# 商品期权T型报价代码
# 参考资料：
# - 原始策略来源: https://www.joinquant.com/view/community/detail/625edad0050315dcc2df540cd462df60
# - 研究网址: https://www.joinquant.com/research?target=research&url=/user/75474983526/notebooks/Options/%E5%95%86%E5%93%81%E6%9C%9F%E6%9D%83T%E5%9E%8B%E6%8A%A5%E4%BB%B7.ipynb

# TODO: 添加商品期权T型报价相关代码

import pandas as pd
import numpy as np
import talib as tb
from pandas.plotting import  table
from jqdata import *

# 期权合约信息
class OptionContract:
    
    close: 0 #现价
    volume: 0 #成交量
    position: 0 #当前持仓量
    priceChangePct: 0 #收盘价涨跌幅
        
        
    def __init__(self,close, volume, position, priceChangePct):
        self.close = close
        self.volume = volume
        self.position = position
        self.priceChangePct = priceChangePct


        
# 同一行权价的一组期权
class OptionGroup:
    
    exercisePrice: 0 ##行权价
    call: None ##提醒的品种
    put: None  ##提醒的类型
        
    def __init__(self, exercisePrice, call, put):
        self.exercisePrice = exercisePrice
        self.call = call
        self.put = put
        
    def __init__(self, exercisePrice):
        self.exercisePrice = exercisePrice

#数据内容

CONTENT = [
    'close', 
    'volume', 
    'position', 
    'priceChangePct', 
]


##数据域
CONTENT_HEADER_MAP = {
    'prePosition': '昨日持仓',
    'close': '现价', 
    'volume': '成交量', 
    'position': '持仓量', 
    'priceChangePct': '涨跌幅'
}


# 豆粕期权
SUBJECT_MATTER = 'M2407.XDCE'

##查询数据日期，以2024-03-22为例
DATA_DATE = '2024-03-22'
EXPIRE_MONTH = '2024-03-27'

#m2407 匹配 2024-04-19
EXPIRE_MONTH = '2024-06-07'

## 行权价间隔 比如3800 3750 每50元一档
gap = 50

#查询相关的合约,适用于商品

qy = query(opt.OPT_CONTRACT_INFO).filter(
    opt.OPT_CONTRACT_INFO.underlying_symbol == SUBJECT_MATTER, ##期权标的物
    opt.OPT_CONTRACT_INFO.expire_date == EXPIRE_MONTH,##期权到期日
).order_by(opt.OPT_CONTRACT_INFO.exercise_price, opt.OPT_CONTRACT_INFO.contract_type)

optList = opt.run_query(qy)

optList


optionGroups = {}

for index, row in optList.iterrows():
    
    code = row['code'] #key - 期权代码
    
    #查询具体合约的信息,商品需要去掉开盘前的静态信息
    realTimeQuery = query(opt.OPT_DAILY_PRICE).filter(opt.OPT_DAILY_PRICE.code==code, opt.OPT_DAILY_PRICE.date==DATA_DATE).order_by(opt.OPT_DAILY_PRICE.date.desc()).limit(1)
    realTimeData = opt.run_query(realTimeQuery)
    
    #期权基本信息
    exercisePrice = row['exercise_price'] #行权价
    contractType = row['contract_type'] #合约类型。CO-认购期权，PO-认沽期权
    
    #实时表查询
    close = realTimeData.loc[0].at['close'] #现价
    volume = int(realTimeData.loc[0].at['volume']) #成交量
    position = realTimeData.loc[0].at['position'] #当前持仓量
    priceChangePct = str(round(realTimeData.loc[0].at['change_pct_close'], 2)) + '%' #收盘价涨跌幅
        
    #去除非标准的带A合约
    if(exercisePrice  % gap != 0):
        continue
    optionContract = OptionContract(close, volume, position, priceChangePct)
    
    if(exercisePrice in optionGroups):
        
        if(contractType == 'CO'):
            optionGroups[exercisePrice].call = optionContract
        else:
            optionGroups[exercisePrice].put = optionContract
            
    else:
        
        optionGroup = OptionGroup(exercisePrice)
        
        if(contractType == 'CO'):
            optionGroup.call = optionContract
        else:
            optionGroup.put = optionContract
            
        optionGroups[exercisePrice] = optionGroup

list = optionGroups.values()

rtitle = CONTENT.copy()
rtitle.reverse()
data = {}

for key in rtitle:
    data['C-'+CONTENT_HEADER_MAP[key]] = []
data['行权价'] = []

for key in CONTENT:
    data['P-'+CONTENT_HEADER_MAP[key]] = []
    
for option in list:
    
    for key in CONTENT:
        data['C-'+CONTENT_HEADER_MAP[key]].append(getattr(option.call, key))
    data['行权价'].append(option.exercisePrice)
    
    for key in rtitle:
        data['P-'+CONTENT_HEADER_MAP[key]].append(getattr(option.put, key))

df = pd.DataFrame(data)

df