R/option_block.R

In tourko/tastyworks: Extract Transactions from the Tastywork's confirmations

option_block <- R6::R6Class("OptionBlock", inherit = transaction_block,
  private = list(
    patterns = c(
      # Examples of line 1 for options:
      # "2  S  08/30/17  08/31/17   1         0.7500000      75.00  1.00  0.06  0.10  E8470      73.84  TUA0831  1 1"
      # "2  B  11/21/17  11/22/17   1         1.0600000     106.00  0.00  0.04  0.10  B4169     106.14  TUA1122  1 1"
      line1 = START %R% DGT %R%                                #   -  Account Type
              SPC %R% or("B", "S", capture = TRUE) %R%         #  (1) BUY or SELL
              SPC %R% capture(MDY) %R%                         #  (2) Trade Date
              SPC %R% MDY %R%                                  #   -  Settle Date
              SPC %R% capture(one_or_more(DGT)) %R%            #  (3) Quantity
              SPC %R% capture(pattern$price_number) %R%        #  (4) Price
              SPC %R% capture(pattern$accounting_number) %R%   #  (5) Principal
              SPC %R% capture(pattern$commission_number) %R%   #  (6) Commission
              SPC %R% capture(pattern$commission_number) %R%   #  (7) Transaction fee
              SPC %R% capture(pattern$commission_number) %R%   #  (8) Additional fee
              SPC %R% capture(pattern$tag_number) %R%          #  (9) Tag number
              SPC %R% capture(pattern$accounting_number),      # (10) Net ammount

      # Examples of line 2 for options:
      # "Desc:  PUT  XOP  10/20/17  28  SPDR S&P OIL&GAS EXPL & PRDN  Interest/STTax:  0.00  CUSIP:  9H82162"
      # "Desc:  CALL AAPL 12/15/17 190  APPLE INC                     Interest/STTax:  0.00  CUSIP:  8KLVVP9"
      line2 = START %R% "Desc:" %R%
              SPC %R% capture(or("CALL", "PUT")) %R%           # (11) Option type (CALL or PUT)
              SPC %R% capture(one_or_more(UPPER)) %R%          # (12) Symbol of the underlying stock
              SPC %R% capture(MDY) %R%                         # (13) Expiration date
              SPC %R% capture(pattern$strike_number) %R%       # (14) Strike
              SPC %R% one_or_more(PRINT) %R%                   #   -  UL description
              "Interest/STTax:" %R% SPC %R% "0.00" %R%         #   -  Interest/Tax
              SPC %R% "CUSIP:" %R%
              SPC %R% capture(pattern$option_cusip_string),    # (15) Option CUSIP

      # Line 3 is the same for all transaction types.
      # "Currency: USD    ReportedPX:     MarkUp/Down:"
      line3 = START %R% "Currency: USD" %R%
              SPC %R% "ReportedPX:" %R%
              SPC %R% "MarkUp/Down:",

      # Examples of line 4 for options:
      # "Trailer:    UNSOLICITED, OPEN CONTRACT"
      # "Trailer:    UNSOLICITED, CLOSING CONTRACT"
      line4 = START %R% "Trailer:" %R%
              SPC %R% capture("UNSOLICITED") %R% "," %R%      # (16) UNSOLICITED
              SPC %R% capture(or("OPEN", "CLOSING")) %R%      # (17) OPEN or CLOSE
              SPC %R% "CONTRACT"
    ),

    token_names = c(
      "action",           #  (1) BUY or SELL
      "trade_date",       #  (2) Trade Date
      "quantity",         #  (3) Quantity
      "price",            #  (4) Price
      "principal",        #  (5) Principal
      "commission",       #  (6) Commission
      "transaction_fee",  #  (7) Transaction fee
      "additional_fee",   #  (8) Additional fee
      "tag_number",       #  (9) Tag number
      "net_amount",       # (10) Net ammount
      "option_type",      # (11) Option type (CALL or PUT)
      "symbol",           # (12) Symbol of the underlying stock
      "expiration_date",  # (13) Expiration date
      "strike",           # (14) Strike
      "cusip",            # (15) Option CUSIP
      "reason",           # (16) UNSOLICITED
      "position"          # (17) OPEN or CLOSE
    ),

    augment = function(tokens) {
      tokens %>%
        super$augment() %>%
        # Convert string values in the columns to the appropriate data types
        dplyr::mutate(
          option_type     = as.option_type(option_type),
          expiration_date = lubridate::mdy(expiration_date),
          strike          = as.numeric(strike),
          # Convert to factor: "OPEN" -> "OPEN", "CLOSING" -> "CLOSE"
          position        = as.position(position),
          # Add "instrument" column and set its value to "OPTION"
          instrument      = as.instrument("OPTION")) %>%
        # Change columns' order
        dplyr::select(
          transaction_id,
          trade_date,
          reason,
          action,
          position,
          symbol,
          instrument,
          quantity,
          option_type,
          strike,
          expiration_date,
          price:additional_fee,
          net_amount,
          cusip,
          tag_number)
    }
  )
)