mcdallas / wallstreet Goto Github PK

I want to analyze some option chains and data is not available using Google Finance. When I try to use Yahoo finance as a source I get the following error.

from wallstreet import Call, Put, Stock

put_premium = 0.32
underlying = Stock('P')
put_option = Put('P', d=16, m=6, y=2017, strike=8, source='yahoo')
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-23-ecc5f3a5a2ce> in <module>()
      1 put_premium = 0.32
      2 underlying = Stock('P')
----> 3 put_option = Put('P', d=16, m=6, y=2017, strike=8, source='yahoo')

TypeError: __init__() got an unexpected keyword argument 'source'

My package version

wallstreet 0.1.5
Python version 3.6.0

jnj = wallstreet.Call("JNJ", source="yahoo")

gives this error:

ValueError: ('Possible expiration dates for this stock are:', ['13-04-2017', '21-04-2017', '05-05-2017', '12-05-2017', '19-05-2017', '26-05-2017', '16-06-2017', '21-07-2017', '20-10-2017', '19-01-2018', '15-06-2018', '18-01-2019'])

And that's because on expiration 13-04-2017, there is only put option, no call option. For the rest of the expiration dates, there are both calls and puts.

Is there anyway to not throw ValueError, and instead find the nearest date that do have calls? Thanks!

Were you ever able to get this to return Index Option Quotes?

For example:
g=Call('INDEXSP:.INX', d=20, m=10, y=2016, strike=2150)

Tried d=20 as well as 21
Tried INDEXSP, SPX, INDEXCBOE:SPX and a few other variations, but could not get index option data.

One issue is that it will return the same error message "No options listed for this stock." even if the date is incorrect - but I guess that you get a JSON object without a list of valid options and it does not tell you whether the expiry is valid or not - so can not fix that easily.

However, knowing the codes to get this API to show option data for SPX, RUT, NDX and other major indices will be very helpful.

It seems Yahoo Finance website updated with some encryption in middle of Dec 2022. so the historical() in the Stock didn't work well now.

Python 3.10.8 (main, Nov 24 2022, 14:13:03) [GCC 11.2.0]
Type 'copyright', 'credits' or 'license' for more information
IPython 8.6.0 -- An enhanced Interactive Python. Type '?' for help.

In [1]: import wallstreet

In [2]: aapl = wallstreet.Stock("AAPL")

In [3]: aapl
Out[3]: Stock(ticker=AAPL, price=129.98)

In [4]: aapl.historical(7)

ValueError Traceback (most recent call last)
Cell In [4], line 1
----> 1 aapl.historical(7)

File ~/anaconda3/envs/py3a/lib/python3.10/site-packages/wallstreet/wallstreet.py:208, in Stock.historical(self, days_back, frequency)
207 def historical(self, days_back=30, frequency='d'):
--> 208 return YahooFinanceHistory(symbol=self.ticker, days_back=days_back, frequency=frequency).get_quote()

File ~/anaconda3/envs/py3a/lib/python3.10/site-packages/wallstreet/wallstreet.py:97, in YahooFinanceHistory.get_quote(self)
94 raise ImportError('This functionality requires pandas to be installed')
96 if not hasattr(self, 'crumb') or len(self.session.cookies) == 0:
---> 97 self.get_crumb()
98 now = datetime.utcnow()
99 dateto = int(now.timestamp())

File ~/anaconda3/envs/py3a/lib/python3.10/site-packages/wallstreet/wallstreet.py:86, in YahooFinanceHistory.get_crumb(self)
84 match = re.search(self.crumb_regex, response.text)
85 if not match:
---> 86 raise ValueError('Could not get crumb from Yahoo Finance')
87 else:
88 self.crumb = match.group(1)

ValueError: Could not get crumb from Yahoo Finance

In [5]:

Over the last four weeks, the response time to get Options data using Wallstreet is very slow. It takes almost on hour to get Call and Put values for a list of 8 stocks (AMZN, ABA, GOOGL, ISRG, NVDA, PCLN,SPY, and TSLA). Four weeks ago I could pull the data in about 5 minutes. I am not sure what changed in Yahoo Finance. Any suggestions or thoughts about how long this should take or how I can speed up the process?

The statement "import wallstreet" returns an error message.

" File "C:\Anaconda2\lib\site-packages\wallstreet\wallstreet.py", line 125
raise ValueError('Possible expiration dates for this stock are:', self.expirations) from None"

First of all, thank you so much for this amazing library. It is really useful and easy to use.

I have noticed a problem that happens from time to time, a LookUp error in "normal" stocks. For example, as of now (Dec 1st) if you try to search for OTIS options...

Sometimes yahoo finance doesn´t have options data (it happens especially with options on indices like ^SPX), but this is not the case this time:

Do you know why this happens?

Thank you again for your great work

First of all, thank you for putting this API together. It's been fun becoming familiar with it. My use case for this is a bot where people are passing requests and some of them have been garbage requests for stock tickers that do not actually exist. The errors thrown by wallstreet.Stock have varied which surprised me. For example, Stock("XRP") will raise a KeyError, where Stock("RNDR") will raise an IndexError. I went to look into the code for Stock and found that no matter what I passed as an input, I could not trigger the LookupError on line 136 of wallstreet.py. It appears that the yahoo API returns status_code 200 for any successful request even if the stock does not exist.

It appears that attempting to call any valid ticker with the source='google' option fails. Line 168 of wallstreet.py is a "catch all" exception that is resulting in a LookupError being thrown even when a valid symbol is passed. Just spending a few minutes trying to find the source on the issue leads me to believe that the response text from line 162 is html rather than something that json.loads() can parse.

Hi @mcdallas is there anyway to get historical option chain data
cheers.

I've installed wallstreet per the instructions with pip and everything seemed to go fine with no errors, but when I run the test files I get:

from wallstreet import wallstreet, blackandscholes ModuleNotFoundError: No module named 'wallstreet'

Ideas?

when trying to pull index options from yahoo im getting an error:
self.name = jayson['longName']
KeyError: 'longName'

The ticker is "^SPX" and the caret is causing the code to break. "SPY" or "MSFT" work very well.

When I installed and ran, it failed because there was no scipy.

I was able to pip3.5 install scipy but maybe it could be part of setup.py

Thanks !!

call = Call('SPY', d=18, m=12, y=2020)
print(call.strikes[30:40])

call.set_strike(211)
print(call.ask)
call.set_strike(212)
print(call.ask)
call.set_strike(213)
print(call.ask)

Output:

(205, 207, 208, 209, 210, 211, 212, 213, 214, 215)
0.0
79.43
0.0

This seems to happens mostly at night, when the market is closed.

Getting this message
401 Client Error: Unauthorized for url: https://query2.finance.yahoo.com/v7/finance/options/TICKER

Looks like that error happened in past but fixed.

Traceback (most recent call last):
File ".\main.py", line 6, in
from wallstreet import Stock, Call, Put
File "C:\Users\Vlessa.terceiro.windows-build-tools\python27\lib\site-packages\wallstreet_init_.py", line 1, in
from wallstreet.wallstreet import Stock, Call, Put
File "C:\Users\Vlessa.terceiro.windows-build-tools\python27\lib\site-packages\wallstreet\wallstreet.py", line 92
params = {'period1': datefrom, 'period2': dateto, 'interval': f'1{self.frequency}', 'events': 'history', 'crumb': self.crumb}

run code :

from wallstreet import Stock, Call, Put
s = Stock('AAPL')

Hi Im having the following issue just by trying to create a Stock('GOOG'):

JSONDecodeError Traceback (most recent call last)
in ()
----> 1 s = ws.Stock('GOOG')

~\Anaconda3\lib\site-packages\wallstreet\wallstreet.py in init(self, quote, exchange)
45
46 jayson = r.text.replace('\n','')
---> 47 jayson = json.loads(jayson[2:])[0]
48
49 try:

~\Anaconda3\lib\json_init_.py in loads(s, encoding, cls, object_hook, parse_float, parse_int, parse_constant, object_pairs_hook, **kw)
352 parse_int is None and parse_float is None and
353 parse_constant is None and object_pairs_hook is None and not kw):
--> 354 return _default_decoder.decode(s)
355 if cls is None:
356 cls = JSONDecoder

~\Anaconda3\lib\json\decoder.py in decode(self, s, _w)
337
338 """
--> 339 obj, end = self.raw_decode(s, idx=_w(s, 0).end())
340 end = _w(s, end).end()
341 if end != len(s):

~\Anaconda3\lib\json\decoder.py in raw_decode(self, s, idx)
355 obj, end = self.scan_once(s, idx)
356 except StopIteration as err:
--> 357 raise JSONDecodeError("Expecting value", s, err.value) from None
358 return obj, end

JSONDecodeError: Expecting value: line 1 column 1 (char 0)

Can someone help with that ?

Thanks.
Willian

Getting this:

from wallstreet import Stock, Call, Put
Traceback (most recent call last):
File "", line 1, in
File "/Library/Python/2.7/site-packages/wallstreet/init.py", line 1, in
from wallstreet.wallstreet import Stock, Call, Put
File "/Library/Python/2.7/site-packages/wallstreet/wallstreet.py", line 196
raise ValueError('Possible expiration dates for this option are:', self.expirations) from None
^
SyntaxError: invalid syntax

Running:

sys.version
'2.7.10 (default, Oct 23 2015, 19:19:21) \n[GCC 4.2.1 Compatible Apple LLVM 7.0.0 (clang-700.0.59.5)]'

on a mac. Is 2.7 not supported? Thx.

Hi mcdallas,

I have a question, on the description there's statement "provided from the Google Finance API"
Isn't the Google Finance API has been shut down?

is this library still work?

Thank you :)

Here is the error from simply importing. The 'pip install wallstreet' worked just fine.

PS C:\Users\larry\OneDrive\Documents\PythonProjects\options> python
Python 3.7.9 (tags/v3.7.9:13c94747c7, Aug 17 2020, 16:30:00) [MSC v.1900 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.

from wallstreet import Stock, Call, Put
Traceback (most recent call last):
File "", line 1, in
File "C:\Users\larry\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.7_qbz5n2kfra8p0\LocalCache\local-packages\Python37\site-packages\wallstreet_init_.py", line 1, in
from wallstreet.wallstreet import Stock, Call, Put
File "C:\Users\larry\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.7_qbz5n2kfra8p0\LocalCache\local-packages\Python37\site-packages\wallstreet\wallstreet.py", line 10, in
from wallstreet.blackandscholes import riskfree, BlackandScholes
File "C:\Users\larry\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.7_qbz5n2kfra8p0\LocalCache\local-packages\Python37\site-packages\wallstreet\blackandscholes.py", line 4, in
from scipy.interpolate import interp1d
File "C:\Users\larry\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.7_qbz5n2kfra8p0\LocalCache\local-packages\Python37\site-packages\scipy_init_.py", line 136, in
from . import distributor_init
File "C:\Users\larry\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.7_qbz5n2kfra8p0\LocalCache\local-packages\Python37\site-packages\scipy_distributor_init.py", line 61, in
WinDLL(os.path.abspath(filename))
File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.7_3.7.2544.0_x64__qbz5n2kfra8p0\lib\ctypes_init.py", line 364, in init
self._handle = _dlopen(self._name, mode)
OSError: [WinError 126] The specified module could not be found

This example was working a couple of days ago. Today it is raising an error.

from wallstreet import Stock, Call, Put
s = Stock('AAPL')
Traceback (most recent call last):
File "", line 1, in
File "/Volumes/Backup/Users/......./anaconda3/lib/python3.7/site-packages/wallstreet/wallstreet.py", line 112, in init
self._yahoo(quote, exchange)
File "/Volumes/Backup/Users/......./anaconda3/lib/python3.7/site-packages/wallstreet/wallstreet.py", line 126, in _yahoo
r.raise_for_status()
File "/Volumes/Backup/Users/......./anaconda3/lib/python3.7/site-packages/requests/models.py", line 943, in raise_for_status
raise HTTPError(http_error_msg, response=self)
requests.exceptions.HTTPError: 403 Client Error: Forbidden for url: https://query2.finance.yahoo.com/v7/finance/options/AAPL

It appears that Google Finance has made another change in their API so Wallstreet is unable to find any stocks. I reloaded the Wallstreet module this morning but this didn't fix the issue. Is a change in work for Wlalstreet?

Ran below in the python 3.6 Conda container. Test isn't passing and seemed to work previously

s = Stock('GE',exchange='NYSE',source='google')
Traceback (most recent call last):
File "", line 1, in
File "/opt/conda/lib/python3.6/site-packages/wallstreet/wallstreet.py", line 66, in init
self._google(quote, exchange)
File "/opt/conda/lib/python3.6/site-packages/wallstreet/wallstreet.py", line 114, in _google
raise LookupError('Ticker symbol not found. Try adding the exchange parameter')

s = Stock('GE',exchange='NYSE',source='yahoo')
Traceback (most recent call last):
File "", line 1, in
File "/opt/conda/lib/python3.6/site-packages/wallstreet/wallstreet.py", line 68, in init
self._yahoo(quote, exchange)
File "/opt/conda/lib/python3.6/site-packages/wallstreet/wallstreet.py", line 80, in _yahoo
raise LookupError('Ticker symbol not found.')
LookupError: Ticker symbol not found.

In my application, I want to extract options data per minute for one of the tickers. What my python code does as of now is following:

g = Call(Ticker)
exp_dates = g.expiration_dates()
for each expiration date:
g = Call(Ticker, d, m, y)
dat = g.calls()
g = Put(Ticker, d, m, y)
dat = g.calls()
store cumulative data to database

However, after running this code successfully 3 times at 2 minute interval, the 4th time code fails with following error:
"raise JSONDecodeError("Expecting value", s, err.value) from None
json.decoder.JSONDecodeError: Expecting value: line 1 column 1 (char 0)" at g = Call(Ticker)

After an hour or so, the code starts working again. And again after 3 runs, it fails.

Please let me know if there is some limitation with wallstreet or it is something I am missing out.

Thanks in advance :)

I'm running into an issue where the theta values for short duration options are about 25-30% off of what I can see on my ThinkorSwim platform. The absolute value of the theta values should be larger generally than the method returns. The theta values are ok for options that are multiple months out however.

Probably Google doesn't provide it, so here goes a silly question: Will there be any change to get volume for Stock("TICK")? Otherwise thank you for the code, works smoothly.

I have been using Wallstreet successful for the last few months. This weekend, I started getting the following error message: LookupError('Ticker symbol not found. Try adding the exchange parameter')
LookupError: Ticker symbol not found. Try adding the exchange parameter. I haven't changed anything in my program including the stock symbols. Has something Wallstreet changed?

Hello!

1. In most of my cases by calling wallstreet_obj.delta() causes this warning:

C:\Program Files\Python38\lib\site-packages\wallstreet\blackandscholes.py:58: RuntimeWarning: divide by zero encountered in double_scalars
d1 = (log(S/K) + (r - q + (sigma**2)/2)T)/(sigmasqrt(T))

2. also there is another annoying warning for this line:

wallstreet_obj.set_strike(float(str))

d:\Program Files\Python38\lib\site-packages\scipy\optimize\minpack.py:162: RuntimeWarning: The iteration is not making good progress, as measured by the
improvement from the last ten iterations.

Please check it out.

Regards.

hi, maybe the yield webpage has changed but on the treasury webpage there is a month 2 yield which seems to be missing in the blackandscholes.py / riskfree function. Therefore all yields after month 1 have the yield of the following month

the link https://query2.finance.yahoo.com/v7/finance/options/ now is stop using?
when i run the examples,show this error

Hi,

Can we fetch currecny conversion rates using wallstreet api?
If yes, please suggest me how it will be?

After a successful pip install, when importing into python it immediately hits this error, the wedge points at "from" in the "from None".

Charles-Hsu-MacBook-Pro:~ Charles$ python
Python 2.7.12 (v2.7.12:d33e0cf91556, Jun 26 2016, 12:10:39)
[GCC 4.2.1 (Apple Inc. build 5666) (dot 3)] on darwin
Type "help", "copyright", "credits" or "license" for more information.

import wallstreet
Traceback (most recent call last):
File "", line 1, in
File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/wallstreet/init.py", line 1, in
from wallstreet.wallstreet import Stock, Call, Put
File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/wallstreet/wallstreet.py", line 125
raise ValueError('Possible expiration dates for this stock are:', self.expirations) from None
^
SyntaxError: invalid syntax

Hello there.

Calling by this:
opt_obj = Call('FB', d=17, m=4, y=2020 )

causes next error and script halt:

File "D:\WorkDir\script.py", line 62, in
opt_obj = ('FB', d=17, m=4, y=2020 )
File "с:\Program Files\Python38\Lib\site-packages\wallstreet\wallstreet.py", line 325, in init
super().init(quote, self.class.Option_type, **kw)
File "с:\Program Files\Python38\Lib\site-packages\wallstreet\wallstreet.py", line 218, in init
self._yahoo(quote, d, m, y)
File "с:\Program Files\Python38\Lib\site-packages\wallstreet\wallstreet.py", line 257, in _yahoo
r.raise_for_status()
File "с:\Program Files\Python38\Lib\site-packages\requests\models.py", line 940, in raise_for_status
raise HTTPError(http_error_msg, response=self)

requests.exceptions.HTTPError: 500 Server Error: Internal Server Error for url: https://query2.finance.yahoo.com/v7/finance/options/FB?date=1587081600

I know, that's not because of your code, but need a solution.

Regards.

Google Finance is somewhat spotty in terms of option data, and I'd like to use Yahoo instead. It seems from your code that Yahoo is supported, but not sure whether it works on current site, or what the correct flag is to change sources.

Any stock, call, put requesting is returning with
403 Client Error: Forbidden for url: https://query2.finance.yahoo.com/v7/finance/options/[STOCK TICKER]

Anyone else seeing this or know of a workaround?

for instance, SPX, RUT, NDX, what's the symbol name for these indexes?

return self.S*sqrt(self.T)*norm.pdf(d1)*exp(-self.r*self.T)

fprime is not correct, it should be

return self.S*sqrt(self.T)*norm.pdf(d1)*exp(-self.q*self.T)

Hi

this package seems very interesting, I tried using it with Stock with ticker MTCH

tried:
s = Stock('MTCH')

LookupError: Ticker symbol not found. Try adding the exchange parameter

s = Stock('MTCH',exchange="NASDAQ")

LookupError: Ticker symbol not found. Try adding the exchange parameter

s = Stock('MTCH',exchange="NASD")
LookupError: Ticker symbol not found. Try adding the exchange parameter

tried:
pip install --upgrade git+https://github.com/mcdallas/wallstreet.git

got the same error in all three cases

I am trying to get Call and Put data for Options that I know exist for several stocks. I get the following data output using wallstreet 0.1.5: No options listed for given date, using 16-06-2017 instead. I am trying to get Call and Put option values for expiration dates of 19-05-2017 for AAPL and GOOGL. Can you help me extract this data using wallstreet?

Google's mechanism to report mutual funds is a bit different, and the way it returns data sometimes has a ',}' that causes the json parser to hit an exception. Also, the keys are different from non-mutual funds. I used the hackery below to get past it, but you may want to do something more elegant:

try:
jayson = r.text.replace('\n', '')
# mutual funds have a ,} that messes up the json parser
jayson = jayson.replace(',}','}')
jayson = json.loads(jayson[2:])[0]
self.ticker = jayson['t']
except:
self.ticker = None

    if r.status_code == 400 or self.ticker != query.split(':')[-1]:
        raise LookupError('Ticker symbol not found. Try adding the exchange parameter')
    else:
        r.raise_for_status()

    self.id = jayson["id"]
    self.exchange = jayson['e']
    self._last_trade = None
    self.name = jayson['name']
    if self.exchange != 'MUTF':
        self._price = parse(jayson['l'])
        try:
            self.change = parse(jayson['c'])
            self.cp = parse(jayson['cp'])
        except ValueError:
            self.change = jayson['c']
            self.cp = jayson['cp']

        self.dy = parse(jayson.get('dy') or 0)/100
    else:
        self._price = parse(jayson['nav_prior'])
        try:
            self.change = parse(jayson['nav_c'])
            self.cp = parse(jayson['nav_cp'])
        except ValueError:
            self.change = jayson['nav_c']
            self.cp = jayson['nav_cp']
        self.dy = parse(jayson.get('yield_percent') or 0) / 100