Module: JpStockRule

Defined in:
lib/jp_stock_rule.rb,
lib/jp_stock_rule/version.rb

Constant Summary collapse

PRICE_LIMITS =

www.jpx.co.jp/equities/trading/domestic/06.html

[
  [100, 30],
  [200, 50],
  [500, 80],
  [700, 100],
  [1_000, 150],
  [1_500, 300],
  [2_000, 400],
  [3_000, 500],
  [5_000, 700],
  [7_000, 1_000],
  [10_000, 1_500],
  [15_000, 3_000],
  [20_000, 4_000],
  [30_000, 5_000],
  [50_000, 7_000],
  [70_000, 10_000],
  [100_000, 15_000],
  [150_000, 30_000],
  [200_000, 40_000],
  [300_000, 50_000],
  [500_000, 70_000],
  [700_000, 100_000],
  [1_000_000, 150_000],
  [1_500_000, 300_000],
  [2_000_000, 400_000],
  [3_000_000, 500_000],
  [5_000_000, 700_000],
  [7_000_000, 1_000_000],
  [10_000_000, 1_500_000],
  [15_000_000, 3_000_000],
  [20_000_000, 4_000_000],
  [30_000_000, 5_000_000],
  [50_000_000, 7_000_000],
  [Float::INFINITY, 10_000_000],
].freeze
TICK_SIZES =

www.jpx.co.jp/equities/trading/domestic/07.html

[
  [1_000, 1/10r, 1],
  [3_000, 1/2r, 1],
  [5_000, 1, 5],
  [10_000, 1, 10],
  [30_000, 5, 10],
  [50_000, 10, 50],
  [100_000, 10, 100],
  [300_000, 50, 100],
  [500_000, 100, 500],
  [1_000_000, 100, 1_000],
  [3_000_000, 500, 1_000],
  [5_000_000, 1_000, 5_000],
  [10_000_000, 1_000, 10_000],
  [30_000_000, 5_000, 10_000],
  [50_000_000, 10_000, 50_000],
  [Float::INFINITY, 10_000, 100_000],
].freeze
VERSION = 
"0.1.1"

Class Method Summary collapse

Class Method Details

.price_limit(base_price) ⇒ Object

Returns the limit of price change in a day.



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# File 'lib/jp_stock_rule.rb', line 43

def self.price_limit(base_price)
  PRICE_LIMITS.detect { |upper_limit, | base_price < upper_limit }[1]
end

.round_price(price, topix100: false) ⇒ Object

Rounds the price to the tick.

JpStockRule.round_price(3001) # => 3000



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# File 'lib/jp_stock_rule.rb', line 75

def self.round_price(price, topix100: false)
  tick = tick_size(price, topix100: topix100)
  (price / tick).to_i * tick
end

.tick_size(base_price, topix100: false) ⇒ Object

Returns the tick size.



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# File 'lib/jp_stock_rule.rb', line 68

def self.tick_size(base_price, topix100: false)
  TICK_SIZES.detect { |upper_limit, | base_price <= upper_limit }[topix100 ? 1 : 2]
end