Skip to content

Bugs in option data code #1

@qadeer-cyber

Description

@qadeer-cyber

The date_to_timestamp function should have a different name since it has the same name as the input parameter date.
The option_data function may return duplicated data since it does not remove duplicate trades.
The iv_smile function should use the _data variable to extract the customdata for the plot instead of option_data.
The iv_smile function uses option_data instead of _data when creating the plot's text.
The iv_smile function's title contains min(option_data['date_time']).date() and max(option_data['date_time']).date(), which will return the minimum and maximum dates in the whole option_data DataFrame, not just the filtered dates. The title should use start_date and end_date instead.
The iv_smile function's hovertemplate does not use the _data variable to display information for the individual maturities.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions