given_expiration(symbol, expiry)
export_data(
export,
os.path.dirname(os.path.abspath(__file__)),
"oi_nasdaq",
option_chain,
)
current_price = nasdaq_model.get_last_price(symbol)
if min_sp == -1:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp == -1:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
if external_axes is None:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=cfp.PLOT_DPI)
elif is_valid_axes_count(external_axes, 1):
(ax,) = external_axes
else:
return
ax.plot(
option_chain.strike,
option_chain["c_Volume"] / 1000,
ls="-",
marker="o",
label="Calls",
)
ax.plot(
option_chain.strike,
option_chain["p_Volume"] / 1000,
ls="-",
marker="o",
label="Puts",
)
ax.axvline(current_price, lw=2, ls="--", label="Current Price", alpha=0.7)
ax.set_xlabel("Strike Price")
ax.set_ylabel("Volume (1k) ")
ax.set_xlim(min_strike, max_strike)
ax.legend(loc="best", fontsize="x-small")
ax.set_title(f"Volume for {symbol.upper()} expiring {expiry}")
theme.style_primary_axis(ax)
if external_axes is None:
theme.visualize_output()
if raw:
to_print = option_chain[["c_Volume", "strike", "p_Volume"]]
print_rich_table(
to_print[(to_print.strike < max_strike) & (to_print.strike > min_strike)],
headers=to_print.columns,
title=f"Volume for {symbol} expiring on {expiry}.",
)
@log_start_end(log=logger)
def display_volume_and_oi(
symbol: str,
expiry: str,
min_sp: float = -1,
max_sp: float = -1,
raw: bool = False,
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Plot volume and open interest
Parameters
----------
symbol: str
Ticker symbol
expiry: str
Expiry date for options
min_sp: float
Min strike to consider
max_sp: float
Max strike to consider
raw:bool
Flag to display raw data
export: str
Format to export file
external_axes : Optional[List[plt.Axes]], optional
External axes (1 axis is expected in the list), by default None
"""
option_chain = nasdaq_model.get_chain_given_expiration(symbol, expiry)
export_data(
export,
os.path.dirname(os.path.abspath(__file__)),
"voi_nasdaq",
option_chain,
)
current_price = nasdaq_model.get_last_price(symbol)
if min_sp == -1:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp == -1:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
if raw:
to_print = option_chain[
["c_Openinterest", "c_Volume", "strike", "p_Volume", "p_Openinterest"]
]
print_rich_table(
to_print[(to_print.strike < max_strike) & (to_print.strike > min_strike)],
headers=to_print.columns,
title=f"Volume and Open Interest for {symbol} expiring on {expiry}.",
)
option_chain = option_chain.copy()[
["c_Volume", "c_Openinterest", "strike", "p_Openinterest", "p_Volume"]
]
option_chain[["p_Openinterest", "p_Volume"]] = (
option_chain[["p_Openinterest", "p_Volume"]] * -1 / 1000
)
option_chain[["c_Openinterest", "c_Volume"]] = (
option_chain[["c_Openinterest", "c_Volume"]] / 1000
)
if external_axes is None:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=cfp.PLOT_DPI)
elif is_valid_axes_count(external_axes, 1):
(ax,) = external_axes
else:
return
ax.bar(
option_chain.strike,
option_chain.c_Openinterest,
color="green",
label="Calls: OI",
)
ax.bar(
option_chain.strike,
option_chain.c_Volume,
color="lightgreen",
label="Calls: Vol",
)
ax.bar(
option_chain.strike, option_chain.p_Openinterest, color="red", label="Puts: OI"
)
ax.bar(option_chain.strike, option_chain.p_Volume, color="pink", label="Puts:Vol")
ax.axvline(
current_price, lw=2, ls="--", label=f"Current Price: {current_price}", alpha=0.7
)
ax.set_xlabel("Strike Price")
ax.set_ylabel("Volume or OI (1k)")
ax.set_xlim(min_strike, max_strike)
ax.legend(loc="best", fontsize="xx-small")
ax.set_title(f"Volume and Open Interest for {symbol.upper()} expiring {expiry}")
theme.style_primary_axis(ax)
if external_axes is None:
theme.visualize_output()
@log_start_end(log=logger)
def display_chains(symbol: str, expiry: str, export: str = ""):
"""Display option chain for given expiration
Parameters
----------
symbol: str
Ticker symbol
expiry: str
Expiry date for options
export: str
Format to export data
"""
option_chain = nasdaq_model.get_chain_given_expiration(symbol, expiry)
export_data(
export,
os.path.dirname(os.path.abspath(__file__)),
"chain_nasdaq",
option_chain,
)
print_rich_table(option_chain, headers=option_chain.columns)