def __init__(self, ticker):
self.mongodb = s.StockMongo()
try:
self.ticker = ticker
self.options = self.collect_eod_options(self.ticker)
self.start_date = min(self.options.index)
self.end_date = max(self.options.index)
self.strike_dates = []
self.strikeDates = []
self.formula = {}
self.prepare_options()
except:
self.len_records = 0
self.map_strike_dates()
try:
self.stock_data = StockData(ticker)
self.vix = StockData("^VIX")
self.merge_stock_data()
self.merge_vix_data()
self.count_records()
except:
self.len_records = 0
self.analyse_options()
self.map_strike_date_objects()
self.map_strike_dates_returns()
def main():
print("getting symbols")
m = s.StockMongo()
symbols = m.get_symbols()
tickers = []
for sym in symbols:
tickers.append(sym['sym'])
print("running data collection")
for tick in tickers[:10]:
o = Options(tick)
o.regression()
print("Completed for " + str(tick))
def main():
d = datetime.datetime.now()
day_of_month = int(d.strftime("%d"))
print("getting symbols")
m = s.StockMongo()
symbols = m.get_symbols()
tickers = []
for sym in symbols:
tickers.append(sym['sym'])
start = int(10 * (day_of_month-1))
if start-9 <= len(tickers):
print("running data collection")
for tick in tickers[start+6:start+10]:
try:
o = Options(tick)
o.regression()
print("Completed for " + str(tick))
except:
print("Error for " + str(tick))