def get_options_dict(ticker_list,warm_dict=None):
if not warm_dict:
tdict={}
else:
tdict=warm_dict
for ticker in ticker_list:
if not tdict.has_key(ticker):
print '****\n****\n**** getting for %s\n****\n****' % ticker
op = Options(ticker, 'yahoo')
try:
data = op.get_all_data()
up = op.underlying_price
time.sleep(1200)
tdict[ticker]={'data':data,'up':up}
except pd.io.data.RemoteDataError:
print'Request Refused, Dumping and Exiting...'
cPickle.dump(tdict,open('warm_dict.pkl','wb'))
sys.exit(0)
return tdict
def __validate_source_connection__(self):
""" Check internet connection """
test_stock = 'AAPL'
try:
aapl = Options(test_stock, self.source)
data = aapl.get_all_data()
return True
except Exception:
return False
def pull_data(self, ticket_list):
"""
Pull online option data
:param ticket_list: list contains tickets you want to download
:return: option data dict, in the form of [ ticket : DataFrame, ... ]
"""
if isinstance(ticket_list, str):
ticket_list = (ticket_list, )
option_dict = {}
for ticket in ticket_list:
print "Pull Option Data : %s ..." % ticket
try:
option_method = Options(ticket, self.source)
option_dict[ticket] = option_method.get_all_data()
if len(option_dict[ticket]) == 0:
print "Length of data is Zero during the time asked"
except Exception as err_message:
option_dict[ticket] = None
print "Exception: %s" % err_message
# raise RuntimeError("Can't not download Stock: %s" % stock)
return option_dict
import pandas as pd, datetime
from pandas_datareader import data
# Stocks
start=datetime.datetime(2013, 1, 1)
end=datetime.datetime(2015, 9, 30)
s = data.DataReader("SSW", 'yahoo', start, end)
print s.head()
# Options
from pandas.io.data import Options
aapl = Options('AAPL',"yahoo")
df = aapl.get_options_data()
print df.head()
import time
import math
t1 = time.time()
options = pd.read_csv("options.csv")
tickers = options['Symbol']
#tickers=['GNW','MBI','VLO','BP']
yahoo_cap_url = 'http://finance.yahoo.com/d/quotes.csv?s='
bank_roll = 14000
offers = []
for e in tickers:
expiry_2 = (2018, 1)
expiry_1 = (2017, 1)
tick = Options(e, 'yahoo')
try:
frame = tick.get_call_data(month=expiry_2[1], year=expiry_2[0])
a = list(frame.index)
except:
try:
frame = tick.get_call_data(month=expiry_1[1], year=expiry_1[0])
a = list(frame.index)
except:
print e
pass
strike = []
for e in a:
strike.append(e[0])
frame['Strike'] = strike
""" Name : 4375OS_10_34_get_option_data_given_year_month.py Book : Python for Finance Publisher: Packt Publishing Ltd. Author : Yuxing Yan Date : 12/26/2013 email : [email protected] [email protected] """ from pandas.io.data import Options ticker='IBM' month=2 year=2014 x = Options(ticker,'yahoo') puts,calls = x.get_options_data(month,year) print puts.head()
def call_data(tickrr, exp_date):
x = Options(ticker, 'yahoo')
data = x.get_call_data(expiry=exp_date)
return data
def get_straddle():
options = Options("AAPL", "yahoo")
call = get_price(options, True, False)
put = get_price(options, False, True)
return call + put
def get_option_data(tickrr, exp_date):
x = Options(ticker, 'yahoo')
puts, calls = x.get_options_data(expiry=exp_date)
return puts, calls
start = dt.datetime(2015, 1, 1)
msi = web.DataReader('msi', 'yahoo', start)
msi['Close'].plot()
#%%
"""
Options data -- doesn't work
http://pandas.pydata.org/pandas-docs/stable/remote_data.html#yahoo-finance-options
"""
import pandas as pd
print('Pandas version:', pd.__version__)
from pandas.io.data import Options
aapl = Options('aapl', 'yahoo')
data = aapl.get_all_data()
#%%
"""
convert do file to pandas format and variable labels
CPS
http://www.nber.org/data/cps_progs.html
MEPS
http://meps.ahrq.gov/mepsweb/data_stats/download_data_files_detail.jsp?cboPufNumber=HC-155
"""
import pandas as pd
url = 'http://www.nber.org/data/progs/cps/cpsmar2014.dct'
pd.read_csv(url, sep='\s+')
#open(url).read()
""" Name : 4375OS_10_33_option_data_Yahoo.py Book : Python for Finance Publisher: Packt Publishing Ltd. Author : Yuxing Yan Date : 12/26/2013 email : [email protected] [email protected] """ from pandas.io.data import Options x = Options('IBM', 'yahoo') puts, calls = x.get_options_data() print calls.head()
def get_option_data(self, symbol):
aapl = Options(symbol, 'google')
data = aapl.get_all_data()
return data
options.rror.iloc[i] = (p / -l)
options = options.drop(['sv', 'lv'], axis=1)
return options
###############################################################################
# Calculate Best Options for multiple indexes and secruities
###############################################################################
securities = ['spy', 'iwm', 'qqq', 'aapl', 'nflx', 'kmx']
for s in securities:
try:
opt = Options(s, 'yahoo')
today = datetime.datetime.today()
today = datetime.date(today.year, today.month, today.day)
for e in opt.expiry_dates:
if (e - today).days > 4 and (e - today).days < 15:
expiry = e
call = opt.get_call_data(expiry=expiry)
price = call.Underlying_Price[0]
prices, p = cdf(s, expiry, price)
bull = bull_call_spread()
if bull.empty:
from pandas.io.data import Options
aapl = Options('AAPL')
vals = aapl.get_options_data()
print(vals)
# -*- coding: utf-8 -*-
"""
Created on Thu Jul 16 18:02:31 2015
@author: justin.malinchak
"""
#import pullprices_optionsonly as pp
#
#pp.options('VIX',
# '2015-07-17',
# 'c:\\Batches\\$Work')
from pandas.io.data import Options
temp = Options('SPY', 'yahoo')
z = temp.get_options_data(7, 2014)
print z
from pandas.io.data import Options
spy = Options('spy', 'yahoo')
chain = spy.get_all_data()
