OpenBB/openbb_terminal/dashboards/chains.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e9ad60bc",
   "metadata": {},
   "outputs": [],
   "source": [
    "import os\n",
    "import ipywidgets as widgets\n",
    "import plotly.graph_objs as go\n",
    "import yfinance as yf\n",
    "from IPython.display import display"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "beb36881",
   "metadata": {},
   "outputs": [],
   "source": [
    "opts = [\n",
    "    \"lastTradeDate\",\n",
    "    \"strike\",\n",
    "    \"lastPrice\",\n",
    "    \"bid\",\n",
    "    \"ask\",\n",
    "    \"change\",\n",
    "    \"percentChange\",\n",
    "    \"volume\",\n",
    "    \"openInterest\",\n",
    "    \"impliedVolatility\",\n",
    "]\n",
    "\n",
    "\n",
    "def clean_str(string):\n",
    "    new_str = \"\"\n",
    "    for letter in string:\n",
    "        if letter.isupper():\n",
    "            new_str += \" \"\n",
    "        new_str += letter\n",
    "    return new_str.title()\n",
    "\n",
    "\n",
    "def format_plotly(fig, x, y, ticker, expiry, inst):\n",
    "    fig.update_yaxes(title=clean_str(y))\n",
    "    fig.update_xaxes(title=clean_str(x))\n",
    "    expires = \", \".join(expiry)\n",
    "    title = (\n",
    "        f\"{clean_str(y)} vs. {clean_str(x)} for {ticker.upper()} {inst}s on {expires}\"\n",
    "    )\n",
    "    fig.update_layout(\n",
    "        autosize=False,\n",
    "        width=1000,\n",
    "        height=500,\n",
    "        title={\n",
    "            \"text\": title,\n",
    "            \"y\": 0.95,\n",
    "            \"x\": 0.5,\n",
    "            \"xanchor\": \"center\",\n",
    "            \"yanchor\": \"top\",\n",
    "        },\n",
    "    )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "f8c2f65c",
   "metadata": {
    "tags": [
     "parameters"
    ]
   },
   "outputs": [],
   "source": [
    "class Chart:\n",
    "    def __init__(self):\n",
    "        self.last_ticker = \"\"\n",
    "        self.dfs = {}\n",
    "\n",
    "    def update(self, ticker, expiry, inst, x, y):\n",
    "        if ticker:\n",
    "            stock = yf.Ticker(ticker)\n",
    "            if ticker != self.last_ticker:\n",
    "                exp_w.options = stock.options\n",
    "                self.last_ticker = ticker\n",
    "\n",
    "            if expiry:\n",
    "                fig = go.Figure()\n",
    "                for expire in expiry:\n",
    "                    if expire not in self.dfs:\n",
    "                        self.dfs[expire] = stock.option_chain(expire)\n",
    "                    group = self.dfs[expire]\n",
    "                    df = group.calls if inst == \"Call\" else group.puts\n",
    "\n",
    "                    plot = go.Scatter(\n",
    "                        x=df[x],\n",
    "                        y=df[y],\n",
    "                        mode=\"lines\",\n",
    "                        connectgaps=True,\n",
    "                        name=expire,\n",
    "                    )\n",
    "                    fig.add_trace(plot)\n",
    "\n",
    "                format_plotly(fig, x, y, ticker, expiry, inst)\n",
    "\n",
    "                if os.environ.get(\"SERVER_SOFTWARE\", \"jupyter\").startswith(\"voila\"):\n",
    "                    fig.show(config={\"showTips\": False}, renderer=\"notebook\")\n",
    "                else:\n",
    "                    fig.show(config={\"showTips\": False})\n",
    "\n",
    "\n",
    "x_w = widgets.Dropdown(options=opts, value=\"strike\", description=\"X\")\n",
    "y_w = widgets.Dropdown(options=opts, value=\"lastPrice\", description=\"Y\")\n",
    "tickers_w = widgets.Text(description=\"Ticker\")\n",
    "exp_w = widgets.SelectMultiple(description=\"Expiry\")\n",
    "inst_w = widgets.Dropdown(options=[\"Put\", \"Call\"], value=\"Call\", description=\"Type\")\n",
    "\n",
    "select_opt = widgets.VBox([tickers_w, exp_w])\n",
    "select_plot = widgets.VBox([inst_w, x_w, y_w])\n",
    "controls = widgets.HBox([select_opt, select_plot])\n",
    "\n",
    "chart = Chart()\n",
    "stocks_view = widgets.interactive_output(\n",
    "    chart.update,\n",
    "    {\"ticker\": tickers_w, \"expiry\": exp_w, \"inst\": inst_w, \"x\": x_w, \"y\": y_w},\n",
    ")\n",
    "\n",
    "title_html = \"<h1>Option Chain Dashboard</h1>\"\n",
    "app_contents = [\n",
    "    widgets.HTML(title_html),\n",
    "    controls,\n",
    "    stocks_view,\n",
    "]\n",
    "app = widgets.VBox(app_contents)\n",
    "display(app)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "a84c7390-6b43-4a25-8aa2-31aa84f52605",
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3 (ipykernel)",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.8.12"
  },
  "metadata": {
   "interpreter": {
    "hash": "e896a00ead8b521528d79ac9ef24990696f2b751eb283ab8e0d078c9c4971ffc"
   }
  }
 },
 "nbformat": 4,
 "nbformat_minor": 5
}