class QuestradeClient:
TICKER = "SPY"
def __init__(self, token_yaml):
self.yaml_path = token_yaml
self.client = Questrade(token_yaml=token_yaml)
self.refresh_access_token()
def refresh_access_token(self):
self.client.refresh_access_token(from_yaml=True,
yaml_path=self.yaml_path)
def get_nope(self):
call_option_filters = []
put_option_filters = []
chain = self.client.get_option_chain(self.TICKER)
quote = self.client.get_quote(self.TICKER)
underlying_id = quote["symbolId"]
for optionChain in chain["optionChain"]:
exp_date = optionChain["expiryDate"]
call_option_filters.append({
"optionType": "Call",
"expiryDate": exp_date,
"underlyingId": underlying_id,
})
put_option_filters.append({
"optionType": "Put",
"expiryDate": exp_date,
"underlyingId": underlying_id,
})
call_option_quotes = self.client.get_option_quotes(
call_option_filters, [])
put_option_quotes = self.client.get_option_quotes(
put_option_filters, [])
total_call_delta = sum(
map(lambda q: q["volume"] * q["delta"],
call_option_quotes["optionQuotes"]))
total_put_delta = sum(
map(lambda q: q["volume"] * q["delta"],
put_option_quotes["optionQuotes"]))
try:
nope = (
(total_call_delta + total_put_delta) * 10000) / quote["volume"]
except ZeroDivisionError:
curr_dt = datetime.now().strftime("%Y-%m-%d at %H:%M:%S")
with open("logs/errors.txt", "a") as f:
f.write(f'No volume data on {quote["symbol"]} | {curr_dt}\n')
return [0, 0]
return [nope, quote["lastTradePrice"]]
def test_get_option_chain(mock_get):
"""This function tests the get historical data method."""
qtrade = Questrade(token_yaml="access_token.yml")
option_chain_data = qtrade.get_option_chain("XYZ")
assert len(option_chain_data) == 1
assert len(option_chain_data["options"]) == 1