Add a flow for options quotes

metrik/__init__.py

@@ -1,2 +1,2 @@
-__version__ = '0.4.2'
+__version__ = '0.5.0'
 __release__ = __version__

metrik/flows/options_flow.py

@@ -0,0 +1,23 @@
+from metrik.flows.base import Flow, MarketClose
+from metrik.conf import get_config
+from metrik.tasks.cboe import CboeOptionableList
+from metrik.tasks.tradeking import TradekingOptionsQuotes
+
+class EquitiesFlow(Flow):
+    def __init__(self, *args, **kwargs):
+        super(EquitiesFlow, self).__init__(*args, **kwargs)
+
+    @staticmethod
+    def get_schedule():
+        return MarketClose()
+
+    def _run(self):
+        optionable = CboeOptionableList(current_datetime=self.present,
+                                        live=self.live)
+        yield optionable
+
+        options_quotes = [TradekingOptionsQuotes(symbol=s,
+                                                 current_datetime=self.present,
+                                                 live=self.live)
+                          for s in optionable.output().retrieve()['companies']]
+        yield options_quotes

metrik/tasks/tradeking.py

@@ -134,7 +134,6 @@ class TradekingOptionsQuotes(MongoNoBackCreateTask):
         if not chain_acquire:
             return {}
 
-
         chain = TradekingOptionsQuotes.retrieve_chain_syms(api, symbol)
         results = []
         for b in batch(chain, TradekingOptionsQuotes.batch_size):
@@ -147,4 +146,4 @@ class TradekingOptionsQuotes(MongoNoBackCreateTask):
                 batch_results = TradekingOptionsQuotes.retrieve_quotes(api, b)
                 results += batch_results
 
-        return results
+        return {'symbol': symbol, 'chain': results}