Adds options helper function for DTE, updates SDK trail map to not use yFinance.

openbb_terminal/core/sdk/controllers/stocks_sdk_controller.py

@@ -260,7 +260,7 @@ def options(self):
 
         Attributes:
             `chains`: Get Option Chain For A Stock.  No greek data is returned\n
-            `dte`: Gets days to expiration from yfinance option date\n
+            `dte`: Returns a new column containing the DTE as an integer, including 0.\n
             `eodchain`: Get full EOD option date across all expirations\n
             `expirations`: Get Option Chain Expirations\n
             `generate_data`: Gets x values, and y values before and after premiums\n

openbb_terminal/core/sdk/models/stocks_sdk_model.py

@@ -449,7 +449,7 @@ class StocksOptions(Category):
 
     Attributes:
         `chains`: Get Option Chain For A Stock.  No greek data is returned\n
-        `dte`: Gets days to expiration from yfinance option date\n
+        `dte`: Returns a new column containing the DTE as an integer, including 0.\n
         `eodchain`: Get full EOD option date across all expirations\n
         `expirations`: Get Option Chain Expirations\n
         `generate_data`: Gets x values, and y values before and after premiums\n
@@ -477,7 +477,7 @@ class StocksOptions(Category):
     def __init__(self):
         super().__init__()
         self.chains = lib.stocks_options_sdk_helper.get_full_option_chain
-        self.dte = lib.stocks_options_yfinance_model.get_dte
+        self.dte = lib.stocks_options_helpers.get_dte
         self.eodchain = lib.stocks_options_intrinio_model.get_full_chain_eod
         self.expirations = lib.stocks_options_sdk_helper.get_option_expirations
         self.generate_data = lib.stocks_options_yfinance_model.generate_data

openbb_terminal/core/sdk/sdk_init.py

@@ -472,6 +472,7 @@
     intrinio_model as stocks_options_intrinio_model,
     intrinio_view as stocks_options_intrinio_view,
     nasdaq_model as stocks_options_nasdaq_model,
+    op_helpers as stocks_options_helpers,
     options_sdk_helper as stocks_options_sdk_helper,
     options_view as stocks_options_view,
     tradier_model as stocks_options_tradier_model,

openbb_terminal/core/sdk/trail_map.csv

@@ -503,7 +503,7 @@ stocks.ins.stats,stocks_insider_sdk_helper.stats,
 stocks.load,stocks_helper.load,
 stocks.news,common_ultima_newsmonitor_model.get_news,
 stocks.options.chains,stocks_options_sdk_helper.get_full_option_chain,
-stocks.options.dte,stocks_options_yfinance_model.get_dte,
+stocks.options.dte,stocks_options_helpers.get_dte,
 stocks.options.eodchain,stocks_options_intrinio_model.get_full_chain_eod,
 stocks.options.expirations,stocks_options_sdk_helper.get_option_expirations,
 stocks.options.generate_data,stocks_options_yfinance_model.generate_data,

openbb_terminal/stocks/options/op_helpers.py

@@ -19,7 +19,6 @@
 # pylint: disable=too-many-arguments
 
 
-@log_start_end(log=logger)
 def get_strikes(
     min_sp: float, max_sp: float, current_price: float
 ) -> Tuple[float, float]:
@@ -58,7 +57,6 @@ def get_loss_at_strike(strike: float, chain: pd.DataFrame) -> float:
     return loss
 
 
-@log_start_end(log=logger)
 def calculate_max_pain(chain: pd.DataFrame) -> Union[int, float]:
     """Returns the max pain for a given call/put dataframe
 
@@ -104,7 +102,6 @@ def convert(orig: str, to: str) -> float:
     raise ValueError("Invalid to format, please use '%' or ','.")
 
 
-@log_start_end(log=logger)
 def rn_payoff(x: str, df: pd.DataFrame, put: bool, delta: int, rf: float) -> float:
     """The risk neutral payoff for a stock
     Parameters
@@ -594,3 +591,19 @@ def Vomma(self, change):
             * norm.pdf(self.d1)
             / self._sigma
         )
+
+
+def get_dte(chain: pd.DataFrame) -> pd.DataFrame:
+    """
+    Returns a new column containing the DTE as an integer, including 0.
+    Requires the chain to have the column labeled as, expiration.
+    """
+    if "expiration" not in chain.columns:
+        raise ValueError("No column labeled 'expiration' was found.")
+
+    now = datetime.now()
+    temp = pd.DatetimeIndex(chain.expiration)
+    temp_ = (temp - now).days + 1
+    chain["dte"] = temp_
+
+    return chain