kpmiller

kpmiller / IVRank.py

Created October 5, 2017 23:47

An algorithm to find IVRank or IVPercentile

	def GetIVRank(sessionid, symbol, useRank=True, debug=False):
	#this returns an dictionary with the key as date, and the value as the raw IV
	iv = GetImpliedVolatility(sessionid, symbol, debug=debug)
	keys = iv.keys()
	if len(keys)== 0:
	return -1


	keys.sort()
	highest = 0.0

kpmiller / TOS-condorfinder-sc.py

Created January 16, 2017 05:02

scanner for iron condor trades matching some criteria

	#!/usr/bin/python

	import sys,os,glob,re,csv

	try:
	loglevel = int(os.environ["LOGLEVEL"])
	except:
	loglevel = 1

	def Log(s, level=1):

kpmiller / TOS-csv-spreadfinder.py

Last active April 16, 2019 12:36

python 2.7 code that reads csv files saved from thinkorswim and applies a scan criteria to it

	#!/usr/bin/python

	import csv, json, sys, re, os
	import glob


	try:
	loglevel = int(os.environ["LOGLEVEL"])
	except:
	loglevel = 1

kpmiller / TOS-csv-optvol.py

Last active May 29, 2018 16:11

python 2.7 code for parsing CSV files saved from thinkorswim

	#!/usr/bin/python

	import csv, json, sys, re, os
	import glob


	try:
	loglevel = int(os.environ["LOGLEVEL"])
	except:
	loglevel = 1

kpmiller / gethist.py

Created November 26, 2016 18:09

Download historical stock data from yahoo

	#!/usr/bin/python
	import sys, os

	if len(sys.argv) < 2:
	print """Usage: %s symbol
	where symbol is the stock symbol to fetch
	""" % sys.argv[0]
	sys.exit(1)

	cmd = 'curl -o %s.csv http://ichart.yahoo.com/table.csv?s=%s&a=1&b=1&c=2016&d=11&e=22&f=2016' % (sys.argv[1], sys.argv[1])

kpmiller / testluatable.c

Created November 26, 2015 19:03

This is a simple example of calling a lua function that returns a table and retrieving the values out of the table

kpmiller / testlua.c

Last active July 22, 2022 01:41

C program to show execution from luaL_loadbuffer, tested with lua 5.3.1

	//compiling on OSX 10.11
	//export LUA=path/to/lua-5.3.1/src
	//cc -I $LUA -L $LUA -l lua -o testlua testlua.c
	#include <stdio.h>
	#include <string.h>
	#include "lua.h"
	#include "lualib.h"
	#include "lauxlib.h"

	char *luacode =