algotrader

## Classes <dl> <dt><a href="#OptionsChain">OptionsChain</a></dt> <dd></dd> <dt><a href="#Quote">Quote</a></dt> <dd></dd> </dl> <a name="OptionsChain"></a> ## OptionsChain **Kind**: global class * [OptionsChain](#OptionsChain) * [new OptionsChain(array)](#new_OptionsChain_new) * [.getExpirationDates()](#OptionsChain+getExpirationDates) ⇒ <code>Array.<Date></code> * [.getStrikePrices(date, side)](#OptionsChain+getStrikePrices) ⇒ <code>Array.<Number></code> \| <code>Error</code> * [.getByExpirationDate(date)](#OptionsChain+getByExpirationDate) ⇒ <code>Object</code> * [.getNearestStrikePrice(date, side, priceTarget)](#OptionsChain+getNearestStrikePrice) ⇒ <code>Number</code> \| <code>Error</code> * [.getNearestExpirationDate(targetDate)](#OptionsChain+getNearestExpirationDate) ⇒ <code>Date</code> * [.getVolume(date, strike, side)](#OptionsChain+getVolume) ⇒ <code>Number</code> * [.getOpenInterest(date, strike, side)](#OptionsChain+getOpenInterest) ⇒ <code>Number</code> * [.getLastPrice(date, strike, side)](#OptionsChain+getLastPrice) ⇒ <code>Number</code> * [.getBid(date, strike, side)](#OptionsChain+getBid) ⇒ <code>Number</code> * [.getAsk(date, strike, side)](#OptionsChain+getAsk) ⇒ <code>Number</code> * [.getChange(date, strike, side)](#OptionsChain+getChange) ⇒ <code>Number</code> * [.getLastTradeDate(date, strike, side)](#OptionsChain+getLastTradeDate) ⇒ <code>Date</code> * [.getImpliedVolatility(date, strike, side)](#OptionsChain+getImpliedVolatility) ⇒ <code>Number</code> * [.isInTheMoney(date, strike, side)](#OptionsChain+isInTheMoney) ⇒ <code>Boolean</code> <a name="new_OptionsChain_new"></a> ### new OptionsChain(array) Creates a new OptionsChain object. | Param | Type | | --- | --- | | array | <code>Array</code> | <a name="OptionsChain+getExpirationDates"></a> ### optionsChain.getExpirationDates() ⇒ <code>Array.<Date></code> Returns an array of all expiration dates for the OptionsChain object. **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) <a name="OptionsChain+getStrikePrices"></a> ### optionsChain.getStrikePrices(date, side) ⇒ <code>Array.<Number></code> \| <code>Error</code> Returns an array of all strike prices for the OptionsChain object. **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | | | side | <code>String</code> | put, call | <a name="OptionsChain+getByExpirationDate"></a> ### optionsChain.getByExpirationDate(date) ⇒ <code>Object</code> Returns an options chain for the given date. **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | | --- | --- | | date | <code>Date</code> | <a name="OptionsChain+getNearestStrikePrice"></a> ### optionsChain.getNearestStrikePrice(date, side, priceTarget) ⇒ <code>Number</code> \| <code>Error</code> Returns the nearest strike price to the given price target. **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | side | <code>String</code> | Strike price to query. | | priceTarget | <code>Number</code> | | <a name="OptionsChain+getNearestExpirationDate"></a> ### optionsChain.getNearestExpirationDate(targetDate) ⇒ <code>Date</code> Returns the nearest expiration date to the given date. **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | | --- | --- | | targetDate | <code>Date</code> | <a name="OptionsChain+getVolume"></a> ### optionsChain.getVolume(date, strike, side) ⇒ <code>Number</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query. | | side | <code>String</code> | put, call | <a name="OptionsChain+getOpenInterest"></a> ### optionsChain.getOpenInterest(date, strike, side) ⇒ <code>Number</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="OptionsChain+getLastPrice"></a> ### optionsChain.getLastPrice(date, strike, side) ⇒ <code>Number</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="OptionsChain+getBid"></a> ### optionsChain.getBid(date, strike, side) ⇒ <code>Number</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="OptionsChain+getAsk"></a> ### optionsChain.getAsk(date, strike, side) ⇒ <code>Number</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="OptionsChain+getChange"></a> ### optionsChain.getChange(date, strike, side) ⇒ <code>Number</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="OptionsChain+getLastTradeDate"></a> ### optionsChain.getLastTradeDate(date, strike, side) ⇒ <code>Date</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="OptionsChain+getImpliedVolatility"></a> ### optionsChain.getImpliedVolatility(date, strike, side) ⇒ <code>Number</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="OptionsChain+isInTheMoney"></a> ### optionsChain.isInTheMoney(date, strike, side) ⇒ <code>Boolean</code> **Kind**: instance method of [<code>OptionsChain</code>](#OptionsChain) | Param | Type | Description | | --- | --- | --- | | date | <code>Date</code> | Expiration date to query. | | strike | <code>Number</code> | Strike price to query | | side | <code>String</code> | put, call | <a name="Quote"></a> ## Quote **Kind**: global class **Properties** | Name | Type | Description | | --- | --- | --- | | symbol | <code>String</code> | | | date | <code>Date</code> | | | source | <code>String</code> | | | price | <code>Object</code> | | | price.last | <code>Number</code> | | | price.open | <code>Number</code> | | | price.high | <code>Number</code> | | | price.low | <code>Number</code> | | | price.close | <code>Number</code> | | | price.volume | <code>Number</code> | | | price.adjustedClose | <code>Number</code> | | | dom | <code>Object</code> | | | dom.bid.price | <code>Number</code> | | | dom.bid.size | <code>Number</code> | | | dom.ask.price | <code>Number</code> | | | dom.ask.size | <code>Number</code> | | | meta | <code>Object</code> | Price changes, dividends, splits, market cap, etc. | | original | <code>String</code> | Original JSON string | * [Quote](#Quote) * [new Quote(object)](#new_Quote_new) * _instance_ * [.getSymbol()](#Quote+getSymbol) ⇒ <code>String</code> * [.getDate()](#Quote+getDate) ⇒ <code>Date</code> * [.getSource()](#Quote+getSource) ⇒ <code>String</code> * [.getLast()](#Quote+getLast) ⇒ <code>Number</code> \| <code>Null</code> * [.getOpen()](#Quote+getOpen) ⇒ <code>Number</code> \| <code>Null</code> * [.getHigh()](#Quote+getHigh) ⇒ <code>Number</code> \| <code>Null</code> * [.getLow()](#Quote+getLow) ⇒ <code>Number</code> \| <code>Null</code> * [.getClose()](#Quote+getClose) ⇒ <code>Number</code> \| <code>Null</code> * [.getVolume()](#Quote+getVolume) ⇒ <code>Number</code> \| <code>Null</code> * [.getAdjustedClose()](#Quote+getAdjustedClose) ⇒ <code>Number</code> \| <code>Null</code> * [.getBidPrice()](#Quote+getBidPrice) ⇒ <code>Number</code> \| <code>Null</code> * [.getBidSize()](#Quote+getBidSize) ⇒ <code>Number</code> \| <code>Null</code> * [.getAskPrice()](#Quote+getAskPrice) ⇒ <code>Number</code> \| <code>Null</code> * [.getAskSize()](#Quote+getAskSize) ⇒ <code>Number</code> \| <code>Null</code> * [.getMeta()](#Quote+getMeta) ⇒ <code>Object</code> \| <code>Null</code> * [.getOriginal()](#Quote+getOriginal) ⇒ <code>String</code> * _static_ * [.getVWAP(quoteArray)](#Quote.getVWAP) ⇒ <code>Number</code> * [.priceChannel(quoteArray, period)](#Quote.priceChannel) ⇒ <code>Object</code> <a name="new_Quote_new"></a> ### new Quote(object) Creates a new Quote instance. | Param | Type | | --- | --- | | object | <code>Object</code> | <a name="Quote+getSymbol"></a> ### quote.getSymbol() ⇒ <code>String</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getDate"></a> ### quote.getDate() ⇒ <code>Date</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getSource"></a> ### quote.getSource() ⇒ <code>String</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getLast"></a> ### quote.getLast() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getOpen"></a> ### quote.getOpen() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getHigh"></a> ### quote.getHigh() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getLow"></a> ### quote.getLow() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getClose"></a> ### quote.getClose() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getVolume"></a> ### quote.getVolume() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getAdjustedClose"></a> ### quote.getAdjustedClose() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getBidPrice"></a> ### quote.getBidPrice() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getBidSize"></a> ### quote.getBidSize() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getAskPrice"></a> ### quote.getAskPrice() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getAskSize"></a> ### quote.getAskSize() ⇒ <code>Number</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getMeta"></a> ### quote.getMeta() ⇒ <code>Object</code> \| <code>Null</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote+getOriginal"></a> ### quote.getOriginal() ⇒ <code>String</code> **Kind**: instance method of [<code>Quote</code>](#Quote) <a name="Quote.getVWAP"></a> ### Quote.getVWAP(quoteArray) ⇒ <code>Number</code> Returns the volume weighted average price (VWAP) for the given quote array. https://www.investopedia.com/terms/v/vwap.asp **Kind**: static method of [<code>Quote</code>](#Quote) | Param | Type | | --- | --- | | quoteArray | <code>Array</code> | <a name="Quote.priceChannel"></a> ### Quote.priceChannel(quoteArray, period) ⇒ <code>Object</code> Calculates the highest high and lowest low for the provided period of time. **Kind**: static method of [<code>Quote</code>](#Quote) | Param | Type | | --- | --- | | quoteArray | <code>Array</code> | | period | <code>int</code> |