In storage.nativedb mod is manage the write_parquet file, this is
a rudimentary way to write on file using parquet, meant just for
development purpose.
Add comments in max_pain to track the changes.
All the max pain math now is in this two functions:
- get_total_intrinsic_values(): calculate the total value for all strike_prices and stores then in a dict[str, Decimal]
- `get_intrinsic_value_and_max_pain()` given the `intrinsic_values` dict, returns the `max_pain` strike price and the `total_intrinsic_value` for that `strike_price`
- To calculate the `max_pain` first we need an expiration date,
get_expiration_dates()` retrieves them and the user then enters one of
the shown, then using the select expiry_date on `get_instruments()` we
are good to build the `oi_by_strikes` important!
- Add `update_oi_by_strikes()`.
- Add `check_if_complete()`.
- `get_max_pain()`: here's where all the action takes place, the
`oi_by_strikes` must be complete to start the calculations,
- Use `maybe_open_oi_feed` for open a oi_feed.
- Add `max_pain_readme.rst`
Nelson Torres
Nelson Torres