backup my code for later

app/cron_options_historical_volume.py

@@ -94,56 +94,89 @@ def get_contracts_from_directory(directory: str):
 
 
 
+def get_contracts_from_directory(directory):
+    """Retrieve a list of contract files from a directory."""
+    return [f.split('.')[0] for f in os.listdir(directory) if f.endswith('.json')]
+
+
 def aggregate_data_by_date():
     total_symbols = ['AA']
-    data_by_date = defaultdict(lambda: {"volume": 0, "open_interest": 0})
+    data_by_date = defaultdict(lambda: {
-    contracts_processed = 0
+        "date": "",  # Add date field to the dictionary
+        "call_volume": 0,
+        "put_volume": 0,
+        "call_open_interest": 0,
+        "put_open_interest": 0,
+        "call_premium": 0,
+        "put_premium": 0,
+    })
     
-    for symbol in tqdm(total_symbols, desc="Processing symbols"):
+    for symbol in tqdm(total_symbols):
         try:
-            contract_list = get_contracts_from_directory(f"json/all-options-contracts/{symbol}")
+            contract_dir = f"json/all-options-contracts/{symbol}"
+            if not os.path.exists(contract_dir):
+                print(f"Directory does not exist: {contract_dir}")
+                continue
+            
+            contract_list = get_contracts_from_directory(contract_dir)
             
             for item in tqdm(contract_list, desc=f"Processing {symbol} contracts", leave=False):
                 try:
-                    with open(f"json/all-options-contracts/{symbol}/{item}.json", "r") as file:
+                    file_path = os.path.join(contract_dir, f"{item}.json")
+                    with open(file_path, "r") as file:
                         data = orjson.loads(file.read())
-                        
+                    option_type = data.get('optionType', None)
-                        # Process historical data
+                    if option_type not in ['call', 'put']:
+                        continue
                     for entry in data.get('history', []):
                         date = entry.get('date')
-                            volume = entry.get('volume')
+                        volume = entry.get('volume',0)
-                            open_interest = entry.get('open_interest')
+                        open_interest = entry.get('open_interest',0)
+                        total_premium = entry.get('total_premium',0)
+                        print(total_premium)
+                        if volume is None:
+                            volume = 0
+                        if open_interest is None:
+                            open_interest = 0
+                        if total_premium is None:
+                            total_premium = 0
+
 
                         if date:
-                                # Aggregate volume
+                            data_by_date[date]["date"] = date  # Store the date in the dictionary
+                            if option_type == 'call':
                                 if volume is not None:
-                                    data_by_date[date]["volume"] += int(volume)
+                                    data_by_date[date]["call_volume"] += int(volume)
-                                
-                                # Aggregate open interest
                                 if open_interest is not None:
-                                    data_by_date[date]["open_interest"] += int(open_interest)
+                                    data_by_date[date]["call_open_interest"] += int(open_interest)
+                                if total_premium is not None:
+                                    data_by_date[date]["call_premium"] += int(total_premium)
+                            elif option_type == 'put':
+                                if volume is not None:
+                                    data_by_date[date]["put_volume"] += int(volume)
+                                if open_interest is not None:
+                                    data_by_date[date]["put_open_interest"] += int(open_interest)
+                                if total_premium is not None:
+                                    data_by_date[date]["put_premium"] += int(total_premium)
 
-                    contracts_processed += 1
 
                 except Exception as e:
                     print(f"Error processing contract {item} for {symbol}: {e}")
                     continue
-                    
         except Exception as e:
             print(f"Error processing symbol {symbol}: {e}")
             continue
             
-    # Sort results by date
+    # Convert to list of dictionaries and sort by date
-    sorted_results = {date: metrics for date, metrics in sorted(data_by_date.items())}
+    result = list(data_by_date.values())
+    result.sort(key=lambda x: x['date'])
+    
+    return result
+
 
-    return sorted_results, contracts_processed
 
 if __name__ == '__main__':
     # Run the aggregation
-    results, total_processed = aggregate_data_by_date()
+    results = aggregate_data_by_date()
 
-    print("\nData by date:")
+    print(results[-1])
-    for date, metrics in results.items():
-        print(f"{date}: Volume = {metrics['volume']:,}, Open Interest = {metrics['open_interest']:,}")
-    
-    print(f"\nTotal contracts processed: {total_processed}")

app/cron_options_single_contract.py

@@ -7,11 +7,11 @@ from datetime import datetime, timedelta
 import ast
 import orjson
 from tqdm import tqdm
-from dotenv import load_dotenv
-import os
 import aiohttp
 from concurrent.futures import ThreadPoolExecutor
 import sqlite3
+from dotenv import load_dotenv
+import os
 
 load_dotenv()
 api_key = os.getenv('INTRINIO_API_KEY')
@@ -48,8 +48,8 @@ before = '2100-12-31'
 N_year_ago = datetime.now() - timedelta(days=365)
 include_related_symbols = False
 page_size = 5000
-MAX_CONCURRENT_REQUESTS = 20  # Adjust based on API rate limits
+MAX_CONCURRENT_REQUESTS = 50  # Adjust based on API rate limits
-BATCH_SIZE = 2000
+BATCH_SIZE = 1500
 
 def get_all_expirations(symbol):
     response = intrinio.OptionsApi().get_options_expirations_eod(
@@ -150,7 +150,16 @@ async def get_single_contract_eod_data(symbol, contract_id, semaphore):
                         res_list[i]['changeOI'] = None
                         res_list[i]['changesPercentageOI'] = None
 
-                data = {'expiration': key_data['_expiration'], 'strike': key_data['_strike'], 'optionType': key_data['_type'], 'history': history}
+                for i in range(1,len(res_list)):
+                    try:
+                        volume = res_list[i]['volume']
+                        avg_fill = res_list[i]['mark']
+                        res_list[i]['total_premium'] = int(avg_fill*volume*100)
+                    except:
+                        res_list[i]['total_premium'] = 0
+
+                
+                data = {'expiration': key_data['_expiration'], 'strike': key_data['_strike'], 'optionType': key_data['_type'], 'history': res_list}
                 await save_json(data, symbol, contract_id)
 
         except Exception as e:

app/daily_options_volume.csv

@@ -0,0 +1,15 @@
+Expiration Date,Total Call Volume,Total Put Volume,Total Volume
+2025-01-24,2273.0,1846.0,4119.0
+2025-01-31,460.0,830.0,1290.0
+2025-02-07,117.0,193.0,310.0
+2025-02-14,191.0,76.0,267.0
+2025-02-21,637.0,340.0,977.0
+2025-02-28,73.0,61.0,134.0
+2025-03-21,516.0,189.0,705.0
+2025-04-17,4838.0,185.0,5023.0
+2025-06-20,535.0,1996.0,2531.0
+2025-07-18,86.0,191.0,277.0
+2025-09-19,478.0,388.0,866.0
+2026-01-16,1458.0,2072.0,3530.0
+2026-12-18,26.0,221.0,247.0
+2027-01-15,71.0,439.0,510.0

app/test.py

@@ -0,0 +1,23 @@
+from __future__ import print_function
+import time
+import intrinio_sdk as intrinio
+from intrinio_sdk.rest import ApiException
+from dotenv import load_dotenv
+import os
+
+load_dotenv()
+api_key = os.getenv('INTRINIO_API_KEY')
+
+
+
+intrinio.ApiClient().set_api_key(api_key)
+intrinio.ApiClient().allow_retries(True)
+
+
+
+
+identifier = 'AA250321C00045000'
+next_page = ''
+
+response = intrinio.OptionsApi().get_options_prices_eod(identifier, next_page=next_page, )
+print(response)