A python script which calculates the Open Interest (OI) difference between two dates with same instrument_type and same strike using pandas library.
- pandas==1.5.3
- psycopg2==2.9.5
- python-dotenv==1.0.0
All the environment variables used for this project is listed in the env.sample file.
Create a .env file in the root of the repository (same location as the python script file is located). Copy and paste all the environment variables listed in the env.sample file and value to that variables.
The python script will load environment variables from the .env file and use it.
for start_date = '2023-01-02' and end_date = '2023-01-05'