penfold 1.0.2 → 1.0.3
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- data/lib/market.rb +0 -37
- data/lib/penfold.rb +1 -1
- metadata +3 -3
data/lib/market.rb
CHANGED
@@ -118,43 +118,6 @@ class Market
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|
118
118
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quote
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119
119
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end
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120
120
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121
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-
require 'json'
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122
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-
def gchain(ticker, expiry)
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123
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-
url = "http://www.google.com/finance/option_chain?q=%s&expd=%s&expm=%s&expy=%s&output=json"
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124
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-
url = url % [ticker.gsub(/-/, "."), expiry.day, expiry.month, expiry.year]
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125
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-
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126
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-
puts "Fetching #{url}..." if $VERBOSE
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127
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-
doc = with_retry do
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128
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-
JSON.parse(
|
129
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-
open(url).read.
|
130
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-
gsub(/(\:"\w+):/, '\1'). # Remove extra colon that appears inside strings
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131
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-
gsub('\\', ""). # Remove slashes
|
132
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-
gsub(/(['"])?(\w+)(['"])?:/m, '"\2":'), # Quote each key
|
133
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-
:symbolize_names => true)
|
134
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-
end
|
135
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-
|
136
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-
doc[:calls].map do |call|
|
137
|
-
quote = Quote.new(
|
138
|
-
:symbol => call[:s],
|
139
|
-
:last => call[:p].to_f * 100,
|
140
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-
:bid => call[:b].to_f * 100,
|
141
|
-
:ask => call[:a].to_f * 100
|
142
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-
)
|
143
|
-
|
144
|
-
unless quote.symbol =~ /^\w+\d+[CP]\d+$/
|
145
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-
puts "Dropping bad option #{quote.symbol.inspect}"
|
146
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-
next
|
147
|
-
end
|
148
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-
|
149
|
-
unless quote.bid > 0 and quote.ask > 0
|
150
|
-
puts "Option #{quote.symbol.inspect} has no bid or ask"
|
151
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-
next
|
152
|
-
end
|
153
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-
|
154
|
-
[call[:strike].to_f * 100, quote]
|
155
|
-
end.compact
|
156
|
-
end
|
157
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-
|
158
121
|
def chain(ticker, expiry)
|
159
122
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url = "http://finance.yahoo.com/q/op?s=%s&m=%s" % [ticker, expiry.strftime("%Y-%m")]
|
160
123
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puts "Fetching #{url}..." if $VERBOSE
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data/lib/penfold.rb
CHANGED
metadata
CHANGED
@@ -1,13 +1,13 @@
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|
1
1
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--- !ruby/object:Gem::Specification
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2
2
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name: penfold
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3
3
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version: !ruby/object:Gem::Version
|
4
|
-
hash:
|
4
|
+
hash: 17
|
5
5
|
prerelease: false
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6
6
|
segments:
|
7
7
|
- 1
|
8
8
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- 0
|
9
|
-
-
|
10
|
-
version: 1.0.
|
9
|
+
- 3
|
10
|
+
version: 1.0.3
|
11
11
|
platform: ruby
|
12
12
|
authors:
|
13
13
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- Andrew A. Smith
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