From 8bd811738c0f429ef246bf6e18aa27b09cfb0774 Mon Sep 17 00:00:00 2001
From: Jhonathan Abreu <jdabreu25@gmail.com>
Date: Wed, 25 Sep 2024 17:43:40 -0400
Subject: [PATCH] Format OptionContract for dataframe

---
 Common/Data/Market/OptionContract.cs | 25 +++++++++++++++++++++++++
 Common/Python/PandasData.cs          | 24 ++++++++++++++++++++----
 2 files changed, 45 insertions(+), 4 deletions(-)

diff --git a/Common/Data/Market/OptionContract.cs b/Common/Data/Market/OptionContract.cs
index ff13ab384937..9b268b5b828b 100644
--- a/Common/Data/Market/OptionContract.cs
+++ b/Common/Data/Market/OptionContract.cs
@@ -92,6 +92,31 @@ public decimal ScaledStrike
         /// </summary>
         public Greeks Greeks => _optionData.Greeks;
 
+        /// <summary>
+        /// Gets the delta. Pass-through for <see cref="Greeks.Delta"/>
+        /// </summary>
+        public decimal Delta => Greeks.Delta;
+
+        /// <summary>
+        /// Gets the gamma. Pass-through for <see cref="Greeks.Gamma"/>
+        /// </summary>
+        public decimal Gamma => Greeks.Gamma;
+
+        /// <summary>
+        /// Gets the vega. Pass-through for <see cref="Greeks.Vega"/>
+        /// </summary>
+        public decimal Vega => Greeks.Vega;
+
+        /// <summary>
+        /// Gets the theta. Pass-through for <see cref="Greeks.Theta"/>
+        /// </summary>
+        public decimal Theta => Greeks.Theta;
+
+        /// <summary>
+        /// Gets the rho. Pass-through for <see cref="Greeks.Rho"/>
+        /// </summary>
+        public decimal Rho => Greeks.Rho;
+
         /// <summary>
         /// Gets the local date time this contract's data was last updated
         /// </summary>
diff --git a/Common/Python/PandasData.cs b/Common/Python/PandasData.cs
index 8633f8e3d333..0a1bfd867376 100644
--- a/Common/Python/PandasData.cs
+++ b/Common/Python/PandasData.cs
@@ -64,12 +64,18 @@ public class PandasData
         private const string Strike = "strike";
         private const string Right = "right";
 
-        private static readonly string[] _optionUniverseExcludedProperties = new[]
+        private static readonly string[] _optionUniverseExcludedMembers = new[]
         {
             nameof(OptionUniverse.ID),
             nameof(OptionUniverse.Greeks)
         };
 
+        private static readonly string[] _optionContractExcludedMembers = new[]
+        {
+            nameof(OptionContract.ID),
+            nameof(OptionContract.Greeks)
+        };
+
         // we keep these so we don't need to ask for them each time
         private static PyString _empty;
         private static PyObject _pandas;
@@ -177,6 +183,7 @@ public PandasData(object data)
                 if (keys == null)
                 {
                     var isOptionUniverse = type == typeof(OptionUniverse);
+                    var isOptionContract = type == typeof(OptionContract);
 
                     if (_membersByType.TryGetValue(type, out _members))
                     {
@@ -186,9 +193,18 @@ public PandasData(object data)
                     {
                         var members = type
                             .GetMembers(BindingFlags.Instance | BindingFlags.Public)
-                            .Where(x => (x.MemberType == MemberTypes.Field || x.MemberType == MemberTypes.Property) &&
-                                (!isOptionUniverse || !_optionUniverseExcludedProperties.Contains(x.Name)))
-                            .ToList();
+                            .Where(x => x.MemberType == MemberTypes.Field || x.MemberType == MemberTypes.Property);
+
+                        if (isOptionUniverse)
+                        {
+                            members = members.Where(x => !_optionUniverseExcludedMembers.Contains(x.Name));
+                        }
+                        else if (isOptionContract)
+                        {
+                            members = members.Where(x => !_optionContractExcludedMembers.Contains(x.Name));
+                        }
+
+                        members = members.ToList();
 
                         var duplicateKeys = members.GroupBy(x => x.Name.ToLowerInvariant()).Where(x => x.Count() > 1).Select(x => x.Key);
                         foreach (var duplicateKey in duplicateKeys)