import yfinance as yf
import math as maths


def stock_exists(ticker):
    try:
        return yf.Ticker(ticker).info
    except KeyError:
        return False


def stock_info(ticker):
    if not (stock := stock_exists(ticker)):
        return False

    return stock


def stock_history(ticker, timespan="6mo", interval="1d"):
    if not stock_exists(ticker):
        return False

    return yf.Ticker(ticker).history("6mo", interval="1d", prepost=True)


def get_current_price(ticker):
    yf_obj = yf.Ticker(ticker)
    todays_data = yf_obj.history(period="1d")
    return round(todays_data["Close"][0], 2)


def get_delta(ticker, return_old_price=False):
    yf_obj = yf.Ticker(ticker)
    old_price = yf_obj.history(interval="1d")["Close"][-2]
    current_price = get_current_price(ticker)
    delta = 100 * ((current_price / old_price) - 1)
    if return_old_price:
        return delta, old_price
    else:
        return delta


def get_delta_old_price(ticker):
    yf_obj = yf.Ticker(ticker)
    return yf_obj.history(interval="1d")["Close"][-2]


def options_chain(stock, money, exp_price):
    stock_data = yf.Ticker(stock)
    strike_date = stock_data.options[0]
    calls_chain_raw = stock_data.option_chain(date=strike_date)

    calls_chain = []
    for i in range(50):
        calls_chain.append((calls_chain_raw.calls.strike[i], calls_chain_raw.calls.ask[i]))

    prices = []
    best_price = (0, 0)
    for strike in calls_chain:
        options_count = maths.floor( ( money / (( strike[1] * 100) or 1 ) ) )
        profits_per_contract = ((exp_price - strike[0]) * 100) - (strike[1] * 100)
        profits = profits_per_contract * options_count
        prices.append( ( strike[0], profits ) )
        if profits > best_price[1]:
            best_price = (strike[0], profits)
    return best_price, prices