Class: SchwabRb::DataObjects::OptionChain

Inherits:
Object
  • Object
show all
Defined in:
lib/schwab_rb/data_objects/option_chain.rb

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(symbol:, status:, strategy:, interval:, is_delayed:, is_index:, interest_rate:, underlying_price:, volatility:, days_to_expiration:, asset_main_type:, asset_sub_type:, is_chain_truncated:, call_dates: [], call_opts: [], put_dates: [], put_opts: []) ⇒ OptionChain

Returns a new instance of OptionChain.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 59

def initialize(
  symbol:, status:, strategy:, interval:, is_delayed:, is_index:, interest_rate:, underlying_price:, volatility:, days_to_expiration:, asset_main_type:, asset_sub_type:, is_chain_truncated:, call_dates: [], call_opts: [], put_dates: [], put_opts: []
)
  @symbol = symbol
  @status = status
  @strategy = strategy
  @interval = interval
  @is_delayed = is_delayed
  @is_index = is_index
  @interest_rate = interest_rate
  @underlying_price = underlying_price
  @volatility = volatility
  @days_to_expiration = days_to_expiration
  @asset_main_type = asset_main_type
  @asset_sub_type = asset_sub_type
  @is_chain_truncated = is_chain_truncated
  @call_dates = call_dates
  @call_opts = call_opts
  @put_dates = put_dates
  @put_opts = put_opts
end

Instance Attribute Details

#asset_main_type ⇒ Object (readonly)

Returns the value of attribute asset_main_type.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def asset_main_type
  @asset_main_type
end

#asset_sub_type ⇒ Object (readonly)

Returns the value of attribute asset_sub_type.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def asset_sub_type
  @asset_sub_type
end

#call_dates ⇒ Object (readonly)

Returns the value of attribute call_dates.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def call_dates
  @call_dates
end

#call_opts ⇒ Object (readonly)

Returns the value of attribute call_opts.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def call_opts
  @call_opts
end

#days_to_expiration ⇒ Object (readonly)

Returns the value of attribute days_to_expiration.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def days_to_expiration
  @days_to_expiration
end

#interest_rate ⇒ Object (readonly)

Returns the value of attribute interest_rate.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def interest_rate
  @interest_rate
end

#interval ⇒ Object (readonly)

Returns the value of attribute interval.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def interval
  @interval
end

#is_chain_truncated ⇒ Object (readonly)

Returns the value of attribute is_chain_truncated.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def is_chain_truncated
  @is_chain_truncated
end

#is_delayed ⇒ Object (readonly)

Returns the value of attribute is_delayed.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def is_delayed
  @is_delayed
end

#is_index ⇒ Object (readonly)

Returns the value of attribute is_index.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def is_index
  @is_index
end

#put_dates ⇒ Object (readonly)

Returns the value of attribute put_dates.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def put_dates
  @put_dates
end

#put_opts ⇒ Object (readonly)

Returns the value of attribute put_opts.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def put_opts
  @put_opts
end

#status ⇒ Object (readonly)

Returns the value of attribute status.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def status
  @status
end

#strategy ⇒ Object (readonly)

Returns the value of attribute strategy.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def strategy
  @strategy
end

#symbol ⇒ Object (readonly)

Returns the value of attribute symbol.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def symbol
  @symbol
end

#underlying_price ⇒ Object (readonly)

Returns the value of attribute underlying_price.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def underlying_price
  @underlying_price
end

#volatility ⇒ Object (readonly)

Returns the value of attribute volatility.



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 81

def volatility
  @volatility
end

Class Method Details

.build(data) ⇒ Object 



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 11

def build(data)
  underlying_symbol = data.fetch(:symbol)

  call_dates = []
  call_opts = []
  data.fetch(:callExpDateMap).each do |exp_date, options|
    call_dates << Date.strptime(exp_date.to_s.split(":").first, "%Y-%m-%d")
    options.each_value do |opts|
      opts.each do |option_data|
        call_opts << Option.build(underlying_symbol, option_data)
      end
    end
  end

  put_dates = []
  put_opts = []
  data.fetch(:putExpDateMap).each do |exp_date, options|
    put_dates << Date.strptime(exp_date.to_s.split(":").first, "%Y-%m-%d")

    options.each_value do |opts|
      opts.each do |option_data|
        put_opts << Option.build(underlying_symbol, option_data)
      end
    end
  end

  new(
    symbol: data.fetch(:symbol),
    status: data.fetch(:status),
    strategy: data.fetch(:strategy),
    interval: data.fetch(:interval, nil),
    is_delayed: data.fetch(:isDelayed, nil),
    is_index: data.fetch(:isIndex, nil),
    interest_rate: data.fetch(:interestRate, nil),
    underlying_price: data.fetch(:underlyingPrice),
    volatility: data.fetch(:volatility, nil),
    days_to_expiration: data.fetch(:daysToExpiration),
    asset_main_type: data.fetch(:assetMainType, nil),
    asset_sub_type: data.fetch(:assetSubType, nil),
    is_chain_truncated: data.fetch(:isChainTruncated, false),
    call_dates: call_dates,
    call_opts: call_opts,
    put_dates: put_dates,
    put_opts: put_opts
  )
end

Instance Method Details

#to_a(_date = nil) ⇒ Object 



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# File 'lib/schwab_rb/data_objects/option_chain.rb', line 84

def to_a(_date = nil)
  call_opts.map do |copt|
    [copt.expiration_date.strftime("%Y-%m-%d"), copt.put_call, copt.strike, copt.delta, copt.bid, copt.ask,
     copt.mark]
  end + put_opts.map do |popt|
    [popt.expiration_date.strftime("%Y-%m-%d"), popt.put_call, popt.strike, popt.delta, popt.bid, popt.ask,
     popt.mark]
  end
end