fetch_options_data.py

import robin_stocks as r
from datetime import datetime
import pandas as pd
import pprint
import webbrowser
import os


def currency_format(x):
    return "${:.2f}".format(x)


def open_orders_df(open_options):
    values = []
    profits = []
    tickers = []
    expirations = []
    costs = []
    _credits = []
    types =[]
    for option in open_options:
        ticker = option['chain_symbol']
        market_data = r.get_option_market_data_by_id(option['option_id'])
        instrument_data = r.get_option_instrument_data_by_id(option['option_id'])
        value = float(market_data[0]['mark_price']) * float(option['quantity']) * 100

        if option['type'] == 'short':
            credit = -(float(option['average_price']) * float(option['quantity']))
            cost = 0.0
            profit = credit - value
            type = 'short'
        else:
            credit = 0.0
            cost = (float(option['average_price']) * float(option['quantity']))
            profit = value - cost
            type = 'long'

        date = datetime.strptime(instrument_data['sellout_datetime'], '%Y-%m-%dT%H:%M:%S%z').date()

        tickers.append(ticker)
        costs.append(cost)
        _credits.append(credit)
        values.append(value)
        profits.append(profit)
        expirations.append(date)
        types.append(type)

    df = pd.DataFrame()
    df['Ticker'] = tickers
    df['Cost'] = costs
    df['Credit'] = _credits
    df['Value'] = values
    df['Profit'] = profits
    df['Type'] = types
    df['Expiration'] = expirations

    df.loc['Total'] = df.sum(numeric_only=True)
    df.sort_values('Expiration', inplace=True)

    return df


def all_orders_df(market_options):
    tickers = []
    costs = []
    _credits = []
    dates = []

    for option in market_options:
        ticker = option['chain_symbol']
        if option['direction'] == 'debit':
            cost = float(option['processed_premium'])
            credit = 0.0
        else:
            cost = 0.0
            credit = float(option['processed_premium'])

        date = datetime.strptime(option['updated_at'], '%Y-%m-%dT%H:%M:%S.%fZ').date()

        tickers.append(ticker)
        dates.append(date)
        costs.append(cost)
        _credits.append(credit)

    df = pd.DataFrame()
    df['Ticker'] = tickers
    df['Cost'] = costs
    df['Credit'] = _credits
    df['Date'] = dates
    df.loc['Total'] = df.sum(numeric_only=True)

    df.sort_values('Date', inplace=True, ascending=False)

    return df


def fetch_options_data():
    # !!! Fill out username and password
    username = ''
    password = ''
    # !!!

    login = r.login(username, password)

    market_options = list(filter(lambda x: x['state'] != 'cancelled', r.get_market_options()))

    open_options = r.get_open_option_positions()

    open_df = open_orders_df(open_options)
    all_df = all_orders_df(market_options)

    total_value = open_df.iloc[-1]['Value']
    total_profit = open_df.iloc[-1]['Profit']

    total_cost = all_df.iloc[-1]['Cost']
    total_credit = all_df.iloc[-1]['Credit']

    print()
    print("Open contracts:")
    print(open_df)
    print()
    print("All contracts:")
    print(all_df)
    print()
    print("Total value of open contracts is ${:.2f}".format(total_value))
    print("Total profit of open contracts is ${:.2f}".format(total_profit))
    print("Total P/L from closed contracts is ${:.2f}".format(total_credit - total_cost))
    print("Total P/L if I close all open contracts today: ${:.2f}".format(
        total_value + total_credit - total_cost))
    print()

    # t = open_options[0]
    # t2 = r.get_option_instrument_data_by_id('3f4a6c15-5b35-46c0-bf20-9a9f19a3fa5e')  # 'option_id'
    # t3 = r.get_option_market_data_by_id('3f4a6c15-5b35-46c0-bf20-9a9f19a3fa5e')

    # pp = pprint.PrettyPrinter(width=41, compact=True)
    # pp.pprint(t)
    # pp.pprint(t2)
    # pp.pprint(t3)

    today = datetime.today()
    filename = "options_{:s}.html".format(today.strftime("%m_%d_%y"))
    with open(filename, "w") as f:
        f.write("<p>Report generated: {:s}</p>".format(today.strftime("%B %d, %Y")))
        f.write("<p>Total value of open contracts: ${:.2f}</p>".format(total_value))
        f.write("<p>Total profit of open contracts: ${:.2f}</p>".format(total_profit))
        f.write("<p>Total P/L from closed contracts: ${:.2f}</p>".format(total_credit - total_cost))
        f.write("<p>Total P/L if I close all open contracts today: ${:.2f}</p>".format(
            total_value + total_credit - total_cost))
        f.write("<p>Open contracts:</p>")
        f.write(open_df.to_html())
        f.write("<p>All contracts:</p>")
        f.write(all_df.to_html())

    webbrowser.open('file://' + os.path.realpath(filename))


if __name__ == '__main__':
    fetch_options_data()