Wallstreet: Real time Stock and Option tools
Wallstreet is a Python 3 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
706.59Alternative 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')Yahoo Finance Support (keep in mind that YF quotes might be delayed):
>>> apple = Stock('AAPL', source='yahoo')
>>> call = Call('AAPL', strike=apple.price, source='yahoo')
No options listed for given date, using '26-05-2017' instead
No option for given strike, using 155 insteadDownload historical data (requires pandas)
s = Stock('BTC-USD')
>>> df = s.historical(days_back=30, frequency='d')
>>> df
Date Open High Low Close Adj Close Volume
0 2019-07-10 12567.019531 13183.730469 11569.940430 12099.120117 12099.120117 1554955347
1 2019-07-11 12099.120117 12099.910156 11002.389648 11343.120117 11343.120117 1185222449
2 2019-07-12 11343.120117 11931.910156 11096.610352 11797.370117 11797.370117 647690095
3 2019-07-13 11797.370117 11835.870117 10827.530273 11363.969727 11363.969727 668325183
4 2019-07-14 11363.969727 11447.919922 10118.849609 10204.410156 10204.410156 814667763
5 2019-07-15 10204.410156 11070.179688 9877.019531 10850.259766 10850.259766 965178341
6 2019-07-16 10850.259766 11025.759766 9366.820313 9423.440430 9423.440430 1140137759
7 2019-07-17 9423.440430 9982.240234 9086.509766 9696.150391 9696.150391 965256823
8 2019-07-18 9696.150391 10776.540039 9292.610352 10638.349609 10638.349609 1033842556
9 2019-07-19 10638.349609 10757.410156 10135.160156 10532.940430 10532.940430 658190962
10 2019-07-20 10532.940430 11094.320313 10379.190430 10759.419922 10759.419922 608954333
11 2019-07-21 10759.419922 10833.990234 10329.889648 10586.709961 10586.709961 405339891
12 2019-07-22 10586.709961 10676.599609 10072.070313 10325.870117 10325.870117 524442852
13 2019-07-23 10325.870117 10328.440430 9820.610352 9854.150391 9854.150391 529438124
14 2019-07-24 9854.150391 9920.540039 9535.780273 9772.139648 9772.139648 531611909
15 2019-07-25 9772.139648 10184.429688 9744.700195 9882.429688 9882.429688 403576364
16 2019-07-26 9882.429688 9890.049805 9668.519531 9847.450195 9847.450195 312717110
17 2019-07-27 9847.450195 10202.950195 9310.469727 9478.320313 9478.320313 512612117
18 2019-07-28 9478.320313 9591.519531 9135.639648 9531.769531 9531.769531 267243770
19 2019-07-29 9531.769531 9717.690430 9386.900391 9506.929688 9506.929688 299936368
20 2019-07-30 9506.929688 9749.530273 9391.780273 9595.519531 9595.519531 276402322
21 2019-07-31 9595.519531 10123.940430 9581.599609 10089.250000 10089.250000 416343142
22 2019-08-01 10089.250000 10488.809570 9890.490234 10409.790039 10409.790039 442037342
23 2019-08-02 10409.790039 10666.639648 10340.820313 10528.990234 10528.990234 463688251
24 2019-08-03 10528.990234 10915.000000 10509.349609 10820.410156 10820.410156 367536516
25 2019-08-04 10820.410156 11074.950195 10572.240234 10978.910156 10978.910156 431699306
26 2019-08-05 10978.910156 11945.379883 10978.889648 11807.959961 11807.959961 870917186
27 2019-08-06 11807.959961 12316.849609 11224.099609 11467.099609 11467.099609 949534020
28 2019-08-07 11467.099609 12138.549805 11393.980469 11974.280273 11974.280273 834719365
29 2019-08-08 11974.280273 12042.870117 11498.040039 11982.799805 11982.799805 588463519
30 2019-08-09 11983.620117 12027.570313 11674.059570 11810.679688 11810.679688 366160288Installation
Simply
$ pip install wallstreetStock 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()