因此,我有4个不同的潜在期权交易的不同的罢工,出价和implied_volatility的骰子列表。
search_option = [{'strike_price': '1', 'bid_price': '0.25', 'implied_volatility': '0.94' },
{'strike_price': '3.5', 'bid_price': '0.20', 'implied_volatility': '0.88'},
{'strike_price': '2', 'bid_price': '0.05', 'implied_volatility': None},
{'strike_price': '3.5', 'bid_price': '0.31', 'implied_volatility': '0.25'}]在这里,代码搜索具有最高implied_volatility的选项,并给出输出。
highest_IV, highest_idx = 0, None
for idx, option in enumerate(search_option):
if option['implied_volatility'] and highest_IV < float(option['implied_volatility']):
highest_IV = float(option['implied_volatility'])
highest_idx = idx
if highest_idx is not None:
print("Strike Price: {strike_price}, Bid: {bid_price}, IV: {implied_volatility}".format(**search_option[highest_idx]))然后,我将它们分别保存为变量,以便启动交易。
order_strike_price = search_option[highest_idx].get('strike_price')
order_bid_price = search_option[highest_idx].get('bid_price')
....
....我不再需要“最高隐含波动率”代码了。
我现在的任务是,怎样才能找到一个价格高于3,出价<0.25的选项?
然后,我需要将匹配字典的所有键(罢工、出价、implied_volatility)保存为单独的变量,就像我对上面的那些变量所做的那样。
发布于 2020-06-22 11:09:13
试试这个:
search_option = [{'strike_price': '1', 'bid_price': '0.25', 'implied_volatility': '0.94' },
{'strike_price': '3.5', 'bid_price': '0.20', 'implied_volatility': '0.88'},
{'strike_price': '2', 'bid_price': '0.05', 'implied_volatility': None},
{'strike_price': '3.5', 'bid_price': '0.31', 'implied_volatility': '0.25'}]
sort = [i for i in search_option if float(i["strike_price"]) > 3 and float(i["bid_price"]) < 0.25]
print(sort)输出:
[{'strike_price': '3.5', 'bid_price': '0.20', 'implied_volatility': '0.88'}]https://stackoverflow.com/questions/62512921
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