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Versions: 23
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Stored size: 1.35 KB
Contents
# frozen_string_literal: true
module EodServices
class Contract
class <<self
# rubocop:disable Metrics/LineLength
CONTRACT_REGEX = /^(?<symbol>[A-Z]+)(?<expiry>[0-9]{6})(?<option_type>[CP]{1})[0-9]{8}$/.freeze
# rubocop:enable Metrics/LineLength
def contract_symbol(underlying:, expiry:, type:, strike:)
return underlying if type == EodModels::OptionType::STOCK
contract = underlying + expiration(expiry) + type + padded_strike(strike)
unless EodServices::InstrumentType.option?(contract)
raise ArgumentError, "Contract #{contract} is not a valid options contract"
end
contract
end
def underlying_symbol(contract_symbol)
match = contract_symbol.match(CONTRACT_REGEX)
return match[:symbol] if match
contract_symbol
end
def contract_expiry(contract_symbol)
match = contract_symbol.match(CONTRACT_REGEX)
Date.parse(match[:expiry]) if match
end
def contract_type(contract_symbol)
match = contract_symbol.match(CONTRACT_REGEX)
return match[:option_type] if match
EodModels::OptionType::STOCK
end
private
def padded_strike(strike)
(strike * 1000).to_i.to_s.rjust(8, '0')
end
def expiration(expiry)
expiry.strftime('%y%m%d')
end
end
end
end
Version data entries
23 entries across 23 versions & 1 rubygems