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b71abcfbf4
* quick econ fix * black * keys and feature flags * terminal name 👀 * some more replacements * some more replacements * edit pyproject * gst -> openbb * add example portfolios back to git * Update api from gst * sorry. skipping some tests * another round of names * another round of test edits * Missed some .gst refs and update timezone * water mark stuff * Fixing Names in terminal.spec and name of GTFF_DEFAULTS to OBBFF_DEFAULTS * fix more GST to OpenBB Terminal * Logging : merge conflicts with main * Revert wrong files Co-authored-by: Andrew <andrew.kenreich@gmail.com> Co-authored-by: DidierRLopes <dro.lopes@campus.fct.unl.pt> Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
49 lines
1.4 KiB
Python
49 lines
1.4 KiB
Python
"""AlphaQuery Model"""
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__docformat__ = "numpy"
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import logging
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from datetime import datetime, timedelta
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import pandas as pd
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import requests
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from openbb_terminal.decorators import log_start_end
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def get_put_call_ratio(
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ticker: str,
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window: int = 30,
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start_date: str = (datetime.now() - timedelta(days=366)).strftime("%Y-%m-%d"),
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) -> pd.DataFrame:
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"""Gets put call ratio over last time window [Source: AlphaQuery.com]
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Parameters
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----------
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ticker : str
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Ticker to look for
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window : int, optional
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Window to consider, by default 30
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start_date : str, optional
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Start date to plot, by default last 366 days
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"""
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url = f"https://www.alphaquery.com/data/option-statistic-chart?ticker={ticker}\
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&perType={window}-Day&identifier=put-call-ratio-volume"
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) \
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Chrome/70.0.3538.77 Safari/537.36"
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}
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r = requests.get(url, headers=headers)
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if r.status_code != 200:
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return pd.DataFrame()
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pcr = pd.DataFrame.from_dict(r.json())
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pcr.rename(columns={"x": "Date", "value": "PCR"}, inplace=True)
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pcr.set_index("Date", inplace=True)
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pcr.index = pd.to_datetime(pcr.index).tz_localize(None)
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return pcr[pcr.index > start_date]
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