def __init__(self, symbol, weeks=4):
APIClient.__init__(self, symbol)
self.call_chain = self.get_options(weeks, 'call')
self.put_chain = self.get_options(weeks, 'put')
self.contracts = self.call_chain + self.put_chain
self.call_volume = self.get_option_volume_call()
self.put_volume = self.get_option_volume_put()
self.volume = self.call_volume + self.put_volume
self.open_interest_call = self.get_open_interest_call()
self.open_interest_put = self.get_open_interest_put()
self.open_interest = self.open_interest_call + self.open_interest_put
self.spread = self.call_volume / (self.call_volume + self.put_volume)
self.highest_volume_call = self.get_highest_volume_call()
self.highest_volume_put = self.get_highest_volume_put()
def __init__(self, symbol=None, **kwargs):
APIClient.__init__(self, symbol, **kwargs)
self.tech_methods = {'RSI': self.get_rsi, 'WR': self.get_willr, 'SMA': self.get_sma, 'EMA': self.get_ema, 'WMA': self.get_wma, 'STOCH': self.get_stoch, 'ADX': self.get_adx, 'ROC': self.get_roc, 'CCI': self.get_cci, 'TRIX': self.get_trix, 'MACD': self.get_macd, 'DX': self.get_dx}
