bugfixing option stats

app/cron_options_stats.py

@@ -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
+            total_open_interest = call_open_interest+put_open_interest
-            keys_to_average = [key for key in data[0] if key != "date"]
 
-            # Compute averages and round to 2 decimal places
+            changesPercentageOI = round((total_open_interest/previous_open_interest-1)*100, 2) if previous_open_interest > 0 else 0
-            averages = {
+            changeOI = total_open_interest - previous_open_interest
-                key: round(mean(d[key] for d in data if d.get(key) is not None), 2)
+            put_call_ratio = round(put_volume/call_volume,2) if call_volume > 0 else 0
-                for key in keys_to_average
+
+            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())