import sqlite3 from datetime import datetime, timedelta, date import ujson import asyncio import os from dotenv import load_dotenv from benzinga import financial_data import time load_dotenv() api_key = os.getenv('BENZINGA_API_KEY') fin = financial_data.Benzinga(api_key) def calculate_dte(date_expiration): expiration_date = datetime.strptime(date_expiration, "%Y-%m-%d") return (expiration_date - datetime.today()).days def calculate_avg_dte(data): active_options = [entry for entry in data if calculate_dte(entry['date_expiration']) >= 0] if active_options: total_dte = sum(entry['dte'] for entry in active_options) return int(total_dte / len(active_options)) else: return 0 def calculate_put_call_volumes(data): put_volume = sum(int(entry['volume']) for entry in data if entry['put_call'] == 'PUT') call_volume = sum(int(entry['volume']) for entry in data if entry['put_call'] == 'CALL') return put_volume, call_volume def options_bubble_data(chunk): try: company_tickers = ','.join(chunk) end_date = date.today() start_date = end_date - timedelta(90) end_date_str = end_date.strftime('%Y-%m-%d') start_date_str = start_date.strftime('%Y-%m-%d') res_list = [] for page in range(0, 100): try: data = fin.options_activity(company_tickers=company_tickers, page=page, pagesize=500, date_from=start_date_str, date_to=end_date_str) data = ujson.loads(fin.output(data))['option_activity'] res_list += data except: break res_filtered = [{key: value for key, value in item.items() if key in ['ticker','date', 'date_expiration', 'put_call', 'volume', 'open_interest']} for item in res_list] for option_type in ['CALL', 'PUT']: for item in res_filtered: if item['put_call'].upper() == option_type: item['dte'] = calculate_dte(item['date_expiration']) if item['ticker'] in ['BRK.A', 'BRK.B']: item['ticker'] = f"BRK-{item['ticker'][-1]}" #Save raw data for each ticker for options page stack bar chart for ticker in chunk: ticker_filtered_data = [entry for entry in res_filtered if entry['ticker'] == ticker] if len(ticker_filtered_data) != 0: #sum up calls and puts for each day for the plot summed_data = {} for entry in ticker_filtered_data: volume = int(entry['volume']) open_interest = int(entry['open_interest']) put_call = entry['put_call'] if entry['date'] not in summed_data: summed_data[entry['date']] = {'CALL': {'volume': 0, 'open_interest': 0}, 'PUT': {'volume': 0, 'open_interest': 0}} summed_data[entry['date']][put_call]['volume'] += volume summed_data[entry['date']][put_call]['open_interest'] += open_interest result_list = [{'date': date, 'CALL': summed_data[date]['CALL'], 'PUT': summed_data[date]['PUT']} for date in summed_data] #reverse the list result_list = result_list[::-1] with open(f"json/options-flow/company/{ticker}.json", 'w') as file: ujson.dump(result_list, file) #Save bubble data for each ticker for overview page for ticker in chunk: bubble_data = {} for time_period, days in {'oneDay': 1, 'oneWeek': 7, 'oneMonth': 30, 'threeMonth': 90}.items(): start_date = end_date - timedelta(days=days) #end_date is today filtered_data = [item for item in res_filtered if start_date <= datetime.strptime(item['date'], '%Y-%m-%d').date() <= end_date] ticker_filtered_data = [entry for entry in filtered_data if entry['ticker'] == ticker] put_volume, call_volume = calculate_put_call_volumes(ticker_filtered_data) avg_dte = calculate_avg_dte(ticker_filtered_data) bubble_data[time_period] = {'putVolume': put_volume, 'callVolume': call_volume, 'avgDTE': avg_dte} if all(all(value == 0 for value in data.values()) for data in bubble_data.values()): bubble_data = {} #don't save the json else: with open(f"json/options-bubble/{ticker}.json", 'w') as file: ujson.dump(bubble_data, file) except ValueError as ve: print(ve) except Exception as e: print(e) try: stock_con = sqlite3.connect('stocks.db') stock_cursor = stock_con.cursor() stock_cursor.execute("SELECT DISTINCT symbol FROM stocks") stock_symbols = [row[0] for row in stock_cursor.fetchall()] etf_con = sqlite3.connect('etf.db') etf_cursor = etf_con.cursor() etf_cursor.execute("SELECT DISTINCT symbol FROM etfs") etf_symbols = [row[0] for row in etf_cursor.fetchall()] stock_con.close() etf_con.close() total_symbols = stock_symbols + etf_symbols total_symbols = [item.replace("BRK-B", "BRK.B") for item in total_symbols] chunk_size = len(total_symbols) // 20 # Divide the list into N chunks chunks = [total_symbols[i:i + chunk_size] for i in range(0, len(total_symbols), chunk_size)] for chunk in chunks: options_bubble_data(chunk) except Exception as e: print(e)