disentpy
Python client for Disent's API framework.
Installation
Install using pip
pip install disentpyUsage
import disent
# get AAPL vol surface (list of dicts)
model="DEMO_EQD_VOLS"
ticker = 'AAPL'
model_args = {'ticker':ticker}
df = disent.hub(model,model_args,env='disent-cloud')
print(df)
# get AAPL vol surface (pivoted on K)
model_args = {'ticker':ticker,'pivot':'T_DATE,K,IV'}
df = disent.hub(model,model_args,env='disent-cloud')
print(df)
# lambdify disent call for any ticker
f_vols = lambda i: disent.hub(model,{'ticker':i},env='disent-cloud')
print(f_vols('SPX'))
print(f_vols('RTY'))Documentation
Latest documentation is hosted on read the docs.
Requirements
Using disentpy requires the following packages:
- pandas>=1.0
- requests>=2.19.0
Install latest development version
pip install git+http://github.com/disentcorp/disent_pip.gitor
git clone pip install https://github.com/disentcorp/disent_pip.git
cd disentpy
python setup.py install
