Added additional testing for options. Proofed entire option chain model.

scheb · Mar 30, 2024 · d58d79f · d58d79f
1 parent 729e02a
commit d58d79f
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Showing 22 changed files with 1,471 additions and 96 deletions.
diff --git a/README.md b/README.md
@@ -93,6 +93,10 @@ $quote = $client->getQuote("AAPL");
 
 // Returns an array of Scheb\YahooFinanceApi\Results\Quote
 $quotes = $client->getQuotes(["AAPL", "GOOG"]);
+
+// Returns an array of Scheb\YahooFinanceApi\Results\OptionChain
+$optionChain = $client->getOptionChain("AAPL");
+$optionChain = $client->getOptionChain("AAPL", new \DateTime("2021-01-01"));
 ```
 
 Version Guidance

diff --git a/src/ApiClient.php b/src/ApiClient.php
@@ -287,7 +287,7 @@ public function stockSummary(string $symbol): array
         return $this->resultDecoder->transformQuotesSummary($responseBody);
     }
 
-    public function getStockOptions(string $symbol, ?\DateTimeInterface $expiryDate = null): array
+    public function getOptionChain(string $symbol, ?\DateTimeInterface $expiryDate = null): array
     {
         $qs = $this->getRandomQueryServer();
 
@@ -304,6 +304,6 @@ public function getStockOptions(string $symbol, ?\DateTimeInterface $expiryDate
         }
         $responseBody = (string) $this->client->request('GET', $url, ['cookies' => $cookieJar, 'headers' => $this->getHeaders()])->getBody();
 
-        return $this->resultDecoder->transformOptions($responseBody);
+        return $this->resultDecoder->transformOptionChains($responseBody);
     }
 }
diff --git a/src/ResultDecoder.php b/src/ResultDecoder.php
@@ -9,6 +9,8 @@
 use Scheb\YahooFinanceApi\Results\DividendData;
 use Scheb\YahooFinanceApi\Results\HistoricalData;
 use Scheb\YahooFinanceApi\Results\Option;
+use Scheb\YahooFinanceApi\Results\OptionChain;
+use Scheb\YahooFinanceApi\Results\OptionContract;
 use Scheb\YahooFinanceApi\Results\Quote;
 use Scheb\YahooFinanceApi\Results\SearchResult;
 use Scheb\YahooFinanceApi\Results\SplitData;
@@ -19,7 +21,20 @@ class ResultDecoder
     public const DIVIDEND_DATA_HEADER_LINE = ['Date', 'Dividends'];
     public const SPLIT_DATA_HEADER_LINE = ['Date', 'Stock Splits'];
     public const SEARCH_RESULT_FIELDS = ['symbol', 'name', 'exch', 'type', 'exchDisp', 'typeDisp'];
+    public const OPTION_CHAIN_FIELDS_MAP = [
+        'underlyingSymbol' => ValueMapperInterface::TYPE_STRING,
+        'expirationDates' => ValueMapperInterface::TYPE_ARRAY,
+        'strikes' => ValueMapperInterface::TYPE_ARRAY,
+        'hasMiniOptions' => ValueMapperInterface::TYPE_BOOL,
+        'options' => ValueMapperInterface::TYPE_ARRAY,
+    ];
     public const OPTION_FIELDS_MAP = [
+        'expirationDate' => ValueMapperInterface::TYPE_DATE,
+        'hasMiniOptions' => ValueMapperInterface::TYPE_BOOL,
+        'calls' => ValueMapperInterface::TYPE_ARRAY,
+        'puts' => ValueMapperInterface::TYPE_ARRAY,
+    ];
+    public const OPTION_CONTRACT_FIELDS_MAP = [
         'contractSymbol' => ValueMapperInterface::TYPE_STRING,
         'strike' => ValueMapperInterface::TYPE_FLOAT,
         'currency' => ValueMapperInterface::TYPE_STRING,
@@ -301,7 +316,7 @@ public function transformQuotesSummary(string $responseBody): array
         return $decoded['quoteSummary']['result'];
     }
 
-    public function transformOptions(string $responseBody): array
+    public function transformOptionChains(string $responseBody): array
     {
         $decoded = json_decode($responseBody, true);
         if (!isset($decoded['optionChain']['result']) || !\is_array($decoded['optionChain']['result'])) {
@@ -310,26 +325,88 @@ public function transformOptions(string $responseBody): array
 
         $results = $decoded['optionChain']['result'];
 
-        // Single element is returned directly in "quote"
-        return array_map(function (array $item) {
-            return $this->createOption($item);
+        // Single element is returned directly in "OptionChain"
+        $final = array_map(function (array $item) {
+            return $this->createOptionChain($item);
         }, $results);
+
+        return $final;
+    }
+
+    private function createOptionChain(array $json): OptionChain
+    {
+        $mappedValues = [];
+        foreach ($json as $field => $value) {
+            if (!\array_key_exists($field, self::OPTION_CHAIN_FIELDS_MAP)) {
+                continue;
+            }
+            $type = self::OPTION_CHAIN_FIELDS_MAP[$field];
+            try {
+                if ('options' === $field) {
+                    if (!\is_array($value)) {
+                        throw new InvalidValueException($type);
+                    }
+
+                    $mappedValues[$field] = array_map(function (array $option): Option {
+                        return $this->createOption($option);
+                    }, $value);
+                } elseif ('expirationDates' === $field) {
+                    $mappedValues[$field] = $this->valueMapper->mapValue($value, $type, ValueMapperInterface::TYPE_DATE);
+                } elseif ('strikes' === $field) {
+                    $mappedValues[$field] = $this->valueMapper->mapValue($value, $type, ValueMapperInterface::TYPE_FLOAT);
+                } else {
+                    $mappedValues[$field] = $this->valueMapper->mapValue($value, $type);
+                }
+            } catch (InvalidValueException $e) {
+                throw new ApiException(sprintf('%s in field "%s": %s', $e->getMessage(), $field, json_encode($value)), ApiException::INVALID_VALUE, $e);
+            }
+        }
+
+        return new OptionChain($mappedValues);
     }
 
     private function createOption(array $json): Option
     {
         $mappedValues = [];
         foreach ($json as $field => $value) {
-            if (\array_key_exists($field, self::QUOTE_FIELDS_MAP)) {
-                $type = self::QUOTE_FIELDS_MAP[$field];
-                try {
+            if (!\array_key_exists($field, self::OPTION_FIELDS_MAP)) {
+                continue;
+            }
+            $type = self::OPTION_FIELDS_MAP[$field];
+            try {
+                if ('calls' === $field || 'puts' === $field) {
+                    if (!\is_array($value)) {
+                        throw new InvalidValueException($type);
+                    }
+
+                    $mappedValues[$field] = array_map(function (array $optionContract): OptionContract {
+                        return $this->createOptionContract($optionContract);
+                    }, $value);
+                } else {
                     $mappedValues[$field] = $this->valueMapper->mapValue($value, $type);
-                } catch (InvalidValueException $e) {
-                    throw new ApiException(sprintf('Not a %s in field "%s": %s', $type, $field, $value), ApiException::INVALID_VALUE, $e);
                 }
+            } catch (InvalidValueException $e) {
+                throw new ApiException(sprintf('%s in field "%s": %s', $e->getMessage(), $field, json_encode($value)), ApiException::INVALID_VALUE, $e);
             }
         }
 
         return new Option($mappedValues);
     }
+
+    private function createOptionContract(array $values): OptionContract
+    {
+        $mappedValues = [];
+        foreach ($values as $property => $value) {
+            if (!\array_key_exists($property, self::OPTION_CONTRACT_FIELDS_MAP)) {
+                continue;
+            }
+            try {
+                $mappedValues[$property] = $this->valueMapper->mapValue($value, self::OPTION_CONTRACT_FIELDS_MAP[$property]);
+            } catch (InvalidValueException $e) {
+                throw new ApiException(sprintf('%s in field "%s": %s', $e->getMessage(), $property, json_encode($value)), ApiException::INVALID_VALUE, $e);
+            }
+        }
+
+        return new OptionContract($mappedValues);
+    }
 }
diff --git a/src/Results/Option.php b/src/Results/Option.php
@@ -6,21 +6,10 @@
 
 class Option implements \JsonSerializable
 {
-    private $contractSymbol;
-    private $strike;
-    private $currency;
-    private $lastPrice;
-    private $change;
-    private $percentChange;
-    private $volume;
-    private $openInterest;
-    private $bid;
-    private $ask;
-    private $contractSize;
-    private $expiration;
-    private $lastTradeDate;
-    private $impliedVolatility;
-    private $inTheMoney;
+    private $expirationDate;
+    private $hasMiniOptions;
+    private $calls;
+    private $puts;
 
     public function __construct(array $values)
     {
@@ -31,81 +20,35 @@ public function __construct(array $values)
 
     public function jsonSerialize(): array
     {
-        return get_object_vars($this);
+        return [
+            'expirationDate' => $this->expirationDate,
+            'hasMiniOptions' => $this->hasMiniOptions,
+            'calls' => array_map(function (OptionContract $optionContract): array {
+                return $optionContract->jsonSerialize();
+            }, $this->calls),
+            'puts' => array_map(function (OptionContract $optionContract): array {
+                return $optionContract->jsonSerialize();
+            }, $this->puts),
+        ];
     }
 
-    public function getContractSymbol(): string
+    public function getExpirationDate(): int
     {
-        return $this->contractSymbol;
+        return $this->expirationDate;
     }
 
-    public function getStrike(): float
+    public function getHasMiniOptions(): bool
     {
-        return $this->strike;
+        return $this->hasMiniOptions;
     }
 
-    public function getCurrency(): string
+    public function getCalls(): array
     {
-        return $this->currency;
+        return $this->calls;
     }
 
-    public function getLastPrice(): float
+    public function getPuts(): array
     {
-        return $this->lastPrice;
-    }
-
-    public function getChange(): float
-    {
-        return $this->change;
-    }
-
-    public function getPercentChange(): float
-    {
-        return $this->percentChange;
-    }
-
-    public function getVolume(): int
-    {
-        return $this->volume;
-    }
-
-    public function getOpenInterest(): int
-    {
-        return $this->openInterest;
-    }
-
-    public function getBid(): float
-    {
-        return $this->bid;
-    }
-
-    public function getAsk(): float
-    {
-        return $this->ask;
-    }
-
-    public function getContractSize(): string
-    {
-        return $this->contractSize;
-    }
-
-    public function getExpiration(): \DateTimeInterface
-    {
-        return $this->expiration;
-    }
-
-    public function getLastTradeDate(): \DateTimeInterface
-    {
-        return $this->lastTradeDate;
-    }
-
-    public function getImpliedVolatility(): float
-    {
-        return $this->impliedVolatility;
-    }
-
-    public function getInTheMoney(): bool
-    {
-        return $this->inTheMoney;
+        return $this->puts;
     }
 }
diff --git a/src/Results/OptionChain.php b/src/Results/OptionChain.php
@@ -0,0 +1,59 @@
+<?php
+
+declare(strict_types=1);
+
+namespace Scheb\YahooFinanceApi\Results;
+
+class OptionChain implements \JsonSerializable
+{
+    private $underlyingSymbol;
+    private $expirationDates;
+    private $strikes;
+    private $hasMiniOptions;
+    private $options;
+
+    public function __construct(array $values)
+    {
+        foreach ($values as $property => $value) {
+            $this->{$property} = $value;
+        }
+    }
+
+    public function jsonSerialize(): array
+    {
+        return [
+            'underlyingSymbol' => $this->underlyingSymbol,
+            'expirationDates' => $this->expirationDates,
+            'strikes' => $this->strikes,
+            'hasMiniOptions' => $this->hasMiniOptions,
+            'options' => array_map(function (Option $option): array {
+                return $option->jsonSerialize();
+            }, $this->options),
+        ];
+    }
+
+    public function getUnderlyingSymbol(): string
+    {
+        return $this->underlyingSymbol;
+    }
+
+    public function getExpirationDates(): array
+    {
+        return $this->expirationDates;
+    }
+
+    public function getStrikes(): array
+    {
+        return $this->strikes;
+    }
+
+    public function getHasMiniOptions(): bool
+    {
+        return $this->hasMiniOptions;
+    }
+
+    public function getOptions(): array
+    {
+        return $this->options;
+    }
+}