def test_option_expirations_no_dates(mocker):
# MOCK TICKER
mocker.patch(
target="gamestonk_terminal.stocks.options.yfinance_model.yf.Ticker", )
# MOCK OPTION
mocker.patch(
target=
"gamestonk_terminal.stocks.options.yfinance_model.yf.Ticker.option",
return_value=(),
)
yfinance_model.option_expirations(ticker="PM")
def expiry_autocomp(inter: disnake.AppCmdInter, tickerr: str):
file = open("ticker", "rb")
data = pickle.load(file)
file.close()
print(data)
dates = yfinance_model.option_expirations(data[-1])
return [dates for dates in dates][:24]
def __init__(self, ticker: str, queue: List[str] = None):
"""Constructor"""
super().__init__(queue)
self.ticker = ticker
self.prices = pd.DataFrame(columns=["Price", "Chance"])
self.selected_date = ""
self.chain = None
if ticker:
if TRADIER_TOKEN == "REPLACE_ME": # nosec
console.print("Loaded expiry dates from Yahoo Finance")
self.expiry_dates = yfinance_model.option_expirations(
self.ticker)
else:
console.print("Loaded expiry dates from Tradier")
self.expiry_dates = tradier_model.option_expirations(
self.ticker)
else:
self.expiry_dates = []
if session and gtff.USE_PROMPT_TOOLKIT:
choices: dict = {c: {} for c in self.controller_choices}
choices["unu"]["-s"] = {c: {} for c in self.unu_sortby_choices}
choices["pcr"] = {c: {} for c in self.pcr_length_choices}
choices["disp"] = {c: {} for c in self.presets}
choices["scr"] = {c: {} for c in self.presets}
choices["grhist"]["-g"] = {
c: {}
for c in self.grhist_greeks_choices
}
choices["load"]["-s"] = {c: {} for c in self.load_source_choices}
choices["load"]["--source"] = {
c: {}
for c in self.hist_source_choices
}
choices["load"]["-s"] = {c: {} for c in self.voi_source_choices}
choices["plot"]["-x"] = {c: {} for c in self.plot_vars_choices}
choices["plot"]["-y"] = {c: {} for c in self.plot_vars_choices}
choices["plot"]["-c"] = {c: {} for c in self.plot_custom_choices}
# This menu contains dynamic choices that may change during runtime
self.choices = choices
self.completer = NestedCompleter.from_nested_dict(choices)
def call_load(self, other_args: List[str]):
"""Process load command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="load",
description="Load a ticker into option menu",
)
parser.add_argument(
"-t",
"--ticker",
action="store",
dest="ticker",
required="-h" not in other_args,
help="Stock ticker",
)
parser.add_argument(
"-s",
"--source",
choices=self.load_source_choices,
dest="source",
default=None,
help="Source to get option expirations from",
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-t")
ns_parser = parse_known_args_and_warn(parser, other_args)
if ns_parser:
self.ticker = ns_parser.ticker.upper()
self.update_runtime_choices()
if TRADIER_TOKEN == "REPLACE_ME" or ns_parser.source == "yf": # nosec
self.expiry_dates = yfinance_model.option_expirations(
self.ticker)
else:
self.expiry_dates = tradier_model.option_expirations(
self.ticker)
console.print("")
if self.ticker and self.selected_date:
self.chain = yfinance_model.get_option_chain(
self.ticker, self.selected_date)
async def vol_command(
ctx,
ticker: str = None,
expiry: str = "",
min_sp: float = None,
max_sp: float = None,
):
"""Options VOL"""
try:
# Debug
if cfg.DEBUG:
logger.debug("!stocks.opt.vol %s %s %s %s", ticker, expiry, min_sp, max_sp)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, expiry)
current_price = yfinance_model.get_price(ticker)
if min_sp is None:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp is None:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
calls = options.calls
puts = options.puts
call_v = calls.set_index("strike")["volume"] / 1000
put_v = puts.set_index("strike")["volume"] / 1000
plt.style.use("seaborn")
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=cfp.PLOT_DPI)
put_v.plot(
x="strike",
y="volume",
label="Puts",
ax=ax,
marker="o",
ls="-",
c="r",
)
call_v.plot(
x="strike",
y="volume",
label="Calls",
ax=ax,
marker="o",
ls="-",
c="g",
)
ax.axvline(
current_price, lw=2, c="k", ls="--", label="Current Price", alpha=0.7
)
ax.grid("on")
ax.set_xlabel("Strike Price")
ax.set_ylabel("Volume (1k) ")
ax.set_xlim(min_strike, max_strike)
ax.set_title(f"Volume for {ticker.upper()} expiring {expiry}")
plt.legend(loc=0)
fig.tight_layout(pad=1)
imagefile = "opt_vol.png"
plt.savefig("opt_vol.png")
image = discord.File(imagefile)
if cfg.DEBUG:
logger.debug("Image: %s", imagefile)
title = f"Volume for {ticker.upper()} expiring {expiry}"
embed = discord.Embed(title=title, colour=cfg.COLOR)
embed.set_image(url="attachment://opt_vol.png")
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
os.remove("opt_vol.png")
await ctx.send(embed=embed, file=image)
except Exception as e:
embed = discord.Embed(
title="ERROR Options: Volume",
colour=cfg.COLOR,
description=e,
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed)
def vol_command(
ticker: str = None,
expiry: str = "",
min_sp: float = None,
max_sp: float = None,
):
"""Options VOL"""
# Debug
if cfg.DEBUG:
logger.debug("opt-vol %s %s %s %s", ticker, expiry, min_sp, max_sp)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, expiry)
current_price = yfinance_model.get_price(ticker)
if min_sp is None:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp is None:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
calls = options.calls
puts = options.puts
call_v = calls.set_index("strike")["volume"] / 1000
put_v = puts.set_index("strike")["volume"] / 1000
df_opt = pd.merge(put_v, call_v, left_index=True, right_index=True)
dmax = df_opt.values.max()
fig = go.Figure()
fig.add_trace(
go.Scatter(
x=call_v.index,
y=call_v.values,
name="Calls",
mode="lines+markers",
line=dict(color="green", width=3),
))
fig.add_trace(
go.Scatter(
x=put_v.index,
y=put_v.values,
name="Puts",
mode="lines+markers",
line=dict(color="red", width=3),
))
fig.add_trace(
go.Scatter(
x=[current_price, current_price],
y=[0, dmax],
mode="lines",
line=dict(color="gold", width=2),
name="Current Price",
))
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"Volume for {ticker.upper()} expiring {expiry}",
title_x=0.5,
legend_title="",
xaxis_title="Strike",
yaxis_title="Volume (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_vol.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/vol_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/vol_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Volume for {ticker.upper()} expiring {expiry}",
"description": plt_link,
"imagefile": imagefile,
}
def chain_command(
ticker: str = None,
expiry: str = None,
opt_type: str = None,
min_sp: float = None,
max_sp: float = None,
):
"""Show calls/puts for given ticker and expiration"""
# Debug
if cfg.DEBUG:
logger.debug("opt-chain %s %s %s %s %s", ticker, expiry, opt_type,
min_sp, max_sp)
# Check for argument
if not ticker:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, str(expiry))
calls_df = options.calls.fillna(0)
puts_df = options.puts.fillna(0)
column_map = {
"openInterest": "oi",
"volume": "vol",
"impliedVolatility": "iv"
}
columns = [
"strike",
"bid",
"ask",
"volume",
"openInterest",
"impliedVolatility",
]
if opt_type == "Calls":
df = calls_df[columns].rename(columns=column_map)
if opt_type == "Puts":
df = puts_df[columns].rename(columns=column_map)
min_strike = np.percentile(df["strike"], 1)
max_strike = np.percentile(df["strike"], 100)
if min_sp:
min_strike = min_sp
if max_sp:
max_strike = max_sp
if min_sp > max_sp: # type: ignore
min_sp, max_sp = max_strike, min_strike
df = df[df["strike"] >= min_strike]
df = df[df["strike"] <= max_strike]
df["iv"] = pd.to_numeric(df["iv"].astype(float))
formats = {"iv": "{:.2f}"}
for col, f in formats.items():
df[col] = df[col].map(lambda x: f.format(x)) # pylint: disable=W0640
df.set_index("strike", inplace=True)
title = (
f"Stocks: {opt_type} Option Chain for {ticker.upper()} on {expiry} [yfinance]"
)
embeds: list = []
# Output
i, i2, end = 0, 0, 20
df_pg = []
embeds_img = []
dindex = len(df.index)
while i < dindex:
df_pg = df.iloc[i:end]
df_pg.append(df_pg)
fig = df2img.plot_dataframe(
df_pg,
fig_size=(1000, (40 + (40 * 20))),
col_width=[3, 3, 3, 3],
tbl_cells=dict(height=35, ),
font=dict(
family="Consolas",
size=20,
),
template="plotly_dark",
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image(f"opt-chain{i}.png", fig)
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=title,
colour=cfg.COLOR,
), )
i2 += 1
i += 20
end += 20
os.remove(imagefile)
# 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,
)
i = 0
for i in range(0, i2):
embeds[i].set_image(url=embeds_img[i])
i += 1
embeds[0].set_footer(text=f"Page 1 of {len(embeds)}")
choices = [
disnake.SelectOption(label="Home", value="0", emoji="🟢"),
]
return {
"view": Menu,
"title": title,
"embed": embeds,
"choices": choices,
"embeds_img": embeds_img,
}
async def oi_command(
ctx,
ticker: str = None,
expiry: str = "",
min_sp: float = None,
max_sp: float = None,
):
"""Options OI"""
try:
# Debug
print(f"!stocks.opt.oi {ticker} {expiry} {min_sp} {max_sp}")
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, expiry)
calls = options.calls
puts = options.puts
current_price = yfinance_model.get_price(ticker)
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
if max_sp:
max_strike = max_sp
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"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = random.randint(69, 69420)
fig.write_html(f"in/cci_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/cci_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
fig.write_image(imagefile)
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)
image = disnake.File(imagefile)
if cfg.DEBUG:
print(f"Image URL: {imagefile}")
title = f"Open Interest for {ticker.upper()} expiring {expiry}"
embed = disnake.Embed(title=title, description=plt_link, colour=cfg.COLOR)
embed.set_image(url=f"attachment://{imagefile}")
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
os.remove(imagefile)
await ctx.send(embed=embed, file=image)
except Exception as e:
embed = disnake.Embed(
title="ERROR Options: Open Interest",
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)
def __init__(self, ticker: str, queue: List[str] = None):
"""Constructor"""
self.op_parser = argparse.ArgumentParser(add_help=False, prog="op")
self.op_parser.add_argument(
"cmd",
choices=self.CHOICES,
)
self.completer: Union[None, NestedCompleter] = None
if session and gtff.USE_PROMPT_TOOLKIT:
self.choices: dict = {c: {} for c in self.CHOICES}
self.choices["unu"]["-s"] = {
c: {}
for c in self.unu_sortby_choices
}
self.choices["pcr"] = {c: {} for c in self.pcr_length_choices}
self.choices["disp"] = {c: {} for c in self.presets}
self.choices["scr"] = {c: {} for c in self.presets}
self.choices["grhist"]["-g"] = {
c: {}
for c in self.grhist_greeks_choices
}
self.choices["load"]["-s"] = {
c: {}
for c in self.load_source_choices
}
self.choices["load"]["--source"] = {
c: {}
for c in self.hist_source_choices
}
self.choices["load"]["-s"] = {
c: {}
for c in self.voi_source_choices
}
self.choices["plot"]["-x"] = {
c: {}
for c in self.plot_vars_choices
}
self.choices["plot"]["-y"] = {
c: {}
for c in self.plot_vars_choices
}
self.choices["plot"]["-c"] = {
c: {}
for c in self.plot_custom_choices
}
self.ticker = ticker
self.prices = pd.DataFrame(columns=["Price", "Chance"])
self.selected_date = ""
self.chain = None
if ticker:
if TRADIER_TOKEN == "REPLACE_ME":
print("Loaded expiry dates from Yahoo Finance")
self.expiry_dates = yfinance_model.option_expirations(
self.ticker)
else:
print("Loaded expiry dates from Tradier")
self.expiry_dates = tradier_model.option_expirations(
self.ticker)
else:
self.expiry_dates = []
if queue:
self.queue = queue
else:
self.queue = list()
def smile_command(
ticker: str = None,
expiry: str = "",
min_sp: float = None,
max_sp: float = None,
):
"""Options Smile"""
# Debug
if imps.DEBUG:
logger.debug("opt smile %s %s %s %s", ticker, expiry, min_sp, max_sp)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, expiry)
calls = options.calls.fillna(0.0)
puts = options.puts.fillna(0.0)
current_price = yfinance_model.get_price(ticker)
min_strike = 0.60 * current_price
max_strike = 1.95 * current_price
if len(calls) > 40:
min_strike = 0.60 * current_price
max_strike = 1.50 * current_price
if min_sp:
min_strike = min_sp
if max_sp:
max_strike = max_sp
fig = go.Figure()
fig.add_trace(
go.Scatter(
x=calls["strike"],
y=calls["impliedVolatility"].interpolate(method="nearest"),
name="Calls",
mode="lines+markers",
marker=dict(
color="#00ACFF",
size=4.5,
),
line=dict(color="#00ACFF", width=2, dash="dash"),
))
fig.add_trace(
go.Scatter(
x=puts["strike"],
y=puts["impliedVolatility"].interpolate(method="nearest"),
name="Puts",
mode="lines+markers",
marker=dict(
color="#e4003a",
size=4.5,
),
line=dict(color="#e4003a", width=2, dash="dash"),
))
if imps.PLT_WATERMARK:
fig.add_layout_image(imps.PLT_WATERMARK)
fig.update_xaxes(
range=[min_strike, max_strike],
constrain="domain",
)
fig.update_layout(
margin=dict(l=20, r=0, t=60, b=20),
template=imps.PLT_SCAT_STYLE_TEMPLATE,
font=imps.PLT_FONT,
title=
f"<b>Implied Volatility vs. Strike for {ticker.upper()} expiring {expiry}</b>",
title_x=0.5,
legend_title="",
xaxis_title="Strike",
yaxis_title="Implied Volatility",
yaxis=dict(
side="right",
fixedrange=False,
nticks=20,
),
xaxis=dict(
rangeslider=dict(visible=False),
nticks=20,
),
legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01),
dragmode="pan",
)
imagefile = "opt_smile.png"
# Check if interactive settings are enabled
plt_link = ""
if imps.INTERACTIVE:
plt_link = imps.inter_chart(fig, imagefile, callback=False)
fig.update_layout(
width=800,
height=500,
)
imagefile = imps.image_border(imagefile, fig=fig)
return {
"title":
f"Implied Volatility vs. Stirke for {ticker.upper()} expiring {expiry}",
"description": plt_link,
"imagefile": imagefile,
}
async def vol_command(
ctx,
ticker: str = None,
expiry: str = "",
min_sp: float = None,
max_sp: float = None,
):
"""Options VOL"""
try:
# Debug
if cfg.DEBUG:
print(f"opt-vol {ticker} {expiry} {min_sp} {max_sp}")
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, expiry)
current_price = yfinance_model.get_price(ticker)
if min_sp is None:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp is None:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
calls = options.calls
puts = options.puts
call_v = calls.set_index("strike")["volume"] / 1000
put_v = puts.set_index("strike")["volume"] / 1000
df_opt = pd.merge(put_v, call_v, left_index=True, right_index=True)
dmax = df_opt.values.max()
fig = go.Figure()
fig.add_trace(
go.Scatter(
x=call_v.index,
y=call_v.values,
name="Calls",
mode="lines+markers",
line=dict(color="green", width=3),
))
fig.add_trace(
go.Scatter(
x=put_v.index,
y=put_v.values,
name="Puts",
mode="lines+markers",
line=dict(color="red", width=3),
))
fig.add_trace(
go.Scatter(
x=[current_price, current_price],
y=[0, dmax],
mode="lines",
line=dict(color="gold", width=2),
name="Current Price",
))
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"Volume for {ticker.upper()} expiring {expiry}",
title_x=0.5,
legend_title="",
xaxis_title="Strike",
yaxis_title="Volume (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_vol.png"
fig.write_image(imagefile)
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = random.randint(69, 69420)
fig.write_html(f"in/vol_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/vol_{html_ran}.html)"
img = Image.open(imagefile)
im_bg = Image.open(cfg.IMG_BG)
h = img.height + 240
w = img.width + 520
# Paste fig onto background img and autocrop background
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)
image = discord.File(imagefile)
if cfg.DEBUG:
print(f"Image: {imagefile}")
title = f"Volume for {ticker.upper()} expiring {expiry}"
embed = discord.Embed(title=title,
description=plt_link,
colour=cfg.COLOR)
embed.set_image(url=f"attachment://{imagefile}")
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
os.remove(imagefile)
await ctx.send(embed=embed, file=image)
except Exception as e:
embed = discord.Embed(
title="ERROR Options: Volume",
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)
def chain_command(
ticker: str = None,
expiry: str = None,
opt_type: str = None,
min_sp: float = None,
max_sp: float = None,
):
"""Show calls/puts for given ticker and expiration"""
# Debug
if imps.DEBUG:
logger.debug("opt chain %s %s %s %s %s", ticker, expiry, opt_type,
min_sp, max_sp)
# Check for argument
if not ticker:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, str(expiry))
calls_df = options.calls.fillna(0)
puts_df = options.puts.fillna(0)
column_map = {
"openInterest": "oi",
"volume": "vol",
"impliedVolatility": "iv"
}
columns = [
"strike",
"bid",
"ask",
"volume",
"openInterest",
"impliedVolatility",
]
if opt_type == "Calls":
df = calls_df[columns].rename(columns=column_map)
if opt_type == "Puts":
df = puts_df[columns].rename(columns=column_map)
min_strike = np.percentile(df["strike"], 1)
max_strike = np.percentile(df["strike"], 100)
if min_sp:
min_strike = min_sp
if max_sp:
max_strike = max_sp
if min_sp > max_sp: # type: ignore
min_sp, max_sp = max_strike, min_strike
df = df[df["strike"] >= min_strike]
df = df[df["strike"] <= max_strike]
df["iv"] = pd.to_numeric(df["iv"].astype(float))
formats = {"iv": "{:.2f}"}
for col, f in formats.items():
df[col] = df[col].map(lambda x: f.format(x)) # pylint: disable=W0640
df.columns = df.columns.str.capitalize()
df.set_index("Strike", inplace=True)
title = (
f"Stocks: {opt_type} Option Chain for {ticker.upper()} on\n{expiry} [yfinance]"
)
embeds: list = []
# Output
i, i2, end = 0, 0, 20
df_pg, embeds_img, images_list = [], [], []
while i < len(df.index):
df_pg = df.iloc[i:end]
df_pg.append(df_pg)
fig = imps.plot_df(
df_pg,
fig_size=(570, (40 + (40 * 20))),
col_width=[3.1, 3.1, 3.1, 3.5],
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(cells=(dict(align=["center", "right"])))
imagefile = "opt-chain.png"
imagefile = imps.save_image(imagefile, fig)
if imps.IMAGES_URL or not imps.IMG_HOST_ACTIVE:
image_link = imps.multi_image(imagefile)
images_list.append(imagefile)
else:
image_link = imps.multi_image(imagefile)
embeds_img.append(f"{image_link}", )
embeds.append(disnake.Embed(
title=title,
colour=imps.COLOR,
), )
i2 += 1
i += 20
end += 20
# Author/Footer
for i in range(0, i2):
embeds[i].set_author(
name=imps.AUTHOR_NAME,
url=imps.AUTHOR_URL,
icon_url=imps.AUTHOR_ICON_URL,
)
embeds[i].set_footer(
text=imps.AUTHOR_NAME,
icon_url=imps.AUTHOR_ICON_URL,
)
i = 0
for i in range(0, i2):
embeds[i].set_image(url=embeds_img[i])
i += 1
embeds[0].set_footer(text=f"Page 1 of {len(embeds)}")
choices = [
disnake.SelectOption(label="Home", value="0", emoji="🟢"),
]
return {
"view": imps.Menu,
"title": title,
"embed": embeds,
"choices": choices,
"embeds_img": embeds_img,
"images_list": images_list,
}
async def opt(
self,
ctx: discord.ext.commands.Context,
ticker="",
expiration="",
strike="",
put="",
):
"""Stocks Context - Shows Options Menu
Run `!help OptionsCommands` to see the list of available commands.
Returns
-------
Sends a message to the discord user with the commands from the stocks/options context.
The user can then select a reaction to trigger a command.
"""
logger.info("!stocks.opt %s %s %s %s", ticker, expiration, strike, put)
async with ctx.typing():
await asyncio.sleep(0.2)
if TRADIER_TOKEN == "REPLACE_ME": # nosec
dates = yfinance_model.option_expirations(ticker)
else:
dates = tradier_model.option_expirations(ticker)
index_dates = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]
if not ticker:
current = 0
text = (
"```0️⃣ !stocks.opt.unu```\n"
"Provide a ticker and expiration date with this menu,\n"
"\ne.g.\n!stocks.opt TSLA 0-9\n!stocks.opt TSLA 2021-06-04"
)
if (ticker != "") and (expiration == ""):
current = 1
text = ("```0️⃣ !stocks.opt.unu\n"
f"1️⃣ !stocks.opt.exp {ticker}\n"
f"2️⃣ !stocks.opt.iv {ticker}\n```")
if expiration:
current = 2
exp = int(expiration.replace("-", ""))
if exp > 9 and (expiration
not in dates) and (exp not in index_dates):
call_arg = (strike, put)
func_cmd = opt_command
expiry = None
await expiry_dates_reaction(ctx, ticker, expiry, func_cmd,
call_arg)
return
if exp in index_dates:
expiration = dates[int(expiration)]
hist = f"7️⃣ !stocks.opt.hist {ticker} (strike*) (c/p*) {expiration}\n\n* Required"
if strike and put:
hist = f"7️⃣ !stocks.opt.hist {ticker} {strike} {put} {expiration}"
current = 3
text = ("```0️⃣ !stocks.opt.unu\n"
f"1️⃣ !stocks.opt.exp {ticker}\n"
f"2️⃣ !stocks.opt.iv {ticker}\n"
f"3️⃣ !stocks.opt.calls {ticker} {expiration} \n"
f"4️⃣ !stocks.opt.puts {ticker} {expiration} \n"
f"5️⃣ !stocks.opt.oi {ticker} {expiration} \n"
f"6️⃣ !stocks.opt.vol {ticker} {expiration} \n"
f"{hist}```")
if put == "p":
put = bool(True)
if put == "c":
put = bool(False)
title = "Stocks: Options Menu"
embed = discord.Embed(title=title,
description=text,
colour=cfg.COLOR)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
msg = await ctx.send(embed=embed, delete_after=60.0)
if current == 0:
emoji_list = ["0️⃣"]
if current == 1:
emoji_list = ["0️⃣", "1️⃣", "2️⃣"]
if current == 2:
emoji_list = ["0️⃣", "1️⃣", "2️⃣", "3️⃣", "4️⃣", "5️⃣", "6️⃣"]
if current == 3:
emoji_list = [
"0️⃣", "1️⃣", "2️⃣", "3️⃣", "4️⃣", "5️⃣", "6️⃣", "7️⃣"
]
for emoji in emoji_list:
await msg.add_reaction(emoji)
def check(reaction, user):
return user == ctx.message.author and str(
reaction.emoji) in emoji_list
try:
reaction, _ = await gst_bot.wait_for("reaction_add",
timeout=cfg.MENU_TIMEOUT,
check=check)
if reaction.emoji == "0️⃣":
logger.info("Reaction selected: 0")
await unu_command(ctx)
elif reaction.emoji == "1️⃣":
logger.info("Reaction selected: 1")
await expirations_command(ctx, ticker)
elif reaction.emoji == "2️⃣":
logger.info("Reaction selected: 2")
await iv_command(ctx, ticker)
elif reaction.emoji == "3️⃣":
logger.info("Reaction selected: 3")
await calls_command(ctx, ticker, expiration)
elif reaction.emoji == "4️⃣":
logger.info("Reaction selected: 4")
await puts_command(ctx, ticker, expiration)
elif reaction.emoji == "5️⃣":
logger.info("Reaction selected: 5")
await oi_command(ctx, ticker, expiration)
elif reaction.emoji == "6️⃣":
logger.info("Reaction selected: 6")
await vol_command(ctx, ticker, expiration)
elif reaction.emoji == "7️⃣":
logger.info("Reaction selected: 7")
strike = float(strike)
await hist_command(ctx, ticker, expiration, strike, put)
for emoji in emoji_list:
await msg.remove_reaction(emoji, ctx.bot.user)
except asyncio.TimeoutError:
for emoji in emoji_list:
await msg.remove_reaction(emoji, ctx.bot.user)
if cfg.DEBUG:
embed = discord.Embed(
description="Error timeout - you snooze you lose! 😋",
colour=cfg.COLOR,
title="TIMEOUT Stocks: Options Menu",
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed, delete_after=30.0)
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 expiry_dates_reaction(ctx,
ticker,
expiry,
func_cmd,
call_arg: tuple = None):
if TRADIER_TOKEN == "REPLACE_ME": # nosec
dates = yfinance_model.option_expirations(ticker)
else:
dates = tradier_model.option_expirations(ticker)
index_dates = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]
if expiry is not None:
try:
if expiry not in dates:
exp = int(expiry.replace("-", ""))
if (expiry not in dates) and (exp not in index_dates):
raise Exception("Enter a valid expiration date.")
if expiry in dates:
if call_arg is None:
await func_cmd(ctx, ticker, expiry)
else:
await func_cmd(ctx, ticker, expiry, *call_arg)
return
if exp in index_dates:
expiry = dates[int(expiry)]
if call_arg is None:
await func_cmd(ctx, ticker, expiry)
else:
await func_cmd(ctx, ticker, expiry, *call_arg)
return
except Exception as e:
embed = discord.Embed(
title="ERROR Options: Expiry Date",
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=10.0)
return
if not dates:
embed = discord.Embed(
title="ERROR Options",
colour=cfg.COLOR,
description="Enter a valid stock ticker",
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed, delete_after=10.0)
return
text = ("```0️⃣ " + dates[0] + "\n"
"1️⃣ " + dates[1] + "\n"
"2️⃣ " + dates[2] + "\n"
"3️⃣ " + dates[3] + "\n"
"4️⃣ " + dates[4] + "\n"
"5️⃣ " + dates[5] + "\n"
"6️⃣ " + dates[6] + "\n"
"7️⃣ " + dates[7] + "\n"
"8️⃣ " + dates[8] + "\n"
"9️⃣ " + dates[9] + "```")
title = " " + ticker.upper() + " Options: Expiry Date"
embed = discord.Embed(title=title, description=text, colour=cfg.COLOR)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
msg = await ctx.send(embed=embed, delete_after=15.0)
emoji_list = [
"0️⃣", "1️⃣", "2️⃣", "3️⃣", "4️⃣", "5️⃣", "6️⃣", "7️⃣", "8️⃣", "9️⃣"
]
for emoji in emoji_list:
await msg.add_reaction(emoji)
def check(reaction, user):
return user == ctx.message.author and str(reaction.emoji) in emoji_list
try:
reaction, _ = await gst_bot.wait_for("reaction_add",
timeout=cfg.MENU_TIMEOUT,
check=check)
for N in range(0, 10):
if reaction.emoji == emoji_list[N]:
logger.info("Reaction selected: %d", N)
expiry = dates[N]
if call_arg is None:
await func_cmd(ctx, ticker, expiry)
else:
await func_cmd(ctx, ticker, expiry, *call_arg)
for emoji in emoji_list:
await msg.remove_reaction(emoji, ctx.bot.user)
except asyncio.TimeoutError:
for emoji in emoji_list:
await msg.remove_reaction(emoji, ctx.bot.user)
if cfg.DEBUG:
embed = discord.Embed(
description="Error timeout - you snooze you lose! 😋",
colour=cfg.COLOR,
title="TIMEOUT " + ticker.upper() + " Options: Expiry Date",
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed, delete_after=10.0)
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
async def oi_command(
ctx,
ticker: str = None,
expiry: str = "",
min_sp: float = None,
max_sp: float = None,
):
"""Options OI"""
try:
# Debug
if cfg.DEBUG:
logger.debug("!stocks.opt.oi %s %s %s %s", ticker, expiry, min_sp,
max_sp)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, expiry)
calls = options.calls
puts = options.puts
current_price = yfinance_model.get_price(ticker)
if min_sp is None:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp is None:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
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)
plt.style.use("seaborn")
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
put_oi.plot(
x="strike",
y="openInterest",
label="Puts",
ax=ax,
marker="o",
ls="-",
c="r",
)
call_oi.plot(
x="strike",
y="openInterest",
label="Calls",
ax=ax,
marker="o",
ls="-",
c="g",
)
ax.axvline(current_price,
lw=2,
c="k",
ls="--",
label="Current Price",
alpha=0.4)
ax.axvline(max_pain,
lw=3,
c="k",
label=f"Max Pain: {max_pain}",
alpha=0.4)
ax.grid("on")
ax.set_xlabel("Strike Price")
ax.set_ylabel("Open Interest (1k) ")
ax.set_xlim(min_strike, max_strike)
ax.set_title(f"Open Interest for {ticker.upper()} expiring {expiry}")
plt.legend(loc=0)
fig.tight_layout()
imagefile = "opt_oi.png"
plt.savefig("opt_oi.png")
image = discord.File(imagefile)
if cfg.DEBUG:
logger.debug("Image %s", imagefile)
title = f"Open Interest for {ticker.upper()} expiring {expiry}"
embed = discord.Embed(title=title, colour=cfg.COLOR)
embed.set_image(url="attachment://opt_oi.png")
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
os.remove("opt_oi.png")
await ctx.send(embed=embed, file=image)
except Exception as e:
embed = discord.Embed(
title="ERROR Options: Open Interest",
colour=cfg.COLOR,
description=e,
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed)
