multiple contracts and helper modules

README.md

@@ -2,9 +2,9 @@
 
 [![PyPI](https://img.shields.io/pypi/v/opstrat)](https://pypi.org/project/opstrat/)
 [![PyPI - License](https://img.shields.io/pypi/l/opstrat)](https://pypi.org/project/opstrat/)
-[![GitHub top language](https://img.shields.io/github/languages/top/abhijith-git/opstrat)](https://github.com/abhijith-git/opstrat)
-[![GitHub Repo stars](https://img.shields.io/github/stars/abhijith-git/opstrat?style=social)](https://github.com/hashabcd/opstrat)
-[![Twitter Follow](https://img.shields.io/twitter/follow/hashabcd?style=social)](https://twitter.com/hashabcd)
+[![GitHub top language](https://img.shields.io/github/languages/top/hashabcd/opstrat)](https://github.com/abhijith-git/opstrat)
+[![GitHub Repo stars](https://img.shields.io/github/stars/abhijith-git/opstrat?style=social)](https://github.com/abhijith-git/opstrat)
+[![Twitter Follow](https://img.shields.io/twitter/follow/hashabcd?style=social)](https://twitter.com/intent/user?screen_name=hashabcd)
 [![Youtube](https://img.shields.io/youtube/views/EU3L4ziz3nk?style=social)](https://www.youtube.com/watch?v=EU3L4ziz3nk)
 
 Python library for visualizing options.
@@ -221,4 +221,4 @@ Please make sure to update tests as appropriate.
 
 
 ### Tutorial in Video Format
-[![Watch the video](https://img.youtube.com/vi/EU3L4ziz3nk/maxresdefault.jpg)](https://youtu.be/EU3L4ziz3nk)
+[![Watch the video](https://img.youtube.com/vi/EU3L4ziz3nk/maxresdefault.jpg)](https://youtu.be/EU3L4ziz3nk)

opstrat/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.1.3"
+__version__ = "0.1.4"
 __author__ = "Abhijith Chandradas"
 
 from .basic_multi import *

opstrat/basic_multi.py

@@ -1,17 +1,19 @@
-#basic_multi
+#multiplotter
 import numpy as np
 import matplotlib.pyplot as plt
 import seaborn as sns
 
+from helpers import payoff_calculator, check_optype, check_trtype
+
 abb={'c': 'Call',
     'p': 'Put',
     'b': 'Long',
     's': 'Short'}
 
 def multi_plotter(spot_range=20, spot=100,
-                op_list=[{'op_type':'c','strike':110,'tr_type':'s','op_pr':2},
-                {'op_type':'p','strike':95,'tr_type':'s','op_pr':6}], 
-                         save=False, file='fig.png'):
+                op_list=[{'op_type':'c','strike':110,'tr_type':'s','op_pr':2,'contract':1},
+                {'op_type':'p','strike':95,'tr_type':'s','op_pr':6,'contract':1}], 
+                  save=False, file='fig.png'):
     """
     Plots a basic option payoff diagram for a multiple options and resultant payoff diagram
     
@@ -33,7 +35,9 @@ def multi_plotter(spot_range=20, spot=100,
        'op_pr': int, float, default: 10
           Option Price
        'op_type': kind {'c','p'}, default:'c'
-          Opion type>> 'c': call option, 'p':put option 
+          Opion type>> 'c': call option, 'p':put option
+       'contracts': int default:1, optional
+           Number of contracts
     
     save: Boolean, default False
         Save figure
@@ -43,8 +47,8 @@ def multi_plotter(spot_range=20, spot=100,
     
     Example
     -------
-    op1={'op_type':'c','strike':110,'tr_type':'s','op_pr':2}
-    op2={'op_type':'p','strike':95,'tr_type':'s','op_pr':6}
+    op1={'op_type':'c','strike':110,'tr_type':'s','op_pr':2,'contract':1}
+    op2={'op_type':'p','strike':95,'tr_type':'s','op_pr':6,'contract':1}
     
     import opstrat  as op
     op.multi_plotter(spot_range=20, spot=100, op_list=[op1,op2])
@@ -53,27 +57,7 @@ def multi_plotter(spot_range=20, spot=100,
     
     """
     x=spot*np.arange(100-spot_range,101+spot_range,0.01)/100
-    y0=np.zeros_like(x)
-
-    def check_optype(op_type):
-        if (op_type not in ['p','c']):
-            raise ValueError("Input 'p' for put and 'c' for call!")
-    def check_trtype(tr_type):
-        if (tr_type not in ['b','s']):
-            raise ValueError("Input 'b' for Buy and 's' for Sell!")           
-
-    def payoff_calculator(op_type, strike, op_pr, tr_type):
-        y=[]
-        if op_type=='c':
-            for i in range(len(x)):
-                y.append(max((x[i]-strike-op_pr),-op_pr))
-        else:
-            for i in range(len(x)):
-                y.append(max(strike-x[i]-op_pr,-op_pr))
-
-        if tr_type=='s':
-            y=-np.array(y)
-        return y
+    y0=np.zeros_like(x)         
 
     y_list=[]
     for op in op_list:
@@ -84,14 +68,24 @@ def payoff_calculator(op_type, strike, op_pr, tr_type):
 
         strike=op['strike']
         op_pr=op['op_pr']
-        y_list.append(payoff_calculator(op_type, strike, op_pr, tr_type))
+        try:
+            contract=op['contract']
+        except:
+            contract=1
+        y_list.append(payoff_calculator(x, op_type, strike, op_pr, tr_type, contract))
 
 
     def plotter():
         y=0
         plt.figure(figsize=(10,6))
         for i in range (len(op_list)):
-            label=str(abb[op_list[i]['tr_type']])+' '+str(abb[op_list[i]['op_type']])+' ST: '+str(op_list[i]['strike'])
+            try:
+                contract=str(op_list[i]['contract'])  
+            except:
+                contract='1'
+
+            label=contract+' '+str(abb[op_list[i]['tr_type']])+' '+str(abb[op_list[i]['op_type']])+' ST: '+str(op_list[i]['strike'])
+            print(len(x),len(y_list[i]))
             sns.lineplot(x=x, y=y_list[i], label=label, alpha=0.5)
             y+=np.array(y_list[i])
 

opstrat/basic_single.py

@@ -2,6 +2,7 @@
 import matplotlib.pyplot as plt
 import seaborn as sns
 import warnings 
+from helpers import check_optype, check_trtype
 
 warnings.filterwarnings('ignore')
 
@@ -50,18 +51,8 @@ def single_plotter(op_type='c',spot=100, spot_range=10,strike=102,tr_type='b',op
 
     op_type=str.lower(op_type)
     tr_type=str.lower(tr_type)
-
-
-    def check_inputs():
-        """
-        Check inputs are proper
-        """
-        if op_type not in ['p','c']:
-            raise ValueError("Input 'p' for put and 'c' for call!")
-        if tr_type not in ['b','s']:
-            raise ValueError("Input 'b' for Buy and 's' for Sell!")
-
-    check_inputs()
+    check_optype(op_type)
+    check_trtype(tr_type)
 
     def payoff_calculator():
         x=spot*np.arange(100-spot_range,101+spot_range,0.01)/100

opstrat/helpers.py

@@ -0,0 +1,33 @@
+import yfinance as yf
+import numpy as np
+
+def check_optype(op_type):
+        if (op_type not in ['p','c']):
+            raise ValueError("Input 'p' for put and 'c' for call!")
+
+def check_trtype(tr_type):
+        if (tr_type not in ['b','s']):
+            raise ValueError("Input 'b' for Buy and 's' for Sell!")  
+
+def payoff_calculator(x, op_type, strike, op_pr, tr_type, n):
+    y=[]
+    if op_type=='c':
+        for i in range(len(x)):
+            y.append(max((x[i]-strike-op_pr),-op_pr))
+    else:
+        for i in range(len(x)):
+            y.append(max(strike-x[i]-op_pr,-op_pr))
+    y=np.array(y)
+
+    if tr_type=='s':
+        y=-y
+    return y*n
+
+def check_ticker(ticker):
+    """
+    Check ticker
+    """
+    try:
+        return yf.Ticker('msft').info['currentPrice']
+    except KeyError:
+        raise ValueError('Ticker not recognized')

opstrat/yf.py

@@ -3,14 +3,20 @@
 import seaborn as sns
 import yfinance as yf
 
+from helpers import check_ticker, check_optype, check_trtype, payoff_calculator
+
+import warnings
+warnings.filterwarnings('ignore')
+
+
 abb={'c': 'Call',
     'p': 'Put',
     'b': 'Long',
     's': 'Short'}
 
 def yf_plotter(ticker='msft',exp='default',spot_range=10,
-               op_list=[{'op_type':'c','strike':250,'tr_type':'b'},
-                        {'op_type':'p','strike':225,'tr_type':'b'}], 
+               op_list=[{'op_type':'c','strike':250,'tr_type':'b', 'contract':1},
+                        {'op_type':'p','strike':225,'tr_type':'b', 'contract':1}], 
                         save=False, file='fig.png'):
     """
     Plots a basic option payoff diagram for a multiple options and resultant payoff diagram
@@ -34,6 +40,8 @@ def yf_plotter(ticker='msft',exp='default',spot_range=10,
           Transaction Type>> 'b': long, 's': short
        'op_type': kind {'c','p'}, default:'c'
           Opion type>> 'c': call option, 'p':put option 
+       'contracts': int default:1, optional
+          Number of contracts
     
     save: Boolean, default False
         Save figure
@@ -43,30 +51,20 @@ def yf_plotter(ticker='msft',exp='default',spot_range=10,
     
     Example
     -------
-    op1={'op_type':'c','strike':250,'tr_type':'b'}
-    op2={'op_type':'p','strike':225,'tr_type':'b'}
+    op1={'op_type':'c','strike':250,'tr_type':'b', 'contract':1}
+    op2={'op_type':'p','strike':225,'tr_type':'b','contract':3}
     
     import opstrat as op
     op.yf_plotter(ticker='msft',exp='2021-03-26',spot_range=10, op_list=[op1,op2])
     
     #Plots option payoff diagrams for each op1 and op2 and combined payoff 
     
     """
-
-
-    def check_ticker(ticker):
-        """
-        Check ticker
-        """
-        try:
-            spot=yf.Ticker(ticker).info['bid']
-        except KeyError:
-            raise ValueError('Ticker not recognized')
-
-    check_ticker(ticker)
-
-    spot=yf.Ticker(ticker).info['bid']
+    #Check input and assigns spot price
+    spot=check_ticker(ticker)
+    #Expiry dates
     exp_list=yf.Ticker(ticker).options
+
     x=spot*np.arange(100-spot_range,101+spot_range,0.01)/100
     y0=np.zeros_like(x)
 
@@ -82,29 +80,11 @@ def check_exp(exp):
         exp=yf.Ticker('msft').options[0]
     else:
         check_exp(exp)
-
-    def check_optype(op_type):
-        if (op_type not in ['p','c']):
-            raise ValueError("Input 'p' for put and 'c' for call!")
-    def check_trtype(tr_type):
-        if (tr_type not in ['b','s']):
-            raise ValueError("Input 'b' for Buy and 's' for Sell!")           
+
     def check_strike(df, strike):
         if strike not in df.strike.unique():
             raise ValueError('Option for the given Strike Price not available!')
 
-    def payoff_calculator(op_type, strike, op_pr, tr_type):
-        y=[]
-        if op_type=='c':
-            for i in range(len(x)):
-                y.append(max((x[i]-strike-op_pr),-op_pr))
-        else:
-            for i in range(len(x)):
-                y.append(max(strike-x[i]-op_pr,-op_pr))
-
-        if tr_type=='s':
-            y=-np.array(y)
-        return y
     y_list=[]
 
     for op in op_list:
@@ -118,21 +98,33 @@ def payoff_calculator(op_type, strike, op_pr, tr_type):
             df=yf.Ticker(ticker).option_chain(exp).puts
         else:
             df=yf.Ticker(ticker).option_chain(exp).calls
-
 
         strike=op['strike']
         check_strike(df, strike)
-
         op_pr=df[df.strike==strike].lastPrice.sum()
+        try:
+            contract=op['contract']
+            print('Setting contract =', contract)
+        except:
+            contract=1
+            print('default')
 
-        y_list.append(payoff_calculator(op_type, strike, op_pr, tr_type))
+        y_list.append(payoff_calculator(x, op_type, strike, op_pr, tr_type, contract))
 
 
     def plotter():
         y=0
         plt.figure(figsize=(10,6))
         for i in range (len(op_list)):
-            label=str(abb[op_list[i]['tr_type']])+' '+str(abb[op_list[i]['op_type']])+' ST: '+str(op_list[i]['strike'])
+            try:
+                contract=str(op_list[i]['contract'])  
+            except:
+                contract='1'
+
+            label=contract+' '+str(abb[op_list[i]['tr_type']])+' '+str(abb[op_list[i]['op_type']])+' ST: '+str(op_list[i]['strike'])
+            print(label)
+            print(len(x))
+            print(len(y_list[i]))
             sns.lineplot(x=x, y=y_list[i], label=label, alpha=0.5)
             y+=np.array(y_list[i])
 

setup.py

@@ -7,10 +7,10 @@
     README = readme_file.read()
 
 
-VERSION = '0.1.3'
+VERSION = '0.1.4'
 DESCRIPTION = 'Option stategy visualizer'
 #LONG_DESCRIPTION = DESCRIPTION
-URL = 'https://github.com/abhijith-git/opstrat'
+URL = 'https://github.com/hashabcd/opstrat'
 
 # Setting up
 setup(