Adds Error Handling to the options class (#4516)

* Step one: error handle Option class

* Step one: error handle Option class

* Handle unfindable

openbb_terminal/stocks/options/op_helpers.py

@@ -270,31 +270,37 @@ def get_greeks(
     strikes = []
     for _, row in chain.iterrows():
         vol = row["impliedVolatility"]
-        opt_type = 1 if row["optionType"] == "call" else -1
-        opt = Option(
-            current_price, row["strike"], risk_free, div_cont, dif, vol, opt_type
-        )
-        tmp = [
-            opt.Delta(),
-            opt.Gamma(),
-            opt.Vega(),
-            opt.Theta(),
-        ]
+        is_call = row["optionType"] == "call"
         result = (
             [row[col] for col in row.index.tolist()]
             if show_all
             else [row[col] for col in ["strike", "impliedVolatility"]]
         )
-        result += tmp
-
-        if show_extra_greeks:
-            result += [
-                opt.Rho(),
-                opt.Phi(),
-                opt.Charm(),
-                opt.Vanna(0.01),
-                opt.Vomma(0.01),
+        try:
+            opt = Option(
+                current_price, row["strike"], risk_free, div_cont, dif, vol, is_call
+            )
+            tmp = [
+                opt.Delta(),
+                opt.Gamma(),
+                opt.Vega(),
+                opt.Theta(),
             ]
+            result += tmp
+
+            if show_extra_greeks:
+                result += [
+                    opt.Rho(),
+                    opt.Phi(),
+                    opt.Charm(),
+                    opt.Vanna(0.01),
+                    opt.Vomma(0.01),
+                ]
+        except ValueError:
+            result += [np.nan] * 4
+
+            if show_extra_greeks:
+                result += [np.nan] * 5
         strikes.append(result)
 
     greek_columns = [
@@ -393,7 +399,7 @@ def __init__(
         div_cont: float,
         expiry: float,
         vol: float,
-        opt_type: int = 1,
+        is_call: bool = True,
     ):
         """
         Class for getting the greeks of options. Inspiration from:
@@ -413,10 +419,18 @@ def __init__(
             The number of days until expiration
         vol : float
             The underlying volatility for an option
-        opt_type : int
-            put == -1; call == +1
+        is_call : bool
+            True if call, False if put
         """
-        self.Type = int(opt_type)
+        if expiry <= 0:
+            raise ValueError("Expiry must be greater than 0")
+        if vol <= 0:
+            raise ValueError("Volatility must be greater than 0")
+        if s <= 0:
+            raise ValueError("Price must be greater than 0")
+        if k <= 0:
+            raise ValueError("Strike must be greater than 0")
+        self.Type = 1 if is_call else -1
         self.price = float(s)
         self.strike = float(k)
         self.risk_free = float(rf)

openbb_terminal/stocks/options/options_controller.py

@@ -217,7 +217,11 @@ def set_current_price(self):
                 self.current_price = yfinance_model.get_last_price(self.ticker)
 
     def set_expiry_dates(self):
-        self.expiry_dates = self.full_chain.expiration.unique().tolist() or []
+        if self.full_chain.empty:
+            self.expiry_dates = []
+            console.print("[red]The ticker provided could not be found[/red]\n")
+        else:
+            self.expiry_dates = self.full_chain.expiration.unique().tolist() or []
 
     def update_runtime_choices(self):
         """Update runtime choices"""

openbb_terminal/stocks/options/options_sdk_helper.py

@@ -296,21 +296,24 @@ def get_greeks(
     strikes = []
     for _, row in chain.iterrows():
         vol = row["impliedVolatility"]
-        opt_type = 1 if row["optionType"] == "call" else -1
-        opt = Option(
-            current_price, row["strike"], risk_free, div_cont, dif, vol, opt_type
-        )
-        tmp = [
-            opt.Delta(),
-            opt.Gamma(),
-            opt.Vega(),
-            opt.Theta(),
-            opt.Rho(),
-            opt.Phi(),
-            opt.Charm(),
-            opt.Vanna(0.01),
-            opt.Vomma(0.01),
-        ]
+        is_call = row["optionType"] == "call"
+        try:
+            opt = Option(
+                current_price, row["strike"], risk_free, div_cont, dif, vol, is_call
+            )
+            tmp = [
+                opt.Delta(),
+                opt.Gamma(),
+                opt.Vega(),
+                opt.Theta(),
+                opt.Rho(),
+                opt.Phi(),
+                opt.Charm(),
+                opt.Vanna(0.01),
+                opt.Vomma(0.01),
+            ]
+        except ValueError:
+            tmp = [np.nan] * 9
         result = [row[col] for col in row.index.tolist()]
         result += tmp
 

tests/openbb_terminal/stocks/options/test_op_helpers.py

@@ -0,0 +1,37 @@
+import pytest
+
+from openbb_terminal.stocks.options.op_helpers import Option
+
+
+@pytest.mark.parametrize("s", [0, 1])
+@pytest.mark.parametrize("k", [0, 1])
+@pytest.mark.parametrize("rf", [-1, 0, 0.05])
+@pytest.mark.parametrize("div_cont", [0, 0.05])
+@pytest.mark.parametrize("expiry", [0, 0.05])
+@pytest.mark.parametrize("vol", [0, 0.05])
+@pytest.mark.parametrize("is_call", [True, False])
+def test_option_class(s, k, rf, div_cont, expiry, vol, is_call):
+    if expiry <= 0 or vol <= 0 or s <= 0 or k <= 0:
+        with pytest.raises(ValueError):
+            opt = Option(
+                s=s,
+                k=k,
+                rf=rf,
+                div_cont=div_cont,
+                expiry=expiry,
+                vol=vol,
+                is_call=is_call,
+            )
+    else:
+        opt = Option(
+            s=s, k=k, rf=rf, div_cont=div_cont, expiry=expiry, vol=vol, is_call=is_call
+        )
+        opt.Delta()
+        opt.Gamma()
+        opt.Vega()
+        opt.Theta()
+        opt.Rho()
+        opt.Phi()
+        opt.Charm()
+        opt.Vanna(0.01)
+        opt.Vomma(0.01)