penfold 1.0.0 → 1.0.1

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Files changed (18) hide show
  1. data/Manifest.txt +13 -1
  2. data/Rakefile +5 -0
  3. data/bin/constituents +11 -0
  4. data/bin/optiondate +17 -0
  5. data/db/init.rb +39 -0
  6. data/db/slurp.rb +202 -0
  7. data/db/sqliterc +4 -0
  8. data/lib/black_scholes.rb +146 -0
  9. data/lib/market.rb +36 -9
  10. data/lib/option_calendar.rb +56 -0
  11. data/lib/penfold.rb +1 -1
  12. data/portfolio.example.yml +16 -0
  13. data/symbols/README.txt +7 -0
  14. data/symbols/all-optionable.txt +3351 -0
  15. data/symbols/etfs.txt +337 -0
  16. data/symbols/weeklys.txt +29 -0
  17. metadata +69 -10
  18. data/portfolio.yml +0 -277
data/portfolio.yml DELETED
@@ -1,277 +0,0 @@
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- ---
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- #C: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 2500
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- # date_established: 2010-07-19
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- # option: !ruby/object:Call
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- # expires: 2011-01-22
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- # price: 50
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- # stock: !ruby/object:Stock
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- # price: 395
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- # symbol: C
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- # strike: 400
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-
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- #S: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 2000
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- # date_established: 2010-07-19
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- # option: !ruby/object:Call
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- # expires: 2011-01-22
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- # price: 118
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- # stock: !ruby/object:Stock
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- # price: 471
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- # symbol: S
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- # strike: 400
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-
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- #LYG: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 400
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- # date_established: 2010-07-22
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- # option: !ruby/object:Call
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- # expires: 2010-08-21
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- # price: 11
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- # stock: !ruby/object:Stock
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- # price: 371
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- # symbol: LYG
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- # strike: 400
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-
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- #CBS: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 100
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- # date_established: 2010-07-29
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- # option: !ruby/object:Call
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- # expires: 2010-08-21
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- # price: 96
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- # stock: !ruby/object:Stock
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- # price: 1449
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- # symbol: CBS
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- # strike: 1400
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-
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- #RIG: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 200
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- # date_established: 2010-08-05
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- # option: !ruby/object:Call
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- # expires: 2010-08-06
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- # price: 225
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- # stock: !ruby/object:Stock
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- # price: 5681
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- # symbol: RIG
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- # strike: 5500
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-
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- #VXX: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 200
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- # date_established: 2010-08-05
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- # option: !ruby/object:Call
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- # expires: 2010-08-21
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- # price: 187
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- # stock: !ruby/object:Stock
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- # price: 2143
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- # symbol: VXX
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- # strike: 2000
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-
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- #WY: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 600
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- # date_established: 2010-08-13
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- # option: !ruby/object:Call
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- # expires: 2010-08-21
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- # price: 80
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- # stock: !ruby/object:Stock
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- # price: 1651
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- # symbol: WY
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- # strike: 1600
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-
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- #ING: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 1000
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- # date_established: 2010-08-11
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- # option: !ruby/object:Call
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- # expires: 2010-09-18
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- # price: 50
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- # stock: !ruby/object:Stock
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- # price: 886
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- # symbol: ING
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- # strike: 900
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-
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- BCS: !ruby/object:CoveredCallPosition
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- commission: OptionsHouseAlt
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- num_shares: 500
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- date_established: 2010-08-02
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- option: !ruby/object:Call
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- expires: 2010-12-18
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- price: 30
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- stock: !ruby/object:Stock
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- price: 1966
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- symbol: BCS
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- strike: 2100
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-
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- # DOW: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 400
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- # date_established: 2010-08-02
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- # option: !ruby/object:Call
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- # expires: 2010-10-16
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- # price: 22
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- # stock: !ruby/object:Stock
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- # price: 2714
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- # symbol: DOW
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- # strike: 2800
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-
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- #F: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 900
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- # date_established: 2010-08-04
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- # option: !ruby/object:Call
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- # expires: 2010-09-18
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- # price: 33
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- # stock: !ruby/object:Stock
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- # price: 1189
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- # symbol: F
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- # strike: 1200
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-
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- #GRMN: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 400
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- # date_established: 2010-08-04
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- # option: !ruby/object:Call
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- # expires: 2010-09-18
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- # price: 64
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- # stock: !ruby/object:Stock
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- # price: 2760
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- # symbol: GRMN
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- # strike: 2800
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-
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- #BP: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 300
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- # date_established: 2010-08-30
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- # option: !ruby/object:Call
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- # expires: 2010-09-03
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- # price: 122
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- # stock: !ruby/object:Stock
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- # price: 3589
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- # symbol: BP
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- # strike: 3500
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-
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- #BP2: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 300
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- # date_established: 2010-09-02
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- # option: !ruby/object:Call
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- # expires: 2010-09-10
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- # price: 48
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- # stock: !ruby/object:Stock
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- # price: 3640
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- # symbol: BP
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- # strike: 3700
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-
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- #RIG: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 200
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- # date_established: 2010-09-08
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- # option: !ruby/object:Call
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- # expires: 2010-09-18
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- # price: 242
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- # stock: !ruby/object:Stock
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- # price: 5404
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- # symbol: RIG
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- # strike: 5250
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-
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- #WFC: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 400
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- # date_established: 2010-09-13
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- # option: !ruby/object:Call
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- # expires: 2010-09-18
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- # price: 55
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- # stock: !ruby/object:Stock
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- # price: 2629
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- # symbol: WFC
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- # strike: 2600
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-
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- # ING: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 1000
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- # date_established: 2010-09-21
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- # option: !ruby/object:Call
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- # expires: 2010-10-16
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- # price: 55
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- # stock: !ruby/object:Stock
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- # price: 1026
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- # symbol: ING
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- # strike: 1000
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-
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- #BP: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 300
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- # date_established: 2010-09-27
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- # option: !ruby/object:Call
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- # expires: 2010-10-01
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- # price: 74
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- # stock: !ruby/object:Stock
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- # price: 3856
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- # symbol: BP
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- # strike: 3800
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-
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- JPM: !ruby/object:CoveredCallPosition
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- commission: OptionsHouseAlt
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- num_shares: 300
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- date_established: 2010-09-27
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- option: !ruby/object:Call
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- expires: 2010-11-20
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- price: 133
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- stock: !ruby/object:Stock
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- price: 3734
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- symbol: JPM
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- strike: 3800
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-
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- # HPQ: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 300
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- # date_established: 2010-09-29
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- # option: !ruby/object:Call
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- # expires: 2010-10-16
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- # price: 179
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- # stock: !ruby/object:Stock
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- # price: 4221
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- # symbol: HPQ
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- # strike: 4100
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- #
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- # AET: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 400
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- # date_established: 2010-09-29
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- # option: !ruby/object:Call
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- # expires: 2010-10-16
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- # price: 120
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- # stock: !ruby/object:Stock
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- # price: 3079
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- # symbol: AET
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- # strike: 3000
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- #
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- # MON: !ruby/object:CoveredCallPosition
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- # commission: OptionsHouseAlt
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- # num_shares: 200
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- # date_established: 2010-10-06
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- # option: !ruby/object:Call
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- # expires: 2010-10-16
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- # price: 212
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- # stock: !ruby/object:Stock
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- # price: 4891
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- # symbol: MON
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- # strike: 4750
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-
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- PKX: !ruby/object:CoveredCallPosition
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- commission: OptionsHouseAlt
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- num_shares: 100
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- date_established: 2010-10-19
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- option: !ruby/object:Call
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- expires: 2010-11-20
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- price: 490
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- stock: !ruby/object:Stock
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- price: 10720
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- symbol: PKX
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- strike: 10500
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-