From 0730b99b11aafd0045357ea77c18e02083686114 Mon Sep 17 00:00:00 2001 From: MuslemRahimi Date: Fri, 20 Sep 2024 17:00:03 +0200 Subject: [PATCH] bugfixing --- app/cron_options_gex.py | 14 ++++---------- 1 file changed, 4 insertions(+), 10 deletions(-) diff --git a/app/cron_options_gex.py b/app/cron_options_gex.py index cc60bc0..4abd85d 100644 --- a/app/cron_options_gex.py +++ b/app/cron_options_gex.py @@ -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