Wallstreet is a Python 3 library for monitoring and analyzing real time Stock and Option data. Quotes are provided from the Google Finance API. Wallstreet 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.
Stocks:
from wallstreet import Stock, Call, Put
>>> s = Stock('AAPL')
>>> s.price
96.44
>>> s.price
96.48
>>> s.change
-0.35
>>> s.last_trade
'21 Jan 2016 13:32:12'Options:
>>> g = Call('GOOG', d=12, m=2, y=2016, strike=700)
>>> g.price
38.2
>>> g.implied_volatility()
0.49222968442691889
>>> g.delta()
0.56522039722040063
>>> g.vega()
0.685034827159825
>>> g.underlying.price
706.59Alternative construction:
>>> g = Call('GOOG', d=12, m=2, y=2016)
>>> g
Call(ticker=GOOG, expiration='12-02-2016')
>>> 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='12-02-2016', strike=712.5)or
>>> g = Put("GOOG")
'No options listed for given date, using 22-01-2016 instead'
>>> g.expirations
['22-01-2016', '29-01-2016', '05-02-2016', '12-02-2016', '19-02-2016', '26-02-2016', '04-03-2016', ...]
>>> g
Put(ticker=GOOG, expiration='22-01-2016')Yahoo Finance Support (keep in mind that YF quotes might be delayed):
>>> apple = Stock('AAPL', source='yahoo')
>>> call = Call('AAPL', strike=apple.price, source='yahoo')
No options listed for given date, using '26-05-2017' instead
No option for given strike, using 155 insteadSimply
$ pip install wallstreetWallstreet requires Scipy, requests and bs4 (BeautifulSoup4). Requests and bs4 are installed for you when pip installing but you need to have Scipy pre-installed.
- ticker
- price
- id
- exchange
- last_trade
- change (change in currency)
- cp (percentage change)
- 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()
React
Typescript
Django
Laravel
Facebook
Microsoft
Google
Alibaba
D3
Tencent