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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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