def execute_results(self, pathinputfilelocalsymbols,
pathinputfilelocalexpirations, rootlocalforfilespulled,
showresults):
################################################
#
# Returns downloaddirectorylocal
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(
rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
# import shutil
# shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(
downloaddirectorylocal, pathinputfilelocalsymbols,
pathinputfilelocalexpirations)
################################################
print('return value: DownloadDirectoryLocal= ' +
downloaddirectorylocal)
self.DownloadDirectoryLocal = downloaddirectorylocal
def optionprices(self,pathfilelocalsymbols,pathfilelocalexpirations,rootlocalforfilespulled,showresults):
################################################
#
# Returns file name of output
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
import shutil
shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(downloaddirectorylocal,
pathfilelocalsymbols,
pathfilelocalexpirations)
self.OutputPathString = downloaddirectorylocal
def execute_results(self,pathinputfilelocalsymbols,pathinputfilelocalexpirations,rootlocalforfilespulled,showresults):
################################################
#
# Returns downloaddirectorylocal
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
# import shutil
# shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(downloaddirectorylocal,
pathinputfilelocalsymbols,
pathinputfilelocalexpirations)
################################################
print('return value: DownloadDirectoryLocal= ' + downloaddirectorylocal)
self.DownloadDirectoryLocal=downloaddirectorylocal
def optionprices(self, pathfilelocalsymbols, pathfilelocalexpirations,
rootlocalforfilespulled, showresults):
################################################
#
# Returns file name of output
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(
rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
import shutil
shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(downloaddirectorylocal,
pathfilelocalsymbols,
pathfilelocalexpirations)
self.OutputPathString = downloaddirectorylocal
def execute_results(self,pathinputfilelocalsymbols,pathinputfilelocalexpirations,rootlocalforfilespulled,showresults):
################################################
#
# Returns downloaddirectorylocal
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
# This would remove the entire tree from the date\hour\bucket
# removal should be done at the file level so that multiple process can run concurrently
# import shutil
# shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(downloaddirectorylocal,
pathinputfilelocalsymbols,
pathinputfilelocalexpirations)
################################################
print('return value: DownloadDirectoryLocal= ' + downloaddirectorylocal)
self.DownloadDirectoryLocal=downloaddirectorylocal
def execute_results(self,pathfilelocalsymbols,pathfilelocalexpirations,rootlocalforfilespulled,directorylocaloutput,showresults):
################################################
#
# Returns file name of output
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
import shutil
shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(downloaddirectorylocal,
pathfilelocalsymbols,
pathfilelocalexpirations)
################################################
import readintomemoryinsertcalendarspreadpairsintodictionary
cal = readintomemoryinsertcalendarspreadpairsintodictionary.read(downloaddirectorylocal)
#if showresults == 1:
print('completed readintomemoryinsertcalendarspreadpairsintodictionary')
dPairs = cal.PairsDictionary
dPairsCalculated = {}
#if showresults == 1:
print('building valid pairs...')
for k,ls in dPairs.items():
earlier = ls[0]
later = ls[1]
if earlier.bid.replace('.','',1).isdigit() and float(earlier.bid) >= 0.25:
if float(earlier.bid) <= 4.0:
if (earlier.optiontype == 'C' and float(earlier.stockprice) < float(earlier.strike)) or (earlier.optiontype == 'P' and float(earlier.stockprice) > float(earlier.strike)):
if later.ask.replace('.','',1).isdigit() and float(later.ask) > 0.0 and float(earlier.bid)/float(later.ask) > 0.6:
dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
if showresults == 1:
print(str(len(dPairsCalculated)) + ' valid pairs...')
print('sorting results...')
from collections import OrderedDict
dOrdered = OrderedDict(sorted(dPairsCalculated.items(), key=lambda t: t[1]))
outputlines = {}
#if showresults == 1:
print('putting results into printable dictionary ' + str(len(dOrdered)) + ' lines')
for k1,v1 in dOrdered.items():
#ls = list(dPairs.keys())[list(dPairs.values()).index(k1)]
ls = dPairs.get(k1)
earlier = ls[0]
later = ls[1]
outputlines[len(outputlines)]=earlier.optionsymbol+','+later.optionsymbol+','+str(later.strike)+','+str(later.stockprice)+','+str(earlier.bid)+','+str(later.ask)+','+'{percent:.0%}'.format(percent=float(earlier.bid)/float(later.ask)) +','+ str(round(float(later.ask)-float(earlier.bid),2))
mytools.general.make_sure_path_exists(directorylocaloutput)
datetime14 = mytools.mystrings.ConvertDatetime14()
print(datetime14)
outputfilepath = directorylocaloutput + '\\' + datetime14 + '.csv'
#if showresults == 1:
print('printing results to ' + outputfilepath)
with open(outputfilepath, 'w') as f:
for outputline in outputlines.values():
f.write(outputline+'\n')
#if showresults == 1:
print('Finished executing calendarspreadslive...')
self.OutputFilePathString = outputfilepath
def execute_quantifyprofitlosssingle(self, SellEarlyCallOptionSymbol,
BuyLaterCallOptionSymbol,
SellEarlyPutOptionSymbol,
BuyLaterPutOptionSymbol,
CallPairSpread, PutPairSpread,
showresults):
pathfilelocalsymbols = 'inputs\\SymbolsTemp.txt'
pathfilelocalexpirations = 'inputs\\ExpirationsTemp.txt'
rootlocalforfilespulled = 'downloads'
directorylocaloutput = 'output'
import mytools as mt
mysymbol = mt.get_from_optionsymbol.symbol(SellEarlyCallOptionSymbol)
#file = open(pathfilelocalsymbols, 'w')
#file.close()
with open(pathfilelocalsymbols, 'w') as fsymbol:
fsymbol.write(mysymbol + '\n')
import datetime
dExpirations = {}
myexpiration = mt.get_from_optionsymbol.expirationdate(
SellEarlyCallOptionSymbol)
if not myexpiration in dExpirations:
dExpirations[myexpiration] = myexpiration.strftime("%Y-%m-%d")
myexpiration = mt.get_from_optionsymbol.expirationdate(
BuyLaterCallOptionSymbol)
if not myexpiration in dExpirations:
dExpirations[myexpiration] = myexpiration.strftime("%Y-%m-%d")
myexpiration = mt.get_from_optionsymbol.expirationdate(
SellEarlyPutOptionSymbol)
if not myexpiration in dExpirations:
dExpirations[myexpiration] = myexpiration.strftime("%Y-%m-%d")
myexpiration = mt.get_from_optionsymbol.expirationdate(
BuyLaterPutOptionSymbol)
if not myexpiration in dExpirations:
dExpirations[myexpiration] = myexpiration.strftime("%Y-%m-%d")
with open(pathfilelocalexpirations, 'w') as fexpirations:
for k, v in dExpirations.items():
fexpirations.write(v + '\n')
#,pathfilelocalsymbols,pathfilelocalexpirations,rootlocalforfilespulled,directorylocaloutput
################################################
#
# Returns file name of output
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(
rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
import shutil
shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(downloaddirectorylocal,
pathfilelocalsymbols,
pathfilelocalexpirations)
################################################
import readintomemoryinsertcalendarspreadpairsintodictionary
cal = readintomemoryinsertcalendarspreadpairsintodictionary.read(
downloaddirectorylocal)
#if showresults == 1:
dPairs = cal.PairsDictionary
print(
'completed readintomemoryinsertcalendarspreadpairsintodictionary ='
+ str(len(dPairs)))
dMyPairs = {}
#if showresults == 1:
print('building valid pairs...')
#callpairspreadcurrent = -999
#putpairspreadcurrent = -999
callpairspreadcurrent = -999.99
putpairspreadcurrent = -999.99
callpairlaterbid = -999.99
callpairearlierask = -999.99
putpairlaterbid = -999.99
putpairearlierask = -999.99
import structureforcalendartrade
for k, ls in dPairs.items():
earlier = ls[0]
later = ls[1]
#print(earlier.optionsymbol + ' ' + later.optionsymbol)
if earlier.optionsymbol == SellEarlyCallOptionSymbol:
#print('My Calls',SellEarlyCallOptionSymbol,BuyLaterCallOptionSymbol)
if later.optionsymbol == BuyLaterCallOptionSymbol:
#print('My Calls',SellEarlyCallOptionSymbol,BuyLaterCallOptionSymbol)
print('CallEarlierBid = ' + str(float(earlier.bid)))
print('CallEarlierAsk = ' + str(float(earlier.ask)))
print('CallEarlierMidpoint = ' + str((
(float(earlier.bid) + float(earlier.ask)) / 2.0)))
print('CallLaterBid = ' + str(float(later.bid)))
print('CallLaterAsk = ' + str(float(later.ask)))
print('CallLaterMidpoint = ' +
str(((float(later.bid) + float(later.ask)) / 2.0)))
# callpairearlierask = float(earlier.ask)
# callpairspreadcurrent = float(later.bid) - float(earlier.ask)
dMyPairs['call'] = ls
structCalendarTradeCall = structureforcalendartrade.Framework(
ls)
if earlier.optionsymbol == SellEarlyPutOptionSymbol:
#print('My Puts',SellEarlyPutOptionSymbol,BuyLaterPutOptionSymbol)
if later.optionsymbol == BuyLaterPutOptionSymbol:
print('PutEarlierBid = ' + str(float(earlier.bid)))
print('PutEarlierAsk = ' + str(float(earlier.ask)))
print('PutLaterBid = ' + str(float(later.bid)))
print('PutLaterAsk = ' + str(float(later.ask)))
# putpairlaterbid = float(later.bid)
# putpairearlierask = float(earlier.ask)
# putpairspreadcurrent = float(later.bid) - float(earlier.ask)
dMyPairs['put'] = ls
structCalendarTradePut = structureforcalendartrade.Framework(
ls)
# print('callpairlaterbid='+str(structCalendarTrades))
# print('callpairearlierask='+str(callpairearlierask))
#
# print('putpairlaterbid='+str(putpairlaterbid))
# print('putpairearlierask='+str(putpairearlierask))
# oCallCalendarSpread = structCalendarTradeCall.closingpairspreadmarketprices
# oPutCalendarSpread = structCalendarTradePut.closingpairspreadmarketprices
print('openingcallpairspreadmarketprices=' +
str(structCalendarTradeCall.openingpairspreadmarketprices))
print('openingputpairspreadmarketprices=' +
str(structCalendarTradePut.openingpairspreadmarketprices))
print('openingcallpairspreadmidpointprices=' +
str(structCalendarTradeCall.openingpairspreadmidpointprices))
print('openingputpairspreadmidpointprices=' +
str(structCalendarTradePut.openingpairspreadmidpointprices))
print('closingcallpairspreadmarketprices=' +
str(structCalendarTradeCall.closingpairspreadmarketprices))
print('closingputpairspreadmarketprices=' +
str(structCalendarTradePut.closingpairspreadmarketprices))
print('closingcallpairspreadmidpointprices=' +
str(structCalendarTradeCall.closingpairspreadmidpointprices))
print('closingputpairspreadmidpointprices=' +
str(structCalendarTradePut.closingpairspreadmidpointprices))
def execute_quantifyprofitlossleg(self,
SellEarlyOptionSymbol,
BuyLaterOptionSymbol,
PairSpread,
showresults):
pathfilelocalsymbols='inputs\\SymbolsTemp.txt'
pathfilelocalexpirations='inputs\\ExpirationsTemp.txt'
rootlocalforfilespulled='downloads'
directorylocaloutput='output'
import mytools as mt
mysymbol = mt.get_from_optionsymbol.symbol(SellEarlyOptionSymbol)
#file = open(pathfilelocalsymbols, 'w')
#file.close()
with open(pathfilelocalsymbols, 'w') as fsymbol:
fsymbol.write(mysymbol+'\n')
dExpirations={}
myexpiration=mt.get_from_optionsymbol.expirationdate(SellEarlyOptionSymbol)
if not myexpiration in dExpirations:
dExpirations[myexpiration] = myexpiration.strftime("%Y-%m-%d")
myexpiration=mt.get_from_optionsymbol.expirationdate(BuyLaterOptionSymbol)
if not myexpiration in dExpirations:
dExpirations[myexpiration] = myexpiration.strftime("%Y-%m-%d")
with open(pathfilelocalexpirations, 'w') as fexpirations:
for k,v in dExpirations.items():
fexpirations.write(v+'\n')
#,pathfilelocalsymbols,pathfilelocalexpirations,rootlocalforfilespulled,directorylocaloutput
################################################
#
# Returns file name of output
#
################################################
import mytools
downloaddirectorylocal = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(rootlocalforfilespulled)
print('downloaddirectorylocal=' + downloaddirectorylocal)
################################################
import shutil
shutil.rmtree(downloaddirectorylocal, ignore_errors=True)
################################################
import pullpricesallfromdirectorylocalroot
pullpricesallfromdirectorylocalroot.pull(downloaddirectorylocal,
pathfilelocalsymbols,
pathfilelocalexpirations)
################################################
import readintomemoryinsertcalendarspreadpairsintodictionary
cal = readintomemoryinsertcalendarspreadpairsintodictionary.read(downloaddirectorylocal)
#if showresults == 1:
dPairs = cal.PairsDictionary
print('completed readintomemoryinsertcalendarspreadpairsintodictionary =' + str(len(dPairs)))
#if showresults == 1:
print('building valid pairs...')
#PairSpreadcurrent = -999
#putpairspreadcurrent = -999
#PairSpreadcurrent = -999.99
import structureforcalendartrade
for k,ls in dPairs.items():
earlier = ls[0]
later = ls[1]
#print(earlier.optionsymbol + ' ' + later.optionsymbol)
if earlier.optionsymbol == SellEarlyOptionSymbol:
#print('My s',SellEarlyOptionSymbol,BuyLaterOptionSymbol)
if later.optionsymbol == BuyLaterOptionSymbol:
#print('My s',SellEarlyOptionSymbol,BuyLaterOptionSymbol)
print('-----------------------------------------')
print('EarlierBid = ' + str(float(earlier.bid)))
print('EarlierAsk = ' + str(float(earlier.ask)))
print('EarlierMidpoint = ' + str(((float(earlier.bid) + float(earlier.ask)) / 2.0)))
print('LaterBid = ' + str(float(later.bid)))
print('LaterAsk = ' + str(float(later.ask)))
print('LaterMidpoint = ' + str(((float(later.bid) + float(later.ask)) / 2.0)))
print('-----------------------------------------')
structCalendarTrade = structureforcalendartrade.Framework(ls)
# print('pairlaterbid='+str(structCalendarTrades))
# print('pairearlierask='+str(pairearlierask))
#
# print('putpairlaterbid='+str(putpairlaterbid))
# print('putpairearlierask='+str(putpairearlierask))
# oCalendarSpread = structCalendarTrade.closingpairspreadmarketprices
# oPutCalendarSpread = structCalendarTradePut.closingpairspreadmarketprices
print('openingpairspreadmarketprices='+str(structCalendarTrade.openingpairspreadmarketprices))
print('openingpairspreadmidpointprices='+str(structCalendarTrade.openingpairspreadmidpointprices))
print('closingpairspreadmarketprices='+str(structCalendarTrade.closingpairspreadmarketprices))
print('closingpairspreadmidpointprices='+str(structCalendarTrade.closingpairspreadmidpointprices))
