# -*- coding: utf-8 -*-
"""
Created on Sat Apr 25 21:14:47 2015
@author: jmalinchak
"""
#import readintomemorybuilddictionaryofpairsdictionariesbysymbol
import readintomemorybuildcondorpairsdictionariesbysymbol
import mytools
import time
o = readintomemorybuildcondorpairsdictionariesbysymbol.read(
'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\downloadsprocessed\\2015-05-01\\14\\45\\AAPL2',
0)
dDictionaryOfPairsDictionariesBySymbol = o.DictionaryOfPairsDictionariesBySymbol
# dTestValueAndPairTupleSortableByPairSpreadPct = {}
# dPairsValid = {}
dCalendarPairs = {}
dQualifiedPairsBasedOnAllCriteriaProvided = {}
bContinue = 1
for kSymbol, vPairsDictionary in dDictionaryOfPairsDictionariesBySymbol.items(
):
dPairs = vPairsDictionary
#if showresults == 1:
print('-- ' + kSymbol + ' building valid pairs... ')
bContinue == 1
for k, ls in dPairs.items():
short = ls[0]
long = ls[1]
# -*- coding: utf-8 -*-
"""
Created on Sat Apr 25 21:14:47 2015
@author: jmalinchak
"""
# import readintomemorybuilddictionaryofpairsdictionariesbysymbol
import readintomemorybuildcondorpairsdictionariesbysymbol
o = readintomemorybuildcondorpairsdictionariesbysymbol.read(
"C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\downloads\\2015-04-24\\15\\45\\PG", 1
)
dDictionaryOfPairsDictionariesBySymbol = o.DictionaryOfPairsDictionariesBySymbol
# dTestValueAndPairTupleSortableByPairSpreadPct = {}
# dPairsValid = {}
dCalendarPairs = {}
dQualifiedPairsBasedOnAllCriteriaProvided = {}
bContinue = 1
for kSymbol, vPairsDictionary in dDictionaryOfPairsDictionariesBySymbol.items():
dPairs = vPairsDictionary
# if showresults == 1:
print("-- " + kSymbol + " building valid pairs... ")
bContinue == 1
for k, ls in dPairs.items():
earlier = ls[0]
later = ls[1]
print(earlier.optionsymbol, later.optionsymbol)
# -*- coding: utf-8 -*-
"""
Created on Sat Apr 25 21:14:47 2015
@author: jmalinchak
"""
#import readintomemorybuilddictionaryofpairsdictionariesbysymbol
import readintomemorybuildcondorpairsdictionariesbysymbol
import mytools
import time
o = readintomemorybuildcondorpairsdictionariesbysymbol.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\downloadsprocessed\\2015-05-01\\14\\45\\AAPL2',0)
dDictionaryOfPairsDictionariesBySymbol = o.DictionaryOfPairsDictionariesBySymbol
# dTestValueAndPairTupleSortableByPairSpreadPct = {}
# dPairsValid = {}
dCalendarPairs = {}
dQualifiedPairsBasedOnAllCriteriaProvided = {}
bContinue = 1
for kSymbol,vPairsDictionary in dDictionaryOfPairsDictionariesBySymbol.items():
dPairs = vPairsDictionary
#if showresults == 1:
print('-- ' + kSymbol + ' building valid pairs... ')
bContinue == 1
for k,ls in dPairs.items():
short = ls[0]
long = ls[1]
strikespread = abs(float(long.strike) - float(short.strike))
shortstrikeawayfromstockprice = round(abs(float(short.strike)-float(short.stockprice)),2)
spreadshortlong = round(float(short.bid)-float(long.ask),2)