def insert_pairs_into_dictionary(self, directorylocal,showresults):
print('readintomemoryinsertcalendarspreadpairsintodictionarynonmatchingstrikes,showresults='+str(showresults))
import nameddictionary
#nameddictionaryfiltered.nameddictionary.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\20141130b')
nd = nameddictionary.read(directorylocal,showresults)
if showresults==1:
print('111111 readintomemoryinsertcalendarspreadpairsintodictionarynonmatchingstrikes.py 111111')
#from datetime import datetime
dPairs = {}
symbols = nd.NamedDictionaries
print('Building dictionary of valid calendar spread pairs using non-matchingstrikes (slower)')
for symbol in symbols:
print(symbol + ' - readintomemoryinsertcalendarspreadpairsintodictionarynonmatchingstrikes')
for exdate0 in nd.NamedDictionaries[symbol]:
#print(symbol,exdate0)
for exdate1 in nd.NamedDictionaries[symbol]:
if exdate0 < exdate1:
#print(symbol,exdate0,exdate1)
#print(nd.NamedDictionaries[symbol][exdate0])
for optiontype0 in nd.NamedDictionaries[symbol][exdate0]:
for optiontype1 in nd.NamedDictionaries[symbol][exdate1]:
if optiontype0==optiontype1:
optiontype = optiontype0
for strike0 in nd.NamedDictionaries[symbol][exdate0][optiontype]:
for strike1 in nd.NamedDictionaries[symbol][exdate1][optiontype]:
#if strike0 >= strike1:
if (optiontype == 'C' and float(strike0) >= float(strike1)) or (optiontype == 'P' and float(strike0) <= float(strike1)):
if symbol == 'FB' and optiontype =='C':
print(str(strike0),str(strike1))
for bqd0 in nd.NamedDictionaries[symbol][exdate0][optiontype][strike0]:
for bqd1 in nd.NamedDictionaries[symbol][exdate1][optiontype][strike1]:
if bqd0 == bqd1:
exdate0s = exdate0.strftime('%Y-%m-%d')
exdate1s = exdate1.strftime('%Y-%m-%d')
bqds = bqd0.strftime('%Y-%m-%d %H:%M:%S')
#print(symbol,exdate0s,exdate1s,optiontype,strike,bqds)
d0 = nd.optioninstances(symbol,exdate0s,optiontype,strike0,bqds)
d1 = nd.optioninstances(symbol,exdate1s,optiontype,strike1,bqds)
if len(d0) >= 1 and len(d1) >= 1:
earlieroption=d0[0]
lateroption=d1[0]
dPairs[len(dPairs)] = [earlieroption,lateroption]
# ls = dPairs[0]
# print(ls[0].optionsymbol)
self.PairsDictionary = dPairs
def insert_pairs_into_dictionary(self, directorylocal, showresults):
print('-------')
print(' Building dictionary using non-matching strikes (slower)')
print('-------')
#import os
import nameddictionary
#nameddictionaryfiltered.nameddictionary.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\20141130b')
nd = nameddictionary.read(directorylocal, showresults)
print('*****************************')
print(directorylocal)
# from os.path import normpath, basename
# finishedbuildingbucketquotedatetime = False
# basepath = directorylocal
# while not finishedbuildingbucketquotedatetime:
# #... do something...
# #mypath = 'C:/Documents and Settings/jmalinchak/My Documents/My Python/Active/py'
# print(basename(normpath(basepath)))
# basepath = os.path.dirname(basepath)
#
# finishedbuildingbucketquotedatetime = evaluate_end_condition()
print('*****************************')
if showresults == 1:
print(
'111111 readintomemorybuilddictionaryofpairsdictionariesbysymbol.py 111111'
)
#from datetime import datetime
symbols = nd.NamedDictionaries
dSymbols = {}
dPairsBySymbol = {}
for symbol in symbols:
dSymbols[len(dSymbols)] = symbol
dPairs = {}
print(
symbol +
'= symbol found in readintomemorybuilddictionaryofpairsdictionariesbysymbol.py'
)
for exdate0 in nd.NamedDictionaries[symbol]:
#print(symbol,exdate0)
for exdate1 in nd.NamedDictionaries[symbol]:
if exdate0 < exdate1:
#if showresults == 1:
print(symbol, exdate0, exdate1)
#print(nd.NamedDictionaries[symbol][exdate0])
for optiontype0 in nd.NamedDictionaries[symbol][
exdate0]:
for optiontype1 in nd.NamedDictionaries[symbol][
exdate1]:
if optiontype0 == optiontype1:
optiontype = optiontype0
if showresults == 1:
print(
symbol, optiontype, exdate0,
exdate1, 'checking ' + str(
len(nd.
NamedDictionaries[symbol]
[exdate0][optiontype])) +
' vs. ' + str(
len(nd.
NamedDictionaries[symbol]
[exdate1][optiontype])) +
' strikes')
for strike0 in nd.NamedDictionaries[
symbol][exdate0][optiontype]:
for strike1 in nd.NamedDictionaries[
symbol][exdate1][optiontype]:
#if strike0 >= strike1:
if (optiontype == 'C'
and float(strike0) >=
float(strike1)) or (
optiontype == 'P'
and float(strike0) <=
float(strike1)):
# if symbol == 'FB' and optiontype =='C':
# print(str(strike0),str(strike1))
for bqd0 in nd.NamedDictionaries[
symbol][exdate0][
optiontype][
strike0]:
for bqd1 in nd.NamedDictionaries[
symbol][exdate1][
optiontype][
strike1]:
if bqd0 == bqd1:
exdate0s = exdate0.strftime(
'%Y-%m-%d')
exdate1s = exdate1.strftime(
'%Y-%m-%d')
bqds = bqd0.strftime(
'%Y-%m-%d %H:%M:%S'
)
#print(symbol,exdate0s,exdate1s,optiontype,strike,bqds)
d0 = nd.optioninstances(
symbol,
exdate0s,
optiontype,
strike0, bqds)
d1 = nd.optioninstances(
symbol,
exdate1s,
optiontype,
strike1, bqds)
if len(
d0
) >= 1 and len(
d1) >= 1:
earlieroption = d0[
0]
lateroption = d1[
0]
dPairs[len(
dPairs
)] = [
earlieroption,
lateroption
]
# ls = dPairs[0]
# print(ls[0].optionsymbol)
#########################################################################################################
print('=================================')
print(str(len(dPairs)) + ' pairs created on ' + symbol)
print('=================================')
dPairsBySymbol[symbol] = dPairs
#########################################################################################################
self.DictionaryOfPairsDictionariesBySymbol = dPairsBySymbol
self.DictionaryOfSymbols = dSymbols
print(
'completed readintomemoryinsertcalendarspreadpairsintodictionary')
def insert_pairs_into_dictionary(self, directorylocal, showresults):
print(
'readintomemoryinsertcalendarspreadpairsintodictionarynonmatchingstrikes,showresults='
+ str(showresults))
import nameddictionary
#nameddictionaryfiltered.nameddictionary.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\20141130b')
nd = nameddictionary.read(directorylocal, showresults)
if showresults == 1:
print(
'111111 readintomemoryinsertcalendarspreadpairsintodictionarynonmatchingstrikes.py 111111'
)
#from datetime import datetime
dPairs = {}
symbols = nd.NamedDictionaries
print(
'Building dictionary of valid calendar spread pairs using non-matchingstrikes (slower)'
)
for symbol in symbols:
print(
symbol +
' - readintomemoryinsertcalendarspreadpairsintodictionarynonmatchingstrikes'
)
for exdate0 in nd.NamedDictionaries[symbol]:
#print(symbol,exdate0)
for exdate1 in nd.NamedDictionaries[symbol]:
if exdate0 < exdate1:
#print(symbol,exdate0,exdate1)
#print(nd.NamedDictionaries[symbol][exdate0])
for optiontype0 in nd.NamedDictionaries[symbol][
exdate0]:
for optiontype1 in nd.NamedDictionaries[symbol][
exdate1]:
if optiontype0 == optiontype1:
optiontype = optiontype0
for strike0 in nd.NamedDictionaries[
symbol][exdate0][optiontype]:
for strike1 in nd.NamedDictionaries[
symbol][exdate1][optiontype]:
#if strike0 >= strike1:
if (optiontype == 'C'
and float(strike0) >=
float(strike1)) or (
optiontype == 'P'
and float(strike0) <=
float(strike1)):
if symbol == 'FB' and optiontype == 'C':
print(
str(strike0),
str(strike1))
for bqd0 in nd.NamedDictionaries[
symbol][exdate0][
optiontype][
strike0]:
for bqd1 in nd.NamedDictionaries[
symbol][exdate1][
optiontype][
strike1]:
if bqd0 == bqd1:
exdate0s = exdate0.strftime(
'%Y-%m-%d')
exdate1s = exdate1.strftime(
'%Y-%m-%d')
bqds = bqd0.strftime(
'%Y-%m-%d %H:%M:%S'
)
#print(symbol,exdate0s,exdate1s,optiontype,strike,bqds)
d0 = nd.optioninstances(
symbol,
exdate0s,
optiontype,
strike0, bqds)
d1 = nd.optioninstances(
symbol,
exdate1s,
optiontype,
strike1, bqds)
if len(
d0
) >= 1 and len(
d1) >= 1:
earlieroption = d0[
0]
lateroption = d1[
0]
dPairs[len(
dPairs
)] = [
earlieroption,
lateroption
]
# ls = dPairs[0]
# print(ls[0].optionsymbol)
self.PairsDictionary = dPairs
# -*- coding: utf-8 -*-
"""
Created on Sun Nov 23 00:17:18 2014
@author: jmalinchak
"""
import nameddictionary
#nameddictionaryfiltered.nameddictionary.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\20141130b')
nd = nameddictionary.read(
'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\$test01\\20141202'
)
ndoi = nd.optioninstances('COP', '2014-12-20', 'C', '72.5')
for KeyOfOptionInstances, ValueOfOptionInstances in ndoi.items():
ValueOfOptionInstances.printdelim('|')
ndoi = nd.optioninstances('COP', '2015-01-17', 'C', '72.5')
for KeyOfOptionInstances, ValueOfOptionInstances in ndoi.items():
ValueOfOptionInstances.printdelim('|')
def insert_pairs_into_dictionary(self, directorylocal,showresults):
print('-------')
print(' Building dictionary using non-matching strikes (slower)')
print('-------')
#import os
import nameddictionary
#nameddictionaryfiltered.nameddictionary.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\20141130b')
nd = nameddictionary.read(directorylocal,showresults)
print('*****************************')
print(directorylocal)
# from os.path import normpath, basename
# finishedbuildingbucketquotedatetime = False
# basepath = directorylocal
# while not finishedbuildingbucketquotedatetime:
# #... do something...
# #mypath = 'C:/Documents and Settings/jmalinchak/My Documents/My Python/Active/py'
# print(basename(normpath(basepath)))
# basepath = os.path.dirname(basepath)
#
# finishedbuildingbucketquotedatetime = evaluate_end_condition()
print('*****************************')
if showresults==1:
print('111111 readintomemorybuilddictionaryofpairsdictionariesbysymbol.py 111111')
#from datetime import datetime
symbols = nd.NamedDictionaries
dSymbols = {}
dPairsBySymbol = {}
for symbol in symbols:
dSymbols[len(dSymbols)] = symbol
dPairs = {}
print(symbol + ' = symbol found in readintomemorybuilddictionaryofpairsdictionariesbysymbol.py')
for exdate0 in nd.NamedDictionaries[symbol]:
print('finding condor pairs for',symbol,exdate0,'...')
for exdate1 in nd.NamedDictionaries[symbol]:
if exdate0==exdate1:
exdate = exdate0
for optiontype0 in nd.NamedDictionaries[symbol][exdate0]:
for optiontype1 in nd.NamedDictionaries[symbol][exdate1]:
optiontype = optiontype0
for strike0 in nd.NamedDictionaries[symbol][exdate0][optiontype]:
for strike1 in nd.NamedDictionaries[symbol][exdate1][optiontype]:
#if strike0 >= strike1:
if (optiontype == 'C' and float(strike0) < float(strike1)) or (optiontype == 'P' and float(strike0) > float(strike1)):
for bqd0 in nd.NamedDictionaries[symbol][exdate0][optiontype][strike0]:
for bqd1 in nd.NamedDictionaries[symbol][exdate1][optiontype][strike1]:
if bqd0 == bqd1:
exdate_s = exdate.strftime('%Y-%m-%d')
bqds = bqd0.strftime('%Y-%m-%d %H:%M:%S')
#print(symbol,exdate0s,exdate1s,optiontype,strike,bqds)
d0 = nd.optioninstances(symbol,exdate_s,optiontype,strike0,bqds)
d1 = nd.optioninstances(symbol,exdate_s,optiontype,strike1,bqds)
if len(d0) >= 1 and len(d1) >= 1:
shortoption=d0[0]
longoption=d1[0]
if (optiontype == 'C' and float(shortoption.strike) > float(shortoption.stockprice)) or (optiontype == 'P' and float(shortoption.strike) < float(shortoption.stockprice)):
if showresults == 1:
print('shortoptionsymbol',shortoption.optionsymbol)
dPairs[len(dPairs)] = [shortoption,longoption]
# ls = dPairs[0]
# print(ls[0].optionsymbol)
#########################################################################################################
# for exdate1 in nd.NamedDictionaries[symbol]:
# if exdate0 < exdate1:
# #if showresults == 1:
# print(symbol,exdate0,exdate1)
# #print(nd.NamedDictionaries[symbol][exdate0])
# for optiontype0 in nd.NamedDictionaries[symbol][exdate0]:
# for optiontype1 in nd.NamedDictionaries[symbol][exdate1]:
# if optiontype0==optiontype1:
# optiontype = optiontype0
# if showresults ==1:
# print(symbol,optiontype,exdate0,exdate1,'checking ' + str(len(nd.NamedDictionaries[symbol][exdate0][optiontype])) + ' vs. ' + str(len(nd.NamedDictionaries[symbol][exdate1][optiontype])) + ' strikes')
# for strike0 in nd.NamedDictionaries[symbol][exdate0][optiontype]:
# for strike1 in nd.NamedDictionaries[symbol][exdate1][optiontype]:
# #if strike0 >= strike1:
# if (optiontype == 'C' and float(strike0) >= float(strike1)) or (optiontype == 'P' and float(strike0) <= float(strike1)):
## if symbol == 'FB' and optiontype =='C':
## print(str(strike0),str(strike1))
# for bqd0 in nd.NamedDictionaries[symbol][exdate0][optiontype][strike0]:
# for bqd1 in nd.NamedDictionaries[symbol][exdate1][optiontype][strike1]:
# if bqd0 == bqd1:
# exdate0s = exdate0.strftime('%Y-%m-%d')
# exdate1s = exdate1.strftime('%Y-%m-%d')
# bqds = bqd0.strftime('%Y-%m-%d %H:%M:%S')
# #print(symbol,exdate0s,exdate1s,optiontype,strike,bqds)
#
# d0 = nd.optioninstances(symbol,exdate0s,optiontype,strike0,bqds)
# d1 = nd.optioninstances(symbol,exdate1s,optiontype,strike1,bqds)
#
# if len(d0) >= 1 and len(d1) >= 1:
# earlieroption=d0[0]
# lateroption=d1[0]
# dPairs[len(dPairs)] = [earlieroption,lateroption]
## ls = dPairs[0]
## print(ls[0].optionsymbol)
#########################################################################################################
print('=================================')
print(str(len(dPairs)) + ' condor pairs created on ' + symbol)
print('=================================')
dPairsBySymbol[symbol] = dPairs
#########################################################################################################
self.DictionaryOfPairsDictionariesBySymbol = dPairsBySymbol
self.DictionaryOfSymbols = dSymbols
print('completed readintomemorybuildcondorpairsdictionariesbysymbol')
# -*- coding: utf-8 -*-
"""
Created on Sun Nov 23 00:17:18 2014
@author: jmalinchak
"""
import nameddictionary
#nameddictionaryfiltered.nameddictionary.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\20141130b')
nd = nameddictionary.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\20141130b')
ndoi = nd.optioninstances('KMI','2014-12-12','C','42.5')
for KeyOfOptionInstances,ValueOfOptionInstances in ndoi.items():
ValueOfOptionInstances.printdelim('|')
ndoi = nd.optioninstances('KMI','2014-12-20','C','42.5')
for KeyOfOptionInstances,ValueOfOptionInstances in ndoi.items():
ValueOfOptionInstances.printdelim('|')