38 lines
1.6 KiB
Python
38 lines
1.6 KiB
Python
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from datetime import datetime
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from dotenv import load_dotenv
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from os import getenv
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from tradestation import TradeStationClient
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from option_type import OptionType
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load_dotenv()
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class OptionsChain:
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def __init__(self, symbol, expiration):
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self.symbol = symbol
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self.expiration = expiration
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self.options_chain = self.get_options_chain(symbol, expiration)
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def get_options_chain(self, symbol: str, expiration: datetime):
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tradestation_client = TradeStationClient(getenv('TRADESTATION_REFRESH_TOKEN'))
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return tradestation_client.get_options_chain(symbol, expiration)
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def options_by_type(self, option_type: OptionType):
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return self.options_chain[self.options_chain['Type'] == option_type.value].copy()
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def closest_contract_by_credit(self, target_credit: float, option_type: OptionType):
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options = self.options_by_type(option_type)
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options['Credit Distance'] = abs(options['Bid'] - target_credit)
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return options.loc[options['Credit Distance'].idxmin()]
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def closest_contract_by_delta(self, target_delta: float, option_type: OptionType):
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options = self.options_by_type(option_type)
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options['Delta Distance'] = abs(options['Delta'] - target_delta)
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return options.loc[options['Delta Distance'].idxmin()]
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def closest_contract_by_strike(self, target_strike: float, option_type: OptionType):
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options = self.options_by_type(option_type)
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options['Strike Distance'] = abs(options['Strike'] - target_strike)
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return options.loc[options['Strike Distance'].idxmin()]
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