life_cycle_report.rb

require 'optparse'

require 'report'
require 'option'
require 'stock'

class LifeCycleReportItem < ReportItem
  def LifeCycleReportItem.header_line(format)
    if format == Report::Format::PRETTY_PRINT then
      retval = ""
      @@field_names.each { | f | retval += format_field(f) }
      return retval
    elsif format == Report::Format::CSV then
      return @@field_names.join(",")
    end
  end
  def LifeCycleReportItem.format_field(field)
    if (field.class() == Float) then
        str = sprintf("%.2f", field);
    else
      str = "#{field}";
    end
    return sprintf("%20.20s", str);
  end
  def LifeCycleReportItem.add_field(short_name,long_name)
    map_size = @@map.size/2
    h = {:index => map_size, :name => long_name}
    @@map[short_name+"="] = h
    @@map[short_name] = h
    @@field_names.push(long_name)
  end
  def LifeCycleReportItem.setup
    @@map = Hash.new
    @@field_names = Array.new
    add_field("ticker","Ticker")
    add_field("stock_price","Stock Price")
    add_field("stock_price_100","Stock Price * 100")
    add_field("option_price","Option Price")
    add_field("option_price_100","Option Price * 100")
    add_field("strike_price","Strike Price")
    add_field("leverage","Leverage")
    add_field("term","Term in Years")
    add_field("annual_dividend","Annual Dividend")
    add_field("amount_borrowed","Amount Borrowed")
    add_field("implied_interest_rate","Implied Interest Rate")
    add_field("bid_ask_spread","Spread")
  end
  def initialize
    @fields = Array.new
  end
  def toString(format)
    if format == Report::Format::PRETTY_PRINT then
      retval = ""
      fields.each { | f | retval += LifeCycleReportItem.format_field(f) }
      return retval
    elsif format == Report::Format::CSV then
      return fields.join(",")
    end
  end
  def method_missing(method,*args)
    raise NoMethodError, method.to_s unless @@map[method.to_s]
    if method.to_s =~ /=$/ then
      puts "setting #{method} to #{args[0]}"
      return fields[@@map[method.to_s][:index]] = args[0]
    else
      return fields[@@map[method.to_s][:index]]
    end
  end
end
class LifeCycleInvesting
  def LifeCycleInvesting.doReport(fileNames)
    fileStreams = {}
    fileNames.each() { |format, fileName| 
      fileStreams[format] = File.open(fileName, 'w')
    }

    puts "Please input a list of stocks, one per line"
    LifeCycleReportItem.setup
    report = Report.new
    tickers = Array.new
    STDIN.readlines.each { | ticker |
      tickers.push(ticker.chomp)
    }
    tickers.each { | ticker |
      puts "Ticker: #{ticker}"
      oeds = OptionExpireDate.find_all_by_ticker(ticker)
      oeds.each { | oed |
        puts "OED: #{oed}"
        next if oed.years_from_now < 1
        #skip expire date unless its longer than a year out
        option_chain = OptionChain.find_by_ticker_and_option_expire_date(ticker,oed)
        option_chain.options.each { | option |
          puts "option: #{option}"
          option.update_price
          stock = option.stock
          puts "stock: #{stock}"
          # Now we have all the information we need to add an item to the report
          report_item = LifeCycleReportItem.new
          report_item.ticker = ticker
          report_item.option_price = option.price
          report_item.stock_price = stock.price
          report_item.stock_price_100 = stock.price*100
          report_item.option_price_100 = option.price*100
          report_item.strike_price = option.strike_price
          report_item.annual_dividend = stock.ly_dividend
          report_item.leverage = stock.price/option.strike_price
          report_item.term = option.term
          report_item.amount_borrowed = stock.price - option.price
          report_item.bid_ask_spread = option.bid_ask_spread
          
          implied_extra_payment = option.price + option.strike_price - stock.price
          transaction_payment = 20
          total_implied_payments = implied_extra_payment + report_item.annual_dividend + transaction_payment/100
          
          report_item.implied_interest_rate = 100.0 * (total_implied_payments/report_item.amount_borrowed)/(option.term_in_days/365)
          report.addReportItem(report_item)
        }
      }
    }
    fileStreams.each { |format, fileStream| 
      fileStream.puts(report.toString(format))
      fileStream.close()
    }
  end
end

def parseOptions
  fileName = "life_cycle_report"
  scriptName = ARGV[0]

  OptionParser.new do |opts|
    opts.banner = "Usage: #{scriptName} [options]"
    
    opts.on("-f", "--output_file FILE_NAME", "Output file (minus extension)") do |value|
      fileName = value
    end
  end.parse!

  return { 
    :fileNames  => {
      Report::Format::CSV => fileName + ".csv",
      Report::Format::PRETTY_PRINT => fileName + ".txt"
    }
  }
end

options = parseOptions()
LifeCycleInvesting.doReport(options[:fileNames])