1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
|
"""Options Functions For OpenBB SDK"""
import logging
from typing import Union
import pandas as pd
from openbb_terminal.decorators import log_start_end
from openbb_terminal.stocks.options import (
chartexchange_model,
nasdaq_model,
tradier_model,
yfinance_model,
)
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def get_full_option_chain(
symbol: str, source: str = "Nasdaq", expiration: Union[str, None] = None
) -> pd.DataFrame:
"""Get Option Chain For A Stock. No greek data is returned
Parameters
----------
symbol : str
Symbol to get chain for
source : str, optional
Source to get data from, by default "Nasdaq"
expiration : Union[str, None], optional
Date to get chain for. By default returns all dates
Returns
-------
pd.DataFrame
Dataframe of full option chain.
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> aapl_option_chain = openbb.stocks.options.chains("AAPL", source = "Nasdaq")
To get a specific expiration date, use the expiration parameter
>>> aapl_chain_date = openbb.stocks.options.chains("AAPL", expiration="2023-07-21", source="Nasdaq")
"""
if source == "Tradier":
df = tradier_model.get_full_option_chain(symbol)
if expiration:
return df[df.expiration == expiration]
return df
if source == "YahooFinance":
df = yfinance_model.get_full_option_chain(symbol)
if expiration:
return df[df.expiration == expiration]
return df
if source == "Nasdaq":
# Nasdaq handles these slightly differently
if expiration:
return nasdaq_model.get_chain_given_expiration(symbol, expiration)
return nasdaq_model.get_full_option_chain(symbol)
logger.info("Invalid Source")
return pd.DataFrame()
@log_start_end(log=logger)
def get_option_expirations(symbol: str, source: str = "Nasdaq") -> list:
"""Get Option Chain Expirations
Parameters
----------
symbol : str
Symbol to get chain for
source : str, optional
Source to get data from, by default "Nasdaq"
Returns
-------
pd.DataFrame
Dataframe of full option chain.
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> SPX_expirations = openbb.stocks.options.expirations("SPX", source = "Tradier")
"""
if source == "Tradier":
return tradier_model.option_expirations(symbol)
if source == "YahooFinance":
return yfinance_model.option_expirations(symbol)
if source == "Nasdaq":
return nasdaq_model.get_expirations(symbol)
logger.info("Invalid Source")
return pd.DataFrame()
def hist(
symbol: str,
exp: str,
strike: Union[int, Union[float, str]],
call: bool = True,
source="ChartExchange",
) -> pd.DataFrame:
"""Get historical option pricing.
Parameters
----------
symbol : str
Symbol to get data for
exp : str
Expiration date
strike : Union[int ,Union[float,str]]
Strike price
call : bool, optional
Flag to indicate a call, by default True
source : str, optional
Source to get data from. Can be ChartExchange or Tradier, by default "ChartExchange"
Returns
-------
pd.DataFrame
DataFrame of historical option pricing
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> aapl_150_call = openbb.stocks.options.hist("AAPL", "2022-11-18", 150, call=True, source="ChartExchange")
Because this generates a dataframe, we can easily plot the close price for a SPY put:
(Note that Tradier requires an API key)
>>> openbb.stocks.options.hist("SPY", "2022-11-18", 400, call=False, source="Tradier").plot(y="close)
"""
if source.lower() == "chartexchange":
return chartexchange_model.get_option_history(symbol, exp, call, strike)
if source.lower() == "tradier":
return tradier_model.get_historical_options(symbol, exp, strike, not call)
return pd.DataFrame()
|
