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/Manifest.txt +13 -1
- data/Rakefile +5 -0
- data/bin/constituents +11 -0
- data/bin/optiondate +17 -0
- data/db/init.rb +39 -0
- data/db/slurp.rb +202 -0
- data/db/sqliterc +4 -0
- data/lib/black_scholes.rb +146 -0
- data/lib/market.rb +36 -9
- data/lib/option_calendar.rb +56 -0
- data/lib/penfold.rb +1 -1
- data/portfolio.example.yml +16 -0
- data/symbols/README.txt +7 -0
- data/symbols/all-optionable.txt +3351 -0
- data/symbols/etfs.txt +337 -0
- data/symbols/weeklys.txt +29 -0
- metadata +69 -10
- data/portfolio.yml +0 -277
data/symbols/etfs.txt
ADDED
@@ -0,0 +1,337 @@
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# Optionable, security type ETF, all exchanges.
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AGG
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AGQ
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AMJ
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AMLP
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BBH
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BGU
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BGZ
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BKF
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BND
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BNZ
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BRF
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BWX
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BZQ
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CEW
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CHIQ
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CIE
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COPX
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CORN
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COW
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CQQQ
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CRBQ
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CSJ
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CSM
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CYB
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DBA
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DBB
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DBC
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DBE
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DBO
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DBP
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DBS
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DBV
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DDM
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DGL
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DIA
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DIG
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DNO
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DOG
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DPK
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DRN
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DRV
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DUG
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DUST
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DVY
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DXD
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DZK
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ECH
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EDC
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EDZ
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EEB
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EEM
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EET
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EEV
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EFA
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EFG
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EFU
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EFV
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EPI
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EPP
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EPV
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ERX
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ERY
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EUO
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EWA
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EWC
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EWG
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EWH
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EWI
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EWJ
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EWM
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EWP
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EWS
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EWT
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EWU
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EWW
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EWY
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EWZ
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EZA
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EZU
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FAA
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FAS
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FAZ
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FBT
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FCG
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FCGL
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FCGS
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FDM
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FNI
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FXA
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FXB
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FXC
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FXE
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FXF
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FXI
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FXM
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FXO
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FXP
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FXS
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FXY
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GAZ
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GDX
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GDXJ
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GEX
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GLD
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GLL
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GSG
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GUR
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GXC
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HAO
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HAP
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HHH
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HYG
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IAI
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IAT
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IBB
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ICF
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IDU
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IEF
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IEI
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IEO
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IEV
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IEZ
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IGE
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IHF
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IHI
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IJH
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IJK
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IJR
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IJS
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ILF
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INP
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ITB
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IVE
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IVV
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IVW
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IWB
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IWC
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IWD
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IWF
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IWM
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IWN
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IWO
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IWP
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IWR
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IWS
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IWV
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IYE
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IYF
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IYG
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IYH
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IYM
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IYR
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IYT
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IYY
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IYZ
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JJC
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JNK
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JYF
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KBE
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KCE
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KIE
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KLD
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KOL
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KRE
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LQD
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MBB
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MDY
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MGC
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MGK
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MLPN
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MOO
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MUB
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MVV
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MWJ
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MWN
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MZZ
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NUGT
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OEF
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OIH
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OIL
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PBP
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PBW
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PCEF
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PCY
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PFF
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PGF
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PGJ
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PGX
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PHB
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PHO
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PIN
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PPH
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PRF
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PSQ
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PST
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PWT
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QID
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QLD
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QQEW
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QQQQ
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REMX
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REW
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RJA
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RJI
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RJN
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RKH
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ROM
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RSP
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RSU
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RSW
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RSX
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RTH
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RWL
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RWM
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SAA
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SCHA
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SCHB
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SCHC
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SCHE
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SCHF
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SCHG
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SCHO
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SCHP
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SCHR
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SCHV
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SCHX
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SCO
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SCZ
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SDOW
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SDS
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SDY
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SEF
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SGOL
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SH
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SHY
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SIJ
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SIL
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SIVR
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SKF
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SLV
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SLX
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SMDD
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SMH
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SMK
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SMN
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SOXL
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SOXS
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SOXX
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SPXU
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SPY
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SQQQ
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SRS
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SRTY
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SSG
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SSO
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SWH
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TAN
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TAO
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TBF
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TBT
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TFI
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TIP
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TLT
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TMF
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TMV
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TNA
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TTH
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TWM
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TYD
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TYH
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TYO
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TYP
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TZA
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UBT
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UCO
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UDN
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UDOW
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UGA
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UGL
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ULE
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UMDD
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UNG
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UNL
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UPRO
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URA
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URE
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URTY
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USD
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USL
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USO
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UTH
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UUP
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UWM
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UXI
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UYG
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UYM
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VAW
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VB
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VBR
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VDE
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VEA
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VEU
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VFH
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VGK
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VGT
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VIG
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VNQ
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VO
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VTI
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VTV
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VUG
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VV
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VWO
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VXX
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VXZ
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XBI
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XES
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XHB
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XLB
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XLE
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XLF
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XLI
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XLK
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XLP
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XLU
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XLV
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XLY
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XME
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XOP
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XPP
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XRT
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XSD
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YAO
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YCL
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YCS
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ZSL
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data/symbols/weeklys.txt
ADDED
@@ -0,0 +1,29 @@
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# Cash settled indices; ignored.
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# ^OEX
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# ^XEO
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# ^DJX
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# ^GSPC
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# ^NDX
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EEM
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FAS
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FAZ
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GLD
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GDX
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IWM
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QQQQ
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SPY
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USO
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XLF
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AAPL
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AMZN
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BAC
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BIDU
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BP
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C
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CSCO
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DNDN
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F
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GE
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GOOG
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GS
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MSFT
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metadata
CHANGED
@@ -1,13 +1,13 @@
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--- !ruby/object:Gem::Specification
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name: penfold
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version: !ruby/object:Gem::Version
|
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-
hash:
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hash: 21
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prerelease: false
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segments:
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- 1
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- 0
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-
-
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-
version: 1.0.
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- 1
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version: 1.0.1
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platform: ruby
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authors:
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- Andrew A. Smith
|
@@ -15,13 +15,55 @@ autorequire:
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bindir: bin
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cert_chain: []
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|
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-
date: 2011-01-
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date: 2011-01-20 00:00:00 -08:00
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default_executable:
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dependencies:
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- !ruby/object:Gem::Dependency
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-
name:
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name: nokogiri
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prerelease: false
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requirement: &id001 !ruby/object:Gem::Requirement
|
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none: false
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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hash: 3
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segments:
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- 0
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version: "0"
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type: :runtime
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version_requirements: *id001
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- !ruby/object:Gem::Dependency
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name: penfold
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prerelease: false
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requirement: &id002 !ruby/object:Gem::Requirement
|
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none: false
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requirements:
|
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- - ">="
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- !ruby/object:Gem::Version
|
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hash: 3
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segments:
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- 0
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version: "0"
|
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type: :runtime
|
48
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version_requirements: *id002
|
49
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- !ruby/object:Gem::Dependency
|
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name: net-http-persistent
|
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prerelease: false
|
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requirement: &id003 !ruby/object:Gem::Requirement
|
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none: false
|
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requirements:
|
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- - ">="
|
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- !ruby/object:Gem::Version
|
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hash: 3
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segments:
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- 0
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version: "0"
|
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type: :runtime
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version_requirements: *id003
|
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- !ruby/object:Gem::Dependency
|
64
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name: rubyforge
|
65
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prerelease: false
|
66
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requirement: &id004 !ruby/object:Gem::Requirement
|
25
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none: false
|
26
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requirements:
|
27
69
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- - ">="
|
@@ -33,11 +75,11 @@ dependencies:
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|
33
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- 4
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34
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version: 2.0.4
|
35
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type: :development
|
36
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-
version_requirements: *
|
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version_requirements: *id004
|
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- !ruby/object:Gem::Dependency
|
38
80
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name: hoe
|
39
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prerelease: false
|
40
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-
requirement: &
|
82
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requirement: &id005 !ruby/object:Gem::Requirement
|
41
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none: false
|
42
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requirements:
|
43
85
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- - ">="
|
@@ -49,13 +91,15 @@ dependencies:
|
|
49
91
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- 0
|
50
92
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version: 2.7.0
|
51
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type: :development
|
52
|
-
version_requirements: *
|
94
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version_requirements: *id005
|
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description: |-
|
54
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Penfold is an assistant for screening potentital and tracking current
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covered call positions.
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email:
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- andy@tinnedfruit.org
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executables:
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+
- constituents
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+
- optiondate
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- penfold
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- penfold-position
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- penfold-try
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@@ -64,16 +108,26 @@ extensions: []
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extra_rdoc_files:
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- History.txt
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- Manifest.txt
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+
- symbols/README.txt
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+
- symbols/all-optionable.txt
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- symbols/etfs.txt
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+
- symbols/weeklys.txt
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files:
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- .autotest
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- History.txt
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- Manifest.txt
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- README.rdoc
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- Rakefile
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+
- bin/constituents
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- bin/optiondate
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- bin/penfold
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- bin/penfold-position
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- bin/penfold-try
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+
- db/init.rb
|
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+
- db/slurp.rb
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+
- db/sqliterc
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- lib/argument_processor.rb
|
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+
- lib/black_scholes.rb
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- lib/commission.rb
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- lib/core_ext.rb
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- lib/covered_call_early_exit.rb
|
@@ -83,11 +137,16 @@ files:
|
|
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- lib/covered_call_position.rb
|
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- lib/market.rb
|
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- lib/option.rb
|
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+
- lib/option_calendar.rb
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- lib/penfold.rb
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- lib/stock.rb
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88
|
-
- portfolio.yml
|
89
|
-
-
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+
- portfolio.example.yml
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+
- symbols/README.txt
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+
- symbols/all-optionable.txt
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|
+
- symbols/etfs.txt
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|
+
- symbols/weeklys.txt
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|
- test/test_option_calendar.rb
|
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+
- test/test_penfold.rb
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has_rdoc: true
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|
homepage: http://github.com/aasmith/penfold
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licenses: []
|