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options_chain() return underlying data that comes with the options data

pull/1606/head
Daniel Goldfarb 2023-07-14 15:12:52 -04:00
parent b286797e8c
commit 736c03ac5b
1 changed files with 10 additions and 3 deletions
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13
yfinance/ticker.py
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@ -33,6 +33,7 @@ class Ticker(TickerBase):
def __init__(self, ticker, session=None):
super(Ticker, self).__init__(ticker, session=session)
self._expirations = {}
self._underlying = {}
def __repr__(self):
return 'yfinance.Ticker object <%s>' % self.ticker
@ -50,8 +51,13 @@ class Ticker(TickerBase):
for exp in r['optionChain']['result'][0]['expirationDates']:
self._expirations[_datetime.datetime.utcfromtimestamp(
exp).strftime('%Y-%m-%d')] = exp
self._underlying = r['optionChain']['result'][0].get('quote', {})
opt = r['optionChain']['result'][0].get('options', [])
return opt[0] if len(opt) > 0 else []
return dict(**opt[0],underlying=self._underlying) if len(opt) > 0 else {}
return {}
def _options2df(self, opt, tz=None):
data = _pd.DataFrame(opt).reindex(columns=[
@ -90,9 +96,10 @@ class Ticker(TickerBase):
date = self._expirations[date]
options = self._download_options(date, proxy=proxy)
return _namedtuple('Options', ['calls', 'puts'])(**{
return _namedtuple('Options', ['calls', 'puts', 'underlying'])(**{
"calls": self._options2df(options['calls'], tz=tz),
"puts": self._options2df(options['puts'], tz=tz)
"puts": self._options2df(options['puts'], tz=tz),
"underlying": options['underlying']
})
# ------------------------