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bugfixing

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This commit is contained in:
MuslemRahimi 2024-09-20 17:00:03 +02:00
parent eedd287c71
commit 0730b99b11
1 changed files with 4 additions and 10 deletions
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14
app/cron_options_gex.py
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@ -223,22 +223,16 @@ def get_historical_option_data(option_data_list, df_price):
# Calculate total volume
daily_summary['total_volume'] = daily_summary['c_vol'] + daily_summary['p_vol']
# Calculate bid/ask/midpoint ratios
# Calculate bid/ask/midpoint ratios
try:
if daily_summary['total_volume'] > 0:
daily_summary['bid_ratio'] = round(daily_summary['bid_vol'] / daily_summary['total_volume'] * 100, 2)
daily_summary['ask_ratio'] = round(daily_summary['ask_vol'] / daily_summary['total_volume'] * 100, 2)
daily_summary['midpoint_ratio'] = round(daily_summary['midpoint_vol'] / daily_summary['total_volume'] * 100, 2)
else:
daily_summary['bid_ratio'] = None
daily_summary['ask_ratio'] = None
daily_summary['midpoint_ratio'] = None
daily_summary['bid_ratio'] = round(daily_summary['bid_vol'] / daily_summary['total_volume'] * 100, 2)
daily_summary['ask_ratio'] = round(daily_summary['ask_vol'] / daily_summary['total_volume'] * 100, 2)
daily_summary['midpoint_ratio'] = round(daily_summary['midpoint_vol'] / daily_summary['total_volume'] * 100, 2)
except:
daily_summary['bid_ratio'] = None
daily_summary['ask_ratio'] = None
daily_summary['midpoint_ratio'] = None
# Calculate OTM percentage for each date and assign it to the daily_summary
daily_summary['otm_ratio'] = df_summary.groupby('date').apply(lambda df: round(calculate_otm_percentage(df.to_dict('records')), 1)).values