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Real-time Stock and Option tools

Project Description

Wallstreet: Real time Stock and Option tools

Wallstreet is a Python 3 library for monitoring and analyzing real time Stock and Option data. Quotes are provided from the Google Finance API. Wallstreet requires minimal input from the user, it uses available online data to calculate option greeks and even scrapes the US Treasury website to get the current risk free rate.

Usage

Stocks:

from wallstreet import Stock, Call, Put

>>> s = Stock('AAPL')
>>> s.price
96.44
>>> s.price
96.48
>>> s.change
-0.35
>>> s.last_trade
'21 Jan 2016 13:32:12'

Options:

>>> g = Call('GOOG', d=12, m=2, y=2016, strike=700)
>>> g.price
38.2
>>> g.implied_volatility()
0.49222968442691889
>>> g.delta()
0.56522039722040063
>>> g.vega()
0.685034827159825
>>> g.underlying.price
706.59

Alternative construction:

>>> g = Call('GOOG', d=12, m=2, y=2016)
>>> g
Call(ticker=GOOG, expiration='12-02-2016')
>>> g.strikes
(580, 610, 620, 630, 640, 650, 660, 670, 680, 690, 697.5, 700, 702.5, 707.5, 710, 712.5, 715, 720, ...)
>>> g.set_strike(712.5)
>>> g
Call(ticker=GOOG, expiration='12-02-2016', strike=712.5)

or

>>> g = Put("GOOG")
'No options listed for given date, using 22-01-2016 instead'
>>> g.expirations
['22-01-2016', '29-01-2016', '05-02-2016', '12-02-2016', '19-02-2016', '26-02-2016', '04-03-2016', ...]
>>> g
Put(ticker=GOOG, expiration='22-01-2016')

Yahoo Finance Support (keep in mind that YF quotes might be delayed):

>>> apple = Stock('AAPL', source='yahoo')
>>> call = Call('AAPL', strike=apple.price, source='yahoo')
No options listed for given date, using '26-05-2017' instead
No option for given strike, using 155 instead

Installation

Simply

$ pip install wallstreet

Dependencies

Wallstreet requires Scipy, requests and bs4 (BeautifulSoup4). Requests and bs4 are installed for you when pip installing but you need to have Scipy pre-installed.

Stock Attributes

  • ticker
  • price
  • id
  • exchange
  • last_trade
  • change (change in currency)
  • cp (percentage change)

Option Attributes and Methods

  • strike
  • expiration
  • underlying (underlying stock object)
  • ticker
  • bid
  • ask
  • price (option price)
  • id
  • exchange
  • change (in currency)
  • cp (percentage change)
  • volume
  • open_interest
  • code
  • expirations (list of possible expiration dates for option chain)
  • strikes (list of possible strike prices)
  • set_strike()
  • implied_volatility()
  • delta()
  • gamma()
  • vega()
  • theta()
  • rho()
Release History

Release History

This version
History Node

0.2

History Node

0.1.0

Download Files

Download Files

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File Name & Checksum SHA256 Checksum Help Version File Type Upload Date
wallstreet-0.2.tar.gz (7.0 kB) Copy SHA256 Checksum SHA256 Source May 29, 2017

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