Sha256: c4ab5485918ff803c0eb9f31dd7c7a7c31fc6212a2afb4a524da370f07d716d6
Contents?: true
Size: 1.17 KB
Versions: 20
Compression:
Stored size: 1.17 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
underlying + expiration(expiry) + type + padded_strike(strike)
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
20 entries across 20 versions & 1 rubygems