schwab_rb 0.8.2 → 0.9.0

checksums.yaml

@@ -1,7 +1,7 @@
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+  data.tar.gz: e911c3bf6958b4dc0858669e0f38795466a4abf6d202805f6f12fa19ec6a991b1819b8743c682b89e12908595cb856ca8a15bea4b1011a4d6549f9a4a40feb6b

data/.rubocop.yml

@@ -41,3 +41,4 @@ Metrics/ClassLength:
 Metrics/ModuleLength:
   Exclude:
     - 'spec/**/*'
+    - 'lib/schwab_rb/option_sample/downloader.rb'

data/lib/schwab_rb/cli/app.rb

@@ -1,12 +1,9 @@
 # frozen_string_literal: true
 
-require "csv"
 require "date"
 require "json"
 require "optparse"
 require "pathname"
-require "fileutils"
-require "time"
 
 module SchwabRb
   module CLI
@@ -18,33 +15,6 @@ module SchwabRb
       DEFAULT_HISTORY_DIR = "~/.schwab_rb/data/history"
       DEFAULT_OPTIONS_DIR = "~/.schwab_rb/data/options"
       SUPPORTED_FORMATS = %w[csv json].freeze
-      OPTION_SAMPLE_CSV_HEADERS = %w[
-        contract_type
-        symbol
-        description
-        strike
-        expiration_date
-        mark
-        bid
-        bid_size
-        ask
-        ask_size
-        last
-        last_size
-        open_interest
-        total_volume
-        delta
-        gamma
-        theta
-        vega
-        rho
-        volatility
-        theoretical_volatility
-        theoretical_option_value
-        intrinsic_value
-        extrinsic_value
-        underlying_price
-      ].freeze
       PERIOD_TYPES = {
         "day" => SchwabRb::PriceHistory::PeriodTypes::DAY,
         "month" => SchwabRb::PriceHistory::PeriodTypes::MONTH,
@@ -221,14 +191,13 @@ module SchwabRb
 
         validate_option_sample_options!(options)
 
-        output_path = resolve_option_sample_response(options)
+        _, output_path = resolve_option_sample_response(options)
 
         stdout.puts("Saved #{options[:symbol]} option sample to #{output_path}")
         0
       end
       # rubocop:enable Metrics/AbcSize
 
-      # rubocop:disable Metrics/AbcSize
       def resolve_price_history_response(options)
         directory = SchwabRb::PathSupport.expand_path(options.fetch(:dir))
         SchwabRb::PriceHistory::Downloader.resolve(
@@ -245,148 +214,20 @@ module SchwabRb
           period: options[:period]
         )
       end
-      # rubocop:enable Metrics/AbcSize
 
       def resolve_option_sample_response(options)
         directory = SchwabRb::PathSupport.expand_path(options.fetch(:dir))
-        response = fetch_option_sample(build_non_interactive_client, options)
-        FileUtils.mkdir_p(directory)
-        output_path = option_sample_output_path(directory, options, response)
-        write_option_sample(output_path, response, options)
-        output_path
-      end
-
-      def write_option_sample(output_path, response, options)
-        File.write(output_path, serialized_option_sample(response, options))
-      end
-
-      def serialized_option_sample(response, options)
-        case options.fetch(:format)
-        when "json"
-          JSON.pretty_generate(response)
-        when "csv"
-          serialized_option_sample_csv(response, options)
-        else
-          raise Error, "Unsupported format `#{options[:format]}`."
-        end
-      end
-
-      def serialized_option_sample_csv(response, options)
-        sample_timestamp = options.fetch(:timestamp).utc.iso8601
-
-        CSV.generate do |csv|
-          csv << OPTION_SAMPLE_CSV_HEADERS
-          option_sample_rows(response).each do |option|
-            csv << option_sample_csv_row(response, option, sample_timestamp)
-          end
-        end
-      end
-
-      # rubocop:disable Metrics/AbcSize
-      def option_sample_csv_row(response, option, _sample_timestamp)
-        [
-          option[:putCall],
-          option[:symbol],
-          option[:description],
-          option[:strikePrice],
-          normalize_option_date(option[:expirationDate]),
-          option[:mark],
-          option[:bid],
-          option[:bidSize],
-          option[:ask],
-          option[:askSize],
-          option[:last],
-          option[:lastSize],
-          option[:openInterest],
-          option[:totalVolume],
-          option[:delta],
-          option[:gamma],
-          option[:theta],
-          option[:vega],
-          option[:rho],
-          option[:volatility],
-          option[:theoreticalVolatility],
-          option[:theoreticalOptionValue],
-          option[:intrinsicValue],
-          option[:extrinsicValue],
-          response[:underlyingPrice]
-        ]
-      end
-      # rubocop:enable Metrics/AbcSize
-
-      def fetch_option_sample(client, options)
-        expiration_date = options.fetch(:expiration_date)
-
-        response = client.get_option_chain(
-          SchwabRb::PriceHistory::Downloader.api_symbol(options.fetch(:symbol)),
-          contract_type: SchwabRb::Option::ContractTypes::ALL,
-          strike_range: SchwabRb::Option::StrikeRanges::ALL,
-          from_date: expiration_date,
-          to_date: expiration_date,
-          return_data_objects: false
-        )
-
-        filter_option_sample_response(response, options[:root])
-      end
-
-      def option_sample_rows(response)
-        rows = [response[:callExpDateMap], response[:putExpDateMap]].compact.flat_map do |date_map|
-          option_rows_from_date_map(date_map)
-        end
-
-        rows.sort_by do |option|
-          [
-            normalize_option_date(option[:expirationDate]).to_s,
-            option[:putCall].to_s,
-            option[:strikePrice].to_f
-          ]
-        end
-      end
-
-      def option_rows_from_date_map(date_map)
-        date_map.values.flat_map do |strikes|
-          strikes.values.flatten.map { |option| option.transform_keys(&:to_sym) }
-        end
-      end
-
-      def filter_option_sample_response(response, option_root)
-        return response if blank?(option_root)
-
-        normalized_root = option_root.to_s.strip.upcase
-        filtered_call_map = filter_option_date_map_by_root(response[:callExpDateMap], normalized_root)
-        filtered_put_map = filter_option_date_map_by_root(response[:putExpDateMap], normalized_root)
-
-        response.merge(
-          callExpDateMap: filtered_call_map,
-          putExpDateMap: filtered_put_map
+        SchwabRb::OptionSample::Downloader.resolve(
+          client: build_non_interactive_client,
+          symbol: options.fetch(:symbol),
+          root: options[:root],
+          expiration_date: options.fetch(:expiration_date),
+          directory: directory,
+          format: options.fetch(:format),
+          timestamp: options.fetch(:timestamp)
         )
       end
 
-      def filter_option_date_map_by_root(date_map, option_root)
-        return {} unless date_map
-
-        date_map.each_with_object({}) do |(expiration_key, strikes), filtered_dates|
-          filtered_strikes = strikes.each_with_object({}) do |(strike, contracts), filtered_by_strike|
-            matching_contracts = contracts.select { |contract| contract[:optionRoot].to_s.upcase == option_root }
-            filtered_by_strike[strike] = matching_contracts if matching_contracts.any?
-          end
-
-          filtered_dates[expiration_key] = filtered_strikes if filtered_strikes.any?
-        end
-      end
-
-      def normalize_option_date(value)
-        return if value.nil?
-
-        Date.parse(value.to_s).iso8601
-      end
-
-      def normalize_option_timestamp(value)
-        return if value.nil?
-
-        Time.at(value / 1000.0).utc.iso8601
-      end
-
       def build_non_interactive_client
         credentials = load_credentials(require_callback_url: false)
         token_path = resolved_token_path
@@ -494,24 +335,6 @@ module SchwabRb
         )
       end
 
-      def option_sample_output_path(directory, options, response)
-        File.join(
-          directory,
-          [
-            SchwabRb::PriceHistory::Downloader.sanitize_symbol(
-              options[:root] || option_sample_root(response, options.fetch(:symbol))
-            ),
-            "exp#{options.fetch(:expiration_date).iso8601}",
-            options.fetch(:timestamp).strftime("%Y-%m-%d_%H-%M-%S")
-          ].join("_") + ".#{options.fetch(:format)}"
-        )
-      end
-
-      def option_sample_root(response, fallback_symbol)
-        first_option = option_sample_rows(response).find { |option| !blank?(option[:optionRoot]) }
-        first_option ? first_option[:optionRoot] : fallback_symbol
-      end
-
       def blank?(value)
         value.nil? || value.to_s.strip.empty?
       end

data/lib/schwab_rb/option_sample/downloader.rb

@@ -0,0 +1,210 @@
+# frozen_string_literal: true
+
+require "csv"
+require "json"
+require "time"
+require "fileutils"
+
+module SchwabRb
+  class OptionSample
+    # Public file-oriented downloader for one-expiration option chain samples.
+    module Downloader
+      SUPPORTED_FORMATS = %w[csv json].freeze
+      CSV_HEADERS = %w[
+        contract_type
+        symbol
+        description
+        strike
+        expiration_date
+        mark
+        bid
+        bid_size
+        ask
+        ask_size
+        last
+        last_size
+        open_interest
+        total_volume
+        delta
+        gamma
+        theta
+        vega
+        rho
+        volatility
+        theoretical_volatility
+        theoretical_option_value
+        intrinsic_value
+        extrinsic_value
+        underlying_price
+      ].freeze
+
+      module_function
+
+      # rubocop:disable Metrics/ParameterLists
+      def resolve(client:, symbol:, expiration_date:, directory:, format:, timestamp:, root: nil)
+        response = fetch(
+          client: client,
+          symbol: symbol,
+          expiration_date: expiration_date,
+          root: root
+        )
+
+        FileUtils.mkdir_p(directory)
+        path = output_path(
+          directory: directory,
+          symbol: symbol,
+          expiration_date: expiration_date,
+          format: format,
+          timestamp: timestamp,
+          root: root,
+          response: response
+        )
+        File.write(path, serialize(response: response, format: format, timestamp: timestamp))
+
+        [response, path]
+      end
+      # rubocop:enable Metrics/ParameterLists
+
+      def fetch(client:, symbol:, expiration_date:, root: nil)
+        response = client.get_option_chain(
+          SchwabRb::PriceHistory::Downloader.api_symbol(symbol),
+          contract_type: SchwabRb::Option::ContractTypes::ALL,
+          strike_range: SchwabRb::Option::StrikeRanges::ALL,
+          from_date: expiration_date,
+          to_date: expiration_date,
+          return_data_objects: false
+        )
+
+        filter_response_by_root(response, root)
+      end
+
+      def filter_response_by_root(response, option_root)
+        return response if blank?(option_root)
+
+        normalized_root = option_root.to_s.strip.upcase
+
+        response.merge(
+          callExpDateMap: filter_date_map_by_root(response[:callExpDateMap], normalized_root),
+          putExpDateMap: filter_date_map_by_root(response[:putExpDateMap], normalized_root)
+        )
+      end
+
+      def filter_date_map_by_root(date_map, option_root)
+        return {} unless date_map
+
+        date_map.each_with_object({}) do |(expiration_key, strikes), filtered_dates|
+          filtered_strikes = strikes.each_with_object({}) do |(strike, contracts), filtered_by_strike|
+            matching_contracts = contracts.select { |contract| contract[:optionRoot].to_s.upcase == option_root }
+            filtered_by_strike[strike] = matching_contracts if matching_contracts.any?
+          end
+
+          filtered_dates[expiration_key] = filtered_strikes if filtered_strikes.any?
+        end
+      end
+
+      # rubocop:disable Metrics/ParameterLists
+      def output_path(directory:, symbol:, expiration_date:, format:, timestamp:, root: nil, response: nil)
+        selected_root = root || option_root(response, symbol)
+
+        File.join(
+          directory,
+          [
+            SchwabRb::PriceHistory::Downloader.sanitize_symbol(selected_root),
+            "exp#{expiration_date.iso8601}",
+            timestamp.strftime("%Y-%m-%d_%H-%M-%S")
+          ].join("_") + ".#{format}"
+        )
+      end
+      # rubocop:enable Metrics/ParameterLists
+
+      def serialize(response:, format:, timestamp:)
+        case format
+        when "json"
+          JSON.pretty_generate(response)
+        when "csv"
+          serialize_csv(response: response, timestamp: timestamp)
+        else
+          raise ArgumentError, "Unsupported format `#{format}`."
+        end
+      end
+
+      def serialize_csv(response:, timestamp:)
+        sample_timestamp = timestamp.utc.iso8601
+
+        CSV.generate do |csv|
+          csv << CSV_HEADERS
+          rows(response).each do |option|
+            csv << csv_row(response, option, sample_timestamp)
+          end
+        end
+      end
+
+      # rubocop:disable Metrics/AbcSize
+      def csv_row(response, option, _sample_timestamp)
+        [
+          option[:putCall],
+          option[:symbol],
+          option[:description],
+          option[:strikePrice],
+          normalize_option_date(option[:expirationDate]),
+          option[:mark],
+          option[:bid],
+          option[:bidSize],
+          option[:ask],
+          option[:askSize],
+          option[:last],
+          option[:lastSize],
+          option[:openInterest],
+          option[:totalVolume],
+          option[:delta],
+          option[:gamma],
+          option[:theta],
+          option[:vega],
+          option[:rho],
+          option[:volatility],
+          option[:theoreticalVolatility],
+          option[:theoreticalOptionValue],
+          option[:intrinsicValue],
+          option[:extrinsicValue],
+          response[:underlyingPrice]
+        ]
+      end
+      # rubocop:enable Metrics/AbcSize
+
+      def rows(response)
+        extracted_rows = [response[:callExpDateMap], response[:putExpDateMap]].compact.flat_map do |date_map|
+          rows_from_date_map(date_map)
+        end
+
+        extracted_rows.sort_by do |option|
+          [
+            normalize_option_date(option[:expirationDate]).to_s,
+            option[:putCall].to_s,
+            option[:strikePrice].to_f
+          ]
+        end
+      end
+
+      def rows_from_date_map(date_map)
+        date_map.values.flat_map do |strikes|
+          strikes.values.flatten.map { |option| option.transform_keys(&:to_sym) }
+        end
+      end
+
+      def option_root(response, fallback_symbol)
+        first_option = rows(response).find { |option| !blank?(option[:optionRoot]) }
+        first_option ? first_option[:optionRoot] : fallback_symbol
+      end
+
+      def normalize_option_date(value)
+        return if value.nil?
+
+        Date.parse(value.to_s).iso8601
+      end
+
+      def blank?(value)
+        value.nil? || value.to_s.strip.empty?
+      end
+    end
+  end
+end

data/lib/schwab_rb/option_sample.rb

@@ -0,0 +1,6 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  class OptionSample
+  end
+end

data/lib/schwab_rb/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module SchwabRb
-  VERSION = "0.8.2"
+  VERSION = "0.9.0"
 end

data/lib/schwab_rb.rb

@@ -23,6 +23,8 @@ require_relative "schwab_rb/orders/instruments"
 require_relative "schwab_rb/market_hours"
 require_relative "schwab_rb/price_history"
 require_relative "schwab_rb/price_history/downloader"
+require_relative "schwab_rb/option_sample"
+require_relative "schwab_rb/option_sample/downloader"
 require_relative "schwab_rb/movers"
 require_relative "schwab_rb/orders/builder"
 require_relative "schwab_rb/orders/session"

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: schwab_rb
 version: !ruby/object:Gem::Version
-  version: 0.8.2
+  version: 0.9.0
 platform: ruby
 authors:
 - Joseph Platta
@@ -256,6 +256,8 @@ files:
 - lib/schwab_rb/market_hours.rb
 - lib/schwab_rb/movers.rb
 - lib/schwab_rb/option.rb
+- lib/schwab_rb/option_sample.rb
+- lib/schwab_rb/option_sample/downloader.rb
 - lib/schwab_rb/orders/builder.rb
 - lib/schwab_rb/orders/destination.rb
 - lib/schwab_rb/orders/duration.rb