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"""Options Chains Standard Model."""
from datetime import (
date as dateType,
datetime,
)
from typing import Optional
from pydantic import Field, field_validator
from openbb_core.provider.abstract.data import Data
from openbb_core.provider.abstract.query_params import QueryParams
from openbb_core.provider.utils.descriptions import (
DATA_DESCRIPTIONS,
QUERY_DESCRIPTIONS,
)
class OptionsChainsQueryParams(QueryParams):
"""Options Chains Query."""
symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", ""))
@field_validator("symbol", mode="before", check_fields=False)
@classmethod
def to_upper(cls, v: str) -> str:
"""Return the symbol in uppercase."""
return v.upper()
class OptionsChainsData(Data):
"""Options Chains Data."""
symbol: Optional[str] = Field(
description=DATA_DESCRIPTIONS.get("symbol", "")
+ " Here, it is the underlying symbol for the option.",
default=None,
)
contract_symbol: str = Field(description="Contract symbol for the option.")
eod_date: Optional[dateType] = Field(
default=None, description="Date for which the options chains are returned."
)
expiration: dateType = Field(description="Expiration date of the contract.")
strike: float = Field(description="Strike price of the contract.")
option_type: str = Field(description="Call or Put.")
open_interest: Optional[int] = Field(
default=None, description="Open interest on the contract."
)
volume: Optional[int] = Field(
default=None, description=DATA_DESCRIPTIONS.get("volume", "")
)
theoretical_price: Optional[float] = Field(
default=None, description="Theoretical value of the option."
)
last_trade_price: Optional[float] = Field(
default=None, description="Last trade price of the option."
)
tick: Optional[str] = Field(
default=None, description="Whether the last tick was up or down in price."
)
bid: Optional[float] = Field(
default=None, description="Current bid price for the option."
)
bid_size: Optional[int] = Field(
default=None, description="Bid size for the option."
)
ask: Optional[float] = Field(
default=None, description="Current ask price for the option."
)
ask_size: Optional[int] = Field(
default=None, description="Ask size for the option."
)
mark: Optional[float] = Field(
default=None, description="The mid-price between the latest bid and ask."
)
open: Optional[float] = Field(
default=None, description=DATA_DESCRIPTIONS.get("open", "")
)
open_bid: Optional[float] = Field(
default=None, description="The opening bid price for the option that day."
)
open_ask: Optional[float] = Field(
default=None, description="The opening ask price for the option that day."
)
high: Optional[float] = Field(
default=None, description=DATA_DESCRIPTIONS.get("high", "")
)
bid_high: Optional[float] = Field(
default=None, description="The highest bid price for the option that day."
)
ask_high: Optional[float] = Field(
default=None, description="The highest ask price for the option that day."
)
low: Optional[float] = Field(
default=None, description=DATA_DESCRIPTIONS.get("low", "")
)
bid_low: Optional[float] = Field(
default=None, description="The lowest bid price for the option that day."
)
ask_low: Optional[float] = Field(
default=None, description="The lowest ask price for the option that day."
)
close: Optional[float] = Field(
default=None, description=DATA_DESCRIPTIONS.get("close", "")
)
close_size: Optional[int] = Field(
default=None, description="The closing trade size for the option that day."
)
close_time: Optional[datetime] = Field(
default=None,
description="The time of the closing price for the option that day.",
)
close_bid: Optional[float] = Field(
default=None, description="The closing bid price for the option that day."
)
close_bid_size: Optional[int] = Field(
default=None, description="The closing bid size for the option that day."
)
close_bid_time: Optional[datetime] = Field(
default=None,
description="The time of the bid closing price for the option that day.",
)
close_ask: Optional[float] = Field(
default=None, description="The closing ask price for the option that day."
)
close_ask_size: Optional[int] = Field(
default=None, description="The closing ask size for the option that day."
)
close_ask_time: Optional[datetime] = Field(
default=None,
description="The time of the ask closing price for the option that day.",
)
prev_close: Optional[float] = Field(
default=None, description=DATA_DESCRIPTIONS.get("prev_close", "")
)
change: Optional[float] = Field(
default=None, description="The change in the price of the option."
)
change_percent: Optional[float] = Field(
default=None,
description="Change, in normalizezd percentage points, of the option.",
)
implied_volatility: Optional[float] = Field(
default=None, description="Implied volatility of the option."
)
delta: Optional[float] = Field(default=None, description="Delta of the option.")
gamma: Optional[float] = Field(default=None, description="Gamma of the option.")
theta: Optional[float] = Field(default=None, description="Theta of the option.")
vega: Optional[float] = Field(default=None, description="Vega of the option.")
rho: Optional[float] = Field(default=None, description="Rho of the option.")
@field_validator("expiration", mode="before", check_fields=False)
@classmethod
def date_validate(cls, v): # pylint: disable=E0213
"""Return the datetime object from the date string."""
if isinstance(v, datetime):
return datetime.strftime(v, "%Y-%m-%d")
if isinstance(v, str):
return datetime.strptime(v, "%Y-%m-%d")
return v
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