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https://github.com/bspeice/metrik
synced 2024-11-04 22:48:11 -05:00
Add code to get the options chain for a stock
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@ -5,12 +5,11 @@ from datetime import timedelta
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from dateutil.parser import parse
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import logging
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from metrik.tasks.base import MongoCreateTask, MongoRateLimit
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from metrik.tasks.base import MongoCreateTask, MongoRateLimit, MongoNoBackCreateTask
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from metrik.conf import get_config
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class TradekingApi(object):
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format_json = '.json'
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format_xml = '.xml'
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root_url = 'https://api.tradeking.com/v1/'
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@ -85,3 +84,31 @@ class Tradeking1mTimesales(MongoCreateTask):
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logging.error('Unable to acquire lock for Tradeking ticker {}'
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.format(symbol))
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return {}
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class TradekingOptionsQuotes(MongoNoBackCreateTask):
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symbol = Parameter()
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def get_collection_name(self):
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return 'tradeking_options'
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@staticmethod
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def retrieve_chain_syms(api, symbol):
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results = api.api_request('market/options/search', {
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'symbol': symbol,
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'query': 'unique:strikeprice'
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}).json()['response']['quotes']['quote']
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return [r['symbol'] for r in results]
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@staticmethod
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def retrieve_data(symbol):
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tradeking = TradekingApi()
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# We request a first rate limit lock to get the options chain
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ratelimit = MongoRateLimit()
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chain_acquire = ratelimit.acquire_lock(
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service='tradeking',
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limit=60,
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interval=timedelta(minutes=1)
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)
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@ -6,7 +6,7 @@ import pytest
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from six.moves import map
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from pytz import utc
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from metrik.tasks.tradeking import Tradeking1mTimesales
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from metrik.tasks.tradeking import Tradeking1mTimesales, TradekingOptionsQuotes, TradekingApi
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from metrik.trading_days import TradingDay
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from metrik.targets.mongo import MongoTarget
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from test.mongo_test import MongoTest
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@ -40,6 +40,15 @@ def test_returns_verifiable(ticker):
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assert_allclose(tradeking_ohlc, yahoo_ohlc, rtol=1e-3)
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@pytest.mark.parametrize('ticker', [
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'AAPL', 'GOOG', 'SPY', 'REGN', 'SWHC', 'BAC', 'NVCR', 'ARGT'
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])
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def test_chain_returns(ticker):
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api = TradekingApi()
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chain = TradekingOptionsQuotes.retrieve_chain_syms(api, ticker)
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assert len(chain) > 20
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class TradekingTest(MongoTest):
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def test_record_is_saveable(self):
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