wallstreet.py 文件源码

def __init__(self, quote, d=date.today().day, m=date.today().month,
                 y=date.today().year, strike=None, strict=False, source='google'):

        quote = quote.upper()
        kw = {'d': d, 'm': m, 'y': y, 'strict': strict, 'source': source}
        super().__init__(quote, self.__class__.Option_type, **kw)

        self.T = (self._expiration - date.today()).days/365
        self.q = self.underlying.dy
        self.ticker = quote
        self.strike = None
        self.strikes = tuple(parse(dic['strike']) for dic in self.data
                             if dic.get('p') != '-')
        if strike:
            if strike in self.strikes:
                self.set_strike(strike)
            else:
                if strict:
                    raise LookupError('No options listed for given strike price.')
                else:
                    closest_strike = min(self.strikes, key=lambda x: abs(x - strike))
                    print('No option for given strike, using %s instead' % closest_strike)
                    self.set_strike(closest_strike)