9 releases (3 stable)
1.0.2 | Nov 25, 2024 |
---|---|
1.0.1 | Nov 24, 2024 |
0.1.5 | Dec 12, 2023 |
0.1.4 | Nov 30, 2023 |
#40 in Finance
508 downloads per month
41KB
785 lines
Financial Symbols
Stock symbols & option contract symbols which implement the copy trait.
use financial_symbols::{OptionContract, OptionType, Ticker};
use rust_decimal::Decimal;
use chrono::NaiveDate;
use std::str::FromStr;
let ticker = Ticker::try_from("AAPL").unwrap();
let ticker_copy = ticker;
assert_eq!(ticker, ticker_copy);
assert_eq!(ticker, "AAPL");
let contract = OptionContract::from_osi("SPXW231127C03850000").unwrap();
let contract_copy = contract;
assert_eq!(contract, contract_copy);
assert_eq!(contract.ticker(), "SPXW");
assert_eq!(contract.option_type(), OptionType::Call);
assert_eq!(contract.expiry(), NaiveDate::from_str("2023-11-27").unwrap());
assert_eq!(contract.strike(), Decimal::from(3850));
let contract = OptionContract::from_dx_feed(".SPXW231127C3850").unwrap();
assert_eq!(contract.to_osi(), "SPXW231127C03850000");
Benchmark
Tested on Apple M1 Pro 16GB Ram
from_osi SPXW231124P04060000
time: [10.557 ns 10.582 ns 10.629 ns]
from_osi TSLA240119C00066670
time: [10.559 ns 10.595 ns 10.667 ns]
from_osi A231215C00055000
time: [9.7667 ns 9.7743 ns 9.7830 ns]
Dependencies
~1.6–2.6MB
~49K SLoC