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# mypy: disable-error-code=attr-defined
"""Tradier options model"""
__docformat__ = "numpy"
import logging
from datetime import datetime
from typing import List, Optional
import pandas as pd
import requests
from openbb_terminal.core.session.current_user import get_current_user
from openbb_terminal.decorators import check_api_key, log_start_end
from openbb_terminal.helper_funcs import request
from openbb_terminal.rich_config import console, optional_rich_track
from openbb_terminal.stocks.options.op_helpers import Options, PydanticOptions
logger = logging.getLogger(__name__)
option_columns = [
"symbol",
"bid",
"ask",
"strike",
"bidsize",
"asksize",
"volume",
"open_interest",
"option_type",
]
greek_columns = ["delta", "gamma", "theta", "vega", "ask_iv", "bid_iv", "mid_iv"]
df_columns = option_columns + greek_columns
default_columns = [
"mid_iv",
"vega",
"delta",
"gamma",
"theta",
"volume",
"open_interest",
"bid",
"ask",
]
sorted_chain_columns = [
"symbol",
"option_type",
"expiration",
"strike",
"bid",
"ask",
"open_interest",
"volume",
"mid_iv",
"delta",
"gamma",
"theta",
"vega",
]
@check_api_key(["API_TRADIER_TOKEN"])
def lookup_company(symbol: str):
response = request(
"https://sandbox.tradier.com/v1/markets/lookup",
params={"q": f"{symbol}"},
headers={
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN }", # type: ignore[attr-defined]
"Accept": "application/json",
},
)
return response.json()
@log_start_end(log=logger)
@check_api_key(["API_TRADIER_TOKEN"])
def get_historical_options(
symbol: str,
expiry: str,
strike: float = 0,
put: bool = False,
chain_id: Optional[str] = None,
) -> pd.DataFrame:
"""
Gets historical option pricing. This inputs either ticker, expiration, strike or the OCC chain ID and processes
the request to tradier for historical premiums.
Parameters
----------
symbol: str
Stock ticker symbol
expiry: str
Option expiration date
strike: int
Option strike price
put: bool
Is this a put option?
chain_id: Optional[str]
OCC chain ID
Returns
-------
df_hist: pd.DataFrame
Dataframe of historical option prices
"""
if not chain_id:
op_type = ["call", "put"][put]
chain = get_option_chain(symbol, expiry)
chain = chain[chain["option_type"] == op_type]
try:
symbol = chain[(chain.strike == strike)]["symbol"].values[0]
except IndexError:
error = f"Strike: {strike}, Option type: {op_type} not found"
logging.exception(error)
console.print(f"{error}\n")
return pd.DataFrame()
else:
symbol = chain_id
try:
response = request(
"https://sandbox.tradier.com/v1/markets/history",
params={"symbol": {symbol}, "interval": "daily"},
headers={
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}",
"Accept": "application/json",
},
)
except requests.exceptions.ReadTimeout:
return pd.DataFrame()
if response.status_code != 200:
console.print("Error with request")
return pd.DataFrame()
data = response.json()["history"]
if not data:
console.print("No historical data available")
return pd.DataFrame()
df_hist = pd.DataFrame(data["day"])
df_hist = df_hist.set_index("date")
df_hist.index = pd.DatetimeIndex(df_hist.index)
return df_hist
# pylint: disable=no-else-return
option_cols = [
"strike",
"bid",
"ask",
"volume",
"open_interest",
"mid_iv",
]
option_col_map = {"open_interest": "openinterest", "mid_iv": "iv"}
@log_start_end(log=logger)
@check_api_key(["API_TRADIER_TOKEN"])
def get_full_option_chain(symbol: str, quiet: bool = False) -> pd.DataFrame:
"""Get available expiration dates for given ticker
Parameters
----------
symbol: str
Ticker symbol to get expirations for
quiet: bool
Suppress output of progress bar
Returns
-------
pd.DataFrame
Dataframe of all option chains
"""
expirations = option_expirations(symbol)
options_dfs: pd.DataFrame = []
for expiry in optional_rich_track(
expirations, suppress_output=quiet, desc="Getting Option Chain"
):
chain = get_option_chain(symbol, expiry)
options_dfs.append(chain)
chain = pd.concat(options_dfs)
chain = chain[sorted_chain_columns].rename(
columns={
"mid_iv": "impliedVolatility",
"open_interest": "openInterest",
"option_type": "optionType",
"symbol": "optionSymbol",
}
)
chain["openInterest"] = chain["openInterest"].astype(int)
chain["volume"] = chain["volume"].astype(int)
chain = chain.set_index(["expiration", "strike", "optionType"]).sort_index()
return chain.reset_index()
@log_start_end(log=logger)
@check_api_key(["API_TRADIER_TOKEN"])
def option_expirations(symbol: str) -> List[str]:
"""Get available expiration dates for given ticker
Parameters
----------
symbol: str
Ticker symbol to get expirations for
Returns
-------
dates: List[str]
List of of available expirations
"""
r = request(
"https://sandbox.tradier.com/v1/markets/options/expirations",
params={"symbol": symbol, "includeAllRoots": "true", "strikes": "false"},
headers={
"Authorization": f"Bearer {get_current_user().credentials.API_TRADIER_TOKEN}", # type: ignore[attr-defined]
"Accept": "application/json",
},
)
if r.status_code == 200:
try:
dates
|