forked from hashABCD/opstrat
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathSample with Expiration Dates and Stock Legs.py
132 lines (112 loc) · 8.01 KB
/
Sample with Expiration Dates and Stock Legs.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
from .opstrat import multi_plotter
import pandas as pd
header = ['strike', 'tr_type', 'op_pr', 'op_type', 'contracts', 'exp_date']
data = [[215,'s',7.63,'c',1,'15-Sep-23'],
[220,'b',5.35,'p',1,'15-Sep-23']
]
df = pd.DataFrame(data, columns=header)
#print(df)
multi_plotter(spot=212.26,spot_range=10, exp_adjust_date='15-Sep-23', op_list=df, show_individual=False, graph_header = "AAPL Risk Graph")
# op1={'op_type': 'c', 'strike': 215, 'tr_type': 's', 'op_pr': 7.63, 'contract': 1, 'exp_date':'15-Sep-23'}
# op2={'op_type': 'p', 'strike': 220, 'tr_type': 'b', 'op_pr': 5.35, 'contract': 1, 'exp_date':'15-Sep-23'}
# op3={'op_type': 'p', 'strike': 210, 'tr_type': 's', 'op_pr': 7.20, 'contract': 1, 'exp_date':'08-Sep-23'}
# op4={'op_type': 'p', 'strike': 205, 'tr_type': 'b', 'op_pr': 5.52, 'contract': 1, 'exp_date':'15-Sep-23'}
# op5={'op_type': 's', 'strike': 210, 'tr_type': 'b', 'op_pr': 0, 'contract': 50}
# op_list=[op1
# , op2
# # , op3
# # , op4
# # , op5
# ]
# # op.multi_plotter(spot=212.26,spot_range=10, op_list=op_list)
# op.multi_plotter(spot=212.26,spot_range=10, exp_adjust_date='15-Sep-23', op_list=op_list)
# op.multi_plotter(spot=212.26,spot_range=10, exp_adjust_date='15-Sep-23', op_list=op_list, show_individual=False, graph_header = "AAPL Risk Graph")
# op.single_plotter(spot=212.26, spot_range=10, strike=210, op_type='s', tr_type='s', op_pr=0)
# op.single_plotter(spot=212.26, spot_range=10, strike=210, op_type='s', tr_type='b', op_pr=0)
if __name__ == '__main__':
header = ['transaction_id','strike', 'tr_type', 'op_pr', 'op_type', 'contracts', 'exp_date']
# data_misc1 = [
# ['1A',215,'s',7.63,'c',1,'08-Sep-23'],
# ['2A',220,'b',5.35,'p',1,'15-Sep-23'],
# ['1A',220,'s',0,'s',200,'15-Sep-23'],
# ]
data_bf1 = [
['1A',200,'b',0,'c',1,'17-Nov-23'],
['1A',220,'b',0,'c',1,'17-Nov-23'],
['1A',210,'s',0,'c',2,'17-Nov-23'],
]
data_bf2 = [
['2A',210,'b',0,'c',1,'17-Nov-23'],
['2A',220,'s',0,'c',2,'17-Nov-23'],
['2A',230,'b',0,'c',1,'17-Nov-23'],
]
df_bf1 = pd.DataFrame(data_bf1, columns=header)
df_bf2 = pd.DataFrame(data_bf2, columns=header)
df_total = pd.concat([df_bf1, df_bf2], ignore_index=True, sort=False)
df_total.sort_values('strike', inplace=True)
# print(df_bf1)
# print(df_bf2)
# multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_bf1, show_individual=False, graph_header = "AAPL Risk Graph")
# multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_bf2, show_individual=False, graph_header = "AAPL Risk Graph")
# multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_total, show_individual=True, show_transaction=False, show_combined=False, graph_header = "Risk Graph")
# multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_total, show_individual=False, show_transaction=True, show_combined=False, graph_header = "Risk Graph")
# multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_total, show_individual=False, show_transaction=False, show_combined=True, graph_header = "Risk Graph")
multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_total, show_individual=False, show_transaction=True, show_combined=True, graph_header = "Risk Graph")
# multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_total, show_individual=True, show_transaction=True, show_combined=True, graph_header = "Risk Graph")
# multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_total, show_individual=True, show_transaction=True, show_combined=True, graph_header = "Risk Graph")
#multi_plotter(spot=212.26,spot_range=10, exp_adjust_date='15-Sep-23', op_list=df, show_individual=False, graph_header = "AAPL Risk Graph")
header = ['transaction_id','strike', 'op_type', 'exp_date', 'op_pr', 'tr_type', 'contracts']
body = [
['23-08-02B', 96.5, 's', ' ', 0.0, 'b', 1200,]
['23-08-02B', 97.5, 's', ' ', 0.0, 'b', 400,]
['23-08-02B', 98.0, 's', ' ', 0.0, 'b', 400,]
['23-08-02B', 94.0, 'p', '29-Sep-23', 0.0, 'b', 8,]
['23-08-02B', 96.0, 'p', '29-Sep-23', 0.0, 'b', 8,]
['23-08-02B', 95.5, 'p', ' 8-Sep-23', 0.0, 's', 4,]
['23-08-03A', 92.0, 'p', '29-Sep-23', 0.0, 'b', 8,]
['23-08-03A', 94.0, 'p', '29-Sep-23', 0.0, 'b', 8,]
['23-08-03A', 95.5, 'p', ' 8-Sep-23', 0.0, 's', 6,]
['23-08-03A', 96.0, 'p', ' 8-Sep-23', 0.0, 's', 4,]
['23-08-15C', 91.0, 'p', '29-Sep-23', 0.0, 'b', 4,]
['23-08-15C', 93.0, 'p', '29-Sep-23', 0.0, 'b', 4,]
['23-08-21A', 92.0, 'p', '20-Oct-23', 0.0, 'b', 12,]
['23-08-21A', 94.0, 'p', ' 8-Sep-23', 0.0, 's', 6,]
['23-08-22A', 95.0, 'c', '20-Oct-23', 0.0, 'b', 6,]
['23-08-22A', 99.0, 'c', '20-Oct-23', 0.0, 'b', 6,]
['23-08-22A', 95.0, 'c', ' 8-Sep-23', 0.0, 's', 12,]
]
df_tlt = pd.DataFrame(body, columns=header)
multi_plotter(spot=215,spot_range=10, exp_adjust_date='17-Nov-23', op_list=df_total, show_individual=False, show_transaction=True, show_combined=True, graph_header = "Risk Graph")
if __name__ == '__main__':
header = ['transaction_id','strike', 'op_type', 'exp_date', 'op_pr', 'tr_type', 'contracts']
body = [
['23-08-02B', 96.5, 's', '', 0.0, 'b', 1200,],
['23-08-02B', 97.5, 's', '', 0.0, 'b', 400,],
['23-08-02B', 98.0, 's', '', 0.0, 'b', 400,],
['23-08-02B', 94.0, 'p', '29-Sep-23', 0.0, 'b', 8,],
['23-08-02B', 96.0, 'p', '29-Sep-23', 0.0, 'b', 8,],
['23-08-02B', 95.5, 'p', '8-Sep-23', 0.0, 's', 4,],
# ['23-08-03A', 92.0, 'p', '29-Sep-23', 0.0, 'b', 8,],
# ['23-08-03A', 94.0, 'p', '29-Sep-23', 0.0, 'b', 8,],
# ['23-08-03A', 95.5, 'p', '8-Sep-23', 0.0, 's', 6,],
# ['23-08-03A', 96.0, 'p', '8-Sep-23', 0.0, 's', 4,],
# ['23-08-15C', 91.0, 'p', '29-Sep-23', 0.0, 'b', 4,],
# ['23-08-15C', 93.0, 'p', '29-Sep-23', 0.0, 'b', 4,],
# ['23-08-21A', 92.0, 'p', '20-Oct-23', 0.0, 'b', 12,],
# ['23-08-21A', 94.0, 'p', '8-Sep-23', 0.0, 's', 6,],
# ['23-08-22A', 95.0, 'c', '20-Oct-23', 0.0, 'b', 6,],
# ['23-08-22A', 99.0, 'c', '20-Oct-23', 0.0, 'b', 6,],
# ['23-08-22A', 95.0, 'c', '8-Sep-23', 0.0, 's', 12,],
]
df_tlt = pd.DataFrame(body, columns=header)
multi_plotter(spot=93.8,spot_range=10, exp_adjust_date='08-Sep-23', op_list=df_tlt,
show_individual=True, show_transaction=True, show_combined=False, graph_header = "Risk Graph")
if __name__ == '__main__':
header = ['transaction_id','strike', 'op_type', 'exp_date', 'op_pr', 'tr_type', 'contracts']
body = [
['23-08-02B', 96.5, 'c', '08-Sep-23', 0.0, 'b', 1,],
['23-08-02B', 97.5, 'c', '08-Sep-23', 0.0, 's', 1,],
]
df_tlt = pd.DataFrame(body, columns=header)
multi_plotter(spot=95,spot_range=10, exp_adjust_date='08-Sep-23', op_list=df_tlt,
show_individual=True, show_transaction=True, show_combined=False, graph_header = "Risk Graph", y_adjust=2)