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# jupyter_notebooks/2023-10-18_SPX_Flows_Visualization.ipynb
" \"\"\"\n",
" For the given date \n",
" \"\"\"\n",
" '''\n",
" assert symbol == \"SPX\", \"Only SPX is supported\"\n",
" if symbol == \"SPX\":\n",
" symbol = \"SPXW\""
" symbol = \"SPXW\"\n",
" '''"
]
},
{
# jupyter_notebooks/2023-10-18_SPX_Flows_Visualization_hersh.ipynb
" \"\"\"\n",
" For the given date \n",
" \"\"\"\n",
" '''\n",
" assert symbol == \"SPX\", \"Only SPX is supported\"\n",
" if symbol == \"SPX\":\n",
" symbol = \"SPXW\""
" symbol = \"SPXW\"\n",
" '''"
]
},
{
# src/utils/feature_utils.py
- Keys: expiry dates: datetime.date
- Values: list of options contracts: List[OptionsContract]
"""
assert symbol == "SPX", "Only SPX is supported"
#assert symbol == "SPX", "Only SPX is supported"
assert price > 0, "Invalid price"
assert lower_bound_bps > 0, "Invalid lower_bound_bps"
assert upper_bound_bps > 0, "Invalid upper_bound_bps"
# src/utils/utils.py
"""
Get the option contract for the given symbol, price, and side
"""
assert symbol == "SPX", "Only SPX is supported"
#assert symbol == "SPX", "Only SPX is supported"
assert side in ["call", "put"], "Invalid side"
assert price > 0, "Invalid price"
@@ -146,7 +146,7 @@ def get_list_of_options(date: datetime.date,
- Keys: expiry dates: datetime.date
- Values: list of options contracts: List[OptionsContract]
"""
assert symbol == "SPX", "Only SPX is supported"
#assert symbol == "SPX", "Only SPX is supported"
assert price > 0, "Invalid price"
assert lower_bound_bps > 0, "Invalid lower_bound_bps"
assert upper_bound_bps > 0, "Invalid upper_bound_bps"Editor is loading...