def getstockopts(stockname, save=True):
opts = Options(stockname, 'yahoo')
expirydates = opts.expiry_dates
dateexp = datetime(2017, 12, 15) #manually set to this
calldata = opts.get_call_data(expiry=dateexp)
putdata = opts.get_put_data(expiry=dateexp)
prices = web.DataReader(stockname, 'yahoo', today)
call_impt = calldata[['Last', 'Open_Int', 'Underlying_Price']]
call_indexed_impt = call_impt.reset_index()
put_impt = putdata[['Last', 'Open_Int', 'Underlying_Price']]
put_indexed_impt = put_impt.reset_index()
datstr = str(today.date())
comb_indexed_impt = pd.concat([call_indexed_impt, put_indexed_impt])
comb_indexed_impt.index = [datstr] * len(comb_indexed_impt.index)
prices_indexed = prices.reset_index()
prices_indexed.index = [datstr] * len(prices_indexed.index)
if save:
foldlists = os.listdir(datfold)
foldname = stockname + '/'
if stockname not in foldlists:
os.mkdir(datfold + foldname)
os.mkdir(datfold + foldname + 'options/')
os.mkdir(datfold + foldname + 'prices/')
stockoptlist = os.listdir(datfold + foldname + 'options/')
stockpricelist = os.listdir(datfold + foldname + 'prices/')
stockoptname = stockname + '-options.csv'
stockpricename = stockname + '-prices.csv'
if stockoptname not in stockoptlist:
comb_indexed_impt.to_csv(datfold + foldname + 'options/' +
stockoptname)
else:
comb_indexed_impt.to_csv(datfold + foldname + 'options/' +
stockoptname,
mode='a',
header=False)
if stockpricename not in stockpricelist:
prices_indexed.to_csv(datfold + foldname + 'prices/' +
stockpricename)
else:
prices_indexed.to_csv(datfold + foldname + 'prices/' +
stockpricename,
mode='a',
header=False)
print('stock : ' + stockname + ' DONE')
# stock, option, hedge = option_tree(10, 10, 2, 'ameRican', 'Put')
# print(stock)
# print(option)
# print(hedge)
#############################################################################################
##################################### Output the Result #####################################
#############################################################################################
# Get Bid Price, Ask Price for Call and Put Options
goog = Options('GOOG', 'yahoo')
call_data = goog.get_call_data(6, 2018)
bid_call = call_data['Bid']
ask_call = call_data['Ask']
put_data = goog.get_put_data(6, 2018)
bid_put = put_data['Bid']
ask_put = put_data['Ask']
# Calculate the Value of Option
# value_call_option = [] # Value of Option for Call Option
# value_put_option = [] # Value of Option for Put Option
#
# for i in range(len(bid_call)):
# value_call_option.append((bid_call[i] + ask_call[i]) / 2)
# value_put_option.append((bid_put[i] + ask_put[i]) / 2)
# Get Options' Strike Prices for Call and Put
call_data.to_csv('fileCall.csv')
temp_call_file = pd.read_csv('fileCall.csv')
strike_call = temp_call_file[