def underlyer(self):
underlyer = Contract()
underlyer.symbol = self.statData.buyWrite["underlyer"]["@tickerSymbol"]
underlyer.avPrice = self.statData.inistkprice
underlyer.secType = "STK"
underlyer.exchange = "SMART"
underlyer.currency = "USD"
return underlyer
def option(self):
option = Contract()
option.symbol = self.statData.buyWrite["underlyer"]["@tickerSymbol"]
option.avPrice = self.statData.inioptprice
option.secType = "OPT"
option.exchange = "SMART"
option.currency = "USD"
option.lastTradeDateOrContractMonth = self.statData.expiry
option.strike = self.statData.strike
option.right = "Call"
option.multiplier = "100"
return option
def getRolledOption(self, r):
option = Contract()
option.symbol = self.statData.buyWrite["underlyer"]["@tickerSymbol"]
option.avPrice = r["sellprice"]
option.secType = "OPT"
option.exchange = "SMART"
option.currency = "USD"
option.lastTradeDateOrContractMonth = r['to']
option.strike = r['strike']
option.right = "Call"
option.multiplier = "100"
return option
