def get_open_options(self):
positions = []
for each_pos in rs.get_open_option_positions():
if each_pos['quantity'] != "0.0000":
url = each_pos['option']
data = helper.request_get(url)
mkt_data = self.rs.get_option_market_data_by_id(
url.split('/')[-2])
# fill out the data
each_pos['optype'] = data['type']
each_pos['expiration_date'] = data['expiration_date']
each_pos['created_at'] = data['created_at']
each_pos['strike_price'] = data['strike_price']
price_tag = 'ask_price' if each_pos[
'type'] is 'short' else 'bid_price'
qty_tag = 'pending_buy_quantity' if each_pos[
'type'] is 'short' else 'pending_sell_quantity'
each_pos['curr_price'] = mkt_data[price_tag]
# each_pos['change'] = mkt_data[]
if each_pos['type'] is 'short':
each_pos['change'] = (
float(mkt_data['ask_price']) -
float(mkt_data['previous_close_price']))
else:
each_pos['change'] = float(mkt_data['bid_price']) - float(
mkt_data['previous_close_price'])
each_pos['tradable_qty'] = float(each_pos['quantity']) - float(
each_pos[qty_tag])
# sum([float(each_pos[x]) for x in each_pos.keys() if 'pending_' in x])
positions.append(each_pos)
return positions
def get_open_urls():
positions = r.get_open_option_positions()
urls = []
for position in positions:
urls.append(position['url'])
return urls
def run():
f.add_event_log('function[run] Robinhood Auto_trader Start')
market: str = find_variable('market')
symbol: str = find_variable('symbol')
# check if market is currently open
f.add_event_log('function[run] Market Open: {0}'.format(
f.is_market_open(market)))
if f.is_market_open(market):
f.add_event_log('function[run] Market Open')
# login
f.account_login()
# check spread positions
if 1 > len(rs.get_open_option_positions()):
purchase(symbol)
portfolio_credit_spreads: list[
CreditSpread] = f.get_credit_spreads_portfolio()
# if list is empty place an order && sufficient balance
# check age of the spreads
for credit_spread in portfolio_credit_spreads:
f.add_event_log('function[run] Check purchase date')
purchase_date = d.datetime.strptime(credit_spread.purchase_date,
'%Y-%m-%d')
if (d.datetime.today() - purchase_date).days >= 30:
f.add_event_log(
'function[run] purchase_date: {0} is older than 30 day. Sell position.'
)
f.sell_loop(credit_spread)
# check update config file
if len(portfolio_credit_spreads) > 0:
# stop_loss
f.stop_loss(portfolio_credit_spreads, market)
# log out
rs.logout()
f.add_event_log('function[run] Account Logout')
f.add_event_log('function[run] Robinhood Auto_trader Shutdown.')
def get_curr_options():
print("Current Options Trades: ")
open_positions = r.get_open_option_positions()
for option in open_positions:
name = option['chain_symbol']
num_contracts = float(option['quantity'])
multiplier = num_contracts * 100
avg_price = float(option['average_price'])
op_id = option['option_id']
op_data = r.options.get_option_instrument_data_by_id(op_id)
ed = datetime.strptime(op_data['expiration_date'], '%Y-%m-%d').date()
td = datetime.today().strftime('%Y-%m-%d')
td = datetime.strptime(td, '%Y-%m-%d').date()
time_left = ed - td
days_left = time_left.days
op_type = op_data['type']
strike_price = float((op_data['strike_price']))
curr_option_data = r.options.get_option_market_data(
name, op_data['expiration_date'], strike_price, op_type)
curr_price = round(
float(curr_option_data[0][0]['adjusted_mark_price']) * multiplier)
profit = curr_price - avg_price
print("Ticker: " + name)
print("Average Cost: $" + str(avg_price))
print("Current Price: $" + str(curr_price))
if (profit < 0):
print("Profit" + fg(255, 10, 10) + " $" + str(profit) + fg.rs)
else:
print("Profit:" + fg(0, 255, 0) + " $" + str(profit) + fg.rs)
print("Time Until Expiration: " + str(days_left) + " Days")
data = r.options.get_option_historicals(name,
op_data['expiration_date'],
op_data['strike_price'],
op_type, '5minute', 'day')
converted = convert_list(data)
print(data)
dataframe = pd.DataFrame(converted)
close_prices = dataframe['close_price'].astype(float)
x = range(close_prices.count())
plt.plot(x, close_prices)
plt.show()
def get_current_options(self):
orders = r.get_open_option_positions()
return orders
def rh_pull_portfolio_data(user_id, passwd):
r.login(username=user_id, password=passwd)
if DbAccess.is_update_needed():
obj = portfolio_summary.objects.all()
if not obj:
obj = portfolio_summary()
obj.timestamp = timezone.now()
else:
obj = obj[0]
obj.portfolio_cash = float(profiles.load_account_profile()['portfolio_cash'])
obj.save()
# remove current entries
stocks_held.objects.all().delete()
# get current owned securites and save to db
positions_data = r.get_open_stock_positions()
for item in positions_data:
quantity = float(item['quantity'])
if not quantity:
continue
# check if instrument is present in robinhood_traded_stocks table
obj = stocks_held()
obj.symbol, obj.name = RhWrapper.rh_pull_symbol_from_instrument_url(item['instrument'])
obj.quantity = quantity
obj.average_price = float(item['average_buy_price'])
obj.latest_price = float(r.get_latest_price(obj.symbol)[0])
obj.open_price = float(r.get_fundamentals(obj.symbol)[0]['open'])
try:
obj.prev_close_price = float(StockUtils.getStockInfo(obj.symbol)['previousClose'])
except Exception as e:
logging.error(str(e) + ' encountered when fetching yahoo data for ' + obj.symbol)
obj.prev_close_price = obj.open_price
obj.save()
# remove current entries
options_held.objects.all().delete()
# get current owned securites and save to db
options_position_data = r.get_open_option_positions()
for item in options_position_data:
quantity = float(item['quantity'])
if not quantity:
continue
obj = options_held()
obj.option_id = item['option_id']
contract_into = r.get_option_instrument_data_by_id(obj.option_id)
obj.strike_price = float(contract_into['strike_price'])
obj.expiration_date = contract_into['expiration_date']
obj.option_type = contract_into['type']
obj.symbol = item['chain_symbol']
obj.trade_value_multiplier = float(item['trade_value_multiplier'])
obj.average_price = float(item['average_price']) / obj.trade_value_multiplier
obj.quantity = float(item['quantity'])
# adjust value for sold calls
if obj.average_price < 0:
obj.average_price = (-1) * obj.average_price
obj.quantity = (-1) * obj.quantity
market_data = r.get_option_market_data_by_id(obj.option_id)
obj.previous_close_price = float(market_data['previous_close_price'])
obj.current_price = float(market_data['adjusted_mark_price'])
# print('symbol: %5s strike_price: %7.2f option_type: %4s expiration_date: %12s trade_value_multiplier: %d average_price: %7.2f quantity: %d previous_close_price: %7.2f current_price: %7.2f' % (obj.symbol, obj.strike_price, obj.option_type, obj.expiration_date, obj.trade_value_multiplier, obj.average_price, obj.quantity, obj.previous_close_price, obj.current_price))
obj.save()