def read_daily_option_quote(
browser: ChromeDriver,
symbol: str,
option_type: str,
strike_price: float,
exp_date: int,
use_barchart: bool = False,
suppress_log: bool = False,
) -> DailyOptionQuote:
option_quote = DailyOptionQuote(symbol, option_type, strike_price,
exp_date, int(get_date_str()))
if use_barchart:
url = "https://www.barchart.com/stocks/quotes/"
url += f"{symbol}/options?expiration={str(exp_date)}&moneyness=allRows"
eclass = "bc-options-quotes"
web_data = browser.download_data(
url=url,
wait_base=1,
element_class=eclass,
suppress_log=suppress_log,
)
else:
datetime_diff = get_date(str(exp_date)) - get_datetime_start()
date_url = int(datetime_diff.total_seconds())
url = f"https://finance.yahoo.com/quote/{symbol}/options?date={date_url}"
eid = 'Col1-1-OptionContracts-Proxy'
web_data = browser.download_data(
url=url,
wait_base=1,
element_id=eid,
suppress_log=suppress_log,
)
parse_daily_option_quote(option_quote, web_data.splitlines(), symbol,
option_type, strike_price, exp_date, use_barchart)
return option_quote
def read_daily_option_info(
browser: ChromeDriver,
symbol: str,
use_barchart: bool = True,
suppress_all_log: bool = False,
suppress_sub_log: bool = False,
) -> DailyOptionInfo:
option_info = DailyOptionInfo(symbol, int(get_date_str()))
if use_barchart:
all_exp_dates = read_exp_dates(
browser,
symbol,
suppress_log=suppress_all_log,
)
eclass = 'bc-futures-options-quotes-totals'
pre_eclass = 'bc-datatable'
for exp_date in all_exp_dates:
url = "https://www.barchart.com/stocks/quotes/"
url += f"{symbol}/options?expiration={str(exp_date)}"
web_data = browser.download_data(
url=url,
wait_base=1,
pre_element_class=pre_eclass,
element_class=eclass,
suppress_log=suppress_sub_log,
)
parse_daily_option_info(option_info, web_data.splitlines())
else:
logger.error('other data sources not implemented')
raise ValueError(f"use_barchart={use_barchart}")
return option_info
def read_option_activity(browser: ChromeDriver,
save_file=False,
folder='logs') -> list:
retry_timeout = 4
url = 'https://www.barchart.com/options/unusual-activity/stocks?page=all'
eid = 'main-content-column'
#buttons = ['a.show-all']
buttons = None
num_retry = 0
while num_retry < retry_timeout:
num_retry += 1
try:
web_data = browser.download_data(url=url,
wait_base=num_retry,
button_css=buttons,
element_id=eid)
except Exception as e:
logger.error(f'error {str(e)} (retry={num_retry}/{retry_timeout})')
time.sleep(num_retry)
continue
else:
option_activity_list = parse_option_activity(web_data.splitlines())
if len(option_activity_list) > 0:
logger.info(
'retrieved option activity list: # items={:d}'.format(
len(option_activity_list)))
break
else:
logger.warning(
'option activity list empty? retry={}/{}'.format(
num_retry, retry_timeout))
time.sleep(num_retry)
continue
if num_retry >= retry_timeout:
return []
# save a copy
if save_file:
# try to remove duplicates if folder exists
if os.path.exists(folder):
today_str = get_date_str()
for item in os.listdir(folder):
if item.startswith('OA_%s' % (today_str)):
os.remove(os.path.join(folder, item))
else:
# otherwise create folder
os.makedirs(folder)
# write new one
filename = os.path.join(folder, f'OA_{get_datetime_str()}.txt.gz')
with openw(filename, 'wt') as fout:
fout.write('\n'.join(option_activity_list))
logger.info(f'{get_time_log()} save option activity to {filename}')
return option_activity_list
def read_stock_quote(
browser: ChromeDriver,
symbol: str,
suppress_log: bool = False,
) -> DailyStockQuote:
stock_quote = DailyStockQuote(symbol, int(get_date_str()))
url = f"https://finance.yahoo.com/quote/{symbol}"
eid = "quote-summary"
web_data = browser.download_data(
url=url,
element_id=eid,
suppress_log=suppress_log,
)
parse_stock_quote(stock_quote, web_data.splitlines())
return stock_quote