Python数据过滤器

Question

请您帮我在下面的Python代码中添加strikePrice、expiryDate和instrumentType的过滤器。

例如：如果我在strikePrice=8500、expiryDate=29-Dec-2022和instrumentType=PE上给出了过滤器，那么应该在变量中得到underlyingValue列的值。

import requests
import pandas as pd
 
class NseIndia2:
 
    def __init__(self):
        self.headers = {'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.212 Safari/537.36'}
        self.session = requests.Session()
        self.session.get("http://nseindia.com", headers=self.headers)
 
    def get_option_chain(self, symbol):
        url = 'https://www.nseindia.com/api/option-chain-indices?symbol=' + symbol
        data = self.session.get(url,headers=self.headers).json()["records"]["data"]
 
        my_df = []
        for i in data:
            for k, v in i.items():
                if k == "CE" or k == "PE":
                    info = v
                    info["instrumentType"] = k
                    my_df.append(info)
        return pd.DataFrame(my_df)
 
nse = NseIndia2()
 
print(nse.get_option_chain("NIFTY"))

Answer 1

试试这个：

class NseIndia2:
    def __init__(self):
        self.headers = {'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.212 Safari/537.36'}
        self.session = requests.Session()
        self.session.get("http://nseindia.com", headers=self.headers)
 
    def get_option_chain(self, symbol):
        url = 'https://www.nseindia.com/api/option-chain-indices?symbol=' + symbol
        data = self.session.get(url,headers=self.headers).json()["records"]["data"]
        df = pd.DataFrame(data)
        cond_sk = df.strikePrice == 8500
        cond_ed = df.expiryDate == "29-Dec-2022"
        cond_all = cond_sk & cond_ed
        uv = df[cond_all].PE.apply(lambda x: x["underlyingValue"]).values[0]
        return uv
    
nse = NseIndia2()
 
symbol = "Nifty"
print(f"The underlying value for {symbol} is: {nse.get_option_chain(symbol)}")

输出：

The underlying value for NIFTY is: 17007.4