0.0.12 update basic_multi

MANIFEST.in

@@ -0,0 +1 @@
+include README.md LICENSE

README.md

@@ -1,16 +1,15 @@
 # opstrat
-
 opstrat is a Python library for visualizing options.
 
-## Version 
-0.0.1
+## Latest Version 
+0.0.12
 
 ## Installation
 
-Use the package manager [pip](https://pip.pypa.io/en/stable/) to install foobar.
+Use the package manager [pip](https://pip.pypa.io/en/stable/) to install opstrat.
 
 ```bash
-pip install opstrat==0.0.2
+pip install opstrat
 ```
 
 ## Usage
@@ -26,5 +25,7 @@ Pull requests are welcome. For major changes, please open an issue first to disc
 
 Please make sure to update tests as appropriate.
 
-## License
-[MIT](https://choosealicense.com/licenses/mit/)
+## Content License
+[MIT](https://choosealicense.com/licenses/mit/)
+
+

opstrat/basic_multi.py

@@ -0,0 +1,100 @@
+#basic_multi
+import numpy as np
+import matplotlib.pyplot as plt
+import seaborn as sns
+
+abb={'c': 'Call',
+    'p': 'Put',
+    'b': 'Long',
+    's': 'Short'}
+
+def option_plotter(spot_range=20, spot=100,
+                op_list=[{'op_type':'c','strike':110,'tr_type':'s','op_pr':2},
+                {'op_type':'p','strike':95,'tr_type':'s','op_pr':6}]):
+    """
+    Plots a basic option payoff diagram for a multiple options and resultant payoff diagram
+    
+    Parameters
+    ----------
+    spot: int, float, default: 100 
+       Spot Price
+       
+    spot_range: int, float, optional, default: 20
+       Range of spot variation in percentage 
+       
+    op_list: list of dictionary
+       
+       Each dictionary must contiain following keys
+       'strike': int, float, default: 720
+           Strike Price
+       'tr_type': kind {'b', 's'} default:'b'
+          Transaction Type>> 'b': long, 's': short
+       'op_pr': int, float, default: 10
+          Option Price
+       'op_type': kind {'c','p'}, default:'c'
+          Opion type>> 'c': call option, 'p':put option 
+    
+    Example
+    -------
+    op1={'op_type':'c','strike':110,'tr_type':'s','op_pr':2}
+    op2={'op_type':'p','strike':95,'tr_type':'s','op_pr':6}
+    
+    from opstrat.basic_multi import option_plotter
+    option_plotter(spot_range=20, spot=100, op_list=[op1,op2])
+    
+    #Plots option payoff diagrams for each op1 and op2 and combined payoff
+    
+    """
+    x=spot*np.arange(100-spot_range,101+spot_range,0.01)/100
+
+    def check_optype(op_type):
+        if (op_type not in ['p','c']):
+            raise ValueError("Input 'p' for put and 'c' for call!")
+    def check_trtype(tr_type):
+        if (tr_type not in ['b','s']):
+            raise ValueError("Input 'b' for Buy and 's' for Sell!")           
+
+    def payoff_calculator(op_type, strike, op_pr, tr_type):
+        y=[]
+        if op_type=='c':
+            for i in range(len(x)):
+                y.append(max((x[i]-strike-op_pr),-op_pr))
+        else:
+            for i in range(len(x)):
+                y.append(max(strike-x[i]-op_pr,-op_pr))
+
+        if tr_type=='s':
+            y=-np.array(y)
+        return y
+
+    y_list=[]
+    for op in op_list:
+        op_type=str.lower(op['op_type'])
+        tr_type=str.lower(op['tr_type'])
+        check_optype(op_type)
+        check_trtype(tr_type)
+
+        strike=op['strike']
+        op_pr=op['op_pr']
+        y_list.append(payoff_calculator(op_type, strike, op_pr, tr_type))
+
+
+    def plotter():
+        y=0
+        plt.figure(figsize=(10,6))
+        for i in range (len(op_list)):
+            label=str(abb[op_list[i]['tr_type']])+' '+str(abb[op_list[i]['op_type']])+' ST: '+str(op_list[i]['strike'])
+            sns.lineplot(x=x, y=y_list[i], label=label, alpha=0.5)
+            y+=np.array(y_list[i])
+
+        sns.lineplot(x=x, y=y, label='combined', alpha=1, color='k')
+        plt.axhline(color='k', linestyle='--')
+        plt.axvline(x=spot, color='r', linestyle='--', label='spot price')
+        plt.legend()
+        plt.legend(loc='upper right')
+        title="Multiple Options Plotter"
+        plt.title(title)
+        plt.tight_layout()
+        plt.show()
+
+    plotter()      

opstrat/basic.py → opstrat/basic_single.py

@@ -11,6 +11,35 @@
     's': 'Short'}
 
 def option_plotter(op_type='c',spot=725, spot_range=5,strike=720,tr_type='b',op_pr=10):
+    """
+    Plots a basic option payoff diagram for a single option
+    Parameters
+    ----------
+    op_type: kind {'c','p'}, default:'c'
+       Opion type>> 'c': call option, 'p':put option 
+    
+    spot: int, float, default: 725 
+       Spot Price
+       
+    spot_range: int, float, optional, default: 5
+       Range of spot variation in percentage 
+       
+    strike: int, float, default: 720
+       Strike Price
+    
+    tr_type: kind {'b', 's'} default:'b'
+       Transaction Type>> 'b': long, 's': short
+
+    op_pr: int, float, default: 10
+    Option Price
+    
+    Example
+    -------
+    from opstrat.basic_single import option_plotter
+    option_plotter(op_type='p', spot_range=20, spot=1000, strike=950)
+    #Plots option payoff diagram for put option with spot price=1000, strike price=950, range=+/-20%
+    
+    """
 
 
     op_type=str.lower(op_type)

setup.py

@@ -1,15 +1,36 @@
-from setuptools import setup, find_packages
-import codecs
+from codecs import open
 import os
+from setuptools import setup, find_packages
+import pypandoc
 
+'''  
 here = os.path.abspath(os.path.dirname(__file__))
 
-with codecs.open(os.path.join(here, "README.md"), encoding="utf-8") as fh:
-    long_description = "\n" + fh.read()
+with open(os.path.join(here, 'README.md'), encoding='utf-8') as f:
+    long_description = f.read()
+'''
+try:
+    long_description = pypandoc.convert('README.md', 'rst')
+    long_description = long_description.replace("\r","") # Do not forget this line
+except OSError:
+    print("Pandoc not found. Long_description conversion failure.")
+    import io
+    # pandoc is not installed, fallback to using raw contents
+    with io.open('README.md', encoding="utf-8") as f:
+        long_description = f.read()
+
+
+'''
+try:
+    import pypandoc
+    long_description = pypandoc.convert('README.md', 'rst')
+except(IOError, ImportError):
+    long_description = open('README.md').read()
+'''
 
-VERSION = '0.0.1'
+VERSION = '0.0.12'
 DESCRIPTION = 'Option stategy visualizer'
-LONG_DESCRIPTION = 'Option strategy visualizer'
+LONG_DESCRIPTION = DESCRIPTION
 URL = 'https://github.com/abhijith-git/opstrat'
 
 # Setting up
@@ -19,12 +40,21 @@
     author="Abhijith Chandradas",
     author_email="<[email protected]>",
     description=DESCRIPTION,
-    long_description_content_type="text/markdown",
     long_description=long_description,
+    long_description_content_type='text/markdown',
     url=URL,
+    license='MIT',
     packages=find_packages(exclude=["tests", "*.tests", "*.tests.*", "tests.*"]),
-    install_requires=['matplotlib', 'pandas', 'numpy'],
-    keywords=['python', 'video', 'stream', 'video stream', 'camera stream', 'sockets'],
+    install_requires=['matplotlib', 
+                      'pandas', 
+                      'numpy',
+                      'seaborn'],
+    keywords=['python', 
+              'options', 
+              'finance', 
+              'opstrat', 
+              'data visualization', 
+              'stock market'],
     classifiers=[
         "Development Status :: 1 - Planning",
         "Intended Audience :: Developers",
@@ -33,4 +63,8 @@
         "Operating System :: MacOS :: MacOS X",
         "Operating System :: Microsoft :: Windows",
     ]
-)
+)
+
+#Display README.md in PYPI
+#https://stackoverflow.com/questions/26737222/how-to-make-pypi-description-markdown-work
+