options-lib 0.9.2 → 0.9.4

data/README.markdown

@@ -3,7 +3,62 @@
 A set of classes for dealing with options. It includes a crawler for Yahoo!Finance. The crawler has an internal
 thread that can be started to periodically update the option quotes.
 
+## Install
+
+	gem install options-lib
+	
 ## Usage
 
-TODO
+	require 'options-lib'
+	
+	# Create a crawler for all the options for ('AAPL') expiring on '2013-01-18'
+	y = YahooCrawler.new('AAPL', '2013-01-18')
+	
+	# Fetch the entire options chain for this stock and expiration
+	y.fetch
+	
+	# Show an option quote for a given strike price
+	y.call_options[300] # => AAPL_C300_18JAN2013: bid => 88.5, ask => 90.5
+	y.put_options[300] # => AAPL_P300_18JAN2013: bid => 40.7, ask => 41.95
+	
+	# Options quote has stock price, bid and ask for option
+	q = y.call_options[300]
+	q.stock_price # => 342.88
+	q.bid # => 88.5
+	q.ask # => 90.5
+	
+	# Crawler also has current stock price, as each option quote
+	y.stock_price # => 342.88
+	
+	# You can get a list of all stock prices from the crawler
+	y.call_strikes # => [135.0, 140.0, ..., 530.0, 540.0]
+	y.put_strikes # => [135.0, 140.0, ..., 530.0, 540.0]
+	
+	# So to print the entire options chain, you can do something like that
+	y.call_strikes.each { |strike| puts y.call_options[strike] }
+	y.put_strikes.each { |strike| puts y.put_options[strike] }	
+
+	# you can place the crawler in auto_reload mode, passing a period to refresh itself
+	y.auto_reload 5
+	y.call_options[300].bid # => 88.5
+	sleep 6
+	y.call_options[300].bid # => 90.3
+	
+	# you can also receive callbacks from the internal thread when the crawler gets updated
+	y.auto_reload(5) do
+	  puts "Current bid: #{y.call_options[300].bid}"
+	end
+	
+	# if you need to block ruby from exiting while your thread is executing in the background
+	# you can use the method below
+	y.join_reload_thread
+	
+	# internal symbol versus real symbol
+	y.internal_symbol # => AAPL_C300_18JAN2013
+	y.symbol # => AAPL130119C00300000
+
+	
+	
+	
+	
 

data/Rakefile

@@ -0,0 +1,56 @@
+require 'rubygems'
+
+def gemspec
+  @gemspec ||= begin
+    file = File.expand_path("../options-lib.gemspec", __FILE__)
+    eval(File.read(file), binding, file)
+  end
+end
+
+def alias_task(old_task, new_task)
+    task new_task do
+      Rake::Task[old_task].invoke
+    end
+end
+
+
+desc "Validate the gemspec"
+task :gemspec do
+  gemspec.validate
+end
+
+desc "Build gem locally"
+task :build => :gemspec do
+  system "gem build #{gemspec.name}.gemspec"
+  FileUtils.mkdir_p "pkg"
+  FileUtils.mv "#{gemspec.name}-#{gemspec.version}.gem", "pkg"
+end
+
+desc "Install gem locally"
+task :install => :build do
+  system "gem install pkg/#{gemspec.name}-#{gemspec.version}"
+end
+
+desc "Uninstall gem locally"
+task :uninstall => :gemspec do
+  system "gem uninstall -x #{gemspec.name}"
+end
+
+desc "Reinstall gem locally"
+task :reinstall do
+  Rake::Task[:uninstall].invoke
+  Rake::Task[:install].invoke
+end
+
+desc "Push gem to RubyGems.org"
+task :push do
+  system "gem push pkg/#{gemspec.name}-#{gemspec.version}.gem"
+end
+
+alias_task(:reinstall, :r)
+alias_task(:uninstall, :u)
+alias_task(:install, :i)
+alias_task(:build, :b)
+alias_task(:push, :p)
+
+

data/bin/show_quotes

@@ -25,7 +25,7 @@ y.auto_reload(reload_period) do
   
   options = is_call ? y.call_options : y.put_options
   quote = options[strike]
-  stock_price = y.curr_stock_price
+  stock_price = y.stock_price
   
   puts "Stock @ #{stock_price} Options: #{quote.bid} | #{quote.ask} Spread: #{quote.spread}"
   

data/lib/options-lib/option_quote.rb

@@ -2,12 +2,13 @@ require_relative 'option'
 
 class OptionQuote
 
-  attr_reader :option, :bid, :ask
+  attr_reader :option, :bid, :ask, :stock_price
 
   def initialize(option, args)
     @option = option
     @bid = args[:bid] || nil
     @ask = args[:ask] || nil
+    @stock_price = args[:stock_price] || nil
   end
   
   def spread
@@ -19,11 +20,7 @@ class OptionQuote
   end
 
   def to_s
-    "#{option.to_s}: #{bid.inspect} / #{ask.inspect}"
-  end
-
-  def inspect
-    "#{option.inspect}: bid => #{bid.inspect}, ask => #{ask.inspect}"
+     "#{option}: bid => #{bid}, ask => #{ask}"
   end
 
 end

data/lib/options-lib/yahoo_crawler.rb

@@ -11,9 +11,9 @@ class YahooCrawler
 
   def initialize(stock, exp)
     @mech = Mechanize.new
-    @stock, @exp = stock, exp
+    @stock, @exp = stock.upcase, exp
     @url = "http://finance.yahoo.com/q/op?s=#{stock}&m=#{exp[0,7]}"
-    @stock_curr_price = nil
+    @stock_price = nil
     @call_options = Hash.new
     @put_options = Hash.new
     @call_strikes = Array.new
@@ -23,6 +23,10 @@ class YahooCrawler
     @thread = nil
   end
 
+  def to_s
+    "YahooCrawler('#{@stock}','#{@exp})"
+  end
+
   def auto_reload(period = 60)
     if not @thread.nil?
       stop
@@ -58,6 +62,9 @@ class YahooCrawler
     c_options, p_options = Hash.new, Hash.new
     c_strikes, p_strikes = Array.new, Array.new
     stock_price = nil
+    
+    # A small hack to make my hashes accept integers instead of floats for the strike prices
+    add_convert_method_for_keys(c_options, p_options)
 
     @t_lock.synchronize { # don't step into each other in case someone calls fetch
 
@@ -74,7 +81,7 @@ class YahooCrawler
       lines = lines.chunk(lines.length / 8)
 
       lines.each do |array|
-        quote = parse_quote(array, Option::CALL)
+        quote = parse_quote(array, Option::CALL, stock_price)
         c_options[quote.option.strike] = quote
       end
 
@@ -82,7 +89,7 @@ class YahooCrawler
       lines = lines.chunk(lines.length / 8)
 
       lines.each do |array|
-        quote = parse_quote(array, Option::PUT)
+        quote = parse_quote(array, Option::PUT, stock_price)
         p_options[quote.option.strike] = quote
       end
 
@@ -95,9 +102,9 @@ class YahooCrawler
     @lock.synchronize {
       @call_options, @put_options = c_options, p_options
       @call_strikes, @put_strikes = c_strikes, p_strikes
-      @curr_stock_price = stock_price
+      @stock_price = stock_price
     }
-    
+    nil    
   end
 
   def get_option_quote(type, strike)
@@ -132,8 +139,8 @@ class YahooCrawler
     @lock.synchronize { @put_options }
   end
 
-  def curr_stock_price
-    @lock.synchronize { @curr_stock_price }
+  def stock_price
+    @lock.synchronize { @stock_price }
   end
 
   def show_calls
@@ -146,14 +153,14 @@ class YahooCrawler
 
   private
 
-  def parse_quote(line, type)
+  def parse_quote(line, type, stock_price)
     strike = line[0].to_f
     symbol = line[1]
     bid = f line[4]
     ask = f line[5]
 
     o = Option.new(type, @stock, strike, @exp, symbol)
-    OptionQuote.new(o, :bid => bid, :ask => ask)
+    OptionQuote.new(o, :bid => bid, :ask => ask, :stock_price => stock_price)
   end
 
   # Get all values inside tags
@@ -165,5 +172,14 @@ class YahooCrawler
   def f(data)
     data == 'N/A' ? nil : data.to_f
   end
+  
+  def add_convert_method_for_keys(*args)
+    args.each do |obj|
+      def obj.[](key)
+        super key.to_f
+      end
+    end
+    
+  end
 
 end

data/options-lib.gemspec

@@ -1,6 +1,6 @@
 Gem::Specification.new do |s|
   s.name    = 'options-lib'
-  s.version = '0.9.2'
+  s.version = '0.9.4'
   s.platform = Gem::Platform::RUBY
   s.summary = 'Options Library'
   s.description = 'A set of classes for dealing with options. It includes a crawler for Yahoo!Finance.'

data/spec/option_quote_spec.rb

@@ -3,10 +3,15 @@ Dir["./lib/*.rb"].each {|file| require file }
 
 describe OptionQuote do
   
+  o,q = nil,nil
+  
+  before(:all) do
+    o = Option.new(Option::CALL, 'AAPL', 250, '2010-02-14')
+    q = OptionQuote.new(o, :bid => 1.2, :ask => 1.4, :stock_price => 10)
+  end  
+  
   it 'has option, bid and ask prices' do
     
-    o = Option.new(Option::CALL, 'AAPL', 250, '2010-02-14')
-    q = OptionQuote.new(o, :bid => 1.2, :ask => 1.4)
     q.option.should == o
     q.bid.should == 1.2
     q.ask.should == 1.4
@@ -14,10 +19,12 @@ describe OptionQuote do
   end
   
   it 'should have an spread' do
-    o = Option.new(Option::CALL, 'AAPL', 250, '2010-02-14')
-    q = OptionQuote.new(o, :bid => 1.2, :ask => 1.4)
     q.spread.prettify.should == "0.2"
     
   end
   
+  it 'should have the current stock price' do
+    q.stock_price.should == 10
+  end
+  
 end

data/spec/yahoo_crawler_spec.rb

@@ -19,7 +19,7 @@ describe YahooCrawler do
   
   it 'should be able to get current price of stock' do
     
-    y.curr_stock_price.should > 0
+    y.stock_price.should > 0
     
   end
   
@@ -33,17 +33,19 @@ describe YahooCrawler do
   it 'should be able to give an option quote by strike price' do
     
     # get a good strike price by rounding the current stock price
-    good_price = ((y.curr_stock_price / 100).to_i * 100).to_f
+    good_price = ((y.stock_price / 100).to_i * 100).to_f
   
     call_quote = y.call_options[good_price]
     call_quote.option.internal_symbol.should == "AAPL_C#{good_price.to_i}_18JAN2013"
     call_quote.bid.should > 0 if not call_quote.bid.nil?
     call_quote.ask.should > 0 if not call_quote.ask.nil?
+    call_quote.stock_price.should > 0 if not call_quote.stock_price.nil?
     
     put_quote = y.put_options[good_price]
     put_quote.option.internal_symbol.should == "AAPL_P#{good_price.to_i}_18JAN2013"
     put_quote.bid.should > 0 if not put_quote.bid.nil?
     put_quote.ask.should > 0 if not put_quote.ask.nil?
+    put_quote.stock_price.should > 0 if not put_quote.stock_price.nil?
     
   end
   
@@ -54,6 +56,13 @@ describe YahooCrawler do
     y.put_options.length.should > 0
     
   end
+  
+  it 'should accept integers as well as floats for strike prices when accessing the options hash' do
+    
+    y.call_options[300].should == y.call_options[300.0]
+    
+  end
+  
 
     
 end

metadata

@@ -2,7 +2,7 @@
 name: options-lib
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.9.2
+  version: 0.9.4
 platform: ruby
 authors: 
 - Sergio Oliveira Jr.
@@ -45,6 +45,7 @@ extra_rdoc_files: []
 
 files: 
 - README.markdown
+- Rakefile
 - bin/show_quotes
 - lib/options-lib.rb
 - lib/options-lib/helpers.rb