oh 1.0.1
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- data/.autotest +23 -0
- data/History.txt +6 -0
- data/Manifest.txt +14 -0
- data/README.rdoc +67 -0
- data/Rakefile +12 -0
- data/bin/oh +57 -0
- data/lib/oh.rb +202 -0
- data/lib/ohbjects.rb +67 -0
- data/lib/ohbjects/account.rb +29 -0
- data/lib/ohbjects/options.rb +78 -0
- data/lib/ohbjects/quote.rb +35 -0
- data/test/test_oh.rb +166 -0
- data/test/test_ohbjects.rb +63 -0
- data/test/test_options.rb +69 -0
- metadata +133 -0
data/.autotest
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# -*- ruby -*-
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require 'autotest/restart'
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# Autotest.add_hook :initialize do |at|
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# at.extra_files << "../some/external/dependency.rb"
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#
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# at.libs << ":../some/external"
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#
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# at.add_exception 'vendor'
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#
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# at.add_mapping(/dependency.rb/) do |f, _|
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# at.files_matching(/test_.*rb$/)
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# end
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#
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# %w(TestA TestB).each do |klass|
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# at.extra_class_map[klass] = "test/test_misc.rb"
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# end
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# end
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# Autotest.add_hook :run_command do |at|
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# system "rake build"
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# end
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data/History.txt
ADDED
data/Manifest.txt
ADDED
data/README.rdoc
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= oh
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* http://github.com/aasmith/oh
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== Description
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An API for OptionsHouse (http://optionshouse.com).
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Currently provides a mechanism for pulling stock and option quotes.
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== Synopsis
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# The basic oh API. Calls to the API return parsed Nokogiri documents.
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require 'oh'
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# An object wrapper around the basic api. Marshals above responses into
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# handy Ruby objects, defined in lib/ohbjects.
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require 'ohbjects'
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Ohbjects.activate
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# You defined these vars somewhere else, right?
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o = Oh.new(username, password)
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# Use the virtual account so we don't accidentally spend all your
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# hard-earned dollars on Frozen Pork Belly futures.
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account = o.accounts.detect { |a| a.virtual? }
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o.account_id = account.id
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# Bask is the glory of knowing the latest price for the
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# iPath Dow Jones-AIG Coffee Total Return Sub-Index ETN.
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p o.quote("JO")
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# Do something like this every 120 seconds or so, otherwise your
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# token will expire.
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o.keep_alive
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== Requirements
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* Nokogiri
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* An OptionsHouse account
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== Install
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sudo gem install oh
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== License
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Copyright (c) 2010 Andrew A. Smith
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Permission is hereby granted, free of charge, to any person obtaining
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a copy of this software and associated documentation files (the
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'Software'), to deal in the Software without restriction, including
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without limitation the rights to use, copy, modify, merge, publish,
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distribute, sublicense, and/or sell copies of the Software, and to
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permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice and this permission notice shall be
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included in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED 'AS IS', WITHOUT WARRANTY OF ANY KIND,
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EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
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IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
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CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
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TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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data/Rakefile
ADDED
data/bin/oh
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#!/usr/bin/env ruby
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require 'oh'
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require 'ohbjects'
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Ohbjects.activate
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username, *symbols = ARGV
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abort "Usage: #{$0} [username] [symbol ...]" unless username and !symbols.empty?
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begin
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print "Password: "
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system "stty -echo"
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password = $stdin.gets.chomp
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ensure
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system "stty echo"
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puts
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end
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o = Oh.new(username, password)
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account = o.accounts.detect { |a| a.virtual? }
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if account
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puts "Using account #{account.name}"
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else
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abort "No virtual accounts found for #{username.inspect}"
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end
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o.account_id = account.id
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Thread.abort_on_exception = true
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auth_last_sent_at = Time.now
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begin
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puts "Started polling at #{st=Time.now}"
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t = Thread.new do
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loop do
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symbols.each do |symbol|
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p o.quote(symbol)
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end
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if Time.now - auth_last_sent_at > 120
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o.keep_alive
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auth_last_sent_at = Time.now
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end
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sleep 1
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end
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end
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t.join
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ensure
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abort "Terminated at #{et=Time.now} after #{et-st} secs."
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end
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data/lib/oh.rb
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require 'net/http'
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require 'net/https'
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require 'stringio'
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require 'zlib'
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require 'rubygems'
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require 'nokogiri'
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class Oh
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VERSION = '1.0.1'
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HEADERS = {
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"Host" => "www.optionshouse.com",
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"User-Agent" => "Mozilla/5.0 (Windows; U; Windows NT 6.0; en-US; rv:1.9.2.12) Gecko/20101026 Firefox/3.6.12 (.NET CLR 3.5.30729)",
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"Accept" => "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
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"Accept-Language" => "en-us,en;q=0.5",
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"Accept-Encoding" => "gzip,deflate",
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"Accept-Charset" => "ISO-8859-1,utf-8;q=0.7,*;q=0.7",
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"Connection" => "keep-alive",
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"Content-Type" => "text/xml; charset=UTF-8",
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"Referer" => "https://www.optionshouse.com/tool/login/",
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"Cookie" => "blackbird={pos:1,size:0,load:null,info:true,debug:true,warn:true,error:true,profile:true}",
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"Pragma" => "no-cache",
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"Cache-Control" => "no-cache",
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}
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attr_accessor :username, :password
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attr_writer :account_id
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def initialize(username, password)
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self.username = username
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self.password = password
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end
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def account_id
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@account_id or raise "Account not set; call Oh#accounts() to get a list, then set using Oh#account_id=(id)."
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end
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def token
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@token ||= login
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end
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def login
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response = request_without_callbacks(message("auth.login",
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:userName => username,
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:password => password,
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:organization => "OPHOUSE,KERSHNER",
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:authToken => nil,
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:validationText => ""))
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access = response.search("//access").text
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raise AuthError, "Access was #{access}" unless access == "granted"
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ready = response.search("//requiresAccountCreation").text == "false"
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raise AccountError, "Account is not active" unless ready
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token = response.search("//authToken").text
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raise AuthError, "No auth token was returned" if token.strip.empty? or token == "null"
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token
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end
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def accounts
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request(message_with_token("account.info"))
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end
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def quote(symbol)
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request(messages(quote_messages(symbol)))
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end
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def option_chain(symbol)
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request(chain_message(symbol))
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end
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def quote_with_chain(symbol)
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request(messages(quote_messages(symbol), chain_message(symbol)))
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end
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# TODO: send this every 120 seconds?
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def keep_alive
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request(message_with_account("auth.keepAlive"))
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end
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def quote_messages(symbol)
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[
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message_with_account("view.quote",
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:symbol => symbol,
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:description => true,
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:fundamentals => true),
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message_with_token("echo", :symbol => symbol)
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]
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end
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def chain_message(symbol)
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message_with_account("view.chain",
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:symbol => symbol,
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:greeks => true,
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:weeklies => true,
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:quarterlies => true,
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:quotesAfter => 0,
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:ntm => 10, # near the money
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:bs => true) # black-scholes?
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end
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def message_with_token(action, data = {})
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message(action, {:authToken => token}.merge(data))
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end
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def message_with_account(action, data = {})
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message_with_token(action, {:account => account_id}.merge(data))
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end
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def message(action, data = {})
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chunks = []
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|
117
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chunks << "<EZMessage action='#{action}'>"
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chunks << "<data>"
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data.each do |key, value|
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chunks << "<#{key}>#{value || "null"}</#{key}>"
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end
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chunks << "</data>"
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chunks << "</EZMessage>"
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chunks.join
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end
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def messages(*messages)
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"<EZList>#{messages.flatten.join}</EZList>"
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end
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def request_without_callbacks(body)
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request(body, false)
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end
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def request(body, with_callbacks = true)
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path = "/m"
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response = connection.post(path, body, HEADERS)
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data = response.body
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out = case response["content-encoding"]
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when /gzip/ then Zlib::GzipReader.new(StringIO.new(data)).read
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when /deflate/ then Zlib::Inflate.inflate(data)
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else data
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end
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149
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150
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if $DEBUG
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puts "Sent:"
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puts body
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puts "-" * 80
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154
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puts "Got"
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p response.code
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p response.message
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157
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|
158
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response.each {|key, val| puts key + ' = ' + val}
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159
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+
|
160
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puts out
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puts "=" * 80
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puts
|
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end
|
164
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|
165
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result = begin
|
166
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Nokogiri.parse(out, nil, nil, Nokogiri::XML::ParseOptions::STRICT)
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167
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rescue
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168
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warn "Unable to parse: #{out.inspect}"
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raise
|
170
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+
end
|
171
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+
|
172
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check_connection_status(result)
|
173
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+
|
174
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with_callbacks && respond_to?(:post_process_request) ?
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post_process_request(result) :
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result
|
177
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end
|
178
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+
|
179
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def check_connection_status(doc)
|
180
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if doc.at("//errors/access[text()='denied']")
|
181
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raise AuthError, "Access denied, token has expired?"
|
182
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end
|
183
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+
end
|
184
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+
|
185
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def connection
|
186
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return @client if defined? @client
|
187
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+
|
188
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client = Net::HTTP.new("www.optionshouse.com", 443)
|
189
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client.use_ssl = true
|
190
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+
|
191
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if ENV["SSL_PATH"] && File.exist?(ENV["SSL_PATH"])
|
192
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client.ca_path = ENV["SSL_PATH"]
|
193
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client.verify_mode = OpenSSL::SSL::VERIFY_PEER
|
194
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+
end
|
195
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+
|
196
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@client = client
|
197
|
+
end
|
198
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+
|
199
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AuthError = Class.new(StandardError)
|
200
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AccountError = Class.new(StandardError)
|
201
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+
|
202
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+
end
|
data/lib/ohbjects.rb
ADDED
@@ -0,0 +1,67 @@
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1
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# Adds an object representation to Oh responses:
|
2
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+
#
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3
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+
# require "ohbjects"
|
4
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+
# Ohbjects.activate
|
5
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+
#
|
6
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# Then, any further calls to Oh methods that used to
|
7
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# return an XML doc will now return objects such as
|
8
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# Ohbjects::Call, Ohbjects::Put, etc.
|
9
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#
|
10
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+
module Ohbjects
|
11
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+
REGISTRY = []
|
12
|
+
|
13
|
+
module Buildable
|
14
|
+
attr_reader :spec
|
15
|
+
|
16
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def builds(css_or_xpath)
|
17
|
+
@spec = css_or_xpath
|
18
|
+
end
|
19
|
+
|
20
|
+
def build?(doc)
|
21
|
+
!doc.search(@spec).empty?
|
22
|
+
end
|
23
|
+
|
24
|
+
# Taken from active support.
|
25
|
+
def underscore(camel_cased_word)
|
26
|
+
camel_cased_word.to_s.
|
27
|
+
gsub(/([A-Z]+)([A-Z][a-z])/,'\1_\2').
|
28
|
+
gsub(/([a-z\d])([A-Z])/,'\1_\2').
|
29
|
+
tr("-", "_").
|
30
|
+
downcase
|
31
|
+
end
|
32
|
+
|
33
|
+
def self.extended(extender)
|
34
|
+
REGISTRY << extender
|
35
|
+
end
|
36
|
+
end
|
37
|
+
|
38
|
+
def objectify(doc)
|
39
|
+
qualified_builders =
|
40
|
+
REGISTRY.select { |builder| builder.build?(doc) }
|
41
|
+
|
42
|
+
objects = []
|
43
|
+
|
44
|
+
qualified_builders.each do |builder|
|
45
|
+
doc.search(builder.spec).each do |fragment|
|
46
|
+
objects.push(*builder.build(fragment))
|
47
|
+
end
|
48
|
+
end
|
49
|
+
|
50
|
+
objects
|
51
|
+
end
|
52
|
+
|
53
|
+
def post_process_request(result)
|
54
|
+
objectify(result)
|
55
|
+
end
|
56
|
+
|
57
|
+
class << self
|
58
|
+
def activate
|
59
|
+
Oh.send :include, self
|
60
|
+
end
|
61
|
+
end
|
62
|
+
end
|
63
|
+
|
64
|
+
Dir[File.join(File.dirname(__FILE__), 'ohbjects', '*.rb')].each do |fn|
|
65
|
+
require fn
|
66
|
+
end
|
67
|
+
|
@@ -0,0 +1,29 @@
|
|
1
|
+
module Ohbjects
|
2
|
+
class AccountBuilder
|
3
|
+
extend Buildable
|
4
|
+
|
5
|
+
# Not building anything real for now.
|
6
|
+
builds "//data/account[isVirtual='true']"
|
7
|
+
|
8
|
+
class << self
|
9
|
+
def build(fragment)
|
10
|
+
account = Account.new
|
11
|
+
|
12
|
+
account.id = fragment.at("accountId").text
|
13
|
+
account.name = fragment.at("accountName").text
|
14
|
+
account.virtual = fragment.at("isVirtual").text =~ /true/
|
15
|
+
account.display_id = fragment.at("account").text
|
16
|
+
|
17
|
+
account
|
18
|
+
end
|
19
|
+
end
|
20
|
+
end
|
21
|
+
|
22
|
+
class Account
|
23
|
+
attr_accessor :id, :display_id, :name, :virtual
|
24
|
+
|
25
|
+
def virtual?
|
26
|
+
virtual
|
27
|
+
end
|
28
|
+
end
|
29
|
+
end
|
@@ -0,0 +1,78 @@
|
|
1
|
+
module Ohbjects
|
2
|
+
class OptionBuilder
|
3
|
+
extend Buildable
|
4
|
+
|
5
|
+
builds "optionQuote"
|
6
|
+
|
7
|
+
METHOD_LOOKUP = {
|
8
|
+
:optionRoot => :root,
|
9
|
+
:strikePrice => :strike,
|
10
|
+
:expDate => :expires,
|
11
|
+
:bidSize => :bids,
|
12
|
+
:askSize => :asks
|
13
|
+
}
|
14
|
+
|
15
|
+
class << self
|
16
|
+
def build(fragment)
|
17
|
+
put, call = Put.new, Call.new
|
18
|
+
|
19
|
+
fragment.attributes.each do |key, attr|
|
20
|
+
match = key.match(/^(call|put)?(.*)$/)
|
21
|
+
|
22
|
+
option_type, method = match.captures
|
23
|
+
|
24
|
+
method = METHOD_LOOKUP[method.to_sym] || underscore(method)
|
25
|
+
setter = "#{method}="
|
26
|
+
|
27
|
+
value = attr.value
|
28
|
+
|
29
|
+
if option_type
|
30
|
+
option = option_type == "call" ? call : put
|
31
|
+
option.send(setter, value) if option.respond_to?(setter)
|
32
|
+
else
|
33
|
+
[put, call].each do |option|
|
34
|
+
option.send(setter, value) if option.respond_to?(setter)
|
35
|
+
end
|
36
|
+
end
|
37
|
+
end
|
38
|
+
|
39
|
+
[put, call]
|
40
|
+
end
|
41
|
+
end
|
42
|
+
end
|
43
|
+
|
44
|
+
class Option
|
45
|
+
attr_accessor :id, :key, :strike, :root,
|
46
|
+
:bid, :ask, :change, :volume, :open_interest,
|
47
|
+
:iv, :delta, :gamma, :theta, :vega,
|
48
|
+
:bids, :asks
|
49
|
+
|
50
|
+
attr_reader :expires
|
51
|
+
|
52
|
+
def initialize
|
53
|
+
if instance_of? Option
|
54
|
+
raise ArgumentError, "An option cannot be instantiated"
|
55
|
+
end
|
56
|
+
end
|
57
|
+
|
58
|
+
def expires=(date_string)
|
59
|
+
# Intentionally explict pattern to force
|
60
|
+
# parse errors should the format change.
|
61
|
+
@expires = Date.strptime(date_string, "%b %e, %Y")
|
62
|
+
end
|
63
|
+
|
64
|
+
def call?
|
65
|
+
Call === self
|
66
|
+
end
|
67
|
+
|
68
|
+
def put?
|
69
|
+
Put === self
|
70
|
+
end
|
71
|
+
end
|
72
|
+
|
73
|
+
class Put < Option
|
74
|
+
end
|
75
|
+
|
76
|
+
class Call < Option
|
77
|
+
end
|
78
|
+
end
|
@@ -0,0 +1,35 @@
|
|
1
|
+
module Ohbjects
|
2
|
+
class QuoteBuilder
|
3
|
+
extend Buildable
|
4
|
+
|
5
|
+
builds "//data/quote"
|
6
|
+
|
7
|
+
class << self
|
8
|
+
def build(fragment)
|
9
|
+
quote = Quote.new
|
10
|
+
|
11
|
+
fragment.attributes.each do |key, attr|
|
12
|
+
method = "#{underscore(key)}="
|
13
|
+
|
14
|
+
next unless quote.respond_to?(method)
|
15
|
+
|
16
|
+
quote.send(method, attr.value)
|
17
|
+
end
|
18
|
+
|
19
|
+
quote.description =
|
20
|
+
fragment.attributes["shortDescription"].value
|
21
|
+
|
22
|
+
quote
|
23
|
+
end
|
24
|
+
end
|
25
|
+
end
|
26
|
+
|
27
|
+
class Quote
|
28
|
+
attr_accessor :symbol, :bid, :ask, :volume, :prev_close, :last,
|
29
|
+
:open, :high, :low, :today_close, :description
|
30
|
+
end
|
31
|
+
|
32
|
+
# TODO: today_close will be 0 until today has actually closed.
|
33
|
+
# TODO: many more attributes
|
34
|
+
# TODO: field conversion
|
35
|
+
end
|
data/test/test_oh.rb
ADDED
@@ -0,0 +1,166 @@
|
|
1
|
+
require "test/unit"
|
2
|
+
require "flexmock/test_unit"
|
3
|
+
require "oh"
|
4
|
+
|
5
|
+
class TestOh < Test::Unit::TestCase
|
6
|
+
def setup
|
7
|
+
@oh = Oh.new("bob", "secret")
|
8
|
+
end
|
9
|
+
|
10
|
+
def mocked_response(data, headers = {})
|
11
|
+
response = headers.dup
|
12
|
+
|
13
|
+
class << response
|
14
|
+
attr_accessor :body
|
15
|
+
end
|
16
|
+
|
17
|
+
response.body = data
|
18
|
+
response
|
19
|
+
end
|
20
|
+
|
21
|
+
def test_request_doesnt_delegate_when_not_present
|
22
|
+
flexmock(Net::HTTP).new_instances.should_receive(
|
23
|
+
:post => mocked_response("<response></response>")
|
24
|
+
)
|
25
|
+
|
26
|
+
flexmock(@oh) do |m|
|
27
|
+
m.should_receive(:post_process_request).never
|
28
|
+
m.should_receive(:respond_to?).
|
29
|
+
with(:post_process_request).and_return(false)
|
30
|
+
end
|
31
|
+
|
32
|
+
@oh.request("<request></request>")
|
33
|
+
end
|
34
|
+
|
35
|
+
def test_request_doesnt_delegate_when_asked_not_to
|
36
|
+
flexmock(Net::HTTP).new_instances.should_receive(
|
37
|
+
:post => mocked_response("<response></response>")
|
38
|
+
)
|
39
|
+
|
40
|
+
flexmock(@oh) do |m|
|
41
|
+
m.should_receive(:post_process_request).never
|
42
|
+
m.should_receive(:respond_to?).
|
43
|
+
with(:post_process_request).and_return(true)
|
44
|
+
end
|
45
|
+
|
46
|
+
@oh.request("<request></request>", false)
|
47
|
+
end
|
48
|
+
|
49
|
+
def test_request_without_callbacks_calls_request_with_correct_args
|
50
|
+
flexmock(@oh).should_receive(:request).with("foo", false).once
|
51
|
+
|
52
|
+
@oh.request_without_callbacks("foo")
|
53
|
+
end
|
54
|
+
|
55
|
+
def test_request_delegates
|
56
|
+
flexmock(Net::HTTP).new_instances.should_receive(
|
57
|
+
:post => mocked_response("<response></response>")
|
58
|
+
)
|
59
|
+
|
60
|
+
flexmock(@oh) do |m|
|
61
|
+
m.should_receive(:post_process_request).once
|
62
|
+
m.should_receive(:respond_to?).
|
63
|
+
with(:post_process_request).and_return(true)
|
64
|
+
end
|
65
|
+
|
66
|
+
@oh.request("<request></request>")
|
67
|
+
end
|
68
|
+
|
69
|
+
def test_request_handles_gzip
|
70
|
+
io = StringIO.new
|
71
|
+
|
72
|
+
z = Zlib::GzipWriter.new(io)
|
73
|
+
z.write "<response></response>"
|
74
|
+
z.close
|
75
|
+
|
76
|
+
flexmock(Net::HTTP).new_instances.should_receive(
|
77
|
+
:post => mocked_response(
|
78
|
+
io.string,
|
79
|
+
"content-encoding" => "gzip"
|
80
|
+
))
|
81
|
+
|
82
|
+
doc = @oh.request("<request></request>")
|
83
|
+
|
84
|
+
assert_equal "response", doc.root.name,
|
85
|
+
"should have document with a root node of response"
|
86
|
+
end
|
87
|
+
|
88
|
+
def test_request_handles_deflate
|
89
|
+
flexmock(Net::HTTP).new_instances.should_receive(
|
90
|
+
:post => mocked_response(
|
91
|
+
Zlib::Deflate.deflate("<response></response>"),
|
92
|
+
"content-encoding" => "deflate"
|
93
|
+
))
|
94
|
+
|
95
|
+
doc = @oh.request("<request></request>")
|
96
|
+
|
97
|
+
assert_equal "response", doc.root.name,
|
98
|
+
"should have document with a root node of response"
|
99
|
+
end
|
100
|
+
|
101
|
+
def test_request_handles_plaintext
|
102
|
+
flexmock(Net::HTTP).new_instances.should_receive(
|
103
|
+
:post => mocked_response("<response></response>")
|
104
|
+
)
|
105
|
+
|
106
|
+
doc = @oh.request("<request></request>")
|
107
|
+
|
108
|
+
assert_equal "response", doc.root.name,
|
109
|
+
"should have document with a root node of response"
|
110
|
+
end
|
111
|
+
|
112
|
+
def test_request_raises_with_malformed_xml
|
113
|
+
flexmock(Net::HTTP).new_instances.should_receive(
|
114
|
+
:post => mocked_response("<invalid></xml>")
|
115
|
+
)
|
116
|
+
|
117
|
+
old_stderr = $stderr
|
118
|
+
$stderr = StringIO.new
|
119
|
+
|
120
|
+
assert_raise Nokogiri::XML::SyntaxError do
|
121
|
+
doc = @oh.request("<request></request>")
|
122
|
+
end
|
123
|
+
|
124
|
+
assert_match %r{Unable to parse}, $stderr.string
|
125
|
+
|
126
|
+
$stderr = old_stderr
|
127
|
+
end
|
128
|
+
|
129
|
+
def test_request_sends_consistent_header_and_path
|
130
|
+
m = flexmock("Net::HTTP instance")
|
131
|
+
m.should_ignore_missing
|
132
|
+
m.should_receive(:post).
|
133
|
+
with("/m", "<request></request>", Oh::HEADERS).
|
134
|
+
and_return(mocked_response("<response></response>")).
|
135
|
+
once
|
136
|
+
|
137
|
+
flexmock(Net::HTTP).should_receive(:new).once.and_return(m)
|
138
|
+
|
139
|
+
@oh.request("<request></request>")
|
140
|
+
end
|
141
|
+
|
142
|
+
def test_connection_reuses_single_client
|
143
|
+
assert_same @oh.connection, @oh.connection, "Should be cached"
|
144
|
+
end
|
145
|
+
|
146
|
+
def test_message
|
147
|
+
msg = @oh.message("test.action", :foo => nil, :bar => 2)
|
148
|
+
|
149
|
+
assert_match %r{<foo>null</foo>}, msg, "should convert nils to null"
|
150
|
+
assert_match %r{<bar>2</bar>}, msg, "should to_s all other objects"
|
151
|
+
end
|
152
|
+
|
153
|
+
def test_messages
|
154
|
+
messages = %w(<message_one> <message_two>)
|
155
|
+
nested_messages = [messages, messages]
|
156
|
+
|
157
|
+
assert_equal "<EZList>#{messages.join}</EZList>",
|
158
|
+
@oh.messages(messages)
|
159
|
+
|
160
|
+
assert_equal "<EZList>#{nested_messages.flatten.join}</EZList>",
|
161
|
+
@oh.messages(nested_messages), "should flatten nested messages"
|
162
|
+
end
|
163
|
+
|
164
|
+
def test_account_raises_when_not_set
|
165
|
+
end
|
166
|
+
end
|
@@ -0,0 +1,63 @@
|
|
1
|
+
require "test/unit"
|
2
|
+
require "flexmock/test_unit"
|
3
|
+
|
4
|
+
require "oh"
|
5
|
+
require "ohbjects"
|
6
|
+
|
7
|
+
class TestOhbjects < Test::Unit::TestCase
|
8
|
+
|
9
|
+
def test_objectify
|
10
|
+
o = Object.new
|
11
|
+
class << o
|
12
|
+
include Ohbjects
|
13
|
+
end
|
14
|
+
|
15
|
+
klass = Class.new
|
16
|
+
|
17
|
+
klass.instance_eval do
|
18
|
+
extend Ohbjects::Buildable
|
19
|
+
builds "foo"
|
20
|
+
end
|
21
|
+
|
22
|
+
flexmock(klass).should_receive(:build => "built-foo").once
|
23
|
+
|
24
|
+
Ohbjects::REGISTRY.clear
|
25
|
+
Ohbjects::REGISTRY << klass
|
26
|
+
|
27
|
+
output = o.objectify(Nokogiri("<doc><foo /></doc>"))
|
28
|
+
|
29
|
+
assert_equal %w(built-foo), output
|
30
|
+
end
|
31
|
+
|
32
|
+
def test_activate_includes_ohbjects_into_oh
|
33
|
+
flexmock(Oh).should_receive(:include).with(Ohbjects).once
|
34
|
+
|
35
|
+
Ohbjects.activate
|
36
|
+
end
|
37
|
+
|
38
|
+
def test_buildable_build?
|
39
|
+
klass = Class.new
|
40
|
+
|
41
|
+
klass.instance_eval do
|
42
|
+
extend Ohbjects::Buildable
|
43
|
+
builds "foo"
|
44
|
+
end
|
45
|
+
|
46
|
+
assert klass.build?(Nokogiri("<doc><foo></foo></doc>"))
|
47
|
+
assert !klass.build?(Nokogiri("<doc><bar></bar></doc>"))
|
48
|
+
end
|
49
|
+
|
50
|
+
def test_buildable_adds_to_registry
|
51
|
+
before = Ohbjects::REGISTRY.size
|
52
|
+
|
53
|
+
klass = Class.new
|
54
|
+
|
55
|
+
klass.instance_eval do
|
56
|
+
extend Ohbjects::Buildable
|
57
|
+
builds "foo"
|
58
|
+
end
|
59
|
+
|
60
|
+
assert_equal before + 1, Ohbjects::REGISTRY.size
|
61
|
+
assert_equal klass, Ohbjects::REGISTRY.pop
|
62
|
+
end
|
63
|
+
end
|
@@ -0,0 +1,69 @@
|
|
1
|
+
require "test/unit"
|
2
|
+
require "flexmock/test_unit"
|
3
|
+
|
4
|
+
require "oh"
|
5
|
+
require "ohbjects"
|
6
|
+
|
7
|
+
class TestOhbjects < Test::Unit::TestCase
|
8
|
+
|
9
|
+
def test_option_builder_claims_to_build_option_quote
|
10
|
+
assert Ohbjects::OptionBuilder.build?(Nokogiri(OPTION_QUOTE))
|
11
|
+
end
|
12
|
+
|
13
|
+
def test_option_builder_build
|
14
|
+
fragment = Nokogiri(OPTION_QUOTE).search(Ohbjects::OptionBuilder.spec).first
|
15
|
+
|
16
|
+
options = Ohbjects::OptionBuilder.build(fragment)
|
17
|
+
|
18
|
+
assert_equal 2, options.size, "Should have built two options"
|
19
|
+
|
20
|
+
assert_equal [Ohbjects::Put, Ohbjects::Call], options.map{|x|x.class},
|
21
|
+
"Should be a put and a call"
|
22
|
+
|
23
|
+
put = options.shift
|
24
|
+
call = options.shift
|
25
|
+
|
26
|
+
# TODO: assert individual fields
|
27
|
+
|
28
|
+
end
|
29
|
+
|
30
|
+
def test_expires_date_conversion
|
31
|
+
call = Ohbjects::Call.new
|
32
|
+
call.expires = "Jan 12, 2011"
|
33
|
+
|
34
|
+
assert_equal 12, call.expires.day
|
35
|
+
assert_equal 1, call.expires.month
|
36
|
+
assert_equal 2011, call.expires.year
|
37
|
+
|
38
|
+
assert_raise ArgumentError, "other formats should be invalid" do
|
39
|
+
call.expires = "2011-01-11"
|
40
|
+
end
|
41
|
+
end
|
42
|
+
|
43
|
+
def test_cannont_instantiate_options_directly
|
44
|
+
assert_nothing_raised "subclasses should be instantiable" do
|
45
|
+
assert_kind_of Ohbjects::Option, Ohbjects::Call.new
|
46
|
+
assert_kind_of Ohbjects::Option, Ohbjects::Put.new
|
47
|
+
end
|
48
|
+
|
49
|
+
ex = assert_raise ArgumentError do
|
50
|
+
Ohbjects::Option.new
|
51
|
+
end
|
52
|
+
|
53
|
+
assert_match %r{cannot be instantiated}, ex.message
|
54
|
+
end
|
55
|
+
|
56
|
+
OPTION_QUOTE = <<-XML
|
57
|
+
<optionQuote id="201012180000090000AA"
|
58
|
+
series="Dec 10 9.0" strikeString="9.0" optionRoot="AA"
|
59
|
+
expYear="40" expMonth="12" expDay="18" strikePrice="90000"
|
60
|
+
dte="14" expDate="Dec 18, 2010" callKey="AA:20101218:90000:C"
|
61
|
+
callBid="5.10" callAsk="5.20" callChange="0.07" callVolume="0"
|
62
|
+
callOpenInterest="38" putKey="AA:20101218:90000:P" putBid="0.00"
|
63
|
+
putAsk="0.01" putChange="0.00" putVolume="0" putOpenInterest="86"
|
64
|
+
callIv="29.1" callDelta="1" callGamma="0" callTheta="0"
|
65
|
+
callVega="0" putIv="32.2" putDelta="0" putGamma="0" putTheta="0"
|
66
|
+
putVega="0" callBidSize="821" callAskSize="1085" putBidSize="0"
|
67
|
+
putAskSize="245" trimSet="2"/>
|
68
|
+
XML
|
69
|
+
end
|
metadata
ADDED
@@ -0,0 +1,133 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: oh
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
hash: 21
|
5
|
+
prerelease: false
|
6
|
+
segments:
|
7
|
+
- 1
|
8
|
+
- 0
|
9
|
+
- 1
|
10
|
+
version: 1.0.1
|
11
|
+
platform: ruby
|
12
|
+
authors:
|
13
|
+
- Andrew A. Smith
|
14
|
+
autorequire:
|
15
|
+
bindir: bin
|
16
|
+
cert_chain: []
|
17
|
+
|
18
|
+
date: 2010-12-24 00:00:00 -08:00
|
19
|
+
default_executable:
|
20
|
+
dependencies:
|
21
|
+
- !ruby/object:Gem::Dependency
|
22
|
+
name: nokogiri
|
23
|
+
prerelease: false
|
24
|
+
requirement: &id001 !ruby/object:Gem::Requirement
|
25
|
+
none: false
|
26
|
+
requirements:
|
27
|
+
- - ">="
|
28
|
+
- !ruby/object:Gem::Version
|
29
|
+
hash: 3
|
30
|
+
segments:
|
31
|
+
- 0
|
32
|
+
version: "0"
|
33
|
+
type: :runtime
|
34
|
+
version_requirements: *id001
|
35
|
+
- !ruby/object:Gem::Dependency
|
36
|
+
name: rubyforge
|
37
|
+
prerelease: false
|
38
|
+
requirement: &id002 !ruby/object:Gem::Requirement
|
39
|
+
none: false
|
40
|
+
requirements:
|
41
|
+
- - ">="
|
42
|
+
- !ruby/object:Gem::Version
|
43
|
+
hash: 7
|
44
|
+
segments:
|
45
|
+
- 2
|
46
|
+
- 0
|
47
|
+
- 4
|
48
|
+
version: 2.0.4
|
49
|
+
type: :development
|
50
|
+
version_requirements: *id002
|
51
|
+
- !ruby/object:Gem::Dependency
|
52
|
+
name: hoe
|
53
|
+
prerelease: false
|
54
|
+
requirement: &id003 !ruby/object:Gem::Requirement
|
55
|
+
none: false
|
56
|
+
requirements:
|
57
|
+
- - ">="
|
58
|
+
- !ruby/object:Gem::Version
|
59
|
+
hash: 19
|
60
|
+
segments:
|
61
|
+
- 2
|
62
|
+
- 7
|
63
|
+
- 0
|
64
|
+
version: 2.7.0
|
65
|
+
type: :development
|
66
|
+
version_requirements: *id003
|
67
|
+
description: |-
|
68
|
+
An API for OptionsHouse (http://optionshouse.com).
|
69
|
+
|
70
|
+
Currently provides a mechanism for pulling stock and option quotes.
|
71
|
+
email:
|
72
|
+
- andy@tinnedfruit.org
|
73
|
+
executables:
|
74
|
+
- oh
|
75
|
+
extensions: []
|
76
|
+
|
77
|
+
extra_rdoc_files:
|
78
|
+
- History.txt
|
79
|
+
- Manifest.txt
|
80
|
+
files:
|
81
|
+
- .autotest
|
82
|
+
- History.txt
|
83
|
+
- Manifest.txt
|
84
|
+
- README.rdoc
|
85
|
+
- Rakefile
|
86
|
+
- bin/oh
|
87
|
+
- lib/oh.rb
|
88
|
+
- lib/ohbjects.rb
|
89
|
+
- lib/ohbjects/account.rb
|
90
|
+
- lib/ohbjects/options.rb
|
91
|
+
- lib/ohbjects/quote.rb
|
92
|
+
- test/test_oh.rb
|
93
|
+
- test/test_ohbjects.rb
|
94
|
+
- test/test_options.rb
|
95
|
+
has_rdoc: true
|
96
|
+
homepage: http://github.com/aasmith/oh
|
97
|
+
licenses: []
|
98
|
+
|
99
|
+
post_install_message:
|
100
|
+
rdoc_options:
|
101
|
+
- --main
|
102
|
+
- README.rdoc
|
103
|
+
require_paths:
|
104
|
+
- lib
|
105
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
106
|
+
none: false
|
107
|
+
requirements:
|
108
|
+
- - ">="
|
109
|
+
- !ruby/object:Gem::Version
|
110
|
+
hash: 3
|
111
|
+
segments:
|
112
|
+
- 0
|
113
|
+
version: "0"
|
114
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
115
|
+
none: false
|
116
|
+
requirements:
|
117
|
+
- - ">="
|
118
|
+
- !ruby/object:Gem::Version
|
119
|
+
hash: 3
|
120
|
+
segments:
|
121
|
+
- 0
|
122
|
+
version: "0"
|
123
|
+
requirements: []
|
124
|
+
|
125
|
+
rubyforge_project: oh
|
126
|
+
rubygems_version: 1.3.7
|
127
|
+
signing_key:
|
128
|
+
specification_version: 3
|
129
|
+
summary: An API for OptionsHouse (http://optionshouse.com)
|
130
|
+
test_files:
|
131
|
+
- test/test_options.rb
|
132
|
+
- test/test_oh.rb
|
133
|
+
- test/test_ohbjects.rb
|