def FilDelta(n_clicks, value1, lid, children):
if (n_clicks != None) & (value1 != None) & (lid != None) & (children !=
None):
optionsInfo_C = pd.DataFrame(
json.loads(json.loads(children)['optionsInfo_C']))
optionsInfo_P = pd.DataFrame(
json.loads(json.loads(children)['optionsInfo_P']))
optionsInfo = pd.DataFrame(
json.loads(json.loads(children)['optionsInfo']))
optionsInfo = optionsInfo.sort_values('STRIKE_PRC')
optionsInfo_C = optionsInfo_C.sort_values('STRIKE_PRC')
optionsInfo_P = optionsInfo_P.sort_values('STRIKE_PRC')
optionsInfo.index = range(len(optionsInfo))
optionsInfo_C.index = range(len(optionsInfo_C))
optionsInfo_P.index = range(len(optionsInfo_P))
# lldate=list(set(optionsInfo.EXPIR_DATE.values))
# lldate.sort()
lid.sort()
lldate = lid
Selec_C = Func.DeltaStreikFilter(optionsInfo_C, lldate, value1)
Selec_P = Func.DeltaStreikFilter(optionsInfo_P, lldate, value1)
callRIC = pd.DataFrame(Selec_C).T
callRIC.columns = lldate
call = pd.DataFrame([
optionsInfo[optionsInfo.Instrument.isin(
Selec_C[i])].STRIKE_PRC.values for i in range(len(Selec_C))
]).T
call.columns = lldate
putRIC = pd.DataFrame(Selec_P).T
putRIC.columns = lldate
put = pd.DataFrame([
optionsInfo[optionsInfo.Instrument.isin(
Selec_P[i])].STRIKE_PRC.values for i in range(len(Selec_P))
]).T
put.columns = lldate
RE = {
"callRIC": callRIC.to_json(),
"call": call.to_json(),
"putRIC": putRIC.to_json(),
"put": put.to_json(),
}
return (json.dumps(RE))
else:
return (None)
