Files
OpenBB/openbb_terminal/stocks/options/pricing/pricing_controller.py
Colin Delahunty 87458c965d Stocks Suggestor Repair (#3477)
* broken edition

* Fixed issue

* Update StockController

* Update choices generation

* Update parent_classes

* Update choices generation

* Update choices generation

* Update crypto_controller

* Update DefiController

* Update crypto/disc controller

* Update crypto/dd

* Update choices generation

* Update crypto : dd + nft

* Update crypto/onchain

* Update crypto_controller

* Linting

* Update crypto/ov

* Linting

* Update crypto/ov

* Update crypto/qa

* Update crypto/tools

* Update crypto/ta + dd

* Linting

* Update alt

* Tests fix crypto

* Update future

* Update futures

* Refactored through Options

* Tests + Linting

* finished stocks refactor

* Update stocks/sia

* finished stocks refactor

* Added fixes

* Added fix

* Tests

* Fix conditions

* Fix portfolio

* Prepare for merge

Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
Co-authored-by: northern-64bit <75195383+northern-64bit@users.noreply.github.com>
2022-11-21 17:54:26 +01:00

229 lines
7.4 KiB
Python

""" Pricing Controller Module """
__docformat__ = "numpy"
import argparse
import logging
from typing import List
import pandas as pd
from openbb_terminal import feature_flags as obbff
from openbb_terminal.custom_prompt_toolkit import NestedCompleter
from openbb_terminal.decorators import log_start_end
from openbb_terminal.helper_funcs import print_rich_table
from openbb_terminal.menu import session
from openbb_terminal.parent_classes import BaseController
from openbb_terminal.rich_config import MenuText, console
from openbb_terminal.stocks.options import yfinance_view
logger = logging.getLogger(__name__)
class PricingController(BaseController):
"""Pricing Controller class"""
CHOICES_COMMANDS = [
"add",
"rmv",
"show",
"rnval",
]
PATH = "/stocks/options/pricing/"
CHOICES_GENERATION = True
def __init__(
self,
ticker: str,
selected_date: str,
prices: pd.DataFrame,
queue: List[str] = None,
):
"""Constructor"""
super().__init__(queue)
self.ticker = ticker
self.selected_date = selected_date
self.prices = prices
if session and obbff.USE_PROMPT_TOOLKIT:
choices: dict = self.choices_default
self.completer = NestedCompleter.from_nested_dict(choices)
def print_help(self):
"""Print help"""
mt = MenuText("stocks/options/pricing/")
mt.add_param("_ticker", self.ticker or "")
mt.add_param("_expiry", self.selected_date or "")
mt.add_raw("\n")
mt.add_cmd("add")
mt.add_cmd("rmv")
mt.add_raw("\n")
mt.add_cmd("show")
mt.add_cmd("rnval")
console.print(text=mt.menu_text, menu="Stocks - Options - Pricing")
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}",
"pricing",
]
return ["stocks", f"load {self.ticker}", "options", "payoff"]
return []
@log_start_end(log=logger)
def call_add(self, other_args: List[str]):
"""Process add command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="add",
description="Adds a price to the list",
)
parser.add_argument(
"-p",
"--price",
type=float,
required="-h" not in other_args,
dest="price",
help="Projected price of the stock at the expiration date",
)
parser.add_argument(
"-c",
"--chance",
type=float,
required="-h" not in other_args,
dest="chance",
help="Chance that the stock is at a given projected price",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-p")
ns_parser = self.parse_known_args_and_warn(parser, other_args)
if ns_parser:
if ns_parser.price in self.prices["Price"].to_list():
df = self.prices[(self.prices["Price"] != ns_parser.price)]
else:
df = self.prices
new = {"Price": ns_parser.price, "Chance": ns_parser.chance}
df = df.append(new, ignore_index=True)
self.prices = df.sort_values("Price")
@log_start_end(log=logger)
def call_rmv(self, other_args: List[str]):
"""Process rmv command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="rmv",
description="Removes a price from the list",
)
parser.add_argument(
"-p",
"--price",
type=float,
required="-h" not in other_args and "-a" not in other_args,
dest="price",
help="Price you want to remove from the list",
)
parser.add_argument(
"-a",
"--all",
action="store_true",
default=False,
dest="all",
help="Remove all prices from the list",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-p")
ns_parser = self.parse_known_args_and_warn(parser, other_args)
if ns_parser:
if ns_parser.all:
self.prices = pd.DataFrame(columns=["Price", "Chance"])
else:
self.prices = self.prices[(self.prices["Price"] != ns_parser.price)]
@log_start_end(log=logger)
def call_show(self, other_args):
"""Process show command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="show",
description="Display prices",
)
ns_parser = self.parse_known_args_and_warn(parser, other_args)
if ns_parser:
print_rich_table(
self.prices,
headers=list(self.prices.columns),
show_index=False,
title=f"Estimated price(s) of {self.ticker} at {self.selected_date}",
)
@log_start_end(log=logger)
def call_rnval(self, other_args: List[str]):
"""Process rnval command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="rnval",
description="The risk neutral value of the options",
)
parser.add_argument(
"-p",
"--put",
action="store_true",
default=False,
help="Show puts instead of calls",
)
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",
)
parser.add_argument(
"-r",
"--risk",
type=float,
default=None,
dest="risk",
help="The risk-free rate to use",
)
ns_parser = self.parse_known_args_and_warn(parser, other_args)
if ns_parser:
if self.ticker:
if self.selected_date:
if sum(self.prices["Chance"]) == 1:
yfinance_view.risk_neutral_vals(
self.ticker,
self.selected_date,
self.prices,
ns_parser.put,
ns_parser.mini,
ns_parser.maxi,
ns_parser.risk,
)
else:
console.print("Total chances must equal one\n")
else:
console.print("No expiry loaded. First use `exp {expiry date}`\n")
else:
console.print("No ticker loaded. First use `load <ticker>`\n")