penfold 1.0.0 → 1.0.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
data/symbols/etfs.txt ADDED
@@ -0,0 +1,337 @@
1
+ # Optionable, security type ETF, all exchanges.
2
+ AGG
3
+ AGQ
4
+ AMJ
5
+ AMLP
6
+ BBH
7
+ BGU
8
+ BGZ
9
+ BKF
10
+ BND
11
+ BNZ
12
+ BRF
13
+ BWX
14
+ BZQ
15
+ CEW
16
+ CHIQ
17
+ CIE
18
+ COPX
19
+ CORN
20
+ COW
21
+ CQQQ
22
+ CRBQ
23
+ CSJ
24
+ CSM
25
+ CYB
26
+ DBA
27
+ DBB
28
+ DBC
29
+ DBE
30
+ DBO
31
+ DBP
32
+ DBS
33
+ DBV
34
+ DDM
35
+ DGL
36
+ DIA
37
+ DIG
38
+ DNO
39
+ DOG
40
+ DPK
41
+ DRN
42
+ DRV
43
+ DUG
44
+ DUST
45
+ DVY
46
+ DXD
47
+ DZK
48
+ ECH
49
+ EDC
50
+ EDZ
51
+ EEB
52
+ EEM
53
+ EET
54
+ EEV
55
+ EFA
56
+ EFG
57
+ EFU
58
+ EFV
59
+ EPI
60
+ EPP
61
+ EPV
62
+ ERX
63
+ ERY
64
+ EUO
65
+ EWA
66
+ EWC
67
+ EWG
68
+ EWH
69
+ EWI
70
+ EWJ
71
+ EWM
72
+ EWP
73
+ EWS
74
+ EWT
75
+ EWU
76
+ EWW
77
+ EWY
78
+ EWZ
79
+ EZA
80
+ EZU
81
+ FAA
82
+ FAS
83
+ FAZ
84
+ FBT
85
+ FCG
86
+ FCGL
87
+ FCGS
88
+ FDM
89
+ FNI
90
+ FXA
91
+ FXB
92
+ FXC
93
+ FXE
94
+ FXF
95
+ FXI
96
+ FXM
97
+ FXO
98
+ FXP
99
+ FXS
100
+ FXY
101
+ GAZ
102
+ GDX
103
+ GDXJ
104
+ GEX
105
+ GLD
106
+ GLL
107
+ GSG
108
+ GUR
109
+ GXC
110
+ HAO
111
+ HAP
112
+ HHH
113
+ HYG
114
+ IAI
115
+ IAT
116
+ IBB
117
+ ICF
118
+ IDU
119
+ IEF
120
+ IEI
121
+ IEO
122
+ IEV
123
+ IEZ
124
+ IGE
125
+ IHF
126
+ IHI
127
+ IJH
128
+ IJK
129
+ IJR
130
+ IJS
131
+ ILF
132
+ INP
133
+ ITB
134
+ IVE
135
+ IVV
136
+ IVW
137
+ IWB
138
+ IWC
139
+ IWD
140
+ IWF
141
+ IWM
142
+ IWN
143
+ IWO
144
+ IWP
145
+ IWR
146
+ IWS
147
+ IWV
148
+ IYE
149
+ IYF
150
+ IYG
151
+ IYH
152
+ IYM
153
+ IYR
154
+ IYT
155
+ IYY
156
+ IYZ
157
+ JJC
158
+ JNK
159
+ JYF
160
+ KBE
161
+ KCE
162
+ KIE
163
+ KLD
164
+ KOL
165
+ KRE
166
+ LQD
167
+ MBB
168
+ MDY
169
+ MGC
170
+ MGK
171
+ MLPN
172
+ MOO
173
+ MUB
174
+ MVV
175
+ MWJ
176
+ MWN
177
+ MZZ
178
+ NUGT
179
+ OEF
180
+ OIH
181
+ OIL
182
+ PBP
183
+ PBW
184
+ PCEF
185
+ PCY
186
+ PFF
187
+ PGF
188
+ PGJ
189
+ PGX
190
+ PHB
191
+ PHO
192
+ PIN
193
+ PPH
194
+ PRF
195
+ PSQ
196
+ PST
197
+ PWT
198
+ QID
199
+ QLD
200
+ QQEW
201
+ QQQQ
202
+ REMX
203
+ REW
204
+ RJA
205
+ RJI
206
+ RJN
207
+ RKH
208
+ ROM
209
+ RSP
210
+ RSU
211
+ RSW
212
+ RSX
213
+ RTH
214
+ RWL
215
+ RWM
216
+ SAA
217
+ SCHA
218
+ SCHB
219
+ SCHC
220
+ SCHE
221
+ SCHF
222
+ SCHG
223
+ SCHO
224
+ SCHP
225
+ SCHR
226
+ SCHV
227
+ SCHX
228
+ SCO
229
+ SCZ
230
+ SDOW
231
+ SDS
232
+ SDY
233
+ SEF
234
+ SGOL
235
+ SH
236
+ SHY
237
+ SIJ
238
+ SIL
239
+ SIVR
240
+ SKF
241
+ SLV
242
+ SLX
243
+ SMDD
244
+ SMH
245
+ SMK
246
+ SMN
247
+ SOXL
248
+ SOXS
249
+ SOXX
250
+ SPXU
251
+ SPY
252
+ SQQQ
253
+ SRS
254
+ SRTY
255
+ SSG
256
+ SSO
257
+ SWH
258
+ TAN
259
+ TAO
260
+ TBF
261
+ TBT
262
+ TFI
263
+ TIP
264
+ TLT
265
+ TMF
266
+ TMV
267
+ TNA
268
+ TTH
269
+ TWM
270
+ TYD
271
+ TYH
272
+ TYO
273
+ TYP
274
+ TZA
275
+ UBT
276
+ UCO
277
+ UDN
278
+ UDOW
279
+ UGA
280
+ UGL
281
+ ULE
282
+ UMDD
283
+ UNG
284
+ UNL
285
+ UPRO
286
+ URA
287
+ URE
288
+ URTY
289
+ USD
290
+ USL
291
+ USO
292
+ UTH
293
+ UUP
294
+ UWM
295
+ UXI
296
+ UYG
297
+ UYM
298
+ VAW
299
+ VB
300
+ VBR
301
+ VDE
302
+ VEA
303
+ VEU
304
+ VFH
305
+ VGK
306
+ VGT
307
+ VIG
308
+ VNQ
309
+ VO
310
+ VTI
311
+ VTV
312
+ VUG
313
+ VV
314
+ VWO
315
+ VXX
316
+ VXZ
317
+ XBI
318
+ XES
319
+ XHB
320
+ XLB
321
+ XLE
322
+ XLF
323
+ XLI
324
+ XLK
325
+ XLP
326
+ XLU
327
+ XLV
328
+ XLY
329
+ XME
330
+ XOP
331
+ XPP
332
+ XRT
333
+ XSD
334
+ YAO
335
+ YCL
336
+ YCS
337
+ ZSL
@@ -0,0 +1,29 @@
1
+ # Cash settled indices; ignored.
2
+ # ^OEX
3
+ # ^XEO
4
+ # ^DJX
5
+ # ^GSPC
6
+ # ^NDX
7
+ EEM
8
+ FAS
9
+ FAZ
10
+ GLD
11
+ GDX
12
+ IWM
13
+ QQQQ
14
+ SPY
15
+ USO
16
+ XLF
17
+ AAPL
18
+ AMZN
19
+ BAC
20
+ BIDU
21
+ BP
22
+ C
23
+ CSCO
24
+ DNDN
25
+ F
26
+ GE
27
+ GOOG
28
+ GS
29
+ MSFT
metadata CHANGED
@@ -1,13 +1,13 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: penfold
3
3
  version: !ruby/object:Gem::Version
4
- hash: 23
4
+ hash: 21
5
5
  prerelease: false
6
6
  segments:
7
7
  - 1
8
8
  - 0
9
- - 0
10
- version: 1.0.0
9
+ - 1
10
+ version: 1.0.1
11
11
  platform: ruby
12
12
  authors:
13
13
  - Andrew A. Smith
@@ -15,13 +15,55 @@ autorequire:
15
15
  bindir: bin
16
16
  cert_chain: []
17
17
 
18
- date: 2011-01-19 00:00:00 -08:00
18
+ date: 2011-01-20 00:00:00 -08:00
19
19
  default_executable:
20
20
  dependencies:
21
21
  - !ruby/object:Gem::Dependency
22
- name: rubyforge
22
+ name: nokogiri
23
23
  prerelease: false
24
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: penfold
37
+ prerelease: false
38
+ requirement: &id002 !ruby/object:Gem::Requirement
39
+ none: false
40
+ requirements:
41
+ - - ">="
42
+ - !ruby/object:Gem::Version
43
+ hash: 3
44
+ segments:
45
+ - 0
46
+ version: "0"
47
+ type: :runtime
48
+ version_requirements: *id002
49
+ - !ruby/object:Gem::Dependency
50
+ name: net-http-persistent
51
+ prerelease: false
52
+ requirement: &id003 !ruby/object:Gem::Requirement
53
+ none: false
54
+ requirements:
55
+ - - ">="
56
+ - !ruby/object:Gem::Version
57
+ hash: 3
58
+ segments:
59
+ - 0
60
+ version: "0"
61
+ type: :runtime
62
+ version_requirements: *id003
63
+ - !ruby/object:Gem::Dependency
64
+ name: rubyforge
65
+ prerelease: false
66
+ requirement: &id004 !ruby/object:Gem::Requirement
25
67
  none: false
26
68
  requirements:
27
69
  - - ">="
@@ -33,11 +75,11 @@ dependencies:
33
75
  - 4
34
76
  version: 2.0.4
35
77
  type: :development
36
- version_requirements: *id001
78
+ version_requirements: *id004
37
79
  - !ruby/object:Gem::Dependency
38
80
  name: hoe
39
81
  prerelease: false
40
- requirement: &id002 !ruby/object:Gem::Requirement
82
+ requirement: &id005 !ruby/object:Gem::Requirement
41
83
  none: false
42
84
  requirements:
43
85
  - - ">="
@@ -49,13 +91,15 @@ dependencies:
49
91
  - 0
50
92
  version: 2.7.0
51
93
  type: :development
52
- version_requirements: *id002
94
+ version_requirements: *id005
53
95
  description: |-
54
96
  Penfold is an assistant for screening potentital and tracking current
55
97
  covered call positions.
56
98
  email:
57
99
  - andy@tinnedfruit.org
58
100
  executables:
101
+ - constituents
102
+ - optiondate
59
103
  - penfold
60
104
  - penfold-position
61
105
  - penfold-try
@@ -64,16 +108,26 @@ extensions: []
64
108
  extra_rdoc_files:
65
109
  - History.txt
66
110
  - Manifest.txt
111
+ - symbols/README.txt
112
+ - symbols/all-optionable.txt
113
+ - symbols/etfs.txt
114
+ - symbols/weeklys.txt
67
115
  files:
68
116
  - .autotest
69
117
  - History.txt
70
118
  - Manifest.txt
71
119
  - README.rdoc
72
120
  - Rakefile
121
+ - bin/constituents
122
+ - bin/optiondate
73
123
  - bin/penfold
74
124
  - bin/penfold-position
75
125
  - bin/penfold-try
126
+ - db/init.rb
127
+ - db/slurp.rb
128
+ - db/sqliterc
76
129
  - lib/argument_processor.rb
130
+ - lib/black_scholes.rb
77
131
  - lib/commission.rb
78
132
  - lib/core_ext.rb
79
133
  - lib/covered_call_early_exit.rb
@@ -83,11 +137,16 @@ files:
83
137
  - lib/covered_call_position.rb
84
138
  - lib/market.rb
85
139
  - lib/option.rb
140
+ - lib/option_calendar.rb
86
141
  - lib/penfold.rb
87
142
  - lib/stock.rb
88
- - portfolio.yml
89
- - test/test_penfold.rb
143
+ - portfolio.example.yml
144
+ - symbols/README.txt
145
+ - symbols/all-optionable.txt
146
+ - symbols/etfs.txt
147
+ - symbols/weeklys.txt
90
148
  - test/test_option_calendar.rb
149
+ - test/test_penfold.rb
91
150
  has_rdoc: true
92
151
  homepage: http://github.com/aasmith/penfold
93
152
  licenses: []