Parsing.OptionIdParser

Classes

OptionId(strike: float, ...) Container class representing the parameters of an option.
OptionIdParser() Class to convert a futures option format into an object of type OptionId.
OptionType Enum to represent the different types of an option.
class Parsing.OptionIdParser.OptionIdParser[source]

Class to convert a futures option format into an object of type OptionId.

Methods

parse(...) Convert a futures option format into an object of type OptionId.
parse(option_id_str: str) → Backends.OptionId.OptionId[source]

Convert a futures option format into an object of type OptionId.

Parameters:

option_id_str : str

Futures option description in the format strike + option type

Returns:

option_id : OptionId

The representation of an option in a OptionId format

Examples

>>> from Parsing.OptionIdParser import OptionIdParser
>>> option_id_parser = OptionIdParser()
>>> option_format = "40p"
>>> option_id = option_id_parser.parse(option_format)
>>> print(option_id)
Option Id: 40.0-OptionType.PUT