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from nsepy import get_history from datetime import date import pandas as pd import requests from io import BytesIO import certifi from scipy import stats from dateutil.relativedelta import relativedelta import numpy as np #import matplotlib.pyplot as plt import datetime import numpy as np import matplotlib.colors as colors import matplotlib.finance as finance import matplotlib.dates as mdates import matplotlib.ticker as mticker import matplotlib.mlab as mlab import matplotlib.pyplot as plt import matplotlib.font_manager as font_manager import talib as ta from talib import MA_Type import statsmodels as sm nf_calls=[] nf_puts=[] wPCR=[] #nf_calls[['VolumeCalls']]=np.nan #nf_puts[['VolumeCalls']]=np.nan i=min_avalable_strikes=4850 max_avalable_strike=9400 while i in range(min_avalable_strikes,max_avalable_strike): nf_opt_CE = get_history(symbol="NIFTY", start=date(2016,4,1), end=date(2016,4,22), index=True, option_type="CE", strike_price=i, expiry_date=date(2016,4,28)) #print(nf_opt_CE.head()) #if nf_opt_CE['Number of Contracts'].values >0 : '''if nf_opt_CE.empty : nf_opt_CE.append(0) ''' nf_opt_PE = get_history(symbol="NIFTY", start=date(2016,1,1), end=date(2016,4,18), index=True, option_type="PE", strike_price=i, expiry_date=date(2016,4,28)) print(nf_opt_PE.head()) #print(nf_opt_PE.head()) #print(i) #if nf_opt_PE['Number of Contracts'].values>0 : '''if nf_opt_CE.empty : nf_opt_PE.append(0) ''' i=i+50 #print(wPCR) '''def PCRForSym(): return NULL ''' if (all(nf_opt_PE['Number of Contracts'] > 0)) or ( all(nf_opt_PE['Number of Contracts'] > 0)): nf_calls=nf_opt_PE['Number of Contracts']* nf_opt_PE['Close'] nf_puts= nf_opt_CE['Number of Contracts']*nf_opt_CE['Close'] print(nf_calls.head()) #wPCR=nf_puts print(nf_opt_PE.head())
some what of a ratio between 0 to 2 i need to calculate summation of nf_puts/summation of nf_calls for same day And need to plot the PCR.
pd.show_versions()
INSTALLED VERSIONS ------------------ commit: None python: 2.7.10.final.0 python-bits: 64 OS: Linux OS-release: 4.2.0-34-generic machine: x86_64 processor: x86_64 byteorder: little LC_ALL: None LANG: en_IN pandas: 0.18.0 nose: None pip: 8.1.1 setuptools: 20.3.1 Cython: 0.23.5 numpy: 1.11.0 scipy: 0.17.0 statsmodels: 0.6.1 xarray: None IPython: 4.1.2 sphinx: None patsy: 0.4.1 dateutil: 2.5.2 pytz: 2016.3 blosc: None bottleneck: 1.0.0 tables: None numexpr: 2.5.1 matplotlib: 1.5.1 openpyxl: None xlrd: None xlwt: None xlsxwriter: 0.8.5 lxml: None bs4: 4.4.1 html5lib: 0.999 httplib2: 0.9 apiclient: None sqlalchemy: 1.0.12 pymysql: None psycopg2: None jinja2: 2.8 boto: None
The text was updated successfully, but these errors were encountered:
these types of usage questions are better on stack overflow
Sorry, something went wrong.
http://stackoverflow.com/questions/36797435/pcr-doller-weighted-put-call-ratiocalculation-issues issue dropped here no update.
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Code Sample, a copy-pastable example if possible
Expected Output
some what of a ratio between 0 to 2
i need to calculate summation of nf_puts/summation of nf_calls for same day And need to plot the PCR.
output of
pd.show_versions()
The text was updated successfully, but these errors were encountered: