sensei_eod_utils 0.0.0

checksums.yaml

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+---
+SHA256:
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+  data.tar.gz: 52930df2d0979b8006e1d5d2b69419bd5d77ba3a0d18b60498361552a7c64593
+SHA512:
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data/.gitignore

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+*.gem
+*.rbc
+/.config
+/coverage/
+/InstalledFiles
+/pkg/
+/spec/reports/
+/spec/examples.txt
+/test/tmp/
+/test/version_tmp/
+/tmp/
+
+# Used by dotenv library to load environment variables.
+# .env
+
+# Ignore Byebug command history file.
+.byebug_history
+
+## Specific to RubyMotion:
+.dat*
+.repl_history
+build/
+*.bridgesupport
+build-iPhoneOS/
+build-iPhoneSimulator/
+
+## Specific to RubyMotion (use of CocoaPods):
+#
+# We recommend against adding the Pods directory to your .gitignore. However
+# you should judge for yourself, the pros and cons are mentioned at:
+# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
+#
+# vendor/Pods/
+
+## Documentation cache and generated files:
+/.yardoc/
+/_yardoc/
+/doc/
+/rdoc/
+
+## Environment normalization:
+/.bundle/
+/vendor/bundle
+/lib/bundler/man/
+
+# for a library or gem, you might want to ignore these files since the code is
+# intended to run in multiple environments; otherwise, check them in:
+# Gemfile.lock
+# .ruby-version
+# .ruby-gemset
+
+# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
+.rvmrc
+
+# Used by RuboCop. Remote config files pulled in from inherit_from directive.
+# .rubocop-https?--*

data/.rubocop.yml

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+Style/Documentation:
+  Enabled: false

data/Gemfile

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+# frozen_string_literal: true
+
+source 'https://rubygems.org'
+ruby '2.5.5'
+
+gem 'httparty'
+# gem 'redis'
+gem 'oj'
+
+group :development do
+  gem 'pry'
+  gem 'rubocop', require: false
+  gem 'rubocop-rspec', require: false
+end
+
+group :test do
+end

data/Gemfile.lock

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+GEM
+  remote: https://rubygems.org/
+  specs:
+    ast (2.4.0)
+    coderay (1.1.2)
+    httparty (0.17.3)
+      mime-types (~> 3.0)
+      multi_xml (>= 0.5.2)
+    jaro_winkler (1.5.4)
+    method_source (0.9.2)
+    mime-types (3.3)
+      mime-types-data (~> 3.2015)
+    mime-types-data (3.2019.1009)
+    multi_xml (0.6.0)
+    oj (3.10.0)
+    parallel (1.19.1)
+    parser (2.6.5.0)
+      ast (~> 2.4.0)
+    pry (0.12.2)
+      coderay (~> 1.1.0)
+      method_source (~> 0.9.0)
+    rainbow (3.0.0)
+    rubocop (0.78.0)
+      jaro_winkler (~> 1.5.1)
+      parallel (~> 1.10)
+      parser (>= 2.6)
+      rainbow (>= 2.2.2, < 4.0)
+      ruby-progressbar (~> 1.7)
+      unicode-display_width (>= 1.4.0, < 1.7)
+    rubocop-rspec (1.37.1)
+      rubocop (>= 0.68.1)
+    ruby-progressbar (1.10.1)
+    unicode-display_width (1.6.0)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  httparty
+  oj
+  pry
+  rubocop
+  rubocop-rspec
+
+RUBY VERSION
+   ruby 2.5.5p157
+
+BUNDLED WITH
+   2.0.2

data/README.md

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+# sensei-eod-utils

data/lib/eod_facade/base.rb

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+# frozen_string_literal: true
+
+require 'httparty'
+
+module EodFacade
+  class Base
+    class << self
+      def make_request(url_path, params = {})
+        HTTParty.get(full_url(url_path),
+                     query: params.merge(
+                       api_token: EodApi::Constants.api_key
+                     ),
+                     format: :json)
+      end
+
+      private
+
+      def full_url(url_path)
+        "#{EodApi::Constants.base_url}#{url_path}"
+      end
+    end
+  end
+end

data/lib/eod_facade/constants.rb

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+# frozen_string_literal: true
+
+module EodFacade
+  class Constants
+    class <<self
+      def api_key
+        @api_key ||= ENV['EOD_API_KEY']
+      end
+
+      def base_url
+        @base_url ||= ENV['EOD_API_BASE_URL']
+      end
+    end
+  end
+end

data/lib/eod_facade/eod.rb

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+# frozen_string_literal: true
+
+require 'bigdecimal'
+
+require_relative 'base_service'
+require_relative '../redis/service'
+require_relative '../trade/option/contract_service'
+
+module EodFacade
+  class Eod < ::EodFacade::Base
+    class << self
+      def call(symbol, params = {})
+        data = make_request(url_path(symbol), params.merge(fmt: 'json'))
+        Oj.load(data)
+      end
+
+      private
+
+      def url_path(symbol)
+        "/eod/#{symbol}"
+      end
+    end
+  end
+end

data/lib/eod_facade/fundamentals.rb

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+# frozen_string_literal: true
+
+require 'oj'
+
+module EodFacade
+  class Fundamentals < ::EodFacade::Base
+    class << self
+      def call(symbol)
+        data = make_request(url_path(symbol))
+        Oj.load(data)
+      end
+
+      private
+
+      def url_path(symbol)
+        "/fundamentals/#{symbol}"
+      end
+    end
+  end
+end

data/lib/eod_facade/options.rb

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+# frozen_string_literal: true
+
+require 'oj'
+
+module EodFacade
+  class Options < ::EodFacade::Base
+    class << self
+      def call(symbol)
+        underlying = EodServices::Contract.underlying_symbol(symbol)
+        expiry = EodServices::Contract.contract_expiry(symbol)
+
+        unless expiry
+          raise ArgumentError, "Invalid expiration date for option #{symbol}"
+        end
+
+        data = make_request(url_path(underlying), params(expiry))
+        Oj.load(data)
+      end
+
+      private
+
+      def params(expiry)
+        {
+          from: expiry.to_s,
+          to: expiry.to_s
+        }
+      end
+
+      def url_path(underlying)
+        "/options/#{underlying}"
+      end
+    end
+  end
+end

data/lib/eod_models/option_type.rb

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+# frozen_string_literal: true
+
+module EodModels
+  class OptionType
+    include Ruby::Enum
+
+    define :CALL, 'C'
+    define :PUT, 'P'
+    define :STOCK, 'S'
+  end
+end

data/lib/eod_services/contract.rb

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+# frozen_string_literal: true
+
+module EodServices
+  class Contract
+    class <<self
+      # rubocop:disable Metrics/LineLength
+      CONTRACT_REGEX = /^(?<symbol>[A-Z]+)(?<expiry>[0-9]{6})(?<option_type>[CP]{1})[0-9]{8}$/.freeze
+      # rubocop:enable Metrics/LineLength
+
+      def contract_symbol(underlying:, expiry:, type:, strike:)
+        return underlying if type == OptionType::STOCK
+
+        underlying + expiration(expiry) + type + padded_strike(strike)
+      end
+
+      def underlying_symbol(contract_symbol)
+        match = contract_symbol.match(CONTRACT_REGEX)
+        return match[:symbol] if match
+
+        contract_symbol
+      end
+
+      def contract_expiry(contract_symbol)
+        match = contract_symbol.match(CONTRACT_REGEX)
+        Date.parse(match[:expiry]) if match
+      end
+
+      def contract_type(contract_symbol)
+        match = contract_symbol.match(CONTRACT_REGEX)
+        return match[:option_type] if match
+
+        OptionType::STOCK
+      end
+
+      private
+
+      def padded_strike(strike)
+        (strike * 1000).to_i.to_s.rjust(8, '0')
+      end
+
+      def expiration(expiry)
+        expiry.strftime('%y%m%d')
+      end
+    end
+  end
+end

data/lib/sensei_eod_utils.rb

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+# frozen_string_literal: true
+
+require 'eod_models/option_type.rb'
+
+require 'eod_services/contract.rb'
+
+require 'eod_facade/base.rb'
+require 'eod_facade/constants.rb'
+require 'eod_facade/fundamentals.rb'
+require 'eod_facade/options.rb'
+require 'eod_facade/eod.rb'

data/sensei_eod_utils.gemspec

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+# frozen_string_literal: true
+
+Gem::Specification.new do |s|
+  s.name          = 'sensei_eod_utils'
+  s.version       = '0.0.0'
+  s.date          = '2019-12-20'
+  s.summary       = 'Sensei trader utility functions and Eod api facade'
+  s.authors       = ['Nishant Shah']
+  s.files         = `git ls-files -z`.split("\x0").reject do |f|
+    f.match(%r{^(test|spec|features)/})
+  end
+  s.require_paths = ['lib']
+  s.homepage      = 'https://rubygems.org/gems/sensei_eod_utils'
+  s.license       = 'MIT'
+
+  s.add_dependency 'httparty', '~> 0.17'
+  # s.add_dependency "redis"
+  s.add_dependency 'oj', '~> 3.10'
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: sensei_eod_utils
+version: !ruby/object:Gem::Version
+  version: 0.0.0
+platform: ruby
+authors:
+- Nishant Shah
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2019-12-20 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: httparty
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.17'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.17'
+- !ruby/object:Gem::Dependency
+  name: oj
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.10'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.10'
+description: 
+email: 
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rubocop.yml"
+- Gemfile
+- Gemfile.lock
+- README.md
+- lib/eod_facade/base.rb
+- lib/eod_facade/constants.rb
+- lib/eod_facade/eod.rb
+- lib/eod_facade/fundamentals.rb
+- lib/eod_facade/options.rb
+- lib/eod_models/option_type.rb
+- lib/eod_services/contract.rb
+- lib/sensei_eod_utils.rb
+- sensei_eod_utils.gemspec
+homepage: https://rubygems.org/gems/sensei_eod_utils
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.0.4
+signing_key: 
+specification_version: 4
+summary: Sensei trader utility functions and Eod api facade
+test_files: []