TradingAgents/tradingagents/dataflows/discovery/scanners/options_flow.py

92 lines
3.2 KiB
Python

"""Unusual options activity scanner."""
from typing import Any, Dict, List
from tradingagents.dataflows.discovery.scanner_registry import SCANNER_REGISTRY, BaseScanner
from tradingagents.dataflows.y_finance import get_option_chain, get_ticker_options
from tradingagents.utils.logger import get_logger
logger = get_logger(__name__)
class OptionsFlowScanner(BaseScanner):
"""Scan for unusual options activity."""
name = "options_flow"
pipeline = "edge"
def __init__(self, config: Dict[str, Any]):
super().__init__(config)
self.min_volume_oi_ratio = self.scanner_config.get("unusual_volume_multiple", 2.0)
self.min_volume = self.scanner_config.get("min_volume", 1000)
self.min_premium = self.scanner_config.get("min_premium", 25000)
self.ticker_universe = self.scanner_config.get(
"ticker_universe", ["AAPL", "MSFT", "GOOGL", "AMZN", "META", "NVDA", "AMD", "TSLA"]
)
def scan(self, state: Dict[str, Any]) -> List[Dict[str, Any]]:
if not self.is_enabled():
return []
logger.info("Scanning unusual options activity...")
candidates = []
for ticker in self.ticker_universe[:20]: # Limit for speed
try:
unusual = self._analyze_ticker_options(ticker)
if unusual:
candidates.append(unusual)
if len(candidates) >= self.limit:
break
except Exception:
continue
logger.info(f"Found {len(candidates)} unusual options flows")
return candidates
def _analyze_ticker_options(self, ticker: str) -> Dict[str, Any]:
try:
expirations = get_ticker_options(ticker)
if not expirations:
return None
options = get_option_chain(ticker, expirations[0])
calls = options.calls
puts = options.puts
# Find unusual strikes
unusual_strikes = []
for _, opt in calls.iterrows():
vol = opt.get("volume", 0)
oi = opt.get("openInterest", 0)
if oi > 0 and vol > self.min_volume and (vol / oi) >= self.min_volume_oi_ratio:
unusual_strikes.append(
{"type": "call", "strike": opt["strike"], "volume": vol, "oi": oi}
)
if not unusual_strikes:
return None
# Calculate P/C ratio
total_call_vol = calls["volume"].sum() if not calls.empty else 0
total_put_vol = puts["volume"].sum() if not puts.empty else 0
pc_ratio = total_put_vol / total_call_vol if total_call_vol > 0 else 0
sentiment = "bullish" if pc_ratio < 0.7 else "bearish" if pc_ratio > 1.3 else "neutral"
return {
"ticker": ticker,
"source": self.name,
"context": f"Unusual options: {len(unusual_strikes)} strikes, P/C={pc_ratio:.2f} ({sentiment})",
"priority": "high" if sentiment == "bullish" else "medium",
"strategy": "options_flow",
"put_call_ratio": round(pc_ratio, 2),
}
except Exception:
return None
SCANNER_REGISTRY.register(OptionsFlowScanner)