ib-extensions 1.3 → 1.3.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/Gemfile

@@ -2,8 +2,8 @@ source "https://rubygems.org"
 
 # Specify your gem's dependencies in ib-extensions.gemspec
 gemspec
-gem "ib-api" #    path: "../ib-api/"
+#gem "ib-api",    path: "../ib-api/"
 ## move this to gemspec and include as development dependency after the gem is released
 gem "ib-symbols" # ,   path: "../ib-symbols/"
-#gem "ib-api",  :git=> 'https://github.com/ib-ruby/ib-api.git'
+gem "ib-api"  #,  :git=> 'https://github.com/ib-ruby/ib-api.git'
 gem "rake", "~> 12.0"

data/Gemfile.lock

@@ -1,46 +1,47 @@
-PATH
-  remote: ../ib-api
+GIT
+  remote: https://github.com/ib-ruby/ib-api.git
+  revision: 90b3a97952565c198560009c0388a6cf23e80c65
   specs:
-    ib-api (972.1)
+    ib-api (972.5.2)
       activemodel
       activesupport (>= 6.0)
-
-PATH
-  remote: ../ib-symbols
-  specs:
-    ib-symbols (1.0)
-      ib-api
       ox
+      terminal-table
 
 PATH
   remote: .
   specs:
-    ib-extensions (1.0)
+    ib-extensions (2.0)
+      distribution
+      ib-api (~> 972.5.2)
       ox
+      polars-df (~> 0.3.1)
+      prime
 
 GEM
   remote: https://rubygems.org/
   specs:
-    activemodel (6.1.0)
-      activesupport (= 6.1.0)
-    activesupport (6.1.0)
+    activemodel (7.0.4.2)
+      activesupport (= 7.0.4.2)
+    activesupport (7.0.4.2)
       concurrent-ruby (~> 1.0, >= 1.0.2)
       i18n (>= 1.6, < 2)
       minitest (>= 5.1)
       tzinfo (~> 2.0)
-      zeitwerk (~> 2.3)
     coderay (1.1.3)
-    concurrent-ruby (1.1.7)
-    diff-lcs (1.4.4)
-    ffi (1.13.1)
-    formatador (0.2.5)
-    guard (2.16.2)
+    concurrent-ruby (1.2.2)
+    diff-lcs (1.5.0)
+    distribution (0.8.0)
+    ffi (1.15.5)
+    formatador (1.1.0)
+    forwardable (1.3.3)
+    guard (2.18.0)
       formatador (>= 0.2.4)
       listen (>= 2.7, < 4.0)
       lumberjack (>= 1.0.12, < 2.0)
       nenv (~> 0.1)
       notiffany (~> 0.0)
-      pry (>= 0.9.12)
+      pry (>= 0.13.0)
       shellany (~> 0.0)
       thor (>= 0.18.1)
     guard-compat (1.2.1)
@@ -48,52 +49,61 @@ GEM
       guard (~> 2.1)
       guard-compat (~> 1.1)
       rspec (>= 2.99.0, < 4.0)
-    i18n (1.8.5)
+    i18n (1.12.0)
       concurrent-ruby (~> 1.0)
-    listen (3.3.1)
+    ib-symbols (1.5)
+      ib-api
+    listen (3.8.0)
       rb-fsevent (~> 0.10, >= 0.10.3)
       rb-inotify (~> 0.9, >= 0.9.10)
     lumberjack (1.2.8)
     method_source (1.0.0)
-    minitest (5.14.2)
+    minitest (5.18.0)
     nenv (0.3.0)
     notiffany (0.1.3)
       nenv (~> 0.1)
       shellany (~> 0.0)
-    ox (2.13.4)
-    pry (0.13.1)
+    ox (2.14.14)
+    polars-df (0.3.1-x86_64-linux)
+    prime (0.1.2)
+      forwardable
+      singleton
+    pry (0.14.2)
       coderay (~> 1.1)
       method_source (~> 1.0)
     rake (12.3.3)
-    rb-fsevent (0.10.4)
+    rb-fsevent (0.11.2)
     rb-inotify (0.10.1)
       ffi (~> 1.0)
-    rspec (3.10.0)
-      rspec-core (~> 3.10.0)
-      rspec-expectations (~> 3.10.0)
-      rspec-mocks (~> 3.10.0)
+    rspec (3.12.0)
+      rspec-core (~> 3.12.0)
+      rspec-expectations (~> 3.12.0)
+      rspec-mocks (~> 3.12.0)
     rspec-collection_matchers (1.2.0)
       rspec-expectations (>= 2.99.0.beta1)
-    rspec-core (3.10.0)
-      rspec-support (~> 3.10.0)
-    rspec-expectations (3.10.0)
+    rspec-core (3.12.1)
+      rspec-support (~> 3.12.0)
+    rspec-expectations (3.12.2)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.10.0)
+      rspec-support (~> 3.12.0)
     rspec-its (1.3.0)
       rspec-core (>= 3.0.0)
       rspec-expectations (>= 3.0.0)
-    rspec-mocks (3.10.0)
+    rspec-mocks (3.12.3)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.10.0)
-    rspec-support (3.10.0)
+      rspec-support (~> 3.12.0)
+    rspec-support (3.12.0)
     shellany (0.0.1)
-    thor (1.0.1)
-    tzinfo (2.0.4)
+    singleton (0.1.1)
+    terminal-table (3.0.2)
+      unicode-display_width (>= 1.1.1, < 3)
+    thor (1.2.1)
+    tzinfo (2.0.6)
       concurrent-ruby (~> 1.0)
-    zeitwerk (2.4.2)
+    unicode-display_width (2.4.2)
 
 PLATFORMS
-  ruby
+  x86_64-linux
 
 DEPENDENCIES
   bundler (~> 2.0)
@@ -101,11 +111,11 @@ DEPENDENCIES
   guard-rspec
   ib-api!
   ib-extensions!
-  ib-symbols!
+  ib-symbols
   rake (~> 12.0)
   rspec (~> 3.0)
   rspec-collection_matchers
   rspec-its
 
 BUNDLED WITH
-   2.1.4
+   2.4.6

data/ib-extensions.gemspec

@@ -33,7 +33,7 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency "bundler", "~> 2.0"
   spec.add_development_dependency "rspec", "~> 3.0"
   spec.add_development_dependency 'rspec-collection_matchers'
-  spec.add_development_dependency 'rspec-its' 
+  spec.add_development_dependency 'rspec-its'
 
   spec.add_development_dependency "guard"
   spec.add_development_dependency "guard-rspec"

data/lib/ib/eod.rb

@@ -55,7 +55,7 @@ require 'csv'
 	end
     # Receive EOD-Data and store the data in the `:bars`-property of IB::Contract
     #
-    # contract.eod duration: {String or Integer}, start: {Date}, to: {Date} what: {see below} 
+    # contract.eod duration: {String or Integer}, start: {Date}, to: {Date}, what: {see below},  polars: {true|false}
     #
     #
     #
@@ -75,8 +75,8 @@ require 'csv'
     #
     # Polars DataFrames
     # -----------------
-    # The response is stored as PolarsDataframe
-    # for further processing: https://github.com/ankane/polars-ruby
+    # If »polars: true« is specified the response is stored as PolarsDataframe.
+    # For further processing: https://github.com/ankane/polars-ruby
     #                         https://pola-rs.github.io/polars/py-polars/html/index.html
     #
     # Error-handling
@@ -102,7 +102,7 @@ require 'csv'
     # Examples
     # --------
     #
-    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2019,10,9), duration: 3)
+    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2019,10,9), duration: 3, polars: true)
         # shape: (3, 8)
         # ┌────────────┬────────┬────────┬────────┬────────┬────────┬─────────┬────────┐
         # │ time       ┆ open   ┆ high   ┆ low    ┆ close  ┆ volume ┆ wap     ┆ trades │
@@ -114,7 +114,7 @@ require 'csv'
         # │ 2019-10-10 ┆ 146.9  ┆ 148.74 ┆ 146.87 ┆ 148.24 ┆ 134549 ┆ 147.792 ┆ 71084  │
         # └────────────┴────────┴────────┴────────┴────────┴────────┴─────────┴────────┘
         #
-    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2021,10,9), duration: '3W')
+    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2021,10,9), duration: '3W', polars: true)
         # shape: (3, 8)
         # ┌────────────┬────────┬────────┬────────┬────────┬─────────┬─────────┬────────┐
         # │ time       ┆ open   ┆ high   ┆ low    ┆ close  ┆ volume  ┆ wap     ┆ trades │
@@ -126,7 +126,7 @@ require 'csv'
         # │ 2021-10-15 ┆ 220.69 ┆ 228.41 ┆ 218.94 ┆ 225.05 ┆ 768065  ┆ 223.626 ┆ 437817 │
         # └────────────┴────────┴────────┴────────┴────────┴─────────┴─────────┴────────┘
         #
-    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2022,10,1), duration: '3M')
+    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2022,10,1), duration: '3M', polars: true)
         # shape: (3, 8)
         # ┌────────────┬────────┬────────┬────────┬────────┬─────────┬─────────┬─────────┐
         # │ time       ┆ open   ┆ high   ┆ low    ┆ close  ┆ volume  ┆ wap     ┆ trades  │
@@ -138,7 +138,7 @@ require 'csv'
         # │ 2022-11-30 ┆ 184.51 ┆ 189.56 ┆ 174.11 ┆ 188.19 ┆ 3793861 ┆ 182.594 ┆ 1945674 │
         # └────────────┴────────┴────────┴────────┴────────┴─────────┴─────────┴─────────┘
         #
-    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2020,1,1), duration: '3M', what: :option_implied_vol
+    # puts  Stock.new( symbol: :iwm).eod( start: Date.new(2020,1,1), duration: '3M', what: :option_implied_vol, polars: true
         # atility )
         # shape: (3, 8)
         # ┌────────────┬──────────┬──────────┬──────────┬──────────┬────────┬──────────┬────────┐
@@ -151,7 +151,7 @@ require 'csv'
         # │ 2020-02-28 ┆ 0.185732 ┆ 0.436549 ┆ 0.134933 ┆ 0.39845  ┆ 0      ┆ 0.435866 ┆ 0      │
         # └────────────┴──────────┴──────────┴──────────┴──────────┴────────┴──────────┴────────┘
         #
-        def eod start: nil, to: nil, duration: nil , what: :trades
+        def eod start: nil, to: nil, duration: nil , what: :trades, polars: false
 
          # error "EOD:: Start-Date (parameter: to) must be a Date-Object" unless to.is_a? Date
           normalize_duration = ->(d) do
@@ -166,7 +166,7 @@ require 'csv'
             d = normalize_duration.call(duration)
             case  d[-1]
             when "D"
-              start + d.to_i - 1 
+              start + d.to_i - 1
             when 'W'
               Date.commercial( start.year, start.cweek + d.to_i - 1, 1)
             when 'M'
@@ -175,15 +175,15 @@ require 'csv'
           end
 
           if to.nil?
-          #  case   eod start= Date.new ...  
+          #  case   eod start= Date.new ...
             to =   if start.present? && duration.nil?
-          # case    eod start= Date.new 
+          # case    eod start= Date.new
                      duration = BuisinesDays.business_days_between(start, to).to_s + "D"
                      Date.today #  assign to var: to
                    elsif start.present? && duration.present?
           # case    eod start= Date.new , duration: 'nN'
                      get_end_date.call  # assign to var: to
-                   elsif duration.present?    
+                   elsif duration.present?
           # case    start is not present, we are collecting until the present day
                       Date.today         # assign to var: to
                    else
@@ -202,7 +202,7 @@ require 'csv'
                     end
 
 
-         get_bars(to.to_time.to_ib , normalize_duration[duration], barsize, what)
+         get_bars(to.to_time.to_ib , normalize_duration[duration], barsize, what, polars)
 
         end # def
 
@@ -223,7 +223,7 @@ require 'csv'
       end
     end
 
-    def get_bars(end_date_time, duration, bar_size, what_to_show)
+    def get_bars(end_date_time, duration, bar_size, what_to_show, polars)
 
       tws = IB::Connection.current
       received =  Queue.new
@@ -231,8 +231,12 @@ require 'csv'
       # the hole response is transmitted at once!
       a = tws.subscribe(IB::Messages::Incoming::HistoricalData) do |msg|
         if msg.request_id == con_id
-          # msg.results.each { |entry| puts "  #{entry}" }
-          self.bars = Polars::DataFrame.new  msg.results.map( &:invariant_attributes )
+          self.bars = if polars
+                        # msg.results.each { |entry| puts "  #{entry}" }
+                        Polars::DataFrame.new  msg.results.map( &:invariant_attributes )
+                      else
+                        msg.results
+                      end
         end
         received.push Time.now
       end

data/lib/ib/extensions/version.rb

@@ -1,5 +1,18 @@
 module IB
   module Extensions
-    VERSION = "1.3"
+    VERSION = "1.3.1"
   end
 end
+
+
+__END__
+
+Changelog V. 1.2 -> 1.3
+
+* added probability_of_expiring to IB::Option
+* IB::Contract.eod returns a Polars DataFrame
+* improved IB::Option.request_greeks
+* improved IB::Contract.verify
+
+1.3.1:  Contract.eod:  Parameter  polars: true|false 
+

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ib-extensions
 version: !ruby/object:Gem::Version
-  version: '1.3'
+  version: 1.3.1
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2023-03-03 00:00:00.000000000 Z
+date: 2023-03-25 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ox
@@ -248,7 +248,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.7
+rubygems_version: 3.4.6
 signing_key: 
 specification_version: 4
 summary: Part of IB-Ruby. Tools to to access the tws-api comfortably.