如何在 JMESpath 中获取嵌套数据？

如何解决如何在 JMESpath 中获取嵌套数据？

我尝试了一些方法，但我的目标只是获得对 last 的访问权限，例如，在对 2021-02-12:5 和 610.0 部分使用通配符时。

{ symbol:symbol,test:putExpDateMap.*.[*].last} 是我最接近成功的地方，但没有雪茄，感谢有关如何编写最有效的查询以仅访问这些属性中的几个而不是所有属性的任何帮助。

{
  "symbol": "TSLA","status": "SUCCESS","underlying": null,"strategy": "SINGLE","interval": 0,"isDelayed": true,"isIndex": false,"interestRate": 0.1,"underlyingPrice": 853.4449999999999,"volatility": 29,"daysToExpiration": 0,"numberOfContracts": 8,"putExpDateMap": {
    "2021-02-12:5": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_021221P610","description": "TSLA Feb 12 2021 610 Put (Weekly)","exchangeName": "OPR","bid": 2.22,"ask": 2.76,"last": 2.36,"mark": 2.49,"bidSize": 10,"askSize": 1,"bidaskSize": "10X1","lastSize": 0,"highPrice": 2.6,"lowPrice": 0.4,"openPrice": 0,"closePrice": 2.47,"totalVolume": 103,"TradeDate": null,"TradeTimeInLong": 1612558387464,"quoteTimeInLong": 1612558799414,"netChange": -0.11,"volatility": 134.512,"delta": -0.035,"gamma": 0,"theta": -0.836,"vega": 0.095,"rho": -0.007,"openInterest": 709,"timeValue": 2.36,"theoreticalOptionValue": 2.471,"theoreticalVolatility": 29,"optionDeliverablesList": null,"strikePrice": 610,"expirationDate": 1613163600000,"daysToExpiration": 5,"expirationType": "S","lastTradingDay": 1613178000000,"multiplier": 100,"settlementType": " ","deliverableNote": "","isIndexOption": null,"percentChange": -4.49,"markChange": 0.02,"markPercentChange": 0.77,"mini": false,"inTheMoney": false,"nonStandard": false
        }
      ]
    },"2021-02-19:12": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_021921P610","description": "TSLA Feb 19 2021 610 Put","bid": 3.1,"ask": 3.9,"last": 3.4,"mark": 3.5,"bidSize": 1,"askSize": 4,"bidaskSize": "1X4","highPrice": 3.4,"lowPrice": 1.11,"closePrice": 3.42,"totalVolume": 22,"TradeTimeInLong": 1612558029558,"quoteTimeInLong": 1612558799676,"netChange": -0.02,"volatility": 103.828,"delta": -0.044,"gamma": 0.001,"theta": -0.558,"vega": 0.158,"rho": -0.016,"openInterest": 1677,"timeValue": 3.4,"theoreticalOptionValue": 3.418,"expirationDate": 1613768400000,"daysToExpiration": 12,"expirationType": "R","lastTradingDay": 1613782800000,"percentChange": -0.53,"markChange": 0.08,"markPercentChange": 2.39,"2021-02-26:19": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_022621P610","description": "TSLA Feb 26 2021 610 Put (Weekly)","bid": 4.15,"ask": 5.1,"last": 4.2,"mark": 4.63,"bidSize": 4,"bidaskSize": "4X4","highPrice": 4.2,"lowPrice": 2.15,"closePrice": 4.67,"totalVolume": 6,"TradeTimeInLong": 1612558446501,"quoteTimeInLong": 1612558795805,"netChange": -0.47,"volatility": 91.456,"delta": -0.053,"theta": -0.476,"vega": 0.226,"rho": -0.03,"openInterest": 178,"timeValue": 4.2,"theoreticalOptionValue": 4.674,"expirationDate": 1614373200000,"daysToExpiration": 19,"lastTradingDay": 1614387600000,"percentChange": -10.15,"markChange": -0.05,"markPercentChange": -1.05,"2021-03-12:33": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_031221P610","description": "TSLA Mar 12 2021 610 Put (Weekly)","bid": 6.3,"ask": 9.35,"last": 5.35,"mark": 7.82,"bidSize": 5,"bidaskSize": "5X1","highPrice": 5.8,"lowPrice": 5.35,"closePrice": 7.79,"totalVolume": 3,"TradeTimeInLong": 1612540259726,"quoteTimeInLong": 1612558799462,"netChange": -2.44,"volatility": 80.707,"delta": -0.073,"theta": -0.418,"vega": 0.37,"rho": -0.069,"openInterest": 2,"timeValue": 5.35,"theoreticalOptionValue": 7.786,"expirationDate": 1615582800000,"daysToExpiration": 33,"lastTradingDay": 1615597200000,"percentChange": -31.29,"markChange": 0.04,"markPercentChange": 0.5,"2021-03-19:40": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_031921P610","description": "TSLA Mar 19 2021 610 Put","bid": 9.15,"ask": 10.05,"last": 9.56,"mark": 9.6,"highPrice": 9.56,"lowPrice": 6.65,"closePrice": 9.55,"totalVolume": 63,"TradeTimeInLong": 1612558720834,"quoteTimeInLong": 1612558795810,"netChange": 0.01,"volatility": 77.96,"delta": -0.082,"theta": -0.404,"vega": 0.443,"rho": -0.093,"openInterest": 4367,"timeValue": 9.56,"theoreticalOptionValue": 9.552,"expirationDate": 1616184000000,"daysToExpiration": 40,"lastTradingDay": 1616198400000,"percentChange": 0.08,"markChange": 0.05,"2021-04-16:68": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_041621P610","description": "TSLA Apr 16 2021 610 Put","bid": 18.4,"ask": 19.3,"last": 15.64,"mark": 18.85,"bidSize": 2,"askSize": 5,"bidaskSize": "2X5","highPrice": 16.84,"lowPrice": 15.64,"closePrice": 18.81,"totalVolume": 5,"TradeTimeInLong": 1612544435621,"quoteTimeInLong": 1612558796856,"netChange": -3.17,"volatility": 74.6,"delta": -0.118,"theta": -0.391,"vega": 0.742,"rho": -0.231,"openInterest": 294,"timeValue": 15.64,"theoreticalOptionValue": 18.813,"expirationDate": 1618603200000,"daysToExpiration": 68,"lastTradingDay": 1618617600000,"percentChange": -16.87,"markPercentChange": 0.19,"2021-06-18:131": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_061821P610","description": "TSLA Jun 18 2021 610 Put","bid": 42.65,"ask": 44.1,"last": 40.25,"mark": 43.38,"askSize": 3,"bidaskSize": "2X3","highPrice": 41.45,"lowPrice": 40.25,"closePrice": 43.34,"totalVolume": 2,"TradeTimeInLong": 1612551889156,"quoteTimeInLong": 1612558799879,"netChange": -3.09,"volatility": 75.159,"delta": -0.168,"theta": -0.363,"vega": 1.293,"rho": -0.681,"openInterest": 316,"timeValue": 40.25,"theoreticalOptionValue": 43.338,"expirationDate": 1624046400000,"daysToExpiration": 131,"lastTradingDay": 1624060800000,"percentChange": -7.13,"markPercentChange": 0.08,"2021-07-16:159": {
      "610.0": [
        {
          "putCall": "PUT","symbol": "TSLA_071621P610","description": "TSLA Jul 16 2021 610 Put","bid": 51.1,"ask": 52.65,"last": 49.45,"mark": 51.88,"askSize": 2,"bidaskSize": "1X2","highPrice": 49.45,"lowPrice": 49.45,"closePrice": 51.81,"totalVolume": 4,"TradeTimeInLong": 1612552046681,"quoteTimeInLong": 1612558799421,"netChange": -2.36,"volatility": 74.204,"delta": -0.177,"theta": -0.337,"vega": 1.474,"rho": -0.898,"openInterest": 373,"timeValue": 49.45,"theoreticalOptionValue": 51.812,"expirationDate": 1626465600000,"daysToExpiration": 159,"lastTradingDay": 1626480000000,"percentChange": -4.56,"markChange": 0.06,"markPercentChange": 0.12,"nonStandard": false
        }
      ]
    }
  },"callExpDateMap": {}
}

解决方法

您的查询确实有两个问题：

1. putExpDateMap.* 不会为您提供任何级别的未知属性，而只会提供一个级别。由于第一项将通过 putExpDateMap."2021-02-12:5"."610.0" 静态访问，这意味着您必须使用两个通配符来访问嵌套在那里的数组，因此 putExpDateMap.*.*
2. 如果你需要处理数组，你确实必须使用 [*] 但它不是一个属性，所以应该是 putExpDateMap."2021-02-12:5"."610.0"[*] 而不是 putExpDateMap."2021-02-12:5"."610.0".[*]，或者 putExpDateMap.*.*[*]而不是putExpDateMap.*.[*]喜欢你的尝试。

最后但并非最不重要的是，使用更正的查询：

{ symbol:symbol,test:putExpDateMap.*.*[*].last } 

你仍然以混乱的输出结束：

{
  "symbol": "TSLA","test": [
    [
      [
        2.36
      ]
    ],[
      [
        3.4
      ]
    ],[
      [
        4.2
      ]
    ],[
      [
        5.35
      ]
    ],[
      [
        9.56
      ]
    ],[
      [
        15.64
      ]
    ],[
      [
        40.25
      ]
    ],[
      [
        49.45
      ]
    ]
  ]
}

因为通配符正在创建一些新级别的数组 — 因为您可以拥有保存数组的 * 属性。

您可能需要阅读 JMESPath flatten operator [] 以解决这个问题。

所以，我们以：

{ symbol:symbol,test:putExpDateMap.*.*[*].last[][] } 

这给出：

{
  "symbol": "TSLA","test": [
    2.36,3.4,4.2,5.35,9.56,15.64,40.25,49.45
  ]
}