def loads(dic):
equity = Equity()
for k, v in dic.items():
setattr(equity, k, BaseEntity.fix_na(v))
BaseEntity.parse_for_entity(BaseEntity.parse_float, equity, [
'openPrice', 'highPrice', 'lowPrice', 'lastPrice', 'priceChange',
'volume'
])
BaseEntity.parse_for_entity(BaseEntity.parse_date, equity,
['tradeTime'])
return equity
def loads(dic):
option = Option()
for k, v in dic.items():
setattr(option, k, BaseEntity.fix_na(v))
BaseEntity.parse_for_entity(BaseEntity.parse_float, option, ['strikePrice', 'askPrice', 'bidPrice', 'openPrice', 'highPrice', 'lowPrice', 'lastPrice', 'priceChange', 'theoretical', 'delta', 'gamma', 'rho', 'theta', 'vega', 'openInterest', 'volume'])
BaseEntity.parse_for_entity(BaseEntity.parse_date, option, ['tradeTime', 'expirationDate', 'date', 'bidDate'])
if option.volatility is not None:
option.volatility = BaseEntity.parse_float(option.volatility.replace('%', ''))
# else:
# print option
return option
def loads(dic):
vix = VIX()
for k, v in dic.items():
setattr(vix, k, BaseEntity.fix_na(v))
BaseEntity.parse_for_entity(BaseEntity.parse_float, vix, [
'lastPrice', 'priceChange', 'openPrice', 'highPrice', 'lowPrice',
'previousPrice', 'volume', 'dailyLastPrice', 'dailyPriceChange',
'dailyOpenPrice', 'dailyHighPrice', 'dailyLowPrice',
'dailyPreviousPrice', 'dailyVolume'
])
BaseEntity.parse_for_entity(BaseEntity.parse_date, vix,
['dailyDate1dAgo'])
return vix
