Class: IB::Models::Contract::Option

Inherits:
IB::Models::Contract show all
Defined in:
lib/ib-ruby/models/contract/option.rb

Constant Summary

Constants inherited from IB::Models::Contract

DEFAULT_PROPS, TYPES

Constants inherited from Model

Model::DEFAULT_PROPS

Instance Attribute Summary

Attributes inherited from IB::Models::Contract

#description, #legs

Attributes inherited from Model

#created_at

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from IB::Models::Contract

#==, build, from_ib_ruby, #serialize, #serialize_ib_ruby, #serialize_legs, #serialize_long, #serialize_short, #serialize_under_comp, #summary, #to_s, #to_short

Methods inherited from Model

#[], #[]=

Methods included from ModelProperties

#define_property, #define_property_methods, #prop

Constructor Details

#initialize(opts = {}) ⇒ Option

Returns a new instance of Option.



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# File 'lib/ib-ruby/models/contract/option.rb', line 45

def initialize opts = {}
  super opts
  self[:sec_type] = IB::SECURITY_TYPES[:option]
  self[:description] ||= osi ? osi : "#{symbol} #{strike} #{right} #{expiry}"
end

Class Method Details

.from_osi(osi) ⇒ Object

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 at the same time. This class method provided as a backup, to show how to analyse OSI codes.



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# File 'lib/ib-ruby/models/contract/option.rb', line 21

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
  #p symbol, year, month, day, right, strike

  # 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.new(year, month, day)
  expiry_date = Time.new(year, month, day-1) if expiry_date.saturday?

  new :symbol => symbol,
      :exchange => "SMART",
      :expiry => expiry_date.to_ib,
      :right => right,
      :strike => strike
end

Instance Method Details

#osi=(value) ⇒ Object 



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# File 'lib/ib-ruby/models/contract/option.rb', line 11

def osi= value
  # Normalize to 21 char
  self.local_symbol = value.sub(/ /, ' '*(22-value.size))
end

#to_human ⇒ Object 



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# File 'lib/ib-ruby/models/contract/option.rb', line 51

def to_human
  "<Option: " + [symbol, expiry, right, strike, exchange, currency].join("-") + ">"
end