SQLAlchemy order_by formula result

Question

I am a novice in Python. Based on this SO post, I created a SQL query using PYODBC to search a MSSQL table of historic option prices and select the option symbol with a strike value closest to the desired value I specified. However, I am now trying to teach myself OOP by re-factoring this program, and to that end I am trying to implement the ORM in SQLAlchemy.

I cannot figure out how to implement a calculated Order_By statement. I don't think a calculated column would work because desired_strike is an argument that that is specified by the user(me) at each method call.

Here is the (simplified) original code:

import pyodbc

def get_option_symbol(stock, entry_date, exp_date, desired_strike):
    entry_date = entry_date.strftime('%Y-%m-%d %H:%M:%S')
    exp_date = exp_date.strftime('%Y-%m-%d %H:%M:%S')

    cursor.execute("""select top(1) optionsymbol 
                    from dbo.options_pricestore 
                    where underlying=? 
                    and quotedate=? 
                    and expiration=? 
                    and exchange='*' 
                    and option_type=?
                    order by abs(strike - ?)""",
                    stock, 
                    entry_date,
                    exp_date,
                    desired_strike,
                    )
    row = cursor.fetchone()  
    return row

Maybe not the most Pythonic, but it worked. I am now encapsulating my formerly procedural code into classes, and to use SQLAlchemy's ORM, except that in this one case I cannot figure out how to represent abs(strike - desired_strike) in the Order_By clause. I have not used lambda functions much in the past, but here is what I came up with:

import sqlalchemy

class Option(Base):
__tablename__= 'options_pricestore'
<column definitions go here>

def get_option_symbol(stock, entry_date, exp_date, desired_strike):
    entry_date = entry_date.strftime('%Y-%m-%d %H:%M:%S')
    exp_date = exp_date.strftime('%Y-%m-%d %H:%M:%S')

    qry = session.query(Option.optionsymbol).filter(and_
            (Option.underlying == stock, 
                Option.quotedate == entry_date,
                Option.expiration == exp_date,
                Option.option_type== "put",
                Option.exchange == "*")
            ).order_by(lambda:abs(Option.strike - desired_strike))

    return qry

I get "ArgumentError: SQL expression object or string expected" - Any help would be greatly appreciated.

Answer 1

order_by wants a string - give it to it:

qry = session.query(Option.optionsymbol).filter(and_
            (Option.underlying == stock, 
                Option.quotedate == entry_date,
                Option.expiration == exp_date,
                Option.option_type== "put",
                Option.exchange == "*")
            ).order_by('abs(strike - %d)' % desired_strike)