Class: Intrinio::OptionPriceEod

Inherits:
Object
  • Object
show all
Defined in:
lib/intrinio-sdk/models/option_price_eod.rb

Overview

An option price contains price information for a specific options contract.

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(attributes = {}) ⇒ OptionPriceEod

Initializes the object

Parameters:

  • attributes (Hash) (defaults to: {}) —

    Model attributes in the form of hash



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 138

def initialize(attributes = {})
  return unless attributes.is_a?(Hash)

  # convert string to symbol for hash key
  attributes = attributes.each_with_object({}){|(k,v), h| h[k.to_sym] = v}

  if attributes.has_key?(:'date')
    self.date = attributes[:'date']
  end

  if attributes.has_key?(:'close')
    self.close = attributes[:'close']
  end

  if attributes.has_key?(:'close_bid')
    self.close_bid = attributes[:'close_bid']
  end

  if attributes.has_key?(:'close_ask')
    self.close_ask = attributes[:'close_ask']
  end

  if attributes.has_key?(:'volume')
    self.volume = attributes[:'volume']
  end

  if attributes.has_key?(:'open')
    self.open = attributes[:'open']
  end

  if attributes.has_key?(:'open_ask')
    self.open_ask = attributes[:'open_ask']
  end

  if attributes.has_key?(:'open_bid')
    self.open_bid = attributes[:'open_bid']
  end

  if attributes.has_key?(:'open_interest')
    self.open_interest = attributes[:'open_interest']
  end

  if attributes.has_key?(:'high')
    self.high = attributes[:'high']
  end

  if attributes.has_key?(:'low')
    self.low = attributes[:'low']
  end

  if attributes.has_key?(:'mark')
    self.mark = attributes[:'mark']
  end

  if attributes.has_key?(:'ask_high')
    self.ask_high = attributes[:'ask_high']
  end

  if attributes.has_key?(:'ask_low')
    self.ask_low = attributes[:'ask_low']
  end

  if attributes.has_key?(:'bid_high')
    self.bid_high = attributes[:'bid_high']
  end

  if attributes.has_key?(:'bid_low')
    self.bid_low = attributes[:'bid_low']
  end

  if attributes.has_key?(:'implied_volatility')
    self.implied_volatility = attributes[:'implied_volatility']
  end

  if attributes.has_key?(:'delta')
    self.delta = attributes[:'delta']
  end

  if attributes.has_key?(:'gamma')
    self.gamma = attributes[:'gamma']
  end

  if attributes.has_key?(:'theta')
    self.theta = attributes[:'theta']
  end

  if attributes.has_key?(:'vega')
    self.vega = attributes[:'vega']
  end

end

Instance Attribute Details

#ask_high ⇒ Object

The highest ask over the span of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 55

def ask_high
  @ask_high
end

#ask_low ⇒ Object

The lowest ask over the span of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 58

def ask_low
  @ask_low
end

#bid_high ⇒ Object

The highest bid over the span of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 61

def bid_high
  @bid_high
end

#bid_low ⇒ Object

The lowest bid over the span of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 64

def bid_low
  @bid_low
end

#close ⇒ Object

The closing price of the options contract.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 22

def close
  @close
end

#close_ask ⇒ Object

The closing ask price of the options contract.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 28

def close_ask
  @close_ask
end

#close_bid ⇒ Object

The closing bid price of the options contract.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 25

def close_bid
  @close_bid
end

#date ⇒ Object

The date of the price, in the format YYYY-MM-DD



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 19

def date
  @date
end

#delta ⇒ Object

Delta represents the rate of change between the option’s price and a $1 change in the underlying asset’s price.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 70

def delta
  @delta
end

#gamma ⇒ Object

Gamma represents the rate of change between an option’s delta and the underlying asset’s price.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 73

def gamma
  @gamma
end

#high ⇒ Object

The highest price over the span of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 46

def high
  @high
end

#implied_volatility ⇒ Object

The implied volatility of the contract calculated using the Black-Scholes Model.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 67

def implied_volatility
  @implied_volatility
end

#low ⇒ Object

The highest price over the span of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 49

def low
  @low
end

#mark ⇒ Object

The mid price between the latest bid and ask spread



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 52

def mark
  @mark
end

#open ⇒ Object

The price at the beginning of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 34

def open
  @open
end

#open_ask ⇒ Object

The ask at the beginning of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 37

def open_ask
  @open_ask
end

#open_bid ⇒ Object

The bid at the beginning of the period



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 40

def open_bid
  @open_bid
end

#open_interest ⇒ Object

The total number of this options contract that are still open.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 43

def open_interest
  @open_interest
end

#theta ⇒ Object

Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option’s time decay.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 76

def theta
  @theta
end

#vega ⇒ Object

Vega represents the rate of change between an option’s value and the underlying asset’s implied volatility.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 79

def vega
  @vega
end

#volume ⇒ Object

The cumulative volume of this options contract that traded that day.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 31

def volume
  @volume
end

Class Method Details

.attribute_map ⇒ Object

Attribute mapping from ruby-style variable name to JSON key.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 83

def self.attribute_map
  {
    :'date' => :'date',
    :'close' => :'close',
    :'close_bid' => :'close_bid',
    :'close_ask' => :'close_ask',
    :'volume' => :'volume',
    :'open' => :'open',
    :'open_ask' => :'open_ask',
    :'open_bid' => :'open_bid',
    :'open_interest' => :'open_interest',
    :'high' => :'high',
    :'low' => :'low',
    :'mark' => :'mark',
    :'ask_high' => :'ask_high',
    :'ask_low' => :'ask_low',
    :'bid_high' => :'bid_high',
    :'bid_low' => :'bid_low',
    :'implied_volatility' => :'implied_volatility',
    :'delta' => :'delta',
    :'gamma' => :'gamma',
    :'theta' => :'theta',
    :'vega' => :'vega'
  }
end

.swagger_types ⇒ Object

Attribute type mapping.



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 110

def self.swagger_types
  {
    :'date' => :'String',
    :'close' => :'Float',
    :'close_bid' => :'Float',
    :'close_ask' => :'Float',
    :'volume' => :'Integer',
    :'open' => :'Float',
    :'open_ask' => :'Float',
    :'open_bid' => :'Float',
    :'open_interest' => :'Integer',
    :'high' => :'Float',
    :'low' => :'Float',
    :'mark' => :'Float',
    :'ask_high' => :'Float',
    :'ask_low' => :'Float',
    :'bid_high' => :'Float',
    :'bid_low' => :'Object',
    :'implied_volatility' => :'Float',
    :'delta' => :'Float',
    :'gamma' => :'Float',
    :'theta' => :'Float',
    :'vega' => :'Float'
  }
end

Instance Method Details

#==(o) ⇒ Object

Checks equality by comparing each attribute.

Parameters:

  • Object (Object) —

    to be compared



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 245

def ==(o)
  return true if self.equal?(o)
  self.class == o.class &&
      date == o.date &&
      close == o.close &&
      close_bid == o.close_bid &&
      close_ask == o.close_ask &&
      volume == o.volume &&
      open == o.open &&
      open_ask == o.open_ask &&
      open_bid == o.open_bid &&
      open_interest == o.open_interest &&
      high == o.high &&
      low == o.low &&
      mark == o.mark &&
      ask_high == o.ask_high &&
      ask_low == o.ask_low &&
      bid_high == o.bid_high &&
      bid_low == o.bid_low &&
      implied_volatility == o.implied_volatility &&
      delta == o.delta &&
      gamma == o.gamma &&
      theta == o.theta &&
      vega == o.vega
end

#_deserialize(type, value) ⇒ Object

Deserializes the data based on type

Parameters:

  • string —

    type Data type

  • string —

    value Value to be deserialized

Returns:

  • (Object) —

    Deserialized data



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 307

def _deserialize(type, value)
  case type.to_sym
  when :DateTime
    DateTime.parse(value)
  when :Date
    Date.parse(value)
  when :String
    value.to_s
  when :Integer
    value.to_i
  when :Float
    value.to_f
  when :BOOLEAN
    if value.to_s =~ /\A(true|t|yes|y|1)\z/i
      true
    else
      false
    end
  when :Object
    # generic object (usually a Hash), return directly
    value
  when /\AArray<(?<inner_type>.+)>\z/
    inner_type = Regexp.last_match[:inner_type]
    value.map { |v| _deserialize(inner_type, v) }
  when /\AHash<(?<k_type>.+?), (?<v_type>.+)>\z/
    k_type = Regexp.last_match[:k_type]
    v_type = Regexp.last_match[:v_type]
    {}.tap do |hash|
      value.each do |k, v|
        hash[_deserialize(k_type, k)] = _deserialize(v_type, v)
      end
    end
  else # model
    temp_model = Intrinio.const_get(type).new
    temp_model.build_from_hash(value)
  end
end

#_to_hash(value) ⇒ Hash

Outputs non-array value in the form of hash For object, use to_hash. Otherwise, just return the value

Parameters:

  • value (Object) —

    Any valid value

Returns:

  • (Hash) —

    Returns the value in the form of hash



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 373

def _to_hash(value)
  if value.is_a?(Array)
    value.compact.map{ |v| _to_hash(v) }
  elsif value.is_a?(Hash)
    {}.tap do |hash|
      value.each { |k, v| hash[k] = _to_hash(v) }
    end
  elsif value.respond_to? :to_hash
    value.to_hash
  else
    value
  end
end

#build_from_hash(attributes) ⇒ Object

Builds the object from hash

Parameters:

  • attributes (Hash) —

    Model attributes in the form of hash

Returns:

  • (Object) —

    Returns the model itself



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 286

def build_from_hash(attributes)
  return nil unless attributes.is_a?(Hash)
  self.class.swagger_types.each_pair do |key, type|
    if type =~ /\AArray<(.*)>/i
      # check to ensure the input is an array given that the the attribute
      # is documented as an array but the input is not
      if attributes[self.class.attribute_map[key]].is_a?(Array)
        self.send("#{key}=", attributes[self.class.attribute_map[key]].map{ |v| _deserialize($1, v) } )
      end
    elsif !attributes[self.class.attribute_map[key]].nil?
      self.send("#{key}=", _deserialize(type, attributes[self.class.attribute_map[key]]))
    end # or else data not found in attributes(hash), not an issue as the data can be optional
  end

  self
end

#eql?(o) ⇒ Boolean

Parameters:

  • Object (Object) —

    to be compared

Returns:

  • (Boolean)

See Also:

  • `==` method


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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 273

def eql?(o)
  self == o
end

#hash ⇒ Fixnum

Calculates hash code according to all attributes.

Returns:

  • (Fixnum) —

    Hash code



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 279

def hash
  [date, close, close_bid, close_ask, volume, open, open_ask, open_bid, open_interest, high, low, mark, ask_high, ask_low, bid_high, bid_low, implied_volatility, delta, gamma, theta, vega].hash
end

#list_invalid_properties ⇒ Object

Show invalid properties with the reasons. Usually used together with valid?

Returns:

  • Array for valid properties with the reasons



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 232

def list_invalid_properties
  invalid_properties = Array.new
  return invalid_properties
end

#to_body ⇒ Hash

to_body is an alias to to_hash (backward compatibility)

Returns:

  • (Hash) —

    Returns the object in the form of hash



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 353

def to_body
  to_hash
end

#to_hash ⇒ Hash

Returns the object in the form of hash

Returns:

  • (Hash) —

    Returns the object in the form of hash



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 359

def to_hash
  hash = {}
  self.class.attribute_map.each_pair do |attr, param|
    value = self.send(attr)
    next if value.nil?
    hash[param] = _to_hash(value)
  end
  hash
end

#to_s ⇒ String

Returns the string representation of the object

Returns:

  • (String) —

    String presentation of the object



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 347

def to_s
  to_hash.to_s
end

#valid? ⇒ Boolean

Check to see if the all the properties in the model are valid

Returns:

  • (Boolean) —

    true if the model is valid



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# File 'lib/intrinio-sdk/models/option_price_eod.rb', line 239

def valid?
  return true
end