Class: IB::OptionDetail

Inherits:
Model show all
Includes:
BaseProperties
Defined in:
lib/models/ib/option_detail.rb

Overview

Additional Option properties and Option-Calculations

Instance Method Summary collapse

Methods included from BaseProperties

#==, #content_attributes, #default_attributes, #invariant_attributes, #set_attribute_defaults, #update_missing

Instance Method Details

#complete? ⇒ Boolean

returns true if all datafields are filled with reasonal data

Returns:

  • (Boolean) 


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# File 'lib/models/ib/option_detail.rb', line 25

def complete?
 fields= [ :delta,  :gamma, :vega, :theta,
     :implied_volatility, :pv_dividend, :open_tick,
   :under_price, :option_price, :close_price, :bid_price, :ask_price]

  !fields.detect{|y| self.send(y).nil?}

end

#greeks? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/models/ib/option_detail.rb', line 34

def greeks?
 fields= [ :delta,  :gamma, :vega, :theta,
     :implied_volatility]

  !fields.detect{|y| self.send(y).nil?}

end

#iv ⇒ Object 



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# File 'lib/models/ib/option_detail.rb', line 47

def iv
  implied_volatility
end

#prices? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/models/ib/option_detail.rb', line 42

def prices?
  fields = [:implied_volatility, :under_price, :option_price]
    !fields.detect{|y| self.send(y).nil?}
end

#spread ⇒ Object 



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# File 'lib/models/ib/option_detail.rb', line 51

def spread
  bid_price - ask_price
end

#to_human ⇒ Object 



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# File 'lib/models/ib/option_detail.rb', line 55

def to_human
  outstr= ->( item ) { if item.nil? then "--" else  sprintf("%g" , item)  end  }
  att = " optionPrice: #{ outstr[ option_price ]}, UnderlyingPrice: #{ outstr[ under_price] } impl.Vola: #{ outstr[ implied_volatility ]} ; dividend: #{ outstr[ pv_dividend ]}; "
  greeks = "Greeks::  delta:  #{ outstr[ delta ] }; gamma: #{ outstr[ gamma ]}, vega: #{ outstr[ vega ] }; theta: #{ outstr[ theta ]}" 
  prices= " close: #{ outstr[ close_price ]}; bid: #{ outstr[ bid_price ]}; ask: #{ outstr[ ask_price ]} "
  if  complete?
"< "+ prices + "\n" + att + "\n" + greeks + " >"
      elsif prices?
"< " + att + greeks + " >"
  else
  "< " + greeks + " >"
  end

end