canada4663
canada4663
/ option_parser.py
Created
January 19, 2014 16:39
Simple Method for Parsing Stock Option Symbols into Underlying, Expiration Date, Option Type, and Strike Price
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| def _parse_option(self,symbol): | |
| #option_format = r''' | |
| # ^([\D]{1,6}) | |
| # ([\d]{2}) | |
| # ([\d]{2}) | |
| # ([\d]{2}) | |
| # ([PC]{1}) | |
| # ([\d]{5}) | |
| # ([\d]{3}) | |
| # $''' |