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getHistoricOptions.py
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getHistoricOptions.py
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import json
from parse_rest.connection import register
from parse_rest.datatypes import Object
from yahoo_finance import Share
from pprint import pprint
from datetime import datetime
import quandl
PARSE_APP_ID="7PdlFRkYtj5kmDaJNIQfGKHOVRCajQKVEfRBWB1e"
PARSE_CLIENT_KEY="0r1owyGri3p7uyo7UX5kivlkhJshtH169KWHGLqk"
register(PARSE_APP_ID, PARSE_CLIENT_KEY, master_key="8dHrxPljlhjB2QJuV0YGrY5tUh7MptdDYnJ3sg6a")
class Option(Object):
pass
quandl.ApiConfig.api_key = "x3osWz9xu1WqjpWVaziX"
mydata = quandl.get("VOL/AAPL")
for i, row in enumerate(mydata.iterrows()):
if i > 3270:
optionDate = row[0].to_datetime()
ivmean10 = float(row[1][18])
ivmean20 = float(row[1][22])
ivmean30 = float(row[1][26])
ivmean60 = float(row[1][30])
print optionDate
print ivmean10
print ivmean20
print ivmean30
print ivmean60
option = Option(
date = optionDate,
ivMean10 = ivmean10,
ivMean20 = ivmean10,
ivMean30 = ivmean30,
ivMean60 = ivmean60)
option.save()