require 'ib-ruby/models/contract' module IB module Models class Option < Contract validates_numericality_of :strike, :greater_than => 0 validates_format_of :sec_type, :with => /^option$/, :message => "should be an option" validates_format_of :local_symbol, :with => /^\w+\s*\d{15}$|^$/, :message => "invalid OSI code" validates_format_of :right, :with => /^put$|^call$/, :message => "should be put or call" # For Options, this is contract's OSI (Option Symbology Initiative) name/code alias osi local_symbol def osi= value # Normalize to 21 char self.local_symbol = value.sub(/ /, ' '*(22-value.size)) end # Make valid IB Contract definition from OSI (Option Symbology Initiative) code. # NB: Simply making a new Contract with *local_symbol* (osi) property set to a # valid OSI code works just as well, just do NOT set *expiry*, *right* or # *strike* properties in this case. # This class method provided as a backup and shows how to analyse OSI codes. def self.from_osi osi # Parse contract's OSI (OCC Option Symbology Initiative) code args = osi.match(/(\w+)\s?(\d\d)(\d\d)(\d\d)([pcPC])(\d+)/).to_a.drop(1) symbol = args.shift year = 2000 + args.shift.to_i month = args.shift.to_i day = args.shift.to_i right = args.shift.upcase strike = args.shift.to_i/1000.0 # Set correct expiry date - IB expiry date differs from OSI if expiry date # falls on Saturday (see https://github.com/arvicco/option_mower/issues/4) expiry_date = Time.utc(year, month, day) expiry_date = Time.utc(year, month, day-1) if expiry_date.wday == 6 new :symbol => symbol, :exchange => "SMART", :expiry => expiry_date.to_ib[2..7], # YYMMDD :right => right, :strike => strike end def default_attributes super.merge :sec_type => :option #self[:description] ||= osi ? osi : "#{symbol} #{strike} #{right} #{expiry}" end def to_human "" end end # class Option end # module Models end # module IB