organizing

old_stuff/options_data_collection.py

@@ -0,0 +1,145 @@
+import signal
+from ibapi.client import EClient
+from ibapi.wrapper import EWrapper
+from ibapi.contract import Contract
+import threading
+import time
+import pandas as pd
+from datetime import datetime, timezone
+from tqdm import tqdm  # For progress bar
+
+
+class IBApi(EWrapper, EClient):
+    def __init__(self):
+        EClient.__init__(self, self)
+        self.data = []
+        self.df = pd.DataFrame()
+        self.data_retrieved = False
+
+    def historicalData(self, reqId, bar):
+        self.data.append({
+            "Date": bar.date,
+            "Open": bar.open,
+            "High": bar.high,
+            "Low": bar.low,
+            "Close": bar.close,
+            "Volume": bar.volume
+        })
+
+    def historicalDataEnd(self, reqId, start, end):
+        chunk_df = pd.DataFrame(self.data)
+        self.df = pd.concat([self.df, chunk_df], ignore_index=True)
+        self.data_retrieved = True
+        self.data = []
+
+
+class IBApp:
+    def __init__(self):
+        self.app = IBApi()
+
+    def connect(self):
+        self.app.connect("127.0.0.1", 4002, clientId=1)
+        thread = threading.Thread(target=self.run_app, daemon=True)
+        thread.start()
+        time.sleep(1)
+
+    def run_app(self):
+        self.app.run()
+
+    def request_data(self, contract, end_date, duration, bar_size):
+        self.app.reqHistoricalData(
+            reqId=1,
+            contract=contract,
+            endDateTime=end_date,
+            durationStr=duration,
+            barSizeSetting=bar_size,
+            whatToShow="TRADES",
+            useRTH=0,
+            formatDate=1,
+            keepUpToDate=False,
+            chartOptions=[]
+        )
+        # Ensure pacing between API calls
+        while not self.app.data_retrieved:
+            time.sleep(0.1)
+
+    def fetch_options_data(self, symbol, exchange, currency, right, strike, expiry):
+        try:
+            contract = Contract()
+            contract.symbol = symbol
+            contract.secType = "OPT"  # Set security type to options
+            contract.exchange = exchange
+            contract.currency = currency
+            contract.right = right  # 'C' for Call, 'P' for Put
+            contract.strike = float(strike)  # Strike price
+            contract.lastTradeDateOrContractMonth = expiry  # Expiry date in YYYYMMDD format
+
+            # Set duration and bar size for options data
+            duration = "1 D"  # 1 day chunks
+            bar_size = "1 min"  # 1-minute intervals
+
+            end_date = datetime.now(timezone.utc)
+
+            # Since options data typically spans less than a year, we fetch for the expiry
+            with tqdm(total=1, desc=f"Fetching {right} {strike} {expiry} data", unit="contract") as pbar:
+                end_date_str = end_date.strftime("%Y%m%d %H:%M:%S UTC")
+                try:
+                    self.request_data(contract, end_date_str, duration, bar_size)
+                    pbar.update(1)
+                    time.sleep(15)  # Sleep to avoid pacing violations
+                except Exception as e:
+                    print(f"Error fetching data for contract {contract.symbol}: {e}")
+        except Exception as e:
+            print(f"Error fetching data: {e}")
+
+    def disconnect(self):
+        self.app.disconnect()
+
+
+def get_user_input():
+    print("Provide the options contract details for data retrieval.")
+    try:
+        symbol = input("Enter the stock symbol (e.g., 'AAPL'): ").strip().upper()
+        exchange = "SMART"  # Automatically set to SMART routing
+        currency = "USD"  # Automatically set to USD
+        right = input("Enter the option type ('C' for Call, 'P' for Put): ").strip().upper()
+        strike = input("Enter the strike price (e.g., '150'): ").strip()
+        expiry = input("Enter the expiry date (YYYYMMDD): ").strip()
+
+        if not all([symbol, right, strike, expiry]):
+            raise ValueError("All fields are required. Please try again.")
+
+        return symbol, exchange, currency, right, strike, expiry
+    except Exception as e:
+        print(f"Input Error: {e}")
+        return None
+
+
+def graceful_exit(signal_received, frame):
+    print("\nTerminating program...")
+    app.disconnect()
+    exit(0)
+
+
+signal.signal(signal.SIGINT, graceful_exit)
+
+app = IBApp()
+app.connect()
+
+try:
+    user_input = get_user_input()
+    if user_input:
+        symbol, exchange, currency, right, strike, expiry = user_input
+        app.fetch_options_data(symbol, exchange, currency, right, strike, expiry)
+        data = app.app.df
+        if not data.empty:
+            filename = f"{symbol}_{strike}_{right}_{expiry}_options_data.csv"
+            data.to_csv(filename, index=False)
+            print(f"Options data saved to {filename}.")
+            print(data.head())
+        else:
+            print("No options data retrieved.")
+except Exception as e:
+    print(f"Error: {e}")
+finally:
+    app.disconnect()