cashtags.py

cashtaglist = []

with NitterScraper(port=8008) as nitter:
    for tweet in nitter.get_tweets("eWhispers", pages=1):

        if tweet.is_pinned:
            continue

        if tweet.is_retweet:
            continue

        if tweet.entries.cashtags:
            cashtaglist += tweet.entries.cashtags

        print(".", end="", flush=True)  # Simple progress bar.
    print()  # End progress bar with newline.


cashtaglist = sorted(set(map(lambda cashtag: cashtag.replace("$", "").strip(), cashtaglist)))

final.py

options_watchlist = []

for chain in call_chains:
    chain_dataframe = chain.dataframe
    otm = chain_dataframe["in_the_money"] == False
    single_contract = chain_dataframe[otm].head(1)
    options_watchlist.append(single_contract)

final = pandas.concat(options_watchlist, ignore_index=True)

final["expiration"] = final["expiration_date"].dt.date

final.sort_values(by="implied_volatility", inplace=True)

final.reset_index(inplace=True)

final.drop(
    columns=["index", "timestamp", "contract_name", "expiration_date", "in_the_money"],
    inplace=True,
)

print(final)

imports.py

from concurrent.futures import as_completed, ThreadPoolExecutor

from nitter_scraper import NitterScraper
import pandas
from requests_whaor import RequestsWhaor
from yfs import fuzzy_search, get_options_page

main.py

from concurrent.futures import as_completed, ThreadPoolExecutor

from nitter_scraper import NitterScraper
import pandas
from requests_whaor import RequestsWhaor
from yfs import fuzzy_search, get_options_page

cashtaglist = []

with NitterScraper(port=8008) as nitter:
    for tweet in nitter.get_tweets("eWhispers", pages=1):

        if tweet.is_pinned:
            continue

        if tweet.is_retweet:
            continue

        if tweet.entries.cashtags:
            cashtaglist += tweet.entries.cashtags

        print(".", end="", flush=True)  # Simple progress bar.
    print()  # End progress bar with newline.


cashtaglist = sorted(set(map(lambda cashtag: cashtag.replace("$", "").strip(), cashtaglist)))


valid_symbols = []
call_chains = []

MAX_THREADS = 6
MAX_PROXIES = 6

with RequestsWhaor(onion_count=MAX_PROXIES, max_threads=MAX_THREADS) as request_whaor:

    with ThreadPoolExecutor(max_workers=MAX_THREADS) as executor:
        futures = [
            executor.submit(fuzzy_search, ticker, session=request_whaor) for ticker in cashtaglist
        ]

        for future in as_completed(futures):
            try:
                result = future.result(timeout=60)
                # timeout if the response takes too long.

                if result:
                    valid_symbols.append(result.symbol)
                    print(".", end="", flush=True)  # Simple progress bar.

            except Exception as exc:
                # We want to pass on exceptions.
                print("\n", exc)
        print()  # End progress bar with newline.

        print("twitter cashtag count:", len(cashtaglist))
        print("validated symbol count:", len(valid_symbols))

        request_whaor.restart_onions()  # Fresh proxy pool.

        futures = [
            executor.submit(
                get_options_page,
                ticker,
                after_days=60,
                first_chain=True,
                use_fuzzy_search=False,
                session=request_whaor,
                page_not_found_ok=True,
            )
            for ticker in valid_symbols
        ]

        for future in as_completed(futures):
            try:
                result = future.result(timeout=60)
                # timeout if the response takes too long.

                if result:
                    call_chains.append(result.calls)
                    print(".", end="", flush=True)  # Simple progress bar.

            except Exception as exc:
                # We want to pass on exceptions.
                print("\n", exc)
        print()  # End progress bar with newline.

options_watchlist = []

for chain in call_chains:
    chain_dataframe = chain.dataframe
    otm = chain_dataframe["in_the_money"] == False
    single_contract = chain_dataframe[otm].head(1)
    options_watchlist.append(single_contract)

final = pandas.concat(options_watchlist, ignore_index=True)

final["expiration"] = final["expiration_date"].dt.date

final.sort_values(by="implied_volatility", inplace=True)

final.reset_index(inplace=True)

final.drop(
    columns=["index", "timestamp", "contract_name", "expiration_date", "in_the_money"],
    inplace=True,
)

print(final)

scrape.py

with RequestsWhaor(onion_count=MAX_PROXIES, max_threads=MAX_THREADS) as request_whaor:

    with ThreadPoolExecutor(max_workers=MAX_THREADS) as executor:
        futures = [
            executor.submit(fuzzy_search, ticker, session=request_whaor) for ticker in cashtaglist
        ]

        for future in as_completed(futures):
            try:
                result = future.result(timeout=60)
                # timeout if the response takes too long.

                if result:
                    valid_symbols.append(result.symbol)
                    print(".", end="", flush=True)  # Simple progress bar.

            except Exception as exc:
                # We want to pass on exceptions.
                print("\n", exc)
        print()  # End progress bar with newline.

        print("twitter cashtag count:", len(cashtaglist))
        print("validated symbol count:", len(valid_symbols))

        request_whaor.restart_onions()  # Fresh proxy pool.

        futures = [
            executor.submit(
                get_options_page,
                ticker,
                after_days=60,
                first_chain=True,
                use_fuzzy_search=False,
                session=request_whaor,
                page_not_found_ok=True,
            )
            for ticker in valid_symbols
        ]

        for future in as_completed(futures):
            try:
                result = future.result(timeout=60)
                # timeout if the response takes too long.

                if result:
                    call_chains.append(result.calls)
                    print(".", end="", flush=True)  # Simple progress bar.

            except Exception as exc:
                # We want to pass on exceptions.
                print("\n", exc)
        print()  # End progress bar with newline.

vars.py

valid_symbols = []
call_chains = []

MAX_THREADS = 6
MAX_PROXIES = 6