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Download latest Option Price(nk255) from JPX

Project description

#nk225op

nk225op is module for fetching latest NK225(Nikkei225) Options Data from JPX Server.

nk225op はJPX(日本証券取引所)のサーバーから、最新の日経225オプション清算値を取得するモジュールです。


ブラウザでお気軽に試す場合 ⇒  Jupyter Notebook example on Google Colab

Demo:  (2月限と3月限 権利価格 20500~20750 の清算値とIVデータ表示)

from nk225op import nk225op as nk
nk([201902,201903] , [20500,20750])

Output:

lb PRICE IV
02/C20500 340 18.3289
02/C20625 260 17.5826
02/C20750 195 17.2045
.......... ... (以下省略)

Install: (Google Colaboratory 上での利用方法 )

!pip install nk225op

ブラウザでお気軽に試す場合 ⇒  Jupyter Notebook example on Google Colab


※ローカル環境にInstallする場合 pip install nk225op

Requirement

  • Pandas
  • bs4

利用できる関数:

def nk225op(maturities=None, strike_range=None):
	"""Download latest Options DATA(NK255) from JPX
	:param maturities: List
		#eg1(monthly type): [201902]
		#eg2(weekly type): [20190125]
		#eg3: [201902 , 201903 , 20190125]
	:param strike_range: List
		#eg: [19000,20000]
	:return: DataFrame
		OptionsPriceList :
	Examples
	--------
	>>>  nk225op([201902],[20500, 21000])
	"""
def latest_csv_path():
    """JPXサーバ内にある最新の清算値CSVファイルへのPATHを返す"""

def csv_to_df(csv_path, max_maturity_day=90):
	"""
	清算値CSVファイルをDataFrameに変換
	Parameters
	----------
	csv_path : str
	max_maturity_day :  int , default 90
		最大、SQ期日が何日後までのデータを取得するか(規定値90日後)
	Returns
	-------
	DataFrame
	"""

Project details


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