Refactor #296
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Refactor #296
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #296 +/- ##
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- Coverage 47.38% 41.62% -5.77%
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Files 26 26
Lines 4153 3825 -328
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- Hits 1968 1592 -376
- Misses 2185 2233 +48
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Ryang20718
reviewed
May 22, 2024
| @@ -0,0 +1,2 @@ | |||
| [settings] | |||
Ryang20718
reviewed
May 22, 2024
| def fetch_chain_data(self, symbol: str, date: Union[str, dt.datetime]) -> pd.DataFrame: | ||
| price = self.fetch_price_history(symbol, self.poll_interval)[symbol].iloc[-1]["close"] / 100 | ||
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| # Types = call, put |
Ryang20718
reviewed
May 22, 2024
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| # Create a permutation of all the data | ||
| data = [] | ||
| for t in types: |
There was a problem hiding this comment.
nit
I'd import itertools
for type, strike, expiration in itertools.product(types, strikes, expirations):
data.append([symbol, expiration, type, strike])
Ryang20718
reviewed
May 22, 2024
| # Store the price change since the first price | ||
| self.randomness[symbol] = returns.cumsum() | ||
| self.randomness[symbol + "_rng"] = rng | ||
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| # The inital price is arbitarly calculated from the first change in price | ||
| # The initial price is arbitrarily calculated from the first change in price |
Ryang20718
reviewed
May 22, 2024
| debugger.error(self.installation()) | ||
| raise e | ||
| # try: | ||
| # exec(f"import {dep}") |
Ryang20718
reviewed
May 22, 2024
| pyyaml == 5.3 | ||
| tqdm == 4.66.4 | ||
| tzlocal == 5.2 | ||
| tzdata == 2024.1 |
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this will make it difficult for others to use this module. mb >= rather than == for the more general modules like pandas
Ryang20718
reviewed
May 22, 2024
| # for key in broker.req_keys: | ||
| # self.assertTrue(key in results) | ||
| # self.assertEqual(results[key], "y") | ||
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