def option_positions(account, options={}):
token = _get_token(account["username"], account["password"])
all_option_positions = OptionPosition.all(token)
open_option_positions = list(
filter(lambda p: float(p["quantity"]) > 0.0, all_option_positions))
bearer = _get_bearer(token)
results = OptionPosition.append_marketdata(bearer, open_option_positions)
return results
def option_positions(client, options={}):
'''
options:
- only_open. Default = True
'''
x = OptionPosition.all(client)
only_open = util.get_key(options, "only_open", True)
if only_open:
x = list(filter(lambda p: float(p["quantity"]) > 0.0, x))
x = OptionPosition.mergein_marketdata_list(client, x)
x = OptionPosition.mergein_instrumentdata_list(client, x)
x = OptionPosition.humanize_numbers(x)
return x
def test_fetch_fields(self):
client = gen_client()
with gen_vcr().use_cassette('option_position_all.yaml'):
option_positions = OptionPosition.all(client)
option_position = option_positions[0]
expected_fields = [
'intraday_average_open_price', 'account', 'intraday_quantity',
'option', 'created_at', 'updated_at', 'average_price',
'chain_id', 'pending_expired_quantity', 'pending_buy_quantity',
'url', 'pending_sell_quantity', 'chain_symbol', 'type', 'id',
'quantity']
actual_fields = list(option_position.keys())
assert(set(expected_fields) == set(actual_fields))
#
# get auth_data (see https://github.com/westonplatter/fast_arrow_auth)
#
with open("fast_arrow_auth.json") as f:
auth_data = json.loads(f.read())
#
# initialize client with auth_data
#
client = Client(auth_data)
#
# fetch option_positions
#
all_option_positions = OptionPosition.all(client)
#
# filter to get open option_positions
#
ops = list(filter(lambda p: float(p["quantity"]) > 0.0, all_option_positions))
#
msg = "There are {} open option positions".format(len(ops))
print(msg)
#
# append marketdata to each position
#
ops = OptionPosition.mergein_marketdata_list(client, ops)
#
# get auth_data (see https://github.com/westonplatter/fast_arrow_auth)
#
with open("fast_arrow_auth.json") as f:
auth_data = json.loads(f.read())
#
# initialize client with auth_data
#
client = Client(auth_data)
#
# fetch option_positions
#
all_option_positions = OptionPosition.all(client)
#
# filter to get open option_positions
#
open_option_positions = list(filter(lambda p: float(p["quantity"]) > 0.0, all_option_positions))
#
# append marketdata to each position
#
option_position_with_marketdata = OptionPosition.mergein_marketdata_list(client, open_option_positions)
#
from datatype_tools.lib import *
from print_tools.printer import Printer
from fast_arrow import Client, OptionChain, Option, OptionPosition, OptionOrder
#: Login
p = Printer()
client = Client()
client.authenticate()
#: Get Positions
positions = OptionPosition.all(client)
positions = list(filter(lambda p: float(p["quantity"]) > 0.0, positions))
if (len(positions) > 0):
positions = OptionPosition.mergein_marketdata_list(client, positions)
positions = OptionPosition.mergein_instrumentdata_list(client, positions)
positions = OptionPosition.mergein_orderdata_list(client, positions)
#: Get Most Recent Order
symbol = positions[0]['chain_symbol']
strat = positions[0]['option_type']
effect = positions[0]['type']
buy_price = positions[0]['average_price']
bid_price = positions[0]['bid_price']
expiration_date = positions[0]['expiration_date']
quantity = positions[0]['quantity']
url = positions[0]['instrument']