OPChooser: A C++ repository from jonsep

#OPChooser

About

OPChooser is a tool to help you to make options trading decision. That is, it analyzes all of options retrieved by the given ticker symbol and then give you a set of options which has the max payoff.(Note: with the demo version(iborder branch), you could place an order after getting the result.) OPChooser is also a final project for Stevens Institute of Technology - FE545 Design Patterns and Derivatives Pricing. The Motivations for this project is to learn and practice Object Oriented Design Patterns.

Page

http://enthalpy-yan.github.io/OPChooser

Branch

master
iborder (support placing order) demo version

Patterns

Singleton Pattern
Factory Pattern
Iterator Pattern
Template Pattern
Strategy Pattern

Dependencies

libcurl (handling http request and response)
jsoncpp (parsing json format)
boost (useful libraries)
rudimeier's twsapi (used for placeing order in branch iborder)

Overall Directory Structure

At a high level, the structure looks roughly like this:

FE545-FinalProject/
  |- include/
  |  |- IOptionCollection.h           (Interface for Option Collection) 
  |  |- IOptionIterator.h             (Interface for Option Iterator)
  |  |- MyAppHelper.h                 (Header file for Helper class)
  |  |- Option.h                      (Header file for Option model class) 
  |  |- OptionCollection.h            (Header file for concreate Option Collection class)
  |  |- OptionFactory.h               (Header file for Option Factory)
  |  |- OptionIterator.h              (Header file for concreate Option Interator class) 
  |  |- Restclient.h                  (Header file for RestClient class)
  |  |- Logger.h                      (Header file for Logger class)
  |  |- OptionFilter.h	              (Header file for options filter class)
  |  |- TemplateOne.h	              (Header file for Template Method class)
  |  |- Strategy.h                    (Header file for Strategy class)
  |  |- EPosixClientSocket.h          (Branch iborder)
  |  |- EPosixClientSocketPlatform.h  (Branch iborder)
  |  |- PosixTestClient.h             (Branch iborder)
  |- source/
  |  |- Main.cpp                      (Main function)
  |  |- MyAppHelper.cpp               (Implementation for Helper class)
  |  |- Option.cpp                    (Implementation for Option class)
  |  |- OptionCollection.cpp          (Implementation for concreate Option Collection class)
  |  |- OptionFactory.cpp             (Implementation for Option Factory class)
  |  |- OptionIterator.cpp            (Implementation for concreate Option Iterator class)
  |  |- Restclient.cpp                (Implementation for RestClient class)
  |  |- Logger.cpp                    (Implementation for Logger class)
  |  |- OptionFilter.cpp              (Implementation for options filter class)
  |  |- TemplateOne.cpp	              (Implementation for Template Method class)
  |  |- Strategy.cpp	              (Implementation for Strategy class)
  |  |- EClientSocketBase.cpp         (Branch iborder)
  |  |- PosixTestClient.cpp           (Branch iborder)
  |  |- EPosixClientSocket.cpp        (Branch iborder)
  |- shared/
  |- Makefile                         (Makefile for building this application)
  |- README.md                        (Readme file for github)

Option Model

enum OptionType { CALL, PUT };
class Option {
	string stockName;
	string optionSymbol;
	double strikePrice;
	double purchasePrice;
	double optionPrice;	// ask
	OptionType optionType;
	boost::gregorian::date purchaseDate;
	boost::gregorian::date expirationDate;
}

Data Service API Reference

OptionCollection

This is a container class used to saving option informations. Basically, it is a std::vector<Option>.

getIterator()

Returns a iterator for the collection.

 OptionCollection optionList = GET_OPTIONS("GOOG", "2013-12", CALL);	

 IOptionIterator *iter = optionList.getIterator();

 for ( Option p = iter->firstOption(); iter->isDone() == false; p = iter->nextOption() ) {
 	std::cout << p << std::endl;
 }

Helper Class

This is a wrapper class for the functions used to get stock/option related informations.

GET_STOCK_PRICE(stock_name)

Returns the price of stock given in stock_name.
```
double price = GET_STOCK_PRICE("GOOG")	 => get the price of GOOG.
```

GET_OPTIONS(stock_name, expiration_date, option_type)

Returns the options list with the given arguments.

OptionCollection optionList = GET_OPTIONS("GOOG", "2013-12", CALL) => get all of GOOG's option(Type: call, expiration date: before 2013-12).

SEND_HTTP_REQUEST(request_url)

Returns the response(string) of url given in request_url. Only HTTP GET method.
```
SEND_HTTP_REQUEST("http://www.example.org")
```

Logger Class

This is a logger class for logging informations.

LOGGER_CONF(logfile_name, configuraitons, fileVerbosityLevel, screenVerbosityLevel)

Configures the logger.

LOGGER_CONF("outputfile", Logger::file_on|Logger::screen_on, DEBUG_FLAG, ERROR_FLAG) => log debug info in logfile and error info on screen.
LOGGER_CONF("", Logger::screen_on, DEBUG_FLAG, DEBUG_FLAG) => log debug info on screen.

LOGGER(log_flag, log_messages)

Prints log messages.

LOGGER(DEBUG_FLAG, "hello " << "world"); => log message "hello world".

Build and Run

Under the root directory

$ git checkout iborder (switch to branch iborder in order to support place order)
$ make
$ ./OPChooser -h
Allowed options:
  -h [ --help ]         Print help messages.
  -v [ --verbose ]      Print words with verbosity.
  -o [ --output ] arg   Set logging output file.
  -t [ --ticker ] arg   Set the name of ticker.
  -d [ --date ] arg     Set expiration date for the given ticker.
  -order                place order when finished calculation using Interative Broker Socker Client(Branch iborder).

jonsep/OPChooser