o _j@svdZddlmZddlmZmZddlmZddlmZedddGdd d Z edd Gd d d Z d d gZ d S)uData models for option chain results. Uses :func:`dataclasses.dataclass` with ``slots=True`` for maximum memory efficiency — critical when holding thousands of strike rows in memory. ) annotations) dataclassfield)datetime)AnyT)slotsfrozenc@seZdZUdZded<dZded<dZded<dZded<dZded <d Z d ed <d Z d ed <d Z d ed<d Z d ed<d Z ded<d Zded<d Zd ed<d Zd ed<d Zd ed<d Zd ed<edddZed ddZd!ddZd S)"OptionChainRowaA single strike row in an option chain. Both ``call_*`` and ``put_*`` fields can be ``None`` when the exchange does not provide data for that side (e.g. deep ITM / OTM strikes with no open interest). Attributes: strike: Strike price. call_oi: Call open interest (contracts). call_coi: Call change in open interest vs. previous session. put_oi: Put open interest (contracts). put_coi: Put change in open interest vs. previous session. call_iv: Call implied volatility (%). put_iv: Put implied volatility (%). call_ltp: Call last traded price. put_ltp: Put last traded price. call_vol: Call traded volume (contracts), if available. put_vol: Put traded volume (contracts), if available. call_bid: Call best bid price, if available. put_bid: Put best bid price, if available. call_ask: Call best ask price, if available. put_ask: Put best ask price, if available. floatstrikerintcall_oicall_coiput_oiput_coiN float | Nonecall_ivput_ivcall_ltpput_ltpz int | Nonecall_volput_volcall_bidput_bidcall_askput_askreturncCs|jdkrdS|j|jS)zsPut/Call ratio by open interest. Returns ``None`` when call OI is zero to avoid division by zero. rNr rselfr W/home/dinkstrade/pdmp/venv/lib/python3.10/site-packages/indiaopt/models/option_chain.pypcr8s  zOptionChainRow.pcrcCs |j|jS)z1Sum of call and put open interest at this strike.rrr r r!total_oiBs zOptionChainRow.total_oidict[str, Any]cCsid|jd|jd|jd|jd|jd|jd|jd|jd |jd |j d |j d |j d |j d|j d|jd|jS)z.Serialize to a plain dict (JSON-serializable).r r rrrrrrrrrrrrrr")r r rrrrrrrrrrrrrr"rr r r!to_dictGsB     zOptionChainRow.to_dictrrrr rr$)__name__ __module__ __qualname____doc____annotations__r rrrrrrrrrrrrrpropertyr"r#r%r r r r!r s,                 r )rc@seZdZUdZded<ded<ded<ded<ded <d ed <d ed <eedZded<ed&ddZ ed'ddZ ed'ddZ ed(ddZ ed(ddZ d)d*d d!Zd+d#d$Zd%S),OptionChainResultaiComplete option chain result for a symbol. Attributes: symbol: Trading symbol (e.g. ``"NIFTY"``). exchange: Exchange name (``"NSE"`` or ``"BSE"``). expiry: Nearest expiry date string as returned by the exchange. spot_price: Underlying spot price at fetch time. atm_strike: At-the-money strike (closest to spot_price). data: List of :class:`OptionChainRow`, sorted by strike ascending. fetched_at: UTC timestamp when this result was fetched. expiry_dates: All available expiry dates for the symbol (raw exchange strings). strsymbolexchangez str | Noneexpiryr spot_price atm_strikelist[OptionChainRow]datar fetched_at)default_factoryz list[str] expiry_datesr list[float]cCsdd|jDS)z+Sorted list of all available strike prices.cSsg|]}|jqSr )r .0rowr r r! zz-OptionChainResult.strikes..)r7rr r r!strikeswszOptionChainResult.strikesr cCtdd|jDS)z1Sum of all call open interest across all strikes.cs|]}|jVqdSN)r r<r r r! z2OptionChainResult.total_call_oi..sumr7rr r r! total_call_oi|zOptionChainResult.total_call_oicCrB)z0Sum of all put open interest across all strikes.csrCrD)rr<r r r!rErFz1OptionChainResult.total_put_oi..rGrr r r! total_put_oirJzOptionChainResult.total_put_oicCs|j}|dkr dS|j|S)zTOverall Put/Call ratio. Returns ``None`` if total call OI is zero. rN)rIrK)r total_callr r r!r"s zOptionChainResult.pcrcCs|jsdSt|jdddjS)u#Max pain strike — the strike with the highest total OI. This is a simplified max pain calculation based on total open interest (call OI + put OI). A full max pain calculation requires pricing each option at expiry, which is beyond the scope of this model. NcSs|jSrD)r#)rr r r!sz3OptionChainResult.max_pain_strike..key)r7maxr rr r r!max_pain_strikesz!OptionChainResult.max_pain_strikencsjdusjs tjSjzj}Wnty0tttfddd}Ynwt d||}ttj||d}j||S)zReturn the ``n`` strikes above and below the ATM strike. Args: n: Number of strikes on each side of ATM. Returns: Up to ``2*n + 1`` rows centred on the ATM strike. Ncst|jSrD)absr5)irrAr r!rNr@z.OptionChainResult.atm_window..rOr) r5r7listrAindex ValueErrorminrangelenrQ)rrTatm_idxlohir rWr! atm_windows  "zOptionChainResult.atm_windowr$c CsD|j|j|j|j|j|j|j|j|j|j |j dd|j Dd S)z,Serialize to a plain JSON-serializable dict.cSsg|]}|qSr )r%r<r r r!r?sz-OptionChainResult.to_dict..) r1r2r3r4r5r"rRrIrKr8r:r7) r1r2r3r4r5r"rRrIrKr8 isoformatr:r7rr r r!r%szOptionChainResult.to_dictN)rr;r'r&)rS)rTr rr6r()r)r*r+r,r-rrYr:r.rArIrKr"rRrbr%r r r r!r/]s,        r/N) r, __future__r dataclassesrrrtypingrr r/__all__r r r r!s    N f