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option_scraper.py
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option_scraper.py
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import os.path
import csv
import datetime
from datetime import date
from google import Google
from yahoo import Yahoo
class Option_Scraper:
stock_list=[]
google=None
yahoo=None
def __init__(self):
self.google=Google()
self.yahoo=Yahoo()
def run(self):
self.load_stock_list()
if os.path.exists("./option_data")==False:
os.mkdir("./option_data")
#Scrapes twice because some stocks fail the first time
for temp in range(0, 2):
for stock in self.stock_list[x]
self.scrape_yahoo(stock)
#scrapes google if you want, but yahoo has more accurate data
# self.scrape_google(stock)
print("\n\nScraping for a 2nd time\n")
#scrapes Google Finance for option data
def scrape_google(self, stock_symbol):
print("Scraping Google for "+str(stock_symbol)+"...")
expiration_dates=self.google.get_expiration_dates(stock_symbol)
for x in range(0, len(expiration_dates)):
date=[]
date.append(expiration_dates[x]['month'])
date.append(expiration_dates[x]['day'])
date.append(expiration_dates[x]['year'])
#expiration date stuff
exp_year=expiration_dates[x]['year']
exp_month=expiration_dates[x]['month']
exp_day=expiration_dates[x]['day']
cur_date=self.get_current_date()
cur_year=cur_date['year']
cur_month=cur_date['month']
cur_day=cur_date['day']
#get option data if hasn't already
path="./option_data/"+str(exp_month)+"-"+str(exp_day)+"-"+str(exp_year)+"/"+str(cur_month)+"-"+str(cur_day)+"-"+str(cur_year)+"/"+stock_symbol+"_calls.csv"
if os.path.isfile(path)==False:
option_data=self.google.get_option_data(stock_symbol, date)
self.save_option_data(stock_symbol, expiration_dates[x], option_data['call'], "calls")
self.save_option_data(stock_symbol, expiration_dates[x], option_data['put'], "puts")
#Scrapes Yahoo finance for option data
def scrape_yahoo(self, stock_symbol):
print("Scraping Yahoo for "+str(stock_symbol)+"...")
expiration_dates=self.yahoo.get_expiration_dates(stock_symbol)
#if no option dates
if len(expiration_dates)==0:
return
for x in range(0, len(expiration_dates['dates'])):
exp_year=expiration_dates['dates'][x]['year']
exp_month=expiration_dates['dates'][x]['month']
exp_day=expiration_dates['dates'][x]['day']
cur_date=self.get_current_date()
cur_year=cur_date['year']
cur_month=cur_date['month']
cur_day=cur_date['day']
#get option data if hasn't already
path="./option_data/"+str(exp_month)+"-"+str(exp_day)+"-"+str(exp_year)+"/"+str(cur_month)+"-"+str(cur_day)+"-"+str(cur_year)+"/"+stock_symbol+"_calls.csv"
if os.path.isfile(path)==False:
option_data=self.yahoo.get_option_data(stock_symbol, expiration_dates['date_ids'][x])
if option_data['call']!="":
self.save_option_data(stock_symbol, expiration_dates['dates'][x], option_data['call'], "calls")
self.save_option_data(stock_symbol, expiration_dates['dates'][x], option_data['put'], "puts")
#saves option_data to CSV in ./option_data/"+expiration_date+"/"+cur_date+".csv"
#option_type = "calls" or "puts"
def save_option_data(self, stock_symbol, expiration_date, option_data, option_type):
exp_year=expiration_date['year']
exp_month=expiration_date['month']
exp_day=expiration_date['day']
cur_date=self.get_current_date()
cur_year=cur_date['year']
cur_month=cur_date['month']
cur_day=cur_date['day']
#creates expiration folder if it doesn't exist
path="./option_data/"+str(exp_month)+"-"+str(exp_day)+"-"+str(exp_year)+"/"
if os.path.isdir(path)==False:
os.mkdir(path)
#creates current date folder if it doesn't exist
path+=str(cur_month)+"-"+str(cur_day)+"-"+str(cur_year)+"/"
if os.path.isdir(path)==False:
os.mkdir(path)
path+=stock_symbol+"_"+str(option_type)+".csv"
#converts option_data to csv table data stuff
new_data=[]
for x in range(0, len(option_data)):
if len(option_data[x])!=0:
try:
temp_data=[]
temp_data.append(option_data[x]['strike'])
temp_data.append(option_data[x]['price'])
temp_data.append(option_data[x]['bid'])
temp_data.append(option_data[x]['ask'])
temp_data.append(option_data[x]['volume'])
temp_data.append(option_data[x]['open_int'])
temp_data.append(option_data[x]['IV'])
except Exception as error:
print("Error "+str(stock_symbol)+"...")
temp_data=[]
temp_data.append(0)
temp_data.append(0)
temp_data.append(0)
temp_data.append(0)
temp_data.append(0)
temp_data.append(0)
temp_data.append(0)
new_data.append(temp_data)
with open( path , 'w', newline='') as file:
contents = csv.writer(file)
contents.writerows(new_data)
#returns stock list retrieved from txt file
def load_stock_list(self):
stocks=open("./stock_list.txt")
for symbol in stocks:
symbol=symbol.strip()
symbol=symbol.upper()
self.stock_list.append(symbol)
#returns current date in list format 2013-12-15 17:45:35.177000
#[0]=year
#[1]=month
#[2]=day
def get_current_date(self):
curDate=str(datetime.datetime.utcnow() + datetime.timedelta(hours=-8))
date=curDate.split(' ')
date=date[0]
date=date.split('-')
to_return={}
to_return['year']=date[0]
to_return['month']=date[1]
to_return['day']=date[2]
return to_return
if __name__=="__main__":
scraper=Option_Scraper()
scraper.run()