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bugfixing

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This commit is contained in:
MuslemRahimi 2025-01-30 09:35:09 +01:00
parent eff6c1b981
commit ccc16135d8
1 changed files with 11 additions and 21 deletions
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32
app/cron_options_single_contract.py
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@ -44,23 +44,6 @@ class ChainItem:
return self._prices return self._prices
def calculate_net_premium(ask_price, bid_price, ask_size, bid_size):
"""
Calculate the net premium from the ask and bid prices and sizes.
If any value is None, it will be treated as 0.
"""
# Replace None with 0 for any of the values
ask_price = ask_price if ask_price is not None else 0
bid_price = bid_price if bid_price is not None else 0
ask_size = ask_size if ask_size is not None else 0
bid_size = bid_size if bid_size is not None else 0
# Premium for call or put options
ask_premium = ask_price * ask_size * 100 # Assuming 100 shares per contract
bid_premium = bid_price * bid_size * 100
# Return the net premium (difference between received and paid)
return ask_premium - bid_premium
intrinio.ApiClient().set_api_key(api_key) intrinio.ApiClient().set_api_key(api_key)
intrinio.ApiClient().allow_retries(True) intrinio.ApiClient().allow_retries(True)
@ -83,6 +66,13 @@ def get_all_expirations(symbol):
data = (response.__dict__).get('_expirations') data = (response.__dict__).get('_expirations')
return data return data
def get_contracts_from_directory(symbol):
directory = f"json/all-options-contracts/{symbol}/"
try:
return [file.replace(".json", "") for file in os.listdir(directory) if file.endswith(".json")]
except:
return []
async def get_options_chain(symbol, expiration, semaphore): async def get_options_chain(symbol, expiration, semaphore):
async with semaphore: async with semaphore:
try: try:
@ -232,7 +222,6 @@ async def process_contracts(symbol, contract_list):
# Calculate total batches for better progress tracking # Calculate total batches for better progress tracking
total_contracts = len(contract_list) total_contracts = len(contract_list)
total_batches = (total_contracts + BATCH_SIZE - 1) // BATCH_SIZE total_batches = (total_contracts + BATCH_SIZE - 1) // BATCH_SIZE
with tqdm(total=total_contracts, desc="Processing contracts") as pbar: with tqdm(total=total_contracts, desc="Processing contracts") as pbar:
for batch_num in range(total_batches): for batch_num in range(total_batches):
try: try:
@ -307,7 +296,7 @@ def check_contract_expiry(symbol):
async def process_symbol(symbol): async def process_symbol(symbol):
try: try:
print(f"==========Start Process for {symbol}==========") print(f"==========Start Process for {symbol}==========")
expiration_list = get_all_expirations(symbol) expiration_list = get_contracts_from_directory(symbol) #get_all_expirations(symbol)
#check existing contracts and delete expired ones #check existing contracts and delete expired ones
check_contract_expiry(symbol) check_contract_expiry(symbol)
@ -317,8 +306,8 @@ async def process_symbol(symbol):
if len(contract_list) > 0: if len(contract_list) > 0:
results = await process_contracts(symbol, contract_list) results = await process_contracts(symbol, contract_list)
except: except Exception as e:
pass print(e)
def get_tickers_from_directory(directory: str): def get_tickers_from_directory(directory: str):
@ -343,5 +332,6 @@ async def main():
for symbol in tqdm(total_symbols): for symbol in tqdm(total_symbols):
await process_symbol(symbol) await process_symbol(symbol)
if __name__ == "__main__": if __name__ == "__main__":
asyncio.run(main()) asyncio.run(main())