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use fancy_regex::Regex;
use strum_macros::{EnumString, Display};
use std::{fmt, str::FromStr};
const OCC_OSI_REGEX: &str = r"^(?=.{16,21}$)(?P<symbol>[\w]{1,6})\s{0,5}(?P<year>\d{2})(?P<month>0\d|1[0-2])(?P<day>0[1-9]|[12]\d|3[01])(?P<contract>C|P|c|p)(?P<price>\d{8})$";
const IB_ACTIVITY_STATEMENT_TRADES: &str = r"^(?P<symbol>[\w]{1,6})\s(?P<day>0[1-9]|[12]\d|3[01])(?P<month>\w{3})(?P<year>\d{2})\s(?P<price>\d*[.]?\d+)\s(?P<contract>C|P|c|p)";
#[derive(Debug, Eq, PartialEq, EnumString, Display)]
enum Month3Letter {
JAN = 1,
FEB,
MAR,
APR,
MAY,
JUN,
JUL,
AUG,
SEP,
OCT,
NOV,
DEC,
}
#[derive(Debug, PartialEq)]
pub struct OptionData {
pub symbol: String,
expiration_year: i32,
expiration_month: i32,
expiration_day: i32,
pub strike_price: f64,
pub contract_type: ContractType,
}
#[derive(Debug, PartialEq)]
pub enum ContractType {
Call,
Put,
}
impl fmt::Display for ContractType {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
match self {
ContractType::Call => write!(f, "C"),
ContractType::Put => write!(f, "P"),
}
}
}
#[derive(Debug)]
pub enum Error {
NoResult,
YearOutOfRange,
MonthOutOfRange,
DayOutOfRange,
RegexError(fancy_regex::Error),
}
impl ::std::error::Error for Error {}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
match self {
Error::NoResult => write!(f, "No Result for parsing String"),
Error::RegexError(e) => write!(f, "RegexError: {}", e),
Error::YearOutOfRange => write!(f, "Supplied year is out of range and not >2000"),
Error::MonthOutOfRange => write!(
f,
"Supplied month is out of range and not between 1 and 12 "
),
Error::DayOutOfRange => {
write!(f, "Supplied Year is out of range and not between 1 and 31")
}
}
}
}
impl OptionData {
pub fn parse_osi(osi: &str) -> Result<OptionData, Error> {
let re = Regex::new(OCC_OSI_REGEX);
let re = match re {
Ok(r) => r,
Err(e) => return Err(Error::RegexError(e)),
};
let result = re.captures(osi);
let result = match result {
Ok(r) => r,
Err(e) => return Err(Error::RegexError(e)),
};
if result.is_none() {
return Err(Error::NoResult);
}
let cap = result.unwrap();
Ok(OptionData {
expiration_year: 2000 + cap.name("year").unwrap().as_str().parse::<i32>().unwrap(),
expiration_month: cap.name("month").unwrap().as_str().parse().unwrap(),
expiration_day: cap.name("day").unwrap().as_str().parse().unwrap(),
symbol: cap.name("symbol").unwrap().as_str().parse().unwrap(),
contract_type: match cap.name("contract").unwrap().as_str() {
"P" | "p" => ContractType::Put,
"C" | "c" => ContractType::Call,
_ => panic!(),
},
strike_price: cap.name("price").unwrap().as_str().parse::<i32>().unwrap() as f64
/ (1000 as f64),
})
}
pub fn parse_ib_activity_statement_trades_symbol(osi: &str) -> Result<OptionData, Error> {
let re = Regex::new(IB_ACTIVITY_STATEMENT_TRADES);
let re = match re {
Ok(r) => r,
Err(e) => return Err(Error::RegexError(e)),
};
let result = re.captures(osi);
let result = match result {
Ok(r) => r,
Err(e) => return Err(Error::RegexError(e)),
};
if result.is_none() {
return Err(Error::NoResult);
}
let cap = result.unwrap();
Ok(OptionData {
expiration_year: 2000 + cap.name("year").unwrap().as_str().parse::<i32>().unwrap(),
expiration_month: Month3Letter::from_str(cap.name("month").unwrap().as_str()).unwrap() as i32,
expiration_day: cap.name("day").unwrap().as_str().parse().unwrap(),
symbol: cap.name("symbol").unwrap().as_str().parse().unwrap(),
contract_type: match cap.name("contract").unwrap().as_str() {
"P" | "p" => ContractType::Put,
"C" | "c" => ContractType::Call,
_ => panic!(),
},
strike_price: cap.name("price").unwrap().as_str().parse::<f64>().unwrap(),
})
}
pub fn to_osi_string(&self) -> String {
format!(
"{symbol:<6}{year:0>2}{month:0>2}{day:0>2}{contract}{price:0>8}",
symbol = self.symbol,
day = self.expiration_day,
month = self.expiration_month,
year = self.expiration_year - 2000,
contract = self.contract_type,
price = self.strike_price * 1000 as f64
)
.to_string()
}
pub fn to_osi_string_no_symbol_padding(&self) -> String {
format!(
"{symbol}{year:0>2}{month:0>2}{day:0>2}{contract}{price:0>8}",
symbol = self.symbol,
day = self.expiration_day,
month = self.expiration_month,
year = self.expiration_year - 2000,
contract = self.contract_type,
price = self.strike_price * 1000 as f64
)
.to_string()
}
pub fn to_schwab_string(&self) -> String {
format!(
"{symbol} {month:0>2}/{day:0>2}/{year:0>4} {price:.2} {contract}",
symbol = self.symbol,
day = self.expiration_day,
month = self.expiration_month,
year = self.expiration_year,
contract = self.contract_type,
price = self.strike_price as f64
)
.to_string()
}
pub fn get_expiration_year(&self) -> i32 {
self.expiration_year
}
pub fn get_expiration_month(&self) -> i32 {
self.expiration_month
}
pub fn get_expiration_day(&self) -> i32 {
self.expiration_day
}
pub fn set_ymd(&self, year: i32, month: i32, day: i32) -> Result<(), Error> {
if !year > 2000 {
return Err(Error::YearOutOfRange);
}
if !(month >= 1 && month <= 12) {
return Err(Error::MonthOutOfRange);
}
if !is_day_in_month_and_year(year, month, day) {
return Err(Error::DayOutOfRange);
}
Ok(())
}
}
fn is_leap_year(year: i32) -> bool {
return (year % 4 == 0 && !(year % 100 == 0)) || year % 400 == 0;
}
const MONTH_WITH_31_DAYS: [i32; 7] = [1, 3, 5, 7, 8, 10, 12];
fn is_day_in_month_and_year(year: i32, month: i32, day: i32) -> bool {
return day > 0
&& (
(month == 2 &&
(day <= 28 || day == 29 && is_leap_year(year)))
|| (month != 2 &&
( day <= 30 || day == 31 && MONTH_WITH_31_DAYS.contains(&month)))
);
}
#[cfg(test)]
mod tests;