Class: Intrinio::OptionPrice

Inherits:
Object
  • Object
show all
Defined in:
lib/intrinio-sdk/models/option_price.rb

Overview

An option price contains price information for a specific options contract.

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(attributes = {}) ⇒ OptionPrice

Initializes the object

Parameters:

  • attributes (Hash) (defaults to: {})

    Model attributes in the form of hash



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# File 'lib/intrinio-sdk/models/option_price.rb', line 103

def initialize(attributes = {})
  return unless attributes.is_a?(Hash)

  # convert string to symbol for hash key
  attributes = attributes.each_with_object({}){|(k,v), h| h[k.to_sym] = v}

  if attributes.has_key?(:'date')
    self.date = attributes[:'date']
  end

  if attributes.has_key?(:'close')
    self.close = attributes[:'close']
  end

  if attributes.has_key?(:'close_bid')
    self.close_bid = attributes[:'close_bid']
  end

  if attributes.has_key?(:'close_ask')
    self.close_ask = attributes[:'close_ask']
  end

  if attributes.has_key?(:'volume')
    self.volume = attributes[:'volume']
  end

  if attributes.has_key?(:'volume_bid')
    self.volume_bid = attributes[:'volume_bid']
  end

  if attributes.has_key?(:'volume_ask')
    self.volume_ask = attributes[:'volume_ask']
  end

  if attributes.has_key?(:'trades')
    self.trades = attributes[:'trades']
  end

  if attributes.has_key?(:'open_interest')
    self.open_interest = attributes[:'open_interest']
  end

  if attributes.has_key?(:'open_interest_change')
    self.open_interest_change = attributes[:'open_interest_change']
  end

  if attributes.has_key?(:'next_day_open_interest')
    self.next_day_open_interest = attributes[:'next_day_open_interest']
  end

  if attributes.has_key?(:'implied_volatility')
    self.implied_volatility = attributes[:'implied_volatility']
  end

  if attributes.has_key?(:'implied_volatility_change')
    self.implied_volatility_change = attributes[:'implied_volatility_change']
  end

  if attributes.has_key?(:'delta')
    self.delta = attributes[:'delta']
  end

end

Instance Attribute Details

#closeObject

The closing price of the options contract.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 22

def close
  @close
end

#close_askObject

The closing ask price of the options contract.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 28

def close_ask
  @close_ask
end

#close_bidObject

The closing bid price of the options contract.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 25

def close_bid
  @close_bid
end

#dateObject

The date of the price, in the format YYYY-MM-DD



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# File 'lib/intrinio-sdk/models/option_price.rb', line 19

def date
  @date
end

#deltaObject

Delta measures the degree to which an options contract is exposed to shifts in the price of the underlying Security. Values of delta range from 0.0 to 1.0 for call options and -1.0 to 0.0 for put options. For example, if a put option has a delta of -0.50, if the price of the underlying Security increases by $1, the price of the put option will decrease by $0.50.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 58

def delta
  @delta
end

#implied_volatilityObject

The estimated volatility of the Security’s price. Volatility is a statistical measure of dispersion of returns for the Security. Standard deviation of a Security’s returns and a market index is an example of a measurement of volatility. Implied volatility approximates the future value of an option, and the option’s current value takes this into consideration.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 52

def implied_volatility
  @implied_volatility
end

#implied_volatility_changeObject

The change in implied volatility for that day.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 55

def implied_volatility_change
  @implied_volatility_change
end

#next_day_open_interestObject

The total number of this options contract that are still open at the start of the next day.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 49

def next_day_open_interest
  @next_day_open_interest
end

#open_interestObject

The total number of this options contract that are still open.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 43

def open_interest
  @open_interest
end

#open_interest_changeObject

The change in the total number of this options contract that are still open from the previous day.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 46

def open_interest_change
  @open_interest_change
end

#tradesObject

The number of trades executed that for this options contract on that day.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 40

def trades
  @trades
end

#volumeObject

The cumulative volume of this options contract that traded that day.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 31

def volume
  @volume
end

#volume_askObject

The cumulative volume of this options contract that traded on the ask price that day.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 37

def volume_ask
  @volume_ask
end

#volume_bidObject

The cumulative volume of this options contract that traded on the bid price that day.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 34

def volume_bid
  @volume_bid
end

Class Method Details

.attribute_mapObject

Attribute mapping from ruby-style variable name to JSON key.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 62

def self.attribute_map
  {
    :'date' => :'date',
    :'close' => :'close',
    :'close_bid' => :'close_bid',
    :'close_ask' => :'close_ask',
    :'volume' => :'volume',
    :'volume_bid' => :'volume_bid',
    :'volume_ask' => :'volume_ask',
    :'trades' => :'trades',
    :'open_interest' => :'open_interest',
    :'open_interest_change' => :'open_interest_change',
    :'next_day_open_interest' => :'next_day_open_interest',
    :'implied_volatility' => :'implied_volatility',
    :'implied_volatility_change' => :'implied_volatility_change',
    :'delta' => :'delta'
  }
end

.swagger_typesObject

Attribute type mapping.



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# File 'lib/intrinio-sdk/models/option_price.rb', line 82

def self.swagger_types
  {
    :'date' => :'String',
    :'close' => :'Float',
    :'close_bid' => :'Float',
    :'close_ask' => :'Float',
    :'volume' => :'Integer',
    :'volume_bid' => :'Integer',
    :'volume_ask' => :'Integer',
    :'trades' => :'Integer',
    :'open_interest' => :'Integer',
    :'open_interest_change' => :'Integer',
    :'next_day_open_interest' => :'Integer',
    :'implied_volatility' => :'Float',
    :'implied_volatility_change' => :'Float',
    :'delta' => :'Float'
  }
end

Instance Method Details

#==(o) ⇒ Object

Checks equality by comparing each attribute.

Parameters:

  • Object (Object)

    to be compared



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# File 'lib/intrinio-sdk/models/option_price.rb', line 182

def ==(o)
  return true if self.equal?(o)
  self.class == o.class &&
      date == o.date &&
      close == o.close &&
      close_bid == o.close_bid &&
      close_ask == o.close_ask &&
      volume == o.volume &&
      volume_bid == o.volume_bid &&
      volume_ask == o.volume_ask &&
      trades == o.trades &&
      open_interest == o.open_interest &&
      open_interest_change == o.open_interest_change &&
      next_day_open_interest == o.next_day_open_interest &&
      implied_volatility == o.implied_volatility &&
      implied_volatility_change == o.implied_volatility_change &&
      delta == o.delta
end

#_deserialize(type, value) ⇒ Object

Deserializes the data based on type

Parameters:

  • string

    type Data type

  • string

    value Value to be deserialized

Returns:

  • (Object)

    Deserialized data



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# File 'lib/intrinio-sdk/models/option_price.rb', line 237

def _deserialize(type, value)
  case type.to_sym
  when :DateTime
    DateTime.parse(value)
  when :Date
    Date.parse(value)
  when :String
    value.to_s
  when :Integer
    value.to_i
  when :Float
    value.to_f
  when :BOOLEAN
    if value.to_s =~ /\A(true|t|yes|y|1)\z/i
      true
    else
      false
    end
  when :Object
    # generic object (usually a Hash), return directly
    value
  when /\AArray<(?<inner_type>.+)>\z/
    inner_type = Regexp.last_match[:inner_type]
    value.map { |v| _deserialize(inner_type, v) }
  when /\AHash<(?<k_type>.+?), (?<v_type>.+)>\z/
    k_type = Regexp.last_match[:k_type]
    v_type = Regexp.last_match[:v_type]
    {}.tap do |hash|
      value.each do |k, v|
        hash[_deserialize(k_type, k)] = _deserialize(v_type, v)
      end
    end
  else # model
    temp_model = Intrinio.const_get(type).new
    temp_model.build_from_hash(value)
  end
end

#_to_hash(value) ⇒ Hash

Outputs non-array value in the form of hash For object, use to_hash. Otherwise, just return the value

Parameters:

  • value (Object)

    Any valid value

Returns:

  • (Hash)

    Returns the value in the form of hash



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# File 'lib/intrinio-sdk/models/option_price.rb', line 303

def _to_hash(value)
  if value.is_a?(Array)
    value.compact.map{ |v| _to_hash(v) }
  elsif value.is_a?(Hash)
    {}.tap do |hash|
      value.each { |k, v| hash[k] = _to_hash(v) }
    end
  elsif value.respond_to? :to_hash
    value.to_hash
  else
    value
  end
end

#build_from_hash(attributes) ⇒ Object

Builds the object from hash

Parameters:

  • attributes (Hash)

    Model attributes in the form of hash

Returns:

  • (Object)

    Returns the model itself



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# File 'lib/intrinio-sdk/models/option_price.rb', line 216

def build_from_hash(attributes)
  return nil unless attributes.is_a?(Hash)
  self.class.swagger_types.each_pair do |key, type|
    if type =~ /\AArray<(.*)>/i
      # check to ensure the input is an array given that the the attribute
      # is documented as an array but the input is not
      if attributes[self.class.attribute_map[key]].is_a?(Array)
        self.send("#{key}=", attributes[self.class.attribute_map[key]].map{ |v| _deserialize($1, v) } )
      end
    elsif !attributes[self.class.attribute_map[key]].nil?
      self.send("#{key}=", _deserialize(type, attributes[self.class.attribute_map[key]]))
    end # or else data not found in attributes(hash), not an issue as the data can be optional
  end

  self
end

#eql?(o) ⇒ Boolean

Parameters:

  • Object (Object)

    to be compared

Returns:

  • (Boolean)

See Also:

  • `==` method


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# File 'lib/intrinio-sdk/models/option_price.rb', line 203

def eql?(o)
  self == o
end

#hashFixnum

Calculates hash code according to all attributes.

Returns:

  • (Fixnum)

    Hash code



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# File 'lib/intrinio-sdk/models/option_price.rb', line 209

def hash
  [date, close, close_bid, close_ask, volume, volume_bid, volume_ask, trades, open_interest, open_interest_change, next_day_open_interest, implied_volatility, implied_volatility_change, delta].hash
end

#list_invalid_propertiesObject

Show invalid properties with the reasons. Usually used together with valid?

Returns:

  • Array for valid properties with the reasons



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# File 'lib/intrinio-sdk/models/option_price.rb', line 169

def list_invalid_properties
  invalid_properties = Array.new
  return invalid_properties
end

#to_bodyHash

to_body is an alias to to_hash (backward compatibility)

Returns:

  • (Hash)

    Returns the object in the form of hash



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# File 'lib/intrinio-sdk/models/option_price.rb', line 283

def to_body
  to_hash
end

#to_hashHash

Returns the object in the form of hash

Returns:

  • (Hash)

    Returns the object in the form of hash



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# File 'lib/intrinio-sdk/models/option_price.rb', line 289

def to_hash
  hash = {}
  self.class.attribute_map.each_pair do |attr, param|
    value = self.send(attr)
    next if value.nil?
    hash[param] = _to_hash(value)
  end
  hash
end

#to_sString

Returns the string representation of the object

Returns:

  • (String)

    String presentation of the object



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# File 'lib/intrinio-sdk/models/option_price.rb', line 277

def to_s
  to_hash.to_s
end

#valid?Boolean

Check to see if the all the properties in the model are valid

Returns:

  • (Boolean)

    true if the model is valid



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# File 'lib/intrinio-sdk/models/option_price.rb', line 176

def valid?
  return true
end