def iv_command(ticker: str = None):
"""Options IV"""
# Debug
if imps.DEBUG:
logger.debug("opt info %s", ticker)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
df = barchart_model.get_options_info(ticker)
df = df.fillna("")
df = df.set_axis(
[
" ",
"",
],
axis="columns",
)
df[""] = df[""].str.lstrip()
font_color = [["white"]] + [["#e4003a" if "-" in df[""][0] else "#00ACFF"]
+ ["white"]]
df.set_index(" ", inplace=True)
fig = imps.plot_df(
df,
fig_size=(600, 1500),
col_width=[3, 3],
tbl_header=imps.PLT_TBL_HEADER,
tbl_cells=imps.PLT_TBL_CELLS,
font=imps.PLT_TBL_FONT,
row_fill_color=imps.PLT_TBL_ROW_COLORS,
paper_bgcolor="rgba(0, 0, 0, 0)",
)
fig.update_traces(
header=(dict(
values=[[f"<b>{ticker.upper()}</b>"]],
align="center",
)),
cells=(dict(
align="left",
font=dict(color=font_color),
)),
)
imagefile = imps.save_image("opt-info.png", fig)
return {
"title": f"{ticker.upper()} Options: IV",
"imagefile": imagefile,
}
def print_options_data(ticker: str, export: str):
"""Scrapes Barchart.com for the options information
Parameters
----------
ticker: str
Ticker to get options info for
export: str
Format of export file
"""
data = barchart_model.get_options_info(ticker)
print(tabulate(data, tablefmt="fancy_grid", showindex=False))
print("")
export_data(export, os.path.dirname(os.path.abspath(__file__)), "info",
data)
def iv_command(ticker: str = None):
"""Options IV"""
# Debug
if cfg.DEBUG:
logger.debug("opt-iv %s", ticker)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
df = barchart_model.get_options_info(ticker)
df = df.fillna("")
df = df.set_axis(
[
" ",
"",
],
axis="columns",
)
df.set_index(" ", inplace=True)
fig = df2img.plot_dataframe(
df,
fig_size=(600, 1500),
col_width=[3, 3],
tbl_cells=dict(
align="left",
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("opt-iv.png", fig)
return {
"title": f"{ticker.upper()} Options: IV",
"imagefile": imagefile,
}
def print_options_data(ticker: str, export: str):
"""Scrapes Barchart.com for the options information
Parameters
----------
ticker: str
Ticker to get options info for
export: str
Format of export file
"""
data = barchart_model.get_options_info(ticker)
print_rich_table(data,
show_index=False,
headers=list(data.columns),
title="Options Information")
console.print("")
export_data(export, os.path.dirname(os.path.abspath(__file__)), "info",
data)
async def iv_command(ctx, ticker: str = None):
"""Options IV"""
try:
# Debug
if cfg.DEBUG:
logger.debug("!stocks.opt.iv %s", ticker)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
df = barchart_model.get_options_info(ticker)
tickerr = ticker.upper()
report = "```" + tabulate(df, tablefmt="fancy_grid",
showindex=False) + "```"
embed = discord.Embed(
title=" " + tickerr.__str__() + " Options: IV",
description=report,
colour=cfg.COLOR,
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed)
except Exception as e:
embed = discord.Embed(
title="ERROR Options: IV",
colour=cfg.COLOR,
description=e,
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed)
def options_data(
ticker: str = None,
expiry: str = None,
min_sp: float = None,
max_sp: float = None,
):
# Debug
if imps.DEBUG:
logger.debug("opt overview %s %s %s %s", ticker, expiry, min_sp,
max_sp)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
# Get options info/dates, Look for logo_url
if "^" not in ticker:
df_bcinfo = get_options_info(ticker) # Barchart Options IV Overview
df_bcinfo = df_bcinfo.fillna("")
df_bcinfo = df_bcinfo.set_axis(
[
" ",
"",
],
axis="columns",
)
df_bcinfo[""] = df_bcinfo[""].str.lstrip()
else:
df_bcinfo = ""
dates = yfinance_model.option_expirations(ticker) # Expiration dates
tup = f"{ticker.upper()}"
url = yf.Ticker(tup).info["logo_url"]
url += "?raw=true" if url else ""
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, str(expiry))
calls = options.calls.fillna(0)
puts = options.puts.fillna(0)
current_price = yfinance_model.get_price(ticker)
min_strike2 = np.percentile(calls["strike"], 1)
max_strike2 = np.percentile(calls["strike"], 100)
min_strike = 0.75 * current_price
max_strike = 1.95 * current_price
if len(calls) > 40:
min_strike = 0.75 * current_price
max_strike = 1.25 * current_price
if min_sp:
min_strike = min_sp
min_strike2 = min_sp
if max_sp:
max_strike = max_sp
max_strike2 = max_sp
if min_sp > max_sp: # type: ignore
min_sp, max_sp = max_strike2, min_strike2
call_oi = calls.set_index("strike")["openInterest"] / 1000
put_oi = puts.set_index("strike")["openInterest"] / 1000
df_opt = pd.merge(call_oi, put_oi, left_index=True, right_index=True)
df_opt = df_opt.rename(columns={
"openInterest_x": "OI_call",
"openInterest_y": "OI_put"
})
max_pain = op_helpers.calculate_max_pain(df_opt)
data = [
ticker,
url,
expiry,
dates,
df_bcinfo,
calls,
puts,
df_opt,
current_price,
min_strike,
max_strike,
min_strike2,
max_strike2,
max_pain,
]
return data
def test_get_options_info(recorder):
result_df = barchart_model.get_options_info(ticker="PM")
recorder.capture(result_df)
async def overview_command(
ctx,
ticker: str = None,
expiry: str = None,
min_sp: float = None,
max_sp: float = None,
):
"""Options Overview"""
try:
# Debug
startTime2 = time.time()
if cfg.DEBUG:
print(f"!stocks.opt.iv {ticker} {expiry} {min_sp} {max_sp}")
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
# Get options info/dates, Look for logo_url
df = get_options_info(ticker) # Barchart Options IV Overview
dates = yfinance_model.option_expirations(ticker) # Expiration dates
tup = f"{ticker.upper()}"
url = yf.Ticker(tup).info["logo_url"]
url += "?raw=true" if url else ""
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, str(expiry))
calls = options.calls
puts = options.puts
current_price = yfinance_model.get_price(ticker)
min_strike2 = np.percentile(calls["strike"], 1)
max_strike2 = np.percentile(calls["strike"], 100)
min_strike = 0.75 * current_price
max_strike = 1.95 * current_price
if len(calls) > 40:
min_strike = 0.75 * current_price
max_strike = 1.25 * current_price
if min_sp:
min_strike = min_sp
min_strike2 = min_sp
if max_sp:
max_strike = max_sp
max_strike2 = max_sp
if min_sp > max_sp: # type: ignore
min_sp, max_sp = max_strike2, min_strike2
call_oi = calls.set_index("strike")["openInterest"] / 1000
put_oi = puts.set_index("strike")["openInterest"] / 1000
df_opt = pd.merge(call_oi, put_oi, left_index=True, right_index=True)
df_opt = df_opt.rename(columns={
"openInterest_x": "OI_call",
"openInterest_y": "OI_put"
})
max_pain = op_helpers.calculate_max_pain(df_opt)
fig = go.Figure()
dmax = df_opt[["OI_call", "OI_put"]].values.max()
dmin = df_opt[["OI_call", "OI_put"]].values.min()
fig.add_trace(
go.Scatter(
x=df_opt.index,
y=df_opt["OI_call"],
name="Calls",
mode="lines+markers",
line=dict(color="green", width=3),
))
fig.add_trace(
go.Scatter(
x=df_opt.index,
y=df_opt["OI_put"],
name="Puts",
mode="lines+markers",
line=dict(color="red", width=3),
))
fig.add_trace(
go.Scatter(
x=[current_price, current_price],
y=[dmin, dmax],
mode="lines",
line=dict(color="gold", width=2),
name="Current Price",
))
fig.add_trace(
go.Scatter(
x=[max_pain, max_pain],
y=[dmin, dmax],
mode="lines",
line=dict(color="grey", width=3, dash="dash"),
name=f"Max Pain: {max_pain}",
))
fig.update_xaxes(
range=[min_strike, max_strike],
constrain="domain",
)
fig.update_layout(
margin=dict(l=0, r=0, t=60, b=20),
template=cfg.PLT_SCAT_STYLE_TEMPLATE,
title=f"Open Interest for {ticker.upper()} expiring {expiry}",
title_x=0.5,
legend_title="",
xaxis_title="Strike",
yaxis_title="Open Interest (1k)",
xaxis=dict(rangeslider=dict(visible=False), ),
legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01),
dragmode="pan",
)
config = dict({"scrollZoom": True})
imagefile = "opt_oi.png"
fig.write_image(imagefile)
plt_link = ""
if cfg.INTERACTIVE:
html_ran = random.randint(69, 69420)
fig.write_html(f"in/oi_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/oi_{html_ran}.html)"
img = Image.open(imagefile)
im_bg = Image.open(cfg.IMG_BG)
h = img.height + 240
w = img.width + 520
img = img.resize((w, h), Image.ANTIALIAS)
x1 = int(0.5 * im_bg.size[0]) - int(0.5 * img.size[0])
y1 = int(0.5 * im_bg.size[1]) - int(0.5 * img.size[1])
x2 = int(0.5 * im_bg.size[0]) + int(0.5 * img.size[0])
y2 = int(0.5 * im_bg.size[1]) + int(0.5 * img.size[1])
img = img.convert("RGB")
im_bg.paste(img, box=(x1 - 5, y1, x2 - 5, y2))
im_bg.save(imagefile, "PNG", quality=100)
image = Image.open(imagefile)
image = autocrop_image(image, 0)
image.save(imagefile, "PNG", quality=100)
uploaded_image_oi = gst_imgur.upload_image(imagefile,
title="something")
image_link_oi = uploaded_image_oi.link
column_map = {
"openInterest": "oi",
"volume": "vol",
"impliedVolatility": "iv"
}
columns = [
"strike",
"bid",
"ask",
"volume",
"openInterest",
"impliedVolatility",
]
calls_df = calls[columns].rename(columns=column_map)
puts_df = puts[columns].rename(columns=column_map)
calls_df = calls_df[calls_df["strike"] >= min_strike2]
calls_df = calls_df[calls_df["strike"] <= max_strike2]
puts_df = puts_df[puts_df["strike"] >= min_strike2]
puts_df = puts_df[puts_df["strike"] <= max_strike2]
calls_df["iv"] = pd.to_numeric(calls_df["iv"].astype(float))
puts_df["iv"] = pd.to_numeric(puts_df["iv"].astype(float))
formats = {"iv": "{:.2f}"}
for col, f in formats.items():
calls_df[col] = calls_df[col].map(lambda x: f.format(x) # pylint: disable=W0640
)
puts_df[col] = puts_df[col].map(lambda x: f.format(x) # pylint: disable=W0640
)
calls_df.set_index("strike", inplace=True)
puts_df.set_index("strike", inplace=True)
if "-" in df.iloc[0, 1]:
iv = f"```diff\n- {df.iloc[0, 1]}\n```"
else:
iv = f"```yaml\n {df.iloc[0, 1]}\n```"
pfix, sfix = f"{ticker.upper()} ", f" expiring {expiry}"
if expiry == dates[0]:
pfix = f"{ticker.upper()} Weekly "
sfix = ""
embeds = [
disnake.Embed(
title=f"{ticker.upper()} Overview",
color=cfg.COLOR,
),
disnake.Embed(
title=f"{pfix}Open Interest{sfix}",
description=plt_link,
colour=cfg.COLOR,
),
]
choices = [
disnake.SelectOption(label=f"{ticker.upper()} Overview",
value="0",
emoji="🟢"),
disnake.SelectOption(label=f"{pfix}Open Interest{sfix}",
value="1",
emoji="🟢"),
]
embeds_img = []
i, i2, end = 0, 0, 20
df_calls = []
dindex = len(calls_df.index)
while i <= dindex:
df_calls = calls_df.iloc[i:end]
df_calls.append(df_calls)
figp = df2img.plot_dataframe(
df_calls,
fig_size=(1000, (40 + (40 * 20))),
col_width=[3, 3, 3, 3],
tbl_cells=cfg.PLT_TBL_CELLS,
font=cfg.PLT_TBL_FONT,
template=cfg.PLT_TBL_STYLE_TEMPLATE,
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = f"opt-calls{i}.png"
df2img.save_dataframe(fig=figp, filename=imagefile)
image = Image.open(imagefile)
image = autocrop_image(image, 0)
image.save(imagefile, "PNG", quality=100)
uploaded_image = gst_imgur.upload_image(imagefile,
title="something")
image_link = uploaded_image.link
embeds_img.append(f"{image_link}", )
embeds.append(
disnake.Embed(
title=f"{pfix}Calls{sfix}",
colour=cfg.COLOR,
), )
i2 += 1
i += 20
end += 20
os.remove(imagefile)
# Add Calls page field
i, page, puts_page = 2, 0, 3
i3 = i2 + 2
choices.append(
disnake.SelectOption(label="Calls Page 1", value="2",
emoji="🟢"), )
for i in range(2, i3):
page += 1
puts_page += 1
embeds[i].add_field(name=f"Calls Page {page}",
value="_ _",
inline=True)
# Puts Pages
i, end = 0, 20
df_puts = []
dindex = len(puts_df.index)
while i <= dindex:
df_puts = puts_df.iloc[i:end]
df_puts.append(df_puts)
figp = df2img.plot_dataframe(
df_puts,
fig_size=(1000, (40 + (40 * 20))),
col_width=[3, 3, 3, 3],
tbl_cells=cfg.PLT_TBL_CELLS,
font=cfg.PLT_TBL_FONT,
template=cfg.PLT_TBL_STYLE_TEMPLATE,
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = f"opt-puts{i}.png"
df2img.save_dataframe(fig=figp, filename=imagefile)
image = Image.open(imagefile)
image = autocrop_image(image, 0)
image.save(imagefile, "PNG", quality=100)
uploaded_image = gst_imgur.upload_image(imagefile,
title="something")
image_link = uploaded_image.link
embeds_img.append(f"{image_link}", )
embeds.append(
disnake.Embed(
title=f"{pfix}Puts{sfix}",
colour=cfg.COLOR,
), )
i2 += 1
i += 20
end += 20
os.remove(imagefile)
# Add Puts page field
i, page = 0, 0
puts_page -= 1
i2 += 2
choices.append(
disnake.SelectOption(label="Puts Page 1",
value=f"{puts_page}",
emoji="🟢"), )
for i in range(puts_page, i2):
page += 1
embeds[i].add_field(name=f"Puts Page {page}",
value="_ _",
inline=True)
# Author/Footer
for i in range(0, i2):
embeds[i].set_author(
name=cfg.AUTHOR_NAME,
url=cfg.AUTHOR_URL,
icon_url=cfg.AUTHOR_ICON_URL,
)
embeds[i].set_footer(
text=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
# Set images to Pages
i = 0
img_i = 0
embeds[1].set_image(url=image_link_oi)
for i in range(2, i2):
embeds[i].set_image(url=embeds_img[img_i])
img_i += 1
i += 1
if url:
embeds[0].set_thumbnail(url=f"{url}")
else:
embeds[0].set_thumbnail(url=cfg.AUTHOR_ICON_URL)
# Overview Section
embeds[0].add_field(name=f"{df.iloc[0, 0]}", value=iv, inline=False)
embeds[0].add_field(name=f"•{df.iloc[1, 0]}",
value=f"```css\n{df.iloc[1, 1]}\n```",
inline=True)
for N in range(2, 6):
embeds[0].add_field(
name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}",
value=f"```css\n{df.iloc[N, 1]}\n```",
inline=True,
)
embeds[0].add_field(name="_ _", value="_ _", inline=False)
for N in range(6, 8):
embeds[0].add_field(
name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}",
value=f"```css\n{df.iloc[N, 1]}\n```",
inline=True,
)
embeds[0].add_field(name="_ _", value="_ _", inline=False)
for N in range(8, 10):
embeds[0].add_field(
name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}",
value=f"```css\n{df.iloc[N, 1]}\n```",
inline=True,
)
embeds[0].add_field(name="_ _", value="_ _", inline=False)
for N in range(10, 12):
embeds[0].add_field(
name=f"_ _ _ _ _ _ _ _ _ _ •{df.iloc[N, 0]}",
value=f"```css\n{df.iloc[N, 1]}\n```",
inline=True,
)
embeds[0].set_footer(text=f"Page 1 of {len(embeds)}")
executionTime2 = time.time() - startTime2
print(
f"\n> {__name__} is finished: time in seconds: {executionTime2}\n")
await ctx.send(embed=embeds[0], view=Menu(embeds, choices))
except Exception as e:
embed = disnake.Embed(
title="ERROR Options: Overview",
colour=cfg.COLOR,
description=e,
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed, delete_after=30.0)
async def iv_command(ctx, ticker: str = None):
"""Options IV"""
try:
# Debug
if cfg.DEBUG:
logger.debug("!stocks.opt.iv %s", ticker)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
df = barchart_model.get_options_info(ticker)
df = df.fillna("")
df = df.set_axis(
[
" ",
"",
],
axis="columns",
)
df.set_index(" ", inplace=True)
fig = df2img.plot_dataframe(
df,
fig_size=(600, 1500),
col_width=[3, 3],
tbl_cells=dict(
align="left",
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = "opt-iv.png"
df2img.save_dataframe(fig=fig, filename=imagefile)
image = Image.open(imagefile)
image = autocrop_image(image, 0)
image.save(imagefile, "PNG", quality=100)
image = disnake.File(imagefile)
title = f"{ticker.upper()} Options: IV"
embed = disnake.Embed(title=title, colour=cfg.COLOR)
embed.set_image(url=f"attachment://{imagefile}")
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed, file=image)
except Exception as e:
embed = disnake.Embed(
title="ERROR Options: IV",
colour=cfg.COLOR,
description=e,
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed, delete_after=30.0)