Class: OptionCalendar

Inherits:
Object
  • Object
show all
Defined in:
lib/option_calendar.rb

Constant Summary collapse

FRIDAY = 
5

Class Method Summary collapse

Class Method Details

.expiration_for(month) ⇒ Object 



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# File 'lib/option_calendar.rb', line 14

def expiration_for(month)
  start = month.beginning_of_month

  expiry_week = start.advance(:days => 14)

  expiry_week += 1.day while expiry_week.wday != FRIDAY

  expiry_saturday = expiry_week + 1.day
end

.nearest_expiration(date, range = 3.days) ⇒ Object 



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# File 'lib/option_calendar.rb', line 42

def nearest_expiration(date, range = 3.days)
  expiration_date = expiration_for(date + range)

  if date > expiration_date
    expiration_date = expiration_for(expiration_date.next_month)
  end

  if date >= expiration_date - range
    expiration_for(expiration_date.next_month)
  else
    expiration_date
  end
end

.next_expiring_months(from = Date.today) ⇒ Object 



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# File 'lib/option_calendar.rb', line 24

def next_expiring_months(from = Date.today)
  this_month = expiration_for(from)
  next_month = expiration_for(from.next_month)

  expirations = [
    this_month,
    next_month
  ]

  # If the first month has already expired, remove it, and add another month out
  if from >= (this_month - 1.day)
    expirations.shift
    expirations << expiration_for(next_month.next_month)
  end

  expirations
end