Class: OptionLab::Models::EngineData

Inherits:
BaseModel
  • Object
show all
Defined in:
lib/option_lab/models.rb

Overview

Engine Data for intermediate calculations

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(attributes = {}) ⇒ EngineData

Returns a new instance of EngineData.



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# File 'lib/option_lab/models.rb', line 116

def initialize(attributes = {})
  # Initialize arrays
  @days_to_maturity = []
  @type = []
  @strike = []
  @premium = []
  @n = []
  @action = []
  @use_bs = []
  @previous_position = []
  @implied_volatility = []
  @itm_probability = []
  @delta = []
  @gamma = []
  @theta = []
  @vega = []
  @rho = []

  # Initialize other fields
  @profit_probability = 0.0
  @profit_target_probability = 0.0
  @loss_limit_probability = 0.0
  @expected_profit = 0.0
  @expected_loss = 0.0
  @profit_ranges = []
  @profit_target_ranges = []
  @loss_limit_ranges = []

  super(attributes)
end

Instance Attribute Details

#action ⇒ Object

Returns the value of attribute action.



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# File 'lib/option_lab/models.rb', line 82

def action
  @action
end

#cost ⇒ Object

Returns the value of attribute cost.



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# File 'lib/option_lab/models.rb', line 82

def cost
  @cost
end

#days_in_year ⇒ Object

Returns the value of attribute days_in_year.



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# File 'lib/option_lab/models.rb', line 82

def days_in_year
  @days_in_year
end

#days_to_maturity ⇒ Object

Returns the value of attribute days_to_maturity.



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# File 'lib/option_lab/models.rb', line 82

def days_to_maturity
  @days_to_maturity
end

#days_to_target ⇒ Object

Returns the value of attribute days_to_target.



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# File 'lib/option_lab/models.rb', line 82

def days_to_target
  @days_to_target
end

#delta ⇒ Object

Returns the value of attribute delta.



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# File 'lib/option_lab/models.rb', line 82

def delta
  @delta
end

#expected_loss ⇒ Object

Returns the value of attribute expected_loss.



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# File 'lib/option_lab/models.rb', line 82

def expected_loss
  @expected_loss
end

#expected_profit ⇒ Object

Returns the value of attribute expected_profit.



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# File 'lib/option_lab/models.rb', line 82

def expected_profit
  @expected_profit
end

#gamma ⇒ Object

Returns the value of attribute gamma.



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# File 'lib/option_lab/models.rb', line 82

def gamma
  @gamma
end

#implied_volatility ⇒ Object

Returns the value of attribute implied_volatility.



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# File 'lib/option_lab/models.rb', line 82

def implied_volatility
  @implied_volatility
end

#inputs ⇒ Object

Returns the value of attribute inputs.



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# File 'lib/option_lab/models.rb', line 82

def inputs
  @inputs
end

#itm_probability ⇒ Object

Returns the value of attribute itm_probability.



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# File 'lib/option_lab/models.rb', line 82

def itm_probability
  @itm_probability
end

#loss_limit_probability ⇒ Object

Returns the value of attribute loss_limit_probability.



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# File 'lib/option_lab/models.rb', line 82

def loss_limit_probability
  @loss_limit_probability
end

#loss_limit_ranges ⇒ Object

Returns the value of attribute loss_limit_ranges.



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# File 'lib/option_lab/models.rb', line 82

def loss_limit_ranges
  @loss_limit_ranges
end

#n ⇒ Object

Returns the value of attribute n.



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# File 'lib/option_lab/models.rb', line 82

def n
  @n
end

#premium ⇒ Object

Returns the value of attribute premium.



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# File 'lib/option_lab/models.rb', line 82

def premium
  @premium
end

#previous_position ⇒ Object

Returns the value of attribute previous_position.



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# File 'lib/option_lab/models.rb', line 82

def previous_position
  @previous_position
end

#profit ⇒ Object

Returns the value of attribute profit.



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# File 'lib/option_lab/models.rb', line 82

def profit
  @profit
end

#profit_mc ⇒ Object

Returns the value of attribute profit_mc.



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# File 'lib/option_lab/models.rb', line 82

def profit_mc
  @profit_mc
end

#profit_probability ⇒ Object

Returns the value of attribute profit_probability.



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# File 'lib/option_lab/models.rb', line 82

def profit_probability
  @profit_probability
end

#profit_ranges ⇒ Object

Returns the value of attribute profit_ranges.



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# File 'lib/option_lab/models.rb', line 82

def profit_ranges
  @profit_ranges
end

#profit_target_probability ⇒ Object

Returns the value of attribute profit_target_probability.



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# File 'lib/option_lab/models.rb', line 82

def profit_target_probability
  @profit_target_probability
end

#profit_target_ranges ⇒ Object

Returns the value of attribute profit_target_ranges.



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# File 'lib/option_lab/models.rb', line 82

def profit_target_ranges
  @profit_target_ranges
end

#rho ⇒ Object

Returns the value of attribute rho.



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# File 'lib/option_lab/models.rb', line 82

def rho
  @rho
end

#stock_price_array ⇒ Object

Returns the value of attribute stock_price_array.



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# File 'lib/option_lab/models.rb', line 82

def stock_price_array
  @stock_price_array
end

#strategy_profit ⇒ Object

Returns the value of attribute strategy_profit.



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# File 'lib/option_lab/models.rb', line 82

def strategy_profit
  @strategy_profit
end

#strategy_profit_mc ⇒ Object

Returns the value of attribute strategy_profit_mc.



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# File 'lib/option_lab/models.rb', line 82

def strategy_profit_mc
  @strategy_profit_mc
end

#strike ⇒ Object

Returns the value of attribute strike.



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# File 'lib/option_lab/models.rb', line 82

def strike
  @strike
end

#terminal_stock_prices ⇒ Object

Returns the value of attribute terminal_stock_prices.



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# File 'lib/option_lab/models.rb', line 82

def terminal_stock_prices
  @terminal_stock_prices
end

#theta ⇒ Object

Returns the value of attribute theta.



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# File 'lib/option_lab/models.rb', line 82

def theta
  @theta
end

#type ⇒ Object

Returns the value of attribute type.



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# File 'lib/option_lab/models.rb', line 82

def type
  @type
end

#use_bs ⇒ Object

Returns the value of attribute use_bs.



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# File 'lib/option_lab/models.rb', line 82

def use_bs
  @use_bs
end

#vega ⇒ Object

Returns the value of attribute vega.



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# File 'lib/option_lab/models.rb', line 82

def vega
  @vega
end