Untitled
unknown
plain_text
2 years ago
1.8 kB
3
Indexable
# 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...