jquants_api_client/api/
index_option_prices.rs

1//! Index Option Prices(OHLC)(/option/index_option) API
2
3use serde::{Deserialize, Serialize};
4
5use super::{
6    shared::{
7        deserialize_utils::{deserialize_f64_or_none, empty_string_or_null_as_none},
8        traits::{
9            builder::JQuantsBuilder,
10            pagination::{HasPaginationKey, MergePage, Paginatable},
11        },
12        types::{
13            emergency_margin_trigger_division::EmergencyMarginTriggerDivision,
14            put_call_division::PutCallDivision,
15        },
16    },
17    JQuantsApiClient, JQuantsPlanClient,
18};
19
20/// Builder for Index Option Prices (OHLC) Data API.
21#[derive(Clone, Serialize)]
22pub struct IndexOptionPricesBuilder {
23    #[serde(skip)]
24    client: JQuantsApiClient,
25
26    /// Date of data (e.g., "20210901" or "2021-09-01")
27    date: String,
28
29    /// Pagination key.
30    #[serde(skip_serializing_if = "Option::is_none")]
31    pagination_key: Option<String>,
32}
33
34impl JQuantsBuilder<IndexOptionPricesResponse> for IndexOptionPricesBuilder {
35    async fn send(self) -> Result<IndexOptionPricesResponse, crate::JQuantsError> {
36        self.send_ref().await
37    }
38
39    async fn send_ref(&self) -> Result<IndexOptionPricesResponse, crate::JQuantsError> {
40        self.client.inner.get("option/index_option", self).await
41    }
42}
43
44impl Paginatable<IndexOptionPricesResponse> for IndexOptionPricesBuilder {
45    fn pagination_key(mut self, pagination_key: impl Into<String>) -> Self {
46        self.pagination_key = Some(pagination_key.into());
47        self
48    }
49}
50
51impl IndexOptionPricesBuilder {
52    /// Create a new builder.
53    pub(crate) fn new(client: JQuantsApiClient, date: String) -> Self {
54        Self {
55            client,
56            date,
57            pagination_key: None,
58        }
59    }
60
61    /// Set the date of data (e.g., "20210901" or "2021-09-01")
62    pub fn date(mut self, date: impl Into<String>) -> Self {
63        self.date = date.into();
64        self
65    }
66
67    /// Set pagination key for fetching the next set of data.
68    pub fn pagination_key(mut self, pagination_key: impl Into<String>) -> Self {
69        self.pagination_key = Some(pagination_key.into());
70        self
71    }
72}
73
74/// Trait for Index Option Prices (OHLC) Data API.
75pub trait IndexOptionPricesApi: JQuantsPlanClient {
76    /// Get API builder for Index Option Prices (OHLC) Data.
77    ///
78    /// Use [Index Option Prices (OHLC) (/option/index_option) API](https://jpx.gitbook.io/j-quants-en/api-reference/index_option)
79    fn get_index_option_prices(&self, date: impl Into<String>) -> IndexOptionPricesBuilder {
80        IndexOptionPricesBuilder::new(self.get_api_client().clone(), date.into())
81    }
82}
83
84/// Index Option Prices (OHLC) Data API response.
85///
86/// See: [API Reference](https://jpx.gitbook.io/j-quants-en/api-reference/index_option)
87#[derive(Debug, Clone, PartialEq, Deserialize)]
88pub struct IndexOptionPricesResponse {
89    /// List of Nikkei 225 Options prices
90    pub index_option: Vec<IndexOptionPriceItem>,
91    /// Pagination key for fetching next set of data
92    pub pagination_key: Option<String>,
93}
94
95impl HasPaginationKey for IndexOptionPricesResponse {
96    fn get_pagination_key(&self) -> Option<&str> {
97        self.pagination_key.as_deref()
98    }
99}
100
101impl MergePage for IndexOptionPricesResponse {
102    fn merge_page(
103        page: Result<Vec<Self>, crate::JQuantsError>,
104    ) -> Result<Self, crate::JQuantsError> {
105        let mut page = page?;
106        let mut merged = page.pop().unwrap();
107        for p in page {
108            merged.index_option.extend(p.index_option);
109        }
110        merged.pagination_key = None;
111
112        Ok(merged)
113    }
114}
115
116/// Represents a single Nikkei 225 Option price record.
117#[derive(Debug, Clone, PartialEq, Deserialize)]
118pub struct IndexOptionPriceItem {
119    /// Trading day (YYYY-MM-DD)
120    #[serde(rename = "Date")]
121    pub date: String,
122
123    /// Issue code
124    #[serde(rename = "Code")]
125    pub code: String,
126
127    /// Whole day open price
128    #[serde(rename = "WholeDayOpen")]
129    pub whole_day_open: f64,
130
131    /// Whole day high price
132    #[serde(rename = "WholeDayHigh")]
133    pub whole_day_high: f64,
134
135    /// Whole day low price
136    #[serde(rename = "WholeDayLow")]
137    pub whole_day_low: f64,
138
139    /// Whole day close price
140    #[serde(rename = "WholeDayClose")]
141    pub whole_day_close: f64,
142
143    /// Night session open price
144    #[serde(
145        rename = "NightSessionOpen",
146        deserialize_with = "deserialize_f64_or_none"
147    )]
148    pub night_session_open: Option<f64>,
149
150    /// Night session high price
151    #[serde(
152        rename = "NightSessionHigh",
153        deserialize_with = "deserialize_f64_or_none"
154    )]
155    pub night_session_high: Option<f64>,
156
157    /// Night session low price
158    #[serde(
159        rename = "NightSessionLow",
160        deserialize_with = "deserialize_f64_or_none"
161    )]
162    pub night_session_low: Option<f64>,
163
164    /// Night session close price
165    #[serde(
166        rename = "NightSessionClose",
167        deserialize_with = "deserialize_f64_or_none"
168    )]
169    pub night_session_close: Option<f64>,
170
171    /// Day session open price
172    #[serde(rename = "DaySessionOpen")]
173    pub day_session_open: f64,
174
175    /// Day session high price
176    #[serde(rename = "DaySessionHigh")]
177    pub day_session_high: f64,
178
179    /// Day session low price
180    #[serde(rename = "DaySessionLow")]
181    pub day_session_low: f64,
182
183    /// Day session close price
184    #[serde(rename = "DaySessionClose")]
185    pub day_session_close: f64,
186
187    /// Volume
188    #[serde(rename = "Volume")]
189    pub volume: f64,
190
191    /// Open interest
192    #[serde(rename = "OpenInterest")]
193    pub open_interest: f64,
194
195    /// Turnover value
196    #[serde(rename = "TurnoverValue")]
197    pub turnover_value: f64,
198
199    /// Contract month (YYYY-MM)
200    #[serde(rename = "ContractMonth")]
201    pub contract_month: String,
202
203    /// Strike price
204    #[serde(rename = "StrikePrice")]
205    pub strike_price: f64,
206
207    /// Volume only auction
208    #[serde(
209        rename = "Volume(OnlyAuction)",
210        deserialize_with = "deserialize_f64_or_none"
211    )]
212    pub volume_only_auction: Option<f64>,
213
214    /// Emergency margin trigger division
215    #[serde(
216        rename = "EmergencyMarginTriggerDivision",
217        deserialize_with = "empty_string_or_null_as_none"
218    )]
219    pub emergency_margin_trigger_division: Option<EmergencyMarginTriggerDivision>,
220
221    /// Put Call division (1: Put, 2: Call)
222    #[serde(rename = "PutCallDivision")]
223    pub put_call_division: PutCallDivision,
224
225    /// Last trading day (YYYY-MM-DD)
226    #[serde(
227        rename = "LastTradingDay",
228        deserialize_with = "empty_string_or_null_as_none"
229    )]
230    pub last_trading_day: Option<String>,
231
232    /// Special quotation day (YYYY-MM-DD)
233    #[serde(
234        rename = "SpecialQuotationDay",
235        deserialize_with = "empty_string_or_null_as_none"
236    )]
237    pub special_quotation_day: Option<String>,
238
239    /// Settlement price
240    #[serde(
241        rename = "SettlementPrice",
242        deserialize_with = "deserialize_f64_or_none"
243    )]
244    pub settlement_price: Option<f64>,
245
246    /// Theoretical price
247    #[serde(
248        rename = "TheoreticalPrice",
249        deserialize_with = "deserialize_f64_or_none"
250    )]
251    pub theoretical_price: Option<f64>,
252
253    /// Base volatility
254    #[serde(
255        rename = "BaseVolatility",
256        deserialize_with = "deserialize_f64_or_none"
257    )]
258    pub base_volatility: Option<f64>,
259
260    /// Underlying asset price
261    #[serde(
262        rename = "UnderlyingPrice",
263        deserialize_with = "deserialize_f64_or_none"
264    )]
265    pub underlying_price: Option<f64>,
266
267    /// Implied volatility
268    #[serde(
269        rename = "ImpliedVolatility",
270        deserialize_with = "deserialize_f64_or_none"
271    )]
272    pub implied_volatility: Option<f64>,
273
274    /// Interest rate for theoretical price calculation
275    #[serde(rename = "InterestRate", deserialize_with = "deserialize_f64_or_none")]
276    pub interest_rate: Option<f64>,
277}
278
279#[cfg(test)]
280mod tests {
281    use super::*;
282
283    #[test]
284    fn test_deserialize_index_option_prices_response() {
285        let json_data = r#"
286        {
287            "index_option": [
288                {
289                    "Date": "2023-03-22",
290                    "Code": "130060018",
291                    "WholeDayOpen": 0.0,
292                    "WholeDayHigh": 0.0,
293                    "WholeDayLow": 0.0,
294                    "WholeDayClose": 0.0,
295                    "NightSessionOpen": 0.0,
296                    "NightSessionHigh": 0.0,
297                    "NightSessionLow": 0.0,
298                    "NightSessionClose": 0.0,
299                    "DaySessionOpen": 0.0,
300                    "DaySessionHigh": 0.0,
301                    "DaySessionLow": 0.0,
302                    "DaySessionClose": 0.0,
303                    "Volume": 0.0,
304                    "OpenInterest": 330.0,
305                    "TurnoverValue": 0.0,
306                    "ContractMonth": "2025-06",
307                    "StrikePrice": 20000.0,
308                    "Volume(OnlyAuction)": 0.0,
309                    "EmergencyMarginTriggerDivision": "002",
310                    "PutCallDivision": "1",
311                    "LastTradingDay": "2025-06-12",
312                    "SpecialQuotationDay": "2025-06-13",
313                    "SettlementPrice": 980.0,
314                    "TheoreticalPrice": 974.641,
315                    "BaseVolatility": 17.93025,
316                    "UnderlyingPrice": 27466.61,
317                    "ImpliedVolatility": 23.1816,
318                    "InterestRate": 0.2336
319                }
320            ],
321            "pagination_key": "value1.value2."
322        }
323        "#;
324
325        let response: IndexOptionPricesResponse = serde_json::from_str(json_data).unwrap();
326
327        let expected_announcement = vec![IndexOptionPriceItem {
328            date: "2023-03-22".to_string(),
329            code: "130060018".to_string(),
330            whole_day_open: 0.0,
331            whole_day_high: 0.0,
332            whole_day_low: 0.0,
333            whole_day_close: 0.0,
334            night_session_open: Some(0.0),
335            night_session_high: Some(0.0),
336            night_session_low: Some(0.0),
337            night_session_close: Some(0.0),
338            day_session_open: 0.0,
339            day_session_high: 0.0,
340            day_session_low: 0.0,
341            day_session_close: 0.0,
342            volume: 0.0,
343            open_interest: 330.0,
344            turnover_value: 0.0,
345            contract_month: "2025-06".to_string(),
346            strike_price: 20000.0,
347            volume_only_auction: Some(0.0),
348            emergency_margin_trigger_division: Some(EmergencyMarginTriggerDivision::Calculated),
349            put_call_division: PutCallDivision::Put,
350            last_trading_day: Some("2025-06-12".to_string()),
351            special_quotation_day: Some("2025-06-13".to_string()),
352            settlement_price: Some(980.0),
353            theoretical_price: Some(974.641),
354            base_volatility: Some(17.93025),
355            underlying_price: Some(27466.61),
356            implied_volatility: Some(23.1816),
357            interest_rate: Some(0.2336),
358        }];
359
360        let expected_response = IndexOptionPricesResponse {
361            index_option: expected_announcement,
362            pagination_key: Some("value1.value2.".to_string()),
363        };
364
365        pretty_assertions::assert_eq!(response, expected_response);
366    }
367
368    #[test]
369    fn test_deserialize_index_option_prices_response_with_missing_optional_fields() {
370        let json_data = r#"
371        {
372            "index_option": [
373                {
374                    "Date": "2023-03-22",
375                    "Code": "130060018",
376                    "WholeDayOpen": 0.0,
377                    "WholeDayHigh": 0.0,
378                    "WholeDayLow": 0.0,
379                    "WholeDayClose": 0.0,
380                    "NightSessionOpen": "",
381                    "NightSessionHigh": "",
382                    "NightSessionLow": "",
383                    "NightSessionClose": "",
384                    "DaySessionOpen": 0.0,
385                    "DaySessionHigh": 0.0,
386                    "DaySessionLow": 0.0,
387                    "DaySessionClose": 0.0,
388                    "Volume": 0.0,
389                    "OpenInterest": 0.0,
390                    "TurnoverValue": 0.0,
391                    "ContractMonth": "2025-06",
392                    "StrikePrice": 0.0,
393                    "Volume(OnlyAuction)": "",
394                    "EmergencyMarginTriggerDivision": "",
395                    "PutCallDivision": "1",
396                    "LastTradingDay": "",
397                    "SpecialQuotationDay": "",
398                    "SettlementPrice": "",
399                    "TheoreticalPrice": "",
400                    "BaseVolatility": "",
401                    "UnderlyingPrice": "",
402                    "ImpliedVolatility": "",
403                    "InterestRate": ""
404                }
405            ],
406            "pagination_key": "value1.value2."
407        }
408        "#;
409
410        let response: IndexOptionPricesResponse = serde_json::from_str(json_data).unwrap();
411
412        let expected_announcement = vec![IndexOptionPriceItem {
413            date: "2023-03-22".to_string(),
414            code: "130060018".to_string(),
415            whole_day_open: 0.0,
416            whole_day_high: 0.0,
417            whole_day_low: 0.0,
418            whole_day_close: 0.0,
419            night_session_open: None,
420            night_session_high: None,
421            night_session_low: None,
422            night_session_close: None,
423            day_session_open: 0.0,
424            day_session_high: 0.0,
425            day_session_low: 0.0,
426            day_session_close: 0.0,
427            volume: 0.0,
428            open_interest: 0.0,
429            turnover_value: 0.0,
430            contract_month: "2025-06".to_string(),
431            strike_price: 0.0,
432            volume_only_auction: None,
433            emergency_margin_trigger_division: None,
434            put_call_division: PutCallDivision::Put,
435            last_trading_day: None,
436            special_quotation_day: None,
437            settlement_price: None,
438            theoretical_price: None,
439            base_volatility: None,
440            underlying_price: None,
441            implied_volatility: None,
442            interest_rate: None,
443        }];
444
445        let expected_response = IndexOptionPricesResponse {
446            index_option: expected_announcement,
447            pagination_key: Some("value1.value2.".to_string()),
448        };
449
450        pretty_assertions::assert_eq!(response, expected_response);
451    }
452
453    #[test]
454    fn test_deserialize_index_option_prices_response_multiple_items() {
455        let json_data = r#"
456        {
457            "index_option": [
458                {
459                    "Date": "2023-03-22",
460                    "Code": "130060018",
461                    "WholeDayOpen": 1000.0,
462                    "WholeDayHigh": 1050.0,
463                    "WholeDayLow": 990.0,
464                    "WholeDayClose": 1025.0,
465                    "NightSessionOpen": 1010.0,
466                    "NightSessionHigh": 1040.0,
467                    "NightSessionLow": 995.0,
468                    "NightSessionClose": 1030.0,
469                    "DaySessionOpen": 1025.0,
470                    "DaySessionHigh": 1060.0,
471                    "DaySessionLow": 1000.0,
472                    "DaySessionClose": 1045.0,
473                    "Volume": 1500.0,
474                    "OpenInterest": 330.0,
475                    "TurnoverValue": 1500000.0,
476                    "ContractMonth": "2025-06",
477                    "StrikePrice": 20000.0,
478                    "Volume(OnlyAuction)": 500.0,
479                    "EmergencyMarginTriggerDivision": "002",
480                    "PutCallDivision": "1",
481                    "LastTradingDay": "2025-06-12",
482                    "SpecialQuotationDay": "2025-06-13",
483                    "SettlementPrice": 980.0,
484                    "TheoreticalPrice": 974.641,
485                    "BaseVolatility": 17.93025,
486                    "UnderlyingPrice": 27466.61,
487                    "ImpliedVolatility": 23.1816,
488                    "InterestRate": 0.2336
489                },
490                {
491                    "Date": "2023-03-22",
492                    "Code": "130060019",
493                    "WholeDayOpen": 2000.0,
494                    "WholeDayHigh": 2050.0,
495                    "WholeDayLow": 1990.0,
496                    "WholeDayClose": 2025.0,
497                    "NightSessionOpen": 2010.0,
498                    "NightSessionHigh": 2040.0,
499                    "NightSessionLow": 1995.0,
500                    "NightSessionClose": 2030.0,
501                    "DaySessionOpen": 2025.0,
502                    "DaySessionHigh": 2060.0,
503                    "DaySessionLow": 2000.0,
504                    "DaySessionClose": 2045.0,
505                    "Volume": 2500.0,
506                    "OpenInterest": 430.0,
507                    "TurnoverValue": 2500000.0,
508                    "ContractMonth": "2025-07",
509                    "StrikePrice": 21000.0,
510                    "Volume(OnlyAuction)": 600.0,
511                    "EmergencyMarginTriggerDivision": "001",
512                    "PutCallDivision": "2",
513                    "LastTradingDay": "2025-07-12",
514                    "SpecialQuotationDay": "2025-07-13",
515                    "SettlementPrice": 1980.0,
516                    "TheoreticalPrice": 1974.641,
517                    "BaseVolatility": 18.93025,
518                    "UnderlyingPrice": 27566.61,
519                    "ImpliedVolatility": 24.1816,
520                    "InterestRate": 0.2436
521                }
522            ],
523            "pagination_key": "value3.value4."
524        }
525        "#;
526
527        let response: IndexOptionPricesResponse = serde_json::from_str(json_data).unwrap();
528
529        let expected_announcement = vec![
530            IndexOptionPriceItem {
531                date: "2023-03-22".to_string(),
532                code: "130060018".to_string(),
533                whole_day_open: 1000.0,
534                whole_day_high: 1050.0,
535                whole_day_low: 990.0,
536                whole_day_close: 1025.0,
537                night_session_open: Some(1010.0),
538                night_session_high: Some(1040.0),
539                night_session_low: Some(995.0),
540                night_session_close: Some(1030.0),
541                day_session_open: 1025.0,
542                day_session_high: 1060.0,
543                day_session_low: 1000.0,
544                day_session_close: 1045.0,
545                volume: 1500.0,
546                open_interest: 330.0,
547                turnover_value: 1500000.0,
548                contract_month: "2025-06".to_string(),
549                strike_price: 20000.0,
550                volume_only_auction: Some(500.0),
551                emergency_margin_trigger_division: Some(EmergencyMarginTriggerDivision::Calculated),
552                put_call_division: PutCallDivision::Put,
553                last_trading_day: Some("2025-06-12".to_string()),
554                special_quotation_day: Some("2025-06-13".to_string()),
555                settlement_price: Some(980.0),
556                theoretical_price: Some(974.641),
557                base_volatility: Some(17.93025),
558                underlying_price: Some(27466.61),
559                implied_volatility: Some(23.1816),
560                interest_rate: Some(0.2336),
561            },
562            IndexOptionPriceItem {
563                date: "2023-03-22".to_string(),
564                code: "130060019".to_string(),
565                whole_day_open: 2000.0,
566                whole_day_high: 2050.0,
567                whole_day_low: 1990.0,
568                whole_day_close: 2025.0,
569                night_session_open: Some(2010.0),
570                night_session_high: Some(2040.0),
571                night_session_low: Some(1995.0),
572                night_session_close: Some(2030.0),
573                day_session_open: 2025.0,
574                day_session_high: 2060.0,
575                day_session_low: 2000.0,
576                day_session_close: 2045.0,
577                volume: 2500.0,
578                open_interest: 430.0,
579                turnover_value: 2500000.0,
580                contract_month: "2025-07".to_string(),
581                strike_price: 21000.0,
582                volume_only_auction: Some(600.0),
583                emergency_margin_trigger_division: Some(EmergencyMarginTriggerDivision::Triggered),
584                put_call_division: PutCallDivision::Call,
585                last_trading_day: Some("2025-07-12".to_string()),
586                special_quotation_day: Some("2025-07-13".to_string()),
587                settlement_price: Some(1980.0),
588                theoretical_price: Some(1974.641),
589                base_volatility: Some(18.93025),
590                underlying_price: Some(27566.61),
591                implied_volatility: Some(24.1816),
592                interest_rate: Some(0.2436),
593            },
594        ];
595
596        let expected_response = IndexOptionPricesResponse {
597            index_option: expected_announcement,
598            pagination_key: Some("value3.value4.".to_string()),
599        };
600
601        pretty_assertions::assert_eq!(response, expected_response);
602    }
603
604    #[test]
605    fn test_deserialize_index_option_prices_response_no_pagination_key() {
606        let json_data = r#"
607        {
608            "index_option": [
609                {
610                    "Date": "2023-03-22",
611                    "Code": "130060018",
612                    "WholeDayOpen": 0.0,
613                    "WholeDayHigh": 0.0,
614                    "WholeDayLow": 0.0,
615                    "WholeDayClose": 0.0,
616                    "NightSessionOpen": 0.0,
617                    "NightSessionHigh": 0.0,
618                    "NightSessionLow": 0.0,
619                    "NightSessionClose": 0.0,
620                    "DaySessionOpen": 0.0,
621                    "DaySessionHigh": 0.0,
622                    "DaySessionLow": 0.0,
623                    "DaySessionClose": 0.0,
624                    "Volume": 0.0,
625                    "OpenInterest": 330.0,
626                    "TurnoverValue": 0.0,
627                    "ContractMonth": "2025-06",
628                    "StrikePrice": 20000.0,
629                    "Volume(OnlyAuction)": 0.0,
630                    "EmergencyMarginTriggerDivision": "003",
631                    "PutCallDivision": "1",
632                    "LastTradingDay": "2025-06-12",
633                    "SpecialQuotationDay": "2025-06-13",
634                    "SettlementPrice": 980.0,
635                    "TheoreticalPrice": 974.641,
636                    "BaseVolatility": 17.93025,
637                    "UnderlyingPrice": 27466.61,
638                    "ImpliedVolatility": 23.1816,
639                    "InterestRate": 0.2336
640                }
641            ]
642        }
643        "#;
644
645        let response: IndexOptionPricesResponse = serde_json::from_str(json_data).unwrap();
646
647        let expected_announcement = vec![IndexOptionPriceItem {
648            date: "2023-03-22".to_string(),
649            code: "130060018".to_string(),
650            whole_day_open: 0.0,
651            whole_day_high: 0.0,
652            whole_day_low: 0.0,
653            whole_day_close: 0.0,
654            night_session_open: Some(0.0),
655            night_session_high: Some(0.0),
656            night_session_low: Some(0.0),
657            night_session_close: Some(0.0),
658            day_session_open: 0.0,
659            day_session_high: 0.0,
660            day_session_low: 0.0,
661            day_session_close: 0.0,
662            volume: 0.0,
663            open_interest: 330.0,
664            turnover_value: 0.0,
665            contract_month: "2025-06".to_string(),
666            strike_price: 20000.0,
667            volume_only_auction: Some(0.0),
668            emergency_margin_trigger_division: Some(EmergencyMarginTriggerDivision::Unknown(
669                "003".to_string(),
670            )),
671            put_call_division: PutCallDivision::Put,
672            last_trading_day: Some("2025-06-12".to_string()),
673            special_quotation_day: Some("2025-06-13".to_string()),
674            settlement_price: Some(980.0),
675            theoretical_price: Some(974.641),
676            base_volatility: Some(17.93025),
677            underlying_price: Some(27466.61),
678            implied_volatility: Some(23.1816),
679            interest_rate: Some(0.2336),
680        }];
681
682        let expected_response = IndexOptionPricesResponse {
683            index_option: expected_announcement,
684            pagination_key: None,
685        };
686
687        pretty_assertions::assert_eq!(response, expected_response);
688    }
689
690    #[test]
691    fn test_deserialize_index_option_prices_response_no_data() {
692        let json_data = r#"
693        {
694            "index_option": []
695        }
696        "#;
697
698        let response: IndexOptionPricesResponse = serde_json::from_str(json_data).unwrap();
699        let expected_response = IndexOptionPricesResponse {
700            index_option: vec![],
701            pagination_key: None,
702        };
703
704        pretty_assertions::assert_eq!(response, expected_response);
705    }
706}
jquants_api_client/api/index_option_prices.rs

jquants_api_client/api/
index_option_prices.rs
