ib-extensions 1.1 → 1.3

data/lib/ib/spread_prototypes/strangle.rb

@@ -60,15 +60,14 @@ module IB
 										 end
 				kind = { :p => fields.delete(:p), :c => fields.delete(:c) }
 				initialize_spread( underlying ) do | the_spread |
-					leg_prototype  = IB::Option.new underlying.attributes
-															.slice( :currency, :symbol, :exchange)
-															.merge(defaults)
-															.merge( fields )
-															.merge( local_symbol: "" )
+          leg_prototype  = IB::Option.new from.attributes
+            .slice( :currency, :symbol, :exchange)
+            .merge(defaults)
+            .merge( fields )
 															
-					leg_prototype.sec_type = 'FOP' if underlying.is_a?(IB::Future)
-					the_spread.add_leg IB::Contract.build leg_prototype.attributes.merge( right: :put, strike: kind[:p] )
-					the_spread.add_leg IB::Contract.build leg_prototype.attributes.merge( right: :call, strike: kind[:c] )
+          leg_prototype.sec_type = 'FOP' if underlying.is_a?(IB::Future)
+          the_spread.add_leg leg_prototype.merge( right: :put, strike: kind[:p] ).verify.first
+          the_spread.add_leg leg_prototype.merge( right: :call, strike: kind[:c] ).verify.first
 					error "Initialisation of Legs failed" if the_spread.legs.size != 2
 					the_spread.description =  the_description( the_spread )
 				end
@@ -88,7 +87,7 @@ module IB
 
 
 			def the_description spread
-			 "<Strangle #{spread.symbol}(#{spread.legs.map(&:strike).join(",")})[#{Date.parse(spread.legs.first.last_trading_day).strftime("%b %Y")}]>"
+        "<Strangle #{spread.symbol}(#{spread.legs.map(&:strike).join(",")})[#{Date.parse(spread.legs.first.last_trading_day).strftime("%b %Y")}]>"
 			end
 
       end # class

data/lib/ib/spread_prototypes/vertical.rb

@@ -20,8 +20,8 @@ module IB
 				buy =  master.strike if buy.zero? 
 				sell =  master.strike if sell.zero? 
 				initialize_spread( master ) do | the_spread |
-					the_spread.add_leg master.essential.merge(strike: sell, local_symbol: "", con_id: 0), action: :sell
-					the_spread.add_leg master.essential.merge(strike: buy, local_symbol: "", con_id: 0), action: :buy
+          the_spread.add_leg master.merge(strike: sell).verify.first, action: :sell
+          the_spread.add_leg master.merge(strike: buy).verify.first, action: :buy
 					error "Initialisation of Legs failed" if the_spread.legs.size != 2
 					the_spread.description =  the_description( the_spread )
 				end
@@ -54,16 +54,15 @@ module IB
 											 from
 										 end
 				kind = { :buy => fields.delete(:buy), :sell => fields.delete(:sell) }
-				error "Specifiaction of :buy and :sell nessesary, got: #{kind.inspect}" if kind.values.any?(nil)
+				error "Specification of :buy and :sell necessary, got: #{kind.inspect}" if kind.values.any?(nil)
 				initialize_spread( underlying ) do | the_spread |
-					leg_prototype  = IB::Option.new underlying.attributes
+					leg_prototype  = Option.new underlying.attributes
 															.slice( :currency, :symbol, :exchange)
 															.merge(defaults)
 															.merge( fields )
-															.merge( local_symbol: "" )
 					leg_prototype.sec_type = 'FOP' if underlying.is_a?(IB::Future)
-					the_spread.add_leg  leg_prototype.merge(strike: kind[:sell]), action: :sell
-					the_spread.add_leg  leg_prototype.merge(strike: kind[:buy] ), action: :buy
+          the_spread.add_leg  leg_prototype.merge(strike: kind[:sell]).verify.first, action: :sell
+          the_spread.add_leg  leg_prototype.merge(strike: kind[:buy] ).verify.first, action: :buy
 					error "Initialisation of Legs failed" if the_spread.legs.size != 2
 					the_spread.description =  the_description( the_spread )
 				end

data/lib/ib/verify.rb

@@ -1,6 +1,8 @@
 module IB
 	# define a custom ErrorClass which can be fired if a verification fails
-#	class VerifyError < StandardError
+	class VerifyError < StandardError
+
+  end
 #	end
 
   class Contract
@@ -49,12 +51,15 @@ module IB
     #    IB::Symbols::W500.map{|c|  c.verify(thread: true){ |vc| do_something }}.join
 
     def verify thread: nil, &b
-      return [self] if contract_detail.present? || sec_type == :bag
-      _verify update: false, thread: thread,  &b  # returns the allocated threads
+      if thread
+        Thread.new { _verify  &b }
+      else
+      _verify   &b
+      end
     end # def
 
     # returns a hash
-    def nessesary_attributes
+    def necessary_attributes
 
       v= { stock:  { currency: 'USD', exchange: 'SMART', symbol: nil},
            option: { currency: 'USD', exchange: 'SMART', right: 'P', expiry: nil, strike: nil, symbol:  nil},
@@ -70,8 +75,9 @@ module IB
     def verify!
       c =  0
       IB::Connection.logger.warn "Contract.verify! is depreciated. Use \"contract =  contract.verify.first\" instead"
-      _verify( update: true){| response | c+=1 } # wait for the returned thread to finish
-      IB::Connection.logger.error { "Multible Contracts detected during verify!."  } if c > 1
+      c= verify.first
+      self.attributes = c.invariant_attributes
+      self.contract_detail = c.contract_detail
       self
     end
 
@@ -88,47 +94,43 @@ module IB
     # if :update is true, the attributes of the Contract itself are adapted
     #
     # otherwise the Contract is untouched
-    def _verify thread: nil , update:,  &b # :nodoc:
+    def _verify  &b # :nodoc:
       ib = Connection.current
+      error "No Connection"  unless ib.is_a? Connection
       # we generate a Request-Message-ID on the fly
-      message_id = nil
+      error "Either con_id or sec_type have to be set", :verify if con_id.to_i.zero?  && sec_type.blank?
       # define local vars which are updated within the query-block
-      recieved_contracts = []
+      received_contracts = []
       queue = Queue.new
-      a = nil
+      message_id = nil
 
       # a tws-request is suppressed for bags and if the contract_detail-record is present
-      tws_request_not_nessesary = bag? || contract_detail.is_a?( ContractDetail )
+      tws_request_not_necessary = bag? || contract_detail.is_a?( ContractDetail )
 
-      if tws_request_not_nessesary
+      if tws_request_not_necessary
         yield self if block_given?
-        return self
+        return [self]    # return an array!
       else # subscribe to ib-messages and describe what to do
         a = ib.subscribe(:Alert, :ContractData,  :ContractDataEnd) do |msg|
           case msg
           when Messages::Incoming::Alert
+            ## do not throw an error here, asynchronous operation!
+            ## just notice failure in log and return nil instead of contract-object
             if msg.code == 200 && msg.error_id == message_id
               ib.logger.error { "Not a valid Contract :: #{self.to_human} " }
               queue.close
             end
           when Messages::Incoming::ContractData
             if msg.request_id.to_i == message_id
-              # if multiple contracts are present, all of them are assigned
-              # Only the last contract is saved in self;  'count' is incremented
-              ## a specified block gets the contract_object on any unique ContractData-Event
-              recieved_contracts << if block_given?
-                                      yield msg.contract
-              else
-                msg.contract
-              end
-              if update
-                self.attributes = msg.contract.attributes
-                self.contract_detail = msg.contract_detail unless msg.contract_detail.nil?
-              end
+              c = if block_given?
+                           yield msg.contract
+                     else
+                           msg.contract
+                   end
+              queue.push c unless c.nil?
             end
           when Messages::Incoming::ContractDataEnd
-            queue.push(1) if  msg.request_id.to_i == message_id
-
+            queue.close if  msg.request_id.to_i == message_id
           end  # case
         end # subscribe
 
@@ -138,19 +140,12 @@ module IB
         #	if contract_to_be_queried.present?   # is nil if query_contract fails
         message_id = ib.send_message :RequestContractData, :contract => query_contract
 
-        th =  Thread.new do
-          queue.pop
-#          j=0; loop{ sleep(0.01);  j+=1; break if queue.closed? || queue.pop || j> 100; }
-#          ib.logger.error{ "#{to_human} --> No ContractData recieved " } if j >= 100 && !queue.closed?
-          ib.unsubscribe a
-        end
-        if thread.nil?
-          th.join    # wait for the thread to finish
-          recieved_contracts			 # return queue of contracts
-        else
-          th			# return active thread
+        while r = queue.pop  
+          received_contracts << r
         end
+        ib.unsubscribe a
       end
+      received_contracts	 # return contracts	
     end
 
     # Generates an IB::Contract with the required attributes to retrieve a unique contract from the TWS
@@ -189,7 +184,7 @@ module IB
         #			Contract.build  item_attributehash[necessary_items].merge(:sec_type=> sec_type)  # return this
         Contract.build  self.invariant_attributes # return this
       else   # its always possible, to retrieve a Contract if con_id and exchange  or are present
-        Contract.new  con_id: con_id , :exchange => exchange.presence || item_attributehash[nessesary_attributes][:exchange].presence || 'SMART'				# return this
+        Contract.new  con_id: con_id , :exchange => exchange.presence || item_attributehash[necessary_attributes][:exchange].presence || 'SMART'				# return this
       end  # if
     end # def
   end

data/lib/ib-gateway.rb

@@ -1,5 +1,17 @@
+require "distribution"
+require "polars"
 require  'ib-api'
 require  'ib/verify'
 require  'ib/spread-prototypes'
 require  'ib/order-prototypes'
+require "ib/eod"
+require "ib/market-price"
+require "ib/option-chain"
+require "ib/option-greeks"
+require "ib/models/contract.rb"
+require "ib/models/bag.rb"
+require "ib/models/account.rb"
+require "ib/models/option.rb"
+require "ib/models/future.rb"
+require "ib/probability_of_expiring"
 require  'ib/gateway'

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ib-extensions
 version: !ruby/object:Gem::Version
-  version: '1.1'
+  version: '1.3'
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2021-05-16 00:00:00.000000000 Z
+date: 2023-03-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ox
@@ -24,20 +24,62 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: prime
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: distribution
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: polars-df
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.3.1
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.3.1
 - !ruby/object:Gem::Dependency
   name: ib-api
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '972.4'
+        version: 972.5.2
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '972.4'
+        version: 972.5.2
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
@@ -158,11 +200,15 @@ files:
 - lib/ib/gateway/order-handling.rb
 - lib/ib/market-price.rb
 - lib/ib/models/account.rb
+- lib/ib/models/bag.rb
+- lib/ib/models/contract.rb
+- lib/ib/models/future.rb
 - lib/ib/models/option.rb
 - lib/ib/option-chain.rb
 - lib/ib/option-greeks.rb
 - lib/ib/order-prototypes.rb
 - lib/ib/order_prototypes/abstract.rb
+- lib/ib/order_prototypes/all-in-one.rb
 - lib/ib/order_prototypes/combo.rb
 - lib/ib/order_prototypes/forex.rb
 - lib/ib/order_prototypes/limit.rb
@@ -171,6 +217,8 @@ files:
 - lib/ib/order_prototypes/premarket.rb
 - lib/ib/order_prototypes/stop.rb
 - lib/ib/order_prototypes/volatility.rb
+- lib/ib/plot-poec.rb
+- lib/ib/probability_of_expiring.rb
 - lib/ib/spread-prototypes.rb
 - lib/ib/spread_prototypes/butterfly.rb
 - lib/ib/spread_prototypes/calendar.rb
@@ -200,7 +248,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.2.3
+rubygems_version: 3.3.7
 signing_key: 
 specification_version: 4
 summary: Part of IB-Ruby. Tools to to access the tws-api comfortably.