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Switch from lastPrice to ask
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from smolagents import CodeAgent, DuckDuckGoSearchTool, HfApiModel, load_tool, tool
from datetime import datetime
import requests
import pytz
import yaml
import yfinance as yf
from typing import Tuple, Dict, Any
from tools.final_answer import FinalAnswerTool
from Gradio_UI import GradioUI
def _get_atm_option_data(ticker: str, dte: int):
"""
Internal helper to fetch underlying price, selected expiration,
ATM strike, ATM call row, and ATM put row.
"""
stock = yf.Ticker(ticker)
hist = stock.history(period="1d")
if hist.empty:
raise ValueError(f"No price data found for {ticker}.")
underlying_price = float(hist["Close"].iloc[-1])
expirations = stock.options
if not expirations:
raise ValueError(f"No options data available for {ticker}.")
exp_dates = [datetime.strptime(exp, "%Y-%m-%d") for exp in expirations]
today = datetime.now()
dtes = [(exp - today).days for exp in exp_dates]
target_idx = min(range(len(dtes)), key=lambda i: abs(dtes[i] - dte))
expiration = expirations[target_idx]
opt_chain = stock.option_chain(expiration)
calls = opt_chain.calls
puts = opt_chain.puts
if calls.empty or puts.empty:
raise ValueError(f"Options chain incomplete for {ticker} on {expiration}.")
calls["diff"] = (calls["strike"] - underlying_price).abs()
atm_strike = float(calls.sort_values("diff").iloc[0]["strike"])
call_row = calls[calls["strike"] == atm_strike].iloc[0]
put_row = puts[puts["strike"] == atm_strike].iloc[0]
return underlying_price, expiration, atm_strike, call_row, put_row
@tool
def yf_underlying_price(ticker: str, dte: int = 0) -> float:
"""
Get the current underlying stock price for the given ticker.
Args:
ticker (str): The stock ticker symbol, e.g., AAPL.
dte (int): Days-to-expiration used to select the option chain.
Defaults to 0 (nearest expiration).
Returns:
float: The current underlying stock price.
"""
underlying_price, _, _, _, _ = _get_atm_option_data(ticker, dte)
return underlying_price
@tool
def yf_selected_expiration(ticker: str, dte: int = 0) -> str:
"""
Return the option expiration date selected for the given stock ticker and
desired days-to-expiration (DTE). The expiration chosen is the one whose
days-to-expiration is closest to the requested DTE.
Args:
ticker (str): The stock ticker symbol, e.g., AAPL.
dte (int): Desired days-to-expiration. A value of 0 selects the nearest
available expiration. Defaults to 0.
Returns:
str: The selected expiration date in YYYY-MM-DD format.
"""
_, expiration, _, _, _ = _get_atm_option_data(ticker, dte)
return expiration
@tool
def yf_atm_strike(ticker: str, dte: int = 0) -> float:
"""
Get the at-the-money (ATM) strike price for the given ticker.
Args:
ticker (str): The stock ticker symbol.
dte (int): Desired days-to-expiration. Defaults to 0.
Returns:
float: The ATM strike price.
"""
_, _, atm_strike, _, _ = _get_atm_option_data(ticker, dte)
return atm_strike
@tool
def yf_atm_call_price(ticker: str, dte: int = 0) -> float:
"""
Get the last traded price of the ATM call option.
Args:
ticker (str): The stock ticker symbol.
dte (int): Desired days-to-expiration. Defaults to 0.
Returns:
float: The ATM call option price.
"""
_, _, _, call_row, _ = _get_atm_option_data(ticker, dte)
return float(call_row.get("ask", 0.0))
@tool
def yf_atm_put_price(ticker: str, dte: int = 0) -> float:
"""
Get the last traded price of the ATM put option.
Args:
ticker (str): The stock ticker symbol.
dte (int): Desired days-to-expiration. Defaults to 0.
Returns:
float: The ATM put option price.
"""
_, _, _, _, put_row = _get_atm_option_data(ticker, dte)
return float(put_row.get("ask", 0.0))
@tool
def yf_atm_call_iv(ticker: str, dte: int = 0) -> float:
"""
Get the implied volatility (IV) of the ATM call option.
Args:
ticker (str): The stock ticker symbol.
dte (int): Desired days-to-expiration. Defaults to 0.
Returns:
float: The implied volatility of the ATM call option.
"""
_, _, _, call_row, _ = _get_atm_option_data(ticker, dte)
return float(call_row.get("impliedVolatility", 0.0))
@tool
def yf_atm_put_iv(ticker: str, dte: int = 0) -> float:
"""
Get the implied volatility (IV) of the ATM put option.
Args:
ticker (str): The stock ticker symbol.
dte (int): Desired days-to-expiration. Defaults to 0.
Returns:
float: The implied volatility of the ATM put option.
"""
_, _, _, _, put_row = _get_atm_option_data(ticker, dte)
return float(put_row.get("impliedVolatility", 0.0))
@tool
def yf_atm_straddle_price(ticker: str, dte: int = 0) -> float:
"""
Calculate the price of the ATM straddle (call + put).
Args:
ticker (str): The stock ticker symbol.
dte (int): Desired days-to-expiration. Defaults to 0.
Returns:
float: The total ATM straddle price.
"""
_, _, _, call_row, put_row = _get_atm_option_data(ticker, dte)
call_price = float(call_row.get("ask", 0.0))
put_price = float(put_row.get("ask", 0.0))
return call_price + put_price
ddgs = DuckDuckGoSearchTool();
final_answer = FinalAnswerTool()
# If the agent does not answer, the model is overloaded, please use another model or the following Hugging Face Endpoint that also contains qwen2.5 coder:
# model_id='https://pflgm2locj2t89co.us-east-1.aws.endpoints.huggingface.cloud'
model = HfApiModel(
max_tokens=2096,
temperature=0.5,
model_id='Qwen/Qwen2.5-Coder-32B-Instruct',# it is possible that this model may be overloaded
custom_role_conversions=None,
)
# Import tool from Hub
image_generation_tool = load_tool("agents-course/text-to-image", trust_remote_code=True)
with open("prompts.yaml", 'r') as stream:
prompt_templates = yaml.safe_load(stream)
agent = CodeAgent(
model=model,
tools=[final_answer, ddgs, yf_underlying_price, yf_selected_expiration, yf_atm_strike, yf_atm_call_price, yf_atm_put_price, yf_atm_call_iv, yf_atm_put_iv, yf_atm_straddle_price], ## add your tools here (don't remove final answer)
max_steps=6,
verbosity_level=1,
grammar=None,
planning_interval=None,
name=None,
description=None,
prompt_templates=prompt_templates
)
GradioUI(agent).launch()