Class: YahooCrawler

Inherits:
Object
  • Object
show all
Defined in:
lib/options-lib/yahoo_crawler.rb

Overview

A Yahoo!Finance crawler implemented using Mechanize to parse HTML and extract options quotes for given stock and expiration date.

Instance Method Summary collapse

Constructor Details

#initialize(stock, exp) ⇒ YahooCrawler

Returns a new instance of YahooCrawler.



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# File 'lib/options-lib/yahoo_crawler.rb', line 12

def initialize(stock, exp)
  @mech = Mechanize.new
  @stock, @exp = stock.upcase, exp
  @url = "http://finance.yahoo.com/q/op?s=#{stock}&m=#{exp[0,7]}"
  @stock_price = nil
  @call_options = Hash.new
  @put_options = Hash.new
  @call_strikes = Array.new
  @put_strikes = Array.new
  @lock = Mutex.new
  @t_lock = Mutex.new
  @thread = nil
end

Instance Method Details

#auto_reload(period = 60) ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 30

def auto_reload(period = 60)
  if not @thread.nil?
    stop
  end

  @thread = Thread.new do
    loop do
      begin
        fetch
        yield # callback
      rescue => e
        puts "Error fetching data: #{e.message}"
      end
      sleep period
    end
  end

end

#call_options ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 134

def call_options
  @lock.synchronize { @call_options }
end

#call_strikes ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 126

def call_strikes
  @lock.synchronize { @call_strikes }
end

#fetch ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 60

def fetch

  c_options, p_options = Hash.new, Hash.new
  c_strikes, p_strikes = Array.new, Array.new
  stock_price = nil
  
  # A small hack to make my hashes accept integers instead of floats for the strike prices
  add_convert_method_for_keys(c_options, p_options)

  @t_lock.synchronize { # don't step into each other in case someone calls fetch

    page = @mech.get(@url).body

    curr_price = page.scan(/\: \<.+?\<\/big\>/)
    lines = parse_data(curr_price[0])
    stock_price = lines[0].to_f
    
    calls = page.scan(/Strike\<.+Put Options/)
    puts = page.scan(/Put Options\<.+Highlighted/)

    lines = parse_data(calls[0])
    lines = lines.chunk(lines.length / 8)

    lines.each do |array|
      quote = parse_quote(array, Option::CALL, stock_price)
      c_options[quote.option.strike] = quote
    end

    lines = parse_data(puts[0])
    lines = lines.chunk(lines.length / 8)

    lines.each do |array|
      quote = parse_quote(array, Option::PUT, stock_price)
      p_options[quote.option.strike] = quote
    end

    c_options.keys.sort.each { |key| c_strikes << key }

    p_options.keys.sort.each { |key| p_strikes << key }

  }

  @lock.synchronize {
    @call_options, @put_options = c_options, p_options
    @call_strikes, @put_strikes = c_strikes, p_strikes
    @stock_price = stock_price
  }
  nil    
end

#get_call_option_quote(strike) ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 118

def get_call_option_quote(strike)
  call_options[strike]    
end

#get_option_quote(type, strike) ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 110

def get_option_quote(type, strike)
  if type == Option::CALL
    get_call_option_quote(strike)
  else
    get_put_option_quote(strike)  
  end
end

#get_put_option_quote(strike) ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 122

def get_put_option_quote(strike)
  put_options[strike]
end

#join_reload_thread ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 56

def join_reload_thread
    @thread.join if @thread
end

#put_options ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 138

def put_options
  @lock.synchronize { @put_options }
end

#put_strikes ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 130

def put_strikes
  @lock.synchronize { @put_strikes }
end

#show_calls ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 146

def show_calls
  call_strikes.each { |key| puts call_options[key] }
end

#show_puts ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 150

def show_puts
  put_strikes.each { |key| puts put_options[key] }
end

#stock_price ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 142

def stock_price
  @lock.synchronize { @stock_price }
end

#stop ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 49

def stop
  if not @thread.nil?
    @thread.kill
    @thread = nil
  end
end

#to_s ⇒ Object 



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# File 'lib/options-lib/yahoo_crawler.rb', line 26

def to_s
  "YahooCrawler('#{@stock}','#{@exp})"
end