23 lines
876 B
Python
23 lines
876 B
Python
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 |