How can I use the quandl python api to get the 10 most recent option expirations for SPY?
def get_last_10_option_expirations():
options = quandl.get_table("OPT/EX", ticker='CBOE_SPY')
options = options.sort_values("Expiration", ascending=False)
last_10_options = options.head(10)
return last_10_options["Expiration"]
Related
I am trying to use python gdal to process a grib2 file into a geotiff file based on the following example:
https://geoexamples.com/d3-raster-tools-docs/code_samples/vardah.html
based on this I have the following code:
import gdal
import osr
ds = gdal.Open(r"/home/test/gfs.t12z.sfluxgrbf000.grib2",1)
gph = ds.GetRasterBand(84).ReadAsArray()
press = ds.GetRasterBand(54).ReadAsArray() / 100
temp = ds.GetRasterBand(52).ReadAsArray()
u = ds.GetRasterBand(50).ReadAsArray()
v = ds.GetRasterBand(51).ReadAsArray()
corr_press = press * (1 - (0.0065*gph/(0.0065*gph + temp + 273.15)))**-5.257
driver = gdal.GetDriverByName('GTiff')
outRaster = driver.Create("/home/test/vardah2.tiff", ds.RasterXSize, ds.RasterYSize, 4, gdal.GDT_Float32)
outRaster.SetGeoTransform(ds.GetGeoTransform())
outband = outRaster.GetRasterBand(1)
outband.WriteArray(corr_press)
outband.SetMetadata({'name': 'press'})
outRasterSRS = osr.SpatialReference()
outRasterSRS.ImportFromEPSG(4326)
outRaster.SetProjection(outRasterSRS.ExportToWkt())
outband.FlushCache()
I am attempting to do this on centos 7 and when I run the program I get the following error:
ERROR 6: The GRIB driver does not support update access to existing datasets.
Traceback (most recent call last):
File "ficky.py", line 4, in <module>
gph = ds.GetRasterBand(84).ReadAsArray()
AttributeError: 'NoneType' object has no attribute 'GetRasterBand'
How do I resolve this error to get a successful run of this script on a centos interface?
Change
ds = gdal.Open(r"/home/test/gfs.t12z.sfluxgrbf000.grib2",1)
to
ds = gdal.Open("/home/test/gfs.t12z.sfluxgrbf000.grib2")
or even better
ds = gdal.Open("/home/test/gfs.t12z.sfluxgrbf000.grib2", GA_ReadOnly)
Yesterday I was still able to create a google sheet files using gspread into a specific folder using this code:
ss = gc.create(fileName,"my folder destination")
But today, this code yields an error.
Here is my full code:
from google.colab import auth
auth.authenticate_user()
import pandas as pd
import gspread
from google.auth import default
creds, _ = default()
gc = gspread.authorize(creds)
wb = gc.open('file name')
ws = wb.worksheet('sheet name')
# get_all_values gives a list of rows.
rows = ws.get_all_values()
df = pd.DataFrame.from_records(rows[1:],columns=rows[0])
modisseries = df["column name"]
uniquemodis = modisseries.drop_duplicates().tolist()
def createSpreadsheet(columName):
ndf = df[df["Modis"] == Columname]
nlist = [ndf.columns.tolist()] + ndf.to_numpy().tolist()
ss = gc.create(columnName,"Folder_id")
nws = ss.sheet1
nws.update_title(columnName)
nws.update("A1",nlist,value_input_option="USER_ENTERED")
for modis in uniquemodis:
createSpreadsheet(modis)
And here is the error message:
TypeError Traceback (most recent call last)
<ipython-input-1-5c297289782b> in <module>()
30
31 for column_value in uniquecolumn:
---> 32 createSpreadsheet(column_value)
<ipython-input-1-5c297289782b> in createSpreadsheet(column_value)
24 nlist = [ndf.columns.tolist()] + ndf.to_numpy().tolist()
25
---> 26 ss = gc.create(column_value,"folder_id")
27 nws = ss.sheet1
28 nws.update_title(column_value)
TypeError: create() takes 2 positional arguments but 3 were given
Hi which version of gspread do you use ?
The parameter folder_id has been introduced in version 3.5.0
From the error message you get it seems you have an old version and it does not handle the new parameter folder_id.
You can check the version you are currently using by using: print(gspread.__version__)
If this is bellow version 3.5.0 then run the following command:
python3 -m pip install -U gspread
I am running the following script:
# STEP 1: import packages, declare tindexes
import pandas as pd
import yfinance as yf
import datetime as dt
bnpl_tindex = ["APT.AX","Z1P.AX","LFS.AX","SZL.AX","HUM.AX","SPT.AX","OPY.AX","IOU.AX","LBY.AX","DOU.AX"]
target_dates = pd.date_range(start=dt.date.today() - dt.timedelta(days=365), end=dt.date.today(), freq="M").strftime('%Y-%m-%d')
target_dates = target_dates.append(pd.Index([dt.date.today().strftime('%Y-%m-%d')]))
target_dates.sort_values()
#STEP 2: source functions
from collect_index_data import collect_index_data
#DELETE LATER... TESTING!
collect_index_data(bnpl_tindex, target_dates)
#
collect_index_data is as follows:
def collect_index_data(ticker_list,date_list):
if (bool(ticker_list) and all(isinstance(elem, str) for elem in ticker_list) )==False:
sys.exit('Input should be a list or a single string.')
else:
print("Components of Index: ")
#initialise dictionary
d = {}
#loop through ticker list
for x in ticker_list:
d["DF.{0}".format(x)] = yf.Ticker(x)
#testing
print(x)
#testing
print(d)
and I get the following error message
Components of Index:
Traceback (most recent call last):
File "C:\Users\thoma\Desktop\Files\Programming\Python\run_tindex_data.py", line 27, in <module>
collect_index_data(bnpl_tindex, target_dates)
File "C:\Users\thoma\Desktop\Files\Programming\Python\collect_index_data.py", line 12, in collect_index_data
d["DF.{0}".format(x)] = yf.Ticker("MSFT")
NameError: name 'yf' is not defined
My question is why is yfinance package not being recognised in my function?
I could import it inside the function, but I plan to run the function multiple times in a script - so this would be computationally wasteful.
thanks!
I hope someone can help me. I've been stuck with this error for a while. I have two .py files that I am importing in a jupyter notebook. When running the last cell (see code below) I get a Traceback error I can'f fix.
I think there is some error in my ch_data_prep.py file related to variable df_ch not correctly passed between files. Is this possible? Any suggestion on how to solve this problem?
Thanks!
ch_data_prep.py
def seg_data(self):
seg_startdate = input('Enter start date (yyyy-mm-dd): ')
seg_finishdate = input('Enter end date (yyyy-mm-dd): ')
df_ch_seg = df_ch[(df_ch['event_datetime'] > seg_startdate)
& (df_ch['event_datetime'] < seg_finishdate)
]
return df_ch_seg
df_ch_seg = seg_data(df_ch)
ch_db.py
def get_data():
# Some omitted code here to connect to database and get data...
df_ch = pd.DataFrame(result)
return df_ch
df_ch = get_data()
Jupyter Notebook data_analysis.ipynb
In[1]: import ch_db
df_ch = ch_db.get_data()
In[2]: import ch_data_prep
When I run cell 2, I get this error
--------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-3-fbe2d4fceba6> in <module>
----> 1 import ch_data_prep
~/clickstream/ch_data_prep.py in <module>
34 return df_ch_seg
35
---> 36 df_ch_seg = seg_data()
TypeError: seg_data() missing 1 required positional argument: 'df_ch'
Last night I typed up the following
from pandas.io.data import Options
import csv
symList = []
optData = {}
with open('C:/optionstrade/symbols.txt') as symfile:
symreader = csv.reader(symfile, delimiter=',')
for row in symreader:
symList = row
for symbol in symList:
temp = Options(symbol,'yahoo')
try:
optData[symbol] = temp.get_all_data()
except:
pass
It worked alright. I only got data from 200 something of the 400 something symbols I have in the file, but it pulled the options data for those 200 something just fine.
This morning, I go to run the code again (markets have been open for nearly an hour) and I get nothing:
In [6]: len(optData)
Out[6]: 0
So I run a bit of a test:
test = Options('AIG','yahoo')
spam = test.get_all_data()
import pickle
with open('C:/optionstrade/test.txt','w') as testfile:
pickle.dump(test,testfile)
I get this error:
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
<ipython-input-4-902aa7c31f7e> in <module>()
1 test = Options('AIG','yahoo')
----> 2 spam = test.get_all_data()
C:\Anaconda\lib\site-packages\pandas\io\data.pyc in get_all_data(self, call, put)
1109
1110 for month in months:
-> 1111 m2 = month.month
1112 y2 = month.year
1113
AttributeError: 'str' object has no attribute 'month'
And this content of the pickled file:
ccopy_reg
_reconstructor
p0
(cpandas.io.data
Options
p1
c__builtin__
object
p2
Ntp3
Rp4
(dp5
S'symbol'
p6
S'AIG'
p7
sb.
Nothing has changed overnight on my end... last thing I did was save and shut down. First thing I did after waking up was run it again.