def __init__(self, symbol, long_short=utils.LONG, expiration=None,
call_put=None, strike=None, price_range=20, tick_size=0.01,
cost_func=tradeking_cost, premium_func=None, **kwargs):
if premium_func is None:
premium_func = tradeking_premium(**kwargs)
price_range = utils.Price(price_range)
self._tick_size = utils.Price(tick_size)
self._cost_func = cost_func
self._premium_func = premium_func
if not all((expiration, call_put, strike)):
(symbol, expiration,
call_put, strike) = utils.parse_option_symbol(symbol)
self._symbol = utils.option_symbol(symbol, expiration, call_put,
strike)
self._underlying = symbol
self._expiration = expiration
self._call_put = call_put.upper()
self._long_short = long_short.upper()
self._strike = utils.Price(strike)
self._start = self._strike - price_range
self._stop = self._strike + price_range + 1
if self._call_put == utils.PUT:
self._payoff_func = lambda x: max(self._strike - x, 0)
else:
self._payoff_func = lambda x: max(x - self._strike, 0)
def _leg(symbol, long_short, call_put, expiration=None, strike=None,
**leg_kwargs):
if not all((expiration, strike)):
(symbol, expiration,
_call_put, strike) = utils.parse_option_symbol(symbol)
return Leg(symbol, long_short=long_short, call_put=call_put,
expiration=expiration, strike=strike, **leg_kwargs)
def Strangle(symbol, call_strike, put_strike, long_short=utils.LONG,
expiration=None, **leg_kwargs):
if not expiration:
(symbol, expiration,
_call_put, _strike) = utils.parse_option_symbol(symbol)
put = _leg(symbol, long_short=long_short, call_put=utils.PUT,
expiration=expiration, strike=put_strike, **leg_kwargs)
call = _leg(symbol, long_short=long_short, call_put=utils.CALL,
expiration=expiration, strike=call_strike, **leg_kwargs)
return MultiLeg(put, call, **leg_kwargs)
def _leg(symbol,
long_short,
call_put,
expiration=None,
strike=None,
**leg_kwargs):
if not all((expiration, strike)):
(symbol, expiration, _call_put,
strike) = utils.parse_option_symbol(symbol)
return Leg(symbol,
long_short=long_short,
call_put=call_put,
expiration=expiration,
strike=strike,
**leg_kwargs)
def Collar(symbol, put_strike, call_strike, expiration=None, **leg_kwargs):
if not expiration:
(symbol, expiration, _call_put,
_strike) = utils.parse_option_symbol(symbol)
put = _leg(symbol,
long_short=utils.LONG,
call_put=utils.PUT,
expiration=expiration,
strike=put_strike,
**leg_kwargs)
call = _leg(symbol,
long_short=utils.SHORT,
call_put=utils.CALL,
expiration=expiration,
strike=call_strike,
**leg_kwargs)
return MultiLeg(put, call, **leg_kwargs)
def __init__(self,
symbol,
long_short=utils.LONG,
expiration=None,
call_put=None,
strike=None,
price_range=20,
tick_size=0.01,
cost_func=tradeking_cost,
premium_func=None,
**kwargs):
if premium_func is None:
premium_func = tradeking_premium(**kwargs)
price_range = utils.Price(price_range)
self._tick_size = utils.Price(tick_size)
self._cost_func = cost_func
self._premium_func = premium_func
if not all((expiration, call_put, strike)):
(symbol, expiration, call_put,
strike) = utils.parse_option_symbol(symbol)
self._symbol = utils.option_symbol(symbol, expiration, call_put,
strike)
self._underlying = symbol
self._expiration = expiration
self._call_put = call_put.upper()
self._long_short = long_short.upper()
self._strike = utils.Price(strike)
self._start = self._strike - price_range
self._stop = self._strike + price_range + 1
if self._call_put == utils.PUT:
self._payoff_func = lambda x: max(self._strike - x, 0)
else:
self._payoff_func = lambda x: max(x - self._strike, 0)