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https://github.com/bspeice/metrik
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Add a flow for options quotes
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@ -1,2 +1,2 @@
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__version__ = '0.4.2'
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__version__ = '0.5.0'
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__release__ = __version__
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23
metrik/flows/options_flow.py
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23
metrik/flows/options_flow.py
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@ -0,0 +1,23 @@
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from metrik.flows.base import Flow, MarketClose
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from metrik.conf import get_config
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from metrik.tasks.cboe import CboeOptionableList
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from metrik.tasks.tradeking import TradekingOptionsQuotes
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class EquitiesFlow(Flow):
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def __init__(self, *args, **kwargs):
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super(EquitiesFlow, self).__init__(*args, **kwargs)
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@staticmethod
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def get_schedule():
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return MarketClose()
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def _run(self):
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optionable = CboeOptionableList(current_datetime=self.present,
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live=self.live)
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yield optionable
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options_quotes = [TradekingOptionsQuotes(symbol=s,
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current_datetime=self.present,
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live=self.live)
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for s in optionable.output().retrieve()['companies']]
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yield options_quotes
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@ -134,7 +134,6 @@ class TradekingOptionsQuotes(MongoNoBackCreateTask):
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if not chain_acquire:
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return {}
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chain = TradekingOptionsQuotes.retrieve_chain_syms(api, symbol)
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results = []
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for b in batch(chain, TradekingOptionsQuotes.batch_size):
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@ -147,4 +146,4 @@ class TradekingOptionsQuotes(MongoNoBackCreateTask):
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batch_results = TradekingOptionsQuotes.retrieve_quotes(api, b)
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results += batch_results
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return results
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return {'symbol': symbol, 'chain': results}
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