Add API for yfinance

.gitignore

@@ -1 +1,2 @@
-dist/
+dist/
+.benchmarks/

CHANGELOG.md

@@ -1,5 +1,9 @@
 # CHANGELOG
 
+## 1.2.0 (2024-03-25)
+
+- Add API to call yfinance to receive stock information and future options chain
+
 ## 1.1.0 (2024-03-24)
 
 - Refactor the engine's `run` method for readability.

optionlab/__init__.py

@@ -1,7 +1,7 @@
 import typing
 
 
-VERSION = "1.1.0"
+VERSION = "1.2.0"
 
 
 if typing.TYPE_CHECKING:
@@ -46,6 +46,7 @@
         get_profit_range,
         get_pop,
     )
+    from .api import get_options_chain, get_stock_history
 
 __version__ = VERSION
 __all__ = (
@@ -87,6 +88,9 @@
     "get_theta",
     # plot
     "plot_pl",
+    # api
+    "get_options_chain",
+    "get_stock_history",
 )
 
 # A mapping of {<member name>: (package, <module name>)} defining dynamic imports
@@ -129,6 +133,9 @@
     "get_theta": (__package__, ".black_scholes"),
     # plot
     "plot_pl": (__package__, ".plot"),
+    # api
+    "get_options_chain": (__package__, ".api"),
+    "get_stock_history": (__package__, ".api"),
 }
 
 

optionlab/api.py

@@ -0,0 +1,21 @@
+import datetime as dt
+
+import pandas as pd
+from yfinance import Ticker
+
+from optionlab.models import OptionsChain
+
+
+def get_options_chain(ticker: str, expiration_date: dt.date) -> OptionsChain:
+    stock = Ticker(ticker)
+    res = stock.option_chain(expiration_date.strftime("%Y-%m-%d"))
+    return OptionsChain(
+        calls=res.calls,
+        puts=res.puts,
+        underlying=res.underlying,
+    )
+
+
+def get_stock_history(ticker: str, num_of_months: int) -> pd.DataFrame:
+    stock = Ticker(ticker)
+    return stock.history(period=f"{num_of_months}mo")

optionlab/models.py

@@ -2,6 +2,8 @@
 from typing import Literal
 
 import numpy as np
+import pandas as pd
+from humps import decamelize
 from pydantic import BaseModel, Field, field_validator, model_validator, ConfigDict
 
 OptionType = Literal["call", "put"]
@@ -357,3 +359,108 @@ def return_in_the_domain_ratio(self) -> float:
         return abs(
             self.maximum_return_in_the_domain / self.minimum_return_in_the_domain
         )
+
+
+class UnderlyingAsset(BaseModel):
+    symbol: str
+    region: str
+    quote_type: Literal["EQUITY"]
+    quote_source_name: Literal["Delayed Quote", "Nasdaq Real Time Price"]
+    triggerable: bool
+    currency: Literal["USD"]
+    market_state: Literal["CLOSED", "OPEN", "POST"]
+    regular_market_change_percent: float
+    regular_market_price: float
+    exchange: str
+    short_name: str
+    long_name: str
+    exchange_timezone_name: str
+    exchange_timezone_short_name: str
+    gmt_off_set_milliseconds: int
+    market: Literal["us_market"]
+    esg_populated: bool
+    first_trade_date_milliseconds: int
+    post_market_change_percent: float
+    post_market_time: int
+    post_market_price: float
+    post_market_change: float
+    regular_market_change: float
+    regular_market_time: int
+    regular_market_day_high: float
+    regular_market_day_range: tuple[float, float]
+    regular_market_day_low: float
+    regular_market_volume: float
+    regular_market_previous_close: float
+    bid: float
+    ask: float
+    bid_size: int
+    ask_size: int
+    full_exchange_name: str
+    financial_currency: Literal["USD"]
+    regular_market_open: float
+    average_daily_volume3_month: int
+    average_daily_volume10_day: int
+    fifty_two_week_low_change: float
+    fifty_two_week_low_change_percent: float
+    fifty_two_week_range: tuple[float, float]
+    fifty_two_week_high_change: float
+    fifty_two_week_high_change_percent: float
+    fifty_two_week_low: float
+    fifty_two_week_high: float
+    fifty_two_week_change_percent: float
+    dividend_date: int
+    earnings_timestamp: int
+    earnings_timestamp_start: int
+    earnings_timestamp_end: int
+    trailing_annual_dividend_rate: float
+    trailing_pe: float
+    dividend_rate: float
+    trailing_annual_dividend_yield: float
+    dividend_yield: float
+    eps_trailing_twelve_months: float
+    eps_forward: float
+    eps_current_year: float
+    price_eps_current_year: float
+    shares_outstanding: int
+    book_value: float
+    fifty_day_average: float
+    fifty_day_average_change: float
+    fifty_day_average_change_percent: float
+    two_hundred_day_average: float
+    two_hundred_day_average_change: float
+    two_hundred_day_average_change_percent: float
+    market_cap: int
+    forward_pe: float
+    price_to_book: float
+    source_interval: int
+    exchange_data_delayed_by: int
+    average_analyst_rating: str
+    tradeable: bool
+    crypto_tradeable: bool
+    display_name: str
+
+
+class OptionsChain(BaseModel):
+    calls: pd.DataFrame
+    puts: pd.DataFrame
+    underlying: UnderlyingAsset
+    model_config = ConfigDict(arbitrary_types_allowed=True)
+
+    @field_validator("underlying", mode="before")
+    @classmethod
+    def validate_underlying(cls, v: dict) -> UnderlyingAsset:
+        day_range_split = v["regularMarketDayRange"].split(" - ")
+        fifty_two_week_range_split = v["fiftyTwoWeekRange"].split(" - ")
+        return UnderlyingAsset.model_validate(
+            decamelize(v)
+            | {
+                "regular_market_day_range": (
+                    float(day_range_split[0]),
+                    float(day_range_split[1]),
+                ),
+                "fifty_two_week_range": (
+                    float(fifty_two_week_range_split[0]),
+                    float(fifty_two_week_range_split[1]),
+                ),
+            }
+        )

optionlab/utils.py

@@ -40,3 +40,13 @@ def get_nonbusiness_days(
             nonbusiness_days += 1
 
     return nonbusiness_days
+
+
+def get_fridays_date(weeks_until: int = 0) -> dt.date:
+
+    current_date = dt.datetime.now()
+
+    days_until_friday = 4 - current_date.weekday() + 7
+    datetime = current_date + dt.timedelta(days=days_until_friday + weeks_until * 7)
+
+    return datetime.date()