GLOBALS.md

March 1, 2019 · View on GitHub

Classes

LibraryError
OptionsChain
Quote

LibraryError

Kind: global class
Author: Torrey Leonard https://github.com/Ladinn

LibraryError
- new LibraryError(message)
- .toString() ⇒ string

new LibraryError(message)

Param
message

libraryError.toString() ⇒ `string`

Kind: instance method of LibraryError
Author: Torrey Leonard https://github.com/Ladinn

OptionsChain

Kind: global class
Author: Torrey Leonard https://github.com/Ladinn

OptionsChain
- new OptionsChain(array)
- .getExpirationDates() ⇒ Array.<Date>
- .getStrikePrices(date, side) ⇒ Array.<Number> | Error
- .getByExpirationDate(date) ⇒ Object
- .getNearestStrikePrice(date, side, priceTarget) ⇒ Number | Error
- .getNearestExpirationDate(targetDate) ⇒ Date
- .getVolume(date, strike, side) ⇒ Number
- .getOpenInterest(date, strike, side) ⇒ Number
- .getLastPrice(date, strike, side) ⇒ Number
- .getBid(date, strike, side) ⇒ Number
- .getAsk(date, strike, side) ⇒ Number
- .getChange(date, strike, side) ⇒ Number
- .getLastTradeDate(date, strike, side) ⇒ Date
- .getImpliedVolatility(date, strike, side) ⇒ Number
- .isInTheMoney(date, strike, side) ⇒ Boolean

new OptionsChain(array)

Creates a new OptionsChain object.

Param	Type
array	`Array`

optionsChain.getExpirationDates() ⇒ `Array.<Date>`

Returns an array of all expiration dates for the OptionsChain object.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

optionsChain.getStrikePrices(date, side) ⇒ `Array.<Number>` | `Error`

Returns an array of all strike prices for the OptionsChain object.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`
side	`String`	put, call

optionsChain.getByExpirationDate(date) ⇒ `Object`

Returns an options chain for the given date.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
date	`Date`

optionsChain.getNearestStrikePrice(date, side, priceTarget) ⇒ `Number` | `Error`

Returns the nearest strike price to the given price target.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
side	`String`	Strike price to query.
priceTarget	`Number`

optionsChain.getNearestExpirationDate(targetDate) ⇒ `Date`

Returns the nearest expiration date to the given date.

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
targetDate	`Date`

optionsChain.getVolume(date, strike, side) ⇒ `Number`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query.
side	`String`	put, call

optionsChain.getOpenInterest(date, strike, side) ⇒ `Number`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

optionsChain.getLastPrice(date, strike, side) ⇒ `Number`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

optionsChain.getBid(date, strike, side) ⇒ `Number`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

optionsChain.getAsk(date, strike, side) ⇒ `Number`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

optionsChain.getChange(date, strike, side) ⇒ `Number`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

optionsChain.getLastTradeDate(date, strike, side) ⇒ `Date`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

optionsChain.getImpliedVolatility(date, strike, side) ⇒ `Number`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

optionsChain.isInTheMoney(date, strike, side) ⇒ `Boolean`

Kind: instance method of OptionsChain
Author: Torrey Leonard https://github.com/Ladinn

Param	Type	Description
date	`Date`	Expiration date to query.
strike	`Number`	Strike price to query
side	`String`	put, call

Quote

Kind: global class
Author: Torrey Leonard https://github.com/Ladinn
Properties

Name	Type	Description
symbol	`String`
date	`Date`
source	`String`
price	`Object`
price.last	`Number`
price.open	`Number`
price.high	`Number`
price.low	`Number`
price.close	`Number`
price.volume	`Number`
price.adjustedClose	`Number`
dom	`Object`
dom.bid.price	`Number`
dom.bid.size	`Number`
dom.ask.price	`Number`
dom.ask.size	`Number`
meta	`Object`	Price changes, dividends, splits, market cap, etc.
original	`String`	Original JSON string

Quote
- new Quote(object)
- instance
  - .getSymbol() ⇒ String
  - .getDate() ⇒ Date
  - .getSource() ⇒ String
  - .getLast() ⇒ Number | Null
  - .getOpen() ⇒ Number | Null
  - .getHigh() ⇒ Number | Null
  - .getLow() ⇒ Number | Null
  - .getClose() ⇒ Number | Null
  - .getOHLC4() ⇒ number
  - .getVolume() ⇒ Number | Null
  - .getAdjustedClose() ⇒ Number | Null
  - .getBidPrice() ⇒ Number | Null
  - .getBidSize() ⇒ Number | Null
  - .getAskPrice() ⇒ Number | Null
  - .getAskSize() ⇒ Number | Null
  - .getMeta() ⇒ Object | Null
  - .getOriginal() ⇒ String
- static
  - .getVWAP(quoteArray) ⇒ Number
  - .priceChannel(quoteArray, period) ⇒ Object

new Quote(object)

Creates a new Quote instance.

Param	Type
object	`Object`

quote.getSymbol() ⇒ `String`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getDate() ⇒ `Date`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getSource() ⇒ `String`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getLast() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getOpen() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getHigh() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getLow() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getClose() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getOHLC4() ⇒ `number`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getVolume() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getAdjustedClose() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getBidPrice() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getBidSize() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getAskPrice() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getAskSize() ⇒ `Number` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getMeta() ⇒ `Object` | `Null`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

quote.getOriginal() ⇒ `String`

Kind: instance method of Quote
Author: Torrey Leonard https://github.com/Ladinn

Quote.getVWAP(quoteArray) ⇒ `Number`

Returns the volume weighted average price (VWAP) for the given quote array. https://www.investopedia.com/terms/v/vwap.asp

Kind: static method of Quote
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
quoteArray	`Array`

Quote.priceChannel(quoteArray, period) ⇒ `Object`

Calculates the highest high and lowest low for the provided period of time.

Kind: static method of Quote
Author: Torrey Leonard https://github.com/Ladinn

Param	Type
quoteArray	`Array`
period	`int`