pricefetch 0.1.2

Description:

pricefetch 0.1.2

Price-Fetch: Real time Stock and Option tools
Price-Fetch is a Python 3 library for monitoring and analyzing real time Stock and
Option data. Quotes are provided from the Yahoo Finance API and Google Finance API.
Price-Fetch requires minimal input from the user, it uses available online data to
calculate option greeks and even scrapes the US Treasury website to get the current risk free rate.
Authors

Rutuvi Narang - [email protected]
Devesh Todarwal - [email protected]
Usage

Stocks:
from pricefetch import Stock, Call, Put

>>> s = Stock('MSFT')
>>> s.price
326.48
>>> s.change
-0.35
>>> s.last_trade
'20 Oct 2021 13:32:12'

Options:
>>> a = Call('AAPL', d=10, m=10, y=2021, strike=700)
>>> a.price
19.60
>>> a.implied_volatility()
0.49222968442691889
>>> a.delta()
0.56522039722040063
>>> a.vega()
0.685034827159825
>>> a.underlying.price
149.59

Alternative construction:
>>> g = Call('GOOG', d=20, m=10, y=2021)
>>> g
Call(ticker=GOOG, expiration='12-20-2021')
>>> g.strikes
(580, 610, 620, 630, 640, 650, 660, 670, 680, 690, 697.5, 700, 702.5, 707.5, 710, 712.5, 715, 720, ...)
>>> g.set_strike(712.5)
>>> g
Call(ticker=GOOG, expiration='12-20-2021', strike=712.5)

Download historical data (requires pandas)
s = Stock('BTC-USD')
>>> df = s.historical(days_back=30, frequency='d')
>>> df
Date Open High Low Close Adj Close Volume
Date Open High Low Close Adj Close Volume
0 2021-10-05 49174.960938 51839.984375 49072.839844 51514.812500 51514.812500 35873904236
1 2021-10-06 51486.664063 55568.464844 50488.191406 55361.449219 55361.449219 49034730168
2 2021-10-07 55338.625000 55338.625000 53525.468750 53805.984375 53805.984375 36807860413
3 2021-10-08 53802.144531 55922.980469 53688.054688 53967.847656 53967.847656 34800873924
4 2021-10-09 53929.781250 55397.945313 53735.144531 54968.222656 54968.222656 32491211414
5 2021-10-10 54952.820313 56401.304688 54264.257813 54771.578125 54771.578125 39527792364
6 2021-10-11 54734.125000 57793.039063 54519.765625 57484.789063 57484.789063 42637331698
7 2021-10-12 57526.832031 57627.878906 54477.972656 56041.058594 56041.058594 41083758949
8 2021-10-13 56038.257813 57688.660156 54370.972656 57401.097656 57401.097656 41684252783
9 2021-10-14 57372.832031 58478.734375 56957.074219 57321.523438 57321.523438 36615791366
10 2021-10-15 57345.902344 62757.128906 56868.144531 61593.949219 61593.949219 51780081801
11 2021-10-16 61609.527344 62274.476563 60206.121094 60892.179688 60892.179688 34250964237
12 2021-10-17 60887.652344 61645.523438 59164.468750 61553.617188 61553.617188 29032367511
13 2021-10-18 61548.804688 62614.660156 60012.757813 62026.078125 62026.078125 38055562075
14 2021-10-19 62043.164063 64434.535156 61622.933594 64261.992188 64261.992188 40471196346
15 2021-10-20 64284.585938 66930.390625 63610.675781 65992.835938 65992.835938 40788955582
16 2021-10-21 66002.234375 66600.546875 62117.410156 62210.171875 62210.171875 45908121370
17 2021-10-22 62237.890625 63715.023438 60122.796875 60692.265625 60692.265625 38434082775
18 2021-10-23 60694.628906 61743.878906 59826.523438 61393.617188 61393.617188 26882546034
19 2021-10-24 61368.343750 61505.804688 59643.343750 60930.835938 60930.835938 27316183882
20 2021-10-25 60893.925781 63729.324219 60691.800781 63039.824219 63039.824219 31064911614
21 2021-10-26 63032.761719 63229.027344 59991.160156 60363.792969 60363.792969 34878965587
22 2021-10-27 60352.000000 61435.183594 58208.187500 58482.386719 58482.386719 43657076893
23 2021-10-28 58470.730469 62128.632813 58206.917969 60622.136719 60622.136719 45257083247
24 2021-10-29 60624.871094 62927.609375 60329.964844 62227.964844 62227.964844 36856881767
25 2021-10-30 62239.363281 62330.144531 60918.386719 61888.832031 61888.832031 32157938616
26 2021-10-31 61850.488281 62406.171875 60074.328125 61318.957031 61318.957031 32241199927
27 2021-11-01 61320.449219 62419.003906 59695.183594 61004.406250 61004.406250 36150572843
28 2021-11-02 60963.253906 64242.792969 60673.054688 63226.402344 63226.402344 37746665647
29 2021-11-03 63254.335938 63516.937500 61184.238281 62970.046875 62970.046875 36124731509
30 2021-11-04 62898.691406 63088.773438 61446.257813 61863.878906 61863.878906 35562352640


Installation

$ pip install pricefetch

API Attributes

Stock Attributes

ticker
price
id
exchange
last_trade
change (change in currency)
cp (percentage change)

Option Attributes and Methods


strike


expiration


underlying (underlying stock object)


ticker


bid


ask


price (option price)


id


exchange


change (in currency)


cp (percentage change)


volume


open_interest


code


expirations (list of possible expiration dates for option chain)


strikes (list of possible strike prices)


set_strike()


implied_volatility()


delta()


gamma()


vega()


theta()


rho()