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bugfixing option stats

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This commit is contained in:
MuslemRahimi 2025-02-05 14:59:22 +01:00
parent 1b8294d048
commit 2591edd802
1 changed files with 79 additions and 24 deletions
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103
app/cron_options_stats.py
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@ -28,20 +28,6 @@ def get_total_symbols():
return stocks_symbols + etf_symbols
def get_tickers_from_directory():
directory = "json/options-historical-data/companies"
try:
# Ensure the directory exists
if not os.path.exists(directory):
raise FileNotFoundError(f"The directory '{directory}' does not exist.")
# Get all tickers from filenames
return [file.replace(".json", "") for file in os.listdir(directory) if file.endswith(".json")]
except Exception as e:
print(f"An error occurred: {e}")
return []
def save_json(data, symbol):
directory = "json/options-stats/companies"
os.makedirs(directory, exist_ok=True)
@ -57,27 +43,96 @@ def safe_round(value):
async def main():
with open(f"json/options-flow/feed/data.json", "r") as file:
data = orjson.loads(file.read())
total_symbols = get_total_symbols()
for symbol in tqdm(total_symbols):
try:
# Load previous data and calculate changes
call_premium = 0
put_premium = 0
call_open_interest = 0
put_open_interest = 0
call_volume = 0
put_volume = 0
bearish_premium = 0
bullish_premium = 0
neutral_premium = 0
net_call_premium = 0
net_put_premium = 0
net_premium = 0
for item in data:
if item['ticker'] == symbol:
if item['put_call'] == 'Calls':
call_premium += item['cost_basis']
call_open_interest += int(item['open_interest'])
call_volume += int(item['volume'])
elif item['put_call'] == 'Puts':
put_premium += item['cost_basis']
put_open_interest += int(item['open_interest'])
put_volume += int(item['volume'])
if item['sentiment'] == 'Bullish':
bullish_premium +=item['cost_basis']
if item['put_call'] == 'Calls':
net_call_premium +=item['cost_basis']
elif item['put_call'] == 'Puts':
net_put_premium +=item['cost_basis']
if item['sentiment'] == 'Bearish':
bearish_premium +=item['cost_basis']
if item['put_call'] == 'Calls':
net_call_premium -=item['cost_basis']
elif item['put_call'] == 'Puts':
net_put_premium -=item['cost_basis']
if item['sentiment'] == 'Neutral':
neutral_premium +=item['cost_basis']
with open(f"json/options-historical-data/companies/{symbol}.json", "r") as file:
data = orjson.loads(file.read())
past_data = orjson.loads(file.read())[0]
previous_open_interest = past_data['total_open_interest']
iv_rank = past_data['iv_rank']
iv = past_data['iv']
# Keys to compute the average for
keys_to_average = [key for key in data[0] if key != "date"]
total_open_interest = call_open_interest+put_open_interest
# Compute averages and round to 2 decimal places
averages = {
key: round(mean(d[key] for d in data if d.get(key) is not None), 2)
for key in keys_to_average
changesPercentageOI = round((total_open_interest/previous_open_interest-1)*100, 2) if previous_open_interest > 0 else 0
changeOI = total_open_interest - previous_open_interest
put_call_ratio = round(put_volume/call_volume,2) if call_volume > 0 else 0
net_premium = net_call_premium + net_put_premium
premium_ratio = [
safe_round(bearish_premium),
safe_round(neutral_premium),
safe_round(bullish_premium)
]
aggregate = {
"call_premium": round(call_premium,0),
"call_open_interest": round(call_open_interest,0),
"call_volume": round(call_volume,0),
"put_premium": round(put_premium,0),
"put_open_interest": round(put_open_interest,0),
"put_volume": round(put_volume,0),
"putCallRatio": round(put_volume/call_volume,0),
"total_open_interest": round(total_open_interest,0),
"changeOI": round(changeOI,0),
"changesPercentageOI": changesPercentageOI,
"iv": round(iv,2),
"iv_rank": round(iv_rank,2),
"putCallRatio": put_call_ratio,
"premium_ratio": premium_ratio,
"net_premium": round(net_premium),
}
save_json(averages, symbol)
if aggregate:
save_json(aggregate, symbol)
except:
pass
if __name__ == "__main__":
asyncio.run(main())