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import pandas as pd
import numpy as np
import re
# ================================================
class option_parser:
def __init__(self, symbol, response):
self.symbol = symbol
self.response = response
# ------------------------------------------------
# extract last price from html
def extract_last_price(self, html_text):
"""fn: extract price from html"""
reg_exp = r'(?<="lastPrice":)(\d{1,3}.{1}\d{2})'
prices = re.findall(reg_exp, html_text)
if len(prices) < 1:
return np.nan
else:
return float(prices[0])
# ------------------------------------------------
# create call df
def create_call_df(self):
"""fn: to create call df"""
json_calls = self.response['data']['Call']
list_dfs = []
for quote in json_calls:
list_dfs.append(pd.DataFrame.from_dict(quote['raw'], orient='index'))
df = (
pd.concat(list_dfs, axis=1).T.reset_index(drop=True)
.replace('NA', np.nan)
.apply(pd.to_numeric, errors='ignore')
.assign(expirationDate = lambda x: pd.to_datetime(x['expirationDate']))
)
df['symbol'] = [self.symbol] * len(df.index)
return df
# ------------------------------------------------
# create put df
def create_put_df(self):
"""fn: to create put df"""
json_puts = self.response['data']['Put']
list_dfs = []
for quote in json_puts:
list_dfs.append(pd.DataFrame.from_dict(quote['raw'], orient='index'))
df = (
pd.concat(list_dfs, axis=1).T.reset_index(drop=True)
.replace('NA', np.nan)
.apply(pd.to_numeric, errors='ignore')
.assign(expirationDate = lambda x: pd.to_datetime(x['expirationDate']))
)
df['symbol'] = [self.symbol] * len(df.index)
return df
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