wallstreet 0.1.4

Real-time Stock and Option tools

Wallstreet: Real time Stock and Option tools

Wallstreet is a Python library for monitoring and analyzing real time Stock and Option data. Quotes are provided from the Google Finance API. Wallstreet requires minimal input from the user, it uses available online data to calculate option greeks and even scrapes the US Treasury website to get the current risk free rate.

Usage

Stocks:

from wallstreet import Stock, Call, Put

>>> s = Stock('AAPL')
>>> s.price
96.44
>>> s.price
96.48
>>> s.change
-0.35
>>> s.last_trade
'21 Jan 2016 13:32:12'

Options:

>>> g = Call('GOOG', d=12, m=2, y=2016, strike=700)
>>> g.price
38.2
>>> g.implied_volatility()
0.49222968442691889
>>> g.delta()
0.56522039722040063
>>> g.vega()
0.685034827159825
>>> g.underlying.price
706.59

Alternative construction:

>>> g = Call('GOOG', d=12, m=2, y=2016)
>>> g
Call(ticker=GOOG, expiration='12-02-2016')
>>> g.strikes
(580, 610, 620, 630, 640, 650, 660, 670, 680, 690, 697.5, 700, 702.5, 707.5, 710, 712.5, 715, 720, ...)
>>> g.set_strike(712.5)
>>> g
Call(ticker=GOOG, expiration='12-02-2016', strike=712.5)

or

>>> g = Put("GOOG")
'No options listed for given date, using 22-01-2016 instead'
>>> g.expirations
['22-01-2016', '29-01-2016', '05-02-2016', '12-02-2016', '19-02-2016', '26-02-2016', '04-03-2016', ...]
>>> g
Put(ticker=GOOG, expiration='22-01-2016')

Dependencies

Wallstreet requires to have Scipy, requests and bs4 (BeautifulSoup4) installed.

Stock Attributes

• ticker

• price

• id

• exchange

• last_trade

• change (change in currency)

• cp (percentage change)

Option Attributes and Methods

• strike

• expiration

• underlying (underlying stock object)

• ticker

• bid

• ask

• price (option price)

• id

• exchange

• change (in currency)

• cp (percentage change)

• volume

• open_interest

• code

• expirations (list of possible expiration dates for option chain)

• strikes (list of possible strike prices)

• set_strike()

• implied_volatility()

• delta()

• gamma()

• vega()

• theta()

• rho()