update options 0dte flow
This commit is contained in:
parent
3d22151e3f
commit
10e61eb2a9
@ -35,7 +35,7 @@ def process_page(page):
|
||||
try:
|
||||
data = fin.options_activity(date_from=start_date, date_to=end_date, page=page, pagesize=1000)
|
||||
data = ujson.loads(fin.output(data))['option_activity']
|
||||
filtered_data = [{key: value for key, value in item.items() if key in ['ticker','time', 'id','sentiment','underlying_price', 'cost_basis', 'underlying_price','option_activity_type','date', 'date_expiration', 'open_interest','price', 'put_call','strike_price', 'volume']} for item in data]
|
||||
filtered_data = [{key: value for key, value in item.items() if key not in ['description_extended','updated']} for item in data]
|
||||
time.sleep(1)
|
||||
page_list = []
|
||||
for item in filtered_data:
|
||||
@ -59,6 +59,8 @@ def process_page(page):
|
||||
item['underlying_price'] = round(float(item['underlying_price']), 2)
|
||||
item['type'] = item['option_activity_type'].capitalize()
|
||||
item['sentiment'] = item['sentiment'].capitalize()
|
||||
item['executionEstimate'] = item['execution_estimate'].replace('_', ' ').title()
|
||||
item['tradeCount'] = item['trade_count']
|
||||
|
||||
if item['date_expiration'] == start_date:
|
||||
page_list.append(item)
|
||||
|
||||
Binary file not shown.
Loading…
x
Reference in New Issue
Block a user