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File size: 2,630 Bytes
8f1601b | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 | from __future__ import annotations
import json
from smolagents import tool
from market_data.providers import get_option_chain, list_option_expirations
from .builder import generate_volatility_strategies
from .payoff import strategy_summary
@tool
def build_volatility_strategy(
symbol: str,
volatility_view: str = "neutral",
directional_view: str = "neutral",
near_expiration: str = "",
far_expiration: str = "",
) -> str:
"""Build candidate volatility option strategies from the current option chain.
Args:
symbol: Yahoo Finance ticker.
volatility_view: long_vol, short_vol, vol_expansion, vol_compression, term_structure, or neutral.
directional_view: bullish, bearish, neutral, or range_bound.
near_expiration: Near option expiration in YYYY-MM-DD. Empty uses nearest expiration.
far_expiration: Far option expiration for calendar spreads. Empty uses a later available expiration.
"""
try:
symbol = symbol.strip().upper()
expirations = list_option_expirations(symbol)
if not expirations:
raise ValueError(f"No option expirations found for {symbol}.")
near = near_expiration or expirations[0]
far = far_expiration or (expirations[1] if len(expirations) > 1 else "")
near_chain = get_option_chain(symbol, near)
far_chain = get_option_chain(symbol, far) if far else None
strategies = generate_volatility_strategies(
near_chain=near_chain,
volatility_view=volatility_view,
directional_view=directional_view,
far_chain=far_chain,
)
return json.dumps(
{
"status": "success",
"symbol": symbol,
"near_expiration": near,
"far_expiration": far or None,
"strategies": [
{
**strategy.to_dict(),
"payoff_summary": strategy_summary(strategy),
}
for strategy in strategies
],
"risk_note": (
"This is research output, not a trade recommendation. "
"Validate quotes, liquidity, margin, assignment risk, and event risk before trading."
),
},
ensure_ascii=False,
indent=2,
default=str,
)
except Exception as exc:
return json.dumps(
{"status": "error", "symbol": symbol, "message": str(exc)},
ensure_ascii=False,
indent=2,
)
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