ib-ruby 0.7.11 → 0.7.12

data/spec/ib-ruby/models/bar_spec.rb

@@ -1,40 +1,41 @@
 require 'model_helper'
 
-describe IB::Models::Bar do # AKA IB::Bar
-
-  let(:props) do
-    {:open => 1.31,
-     :high => 1.35,
-     :low => 1.30,
-     :close => 1.33,
-     :wap => 1.32,
-     :volume => 20000,
-     :has_gaps => true,
-     :trades => 50,
-     :time => "20120312  15:41:09",
-    }
+describe IB::Models::Bar,
+         :props =>
+             {:open => 1.31,
+              :high => 1.35,
+              :low => 1.30,
+              :close => 1.33,
+              :wap => 1.32,
+              :volume => 20000,
+              :has_gaps => true,
+              :trades => 50,
+              :time => "20120312  15:41:09",
+             },
+
+         :human =>
+             "<Bar: 20120312  15:41:09 wap 1.32 OHLC 1.31 1.35 1.3 1.33 trades 50 vol 20000 gaps true>",
+
+         :errors =>
+             {:close => ["is not a number"],
+              :high => ["is not a number"],
+              :low => ["is not a number"],
+              :open => ["is not a number"],
+              :volume => ["is not a number"]},
+
+         :assigns =>
+             {:has_gaps => {[1, true] => true, [0, false] => false},
+
+              [:open, :high, :low, :close, :volume] =>
+                  {[:foo, 'BAR', nil] => /is not a number/}
+             } do # AKA IB::Bar
+
+  it_behaves_like 'Model with invalid defaults'
+  it_behaves_like 'Self-equal Model'
+
+  it 'has class name shortcut' do
+    IB::Bar.should == IB::Models::Bar
+    IB::Bar.new.should == IB::Models::Bar.new
   end
 
-  let(:errors) do
-    {:close => ["is not a number"],
-     :high => ["is not a number"],
-     :low => ["is not a number"],
-     :open => ["is not a number"],
-     :volume => ["is not a number"]}
-  end
-
-  let(:assigns) do
-    {:has_gaps => {[1, true] => true, [0, false] => false},
-
-     [:open, :high, :low, :close, :volume] =>
-         {[:foo, 'BAR', nil] => /is not a number/}
-    }
-  end
-
-  let(:human) do
-    "<Bar: 20120312  15:41:09 wap 1.32 OHLC 1.31 1.35 1.3 1.33 trades 50 vol 20000 gaps true>"
-  end
-
-  it_behaves_like 'Model'
-
 end # describe IB::Bar

data/spec/ib-ruby/models/combo_leg_spec.rb

@@ -1,39 +1,31 @@
 require 'model_helper'
 
-describe IB::Models::ComboLeg do
-
-  let(:props) do
-    {:con_id => 81032967,
-     :ratio => 2,
-     :side => :buy,
-     :exchange => 'CBOE',
-     :open_close => :open,
-     :short_sale_slot => :broker,
-     :designated_location => nil,
-     :exempt_code => -1}
-  end
+describe IB::Models::ComboLeg,
+         :props =>
+             {:con_id => 81032967,
+              :ratio => 2,
+              :side => :buy,
+              :exchange => 'CBOE',
+              :open_close => :open,
+              :short_sale_slot => :broker,
+              :designated_location => nil,
+              :exempt_code => -1},
 
-  let(:human) do
-    "<ComboLeg: buy 2 con_id 81032967 at CBOE>"
-  end
+         :human => "<ComboLeg: buy 2 con_id 81032967 at CBOE>",
 
-  let(:errors) do
-    {:ratio => ["is not a number"],
-     :side => ["should be buy/sell/short"]}
-  end
+         :errors => {:ratio => ["is not a number"],
+                     :side => ["should be buy/sell/short"]},
 
-  let(:assigns) do
-    {:open_close => open_close_assigns,
-     :side => buy_sell_short_assigns,
-     :designated_location =>
-         {[42, 'FOO', :bar] => /should be blank or orders will be rejected/},
-    }
-  end
+         :assigns =>
+             {:open_close => open_close_assigns,
+              :side => buy_sell_short_assigns,
+              :designated_location =>
+                  {[42, 'FOO', :bar] => /should be blank or orders will be rejected/},
+             },
 
-  let(:aliases) do
-    {[:side, :action] => buy_sell_short_assigns,
-    }
-  end
+         :aliases =>
+             {[:side, :action] => buy_sell_short_assigns,
+             } do
 
   it 'has combined weight accessor' do
     leg = IB::ComboLeg.new props
@@ -45,9 +37,15 @@ describe IB::Models::ComboLeg do
     leg.ratio.should == 5
   end
 
-  it_behaves_like 'Model'
+  it_behaves_like 'Model with valid defaults'
   it_behaves_like 'Self-equal Model'
 
+  it 'has class name shortcut' do
+    IB::ComboLeg.should == IB::Models::ComboLeg
+    IB::ComboLeg.new.should == IB::Models::ComboLeg.new
+  end
+
+
   context "serialization" do
     subject { IB::ComboLeg.new props }
 
@@ -61,4 +59,83 @@ describe IB::Models::ComboLeg do
     end
   end #serialization
 
+  context 'DB backed associations', :db => true do
+    before(:all) { DatabaseCleaner.clean }
+
+    #before(:all) do
+    #  @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+    #  @ib.wait_for :ManagedAccounts
+    #  @butterfly = butterfly 'GOOG', '201301', 'CALL', 500, 510, 520
+    #  close_connection
+    #end
+
+    before(:each) do
+      @combo = IB::Bag.new
+
+      @google = IB::Option.new(:symbol => 'GOOG',
+                               :expiry => 201301,
+                               :right => :call,
+                               :strike => 500)
+    end
+
+    it 'saves associated BAG and leg Contract' do
+
+      combo_leg = IB::ComboLeg.new :con_id => 454, :weight => 3
+      combo_leg.should be_valid
+
+      # Assigning both associations for a join model
+      combo_leg.combo = @combo
+      combo_leg.leg_contract = @google
+
+      combo_leg.save.should == true
+      @combo.should_not be_new_record
+      @google.should_not be_new_record
+
+      combo_leg.combo.should == @combo
+      combo_leg.leg_contract.should == @google
+      @combo.legs.should include combo_leg
+      @combo.leg_contracts.should include @google
+      @google.leg.should == combo_leg
+      @google.combo.should == @combo
+
+    end
+
+    it 'loads ComboLeg together with associated BAG and leg Contract' do
+
+      combo_leg = IB::ComboLeg.where(:con_id => 454).first
+      combo_leg.should be_valid
+
+      #p combo_leg.combo.attributes
+      #p combo_leg.combo.strike
+      #p combo_leg.combo.include_expired
+
+      combo = combo_leg.combo
+      google = combo_leg.leg_contract
+      #combo.should == @combo # NOT equal, different legs
+      google.should == @google
+
+      combo.legs.should include combo_leg
+      combo.leg_contracts.should include google
+      google.leg.should == combo_leg
+      google.combo.should == combo
+    end
+
+
+    it 'creates ComboLeg indirectly through associated BAG and leg Contract' do
+
+      @combo.leg_contracts << @google
+      @combo.leg_contracts.should include @google
+      p @combo.valid?
+      p @combo.save
+
+      #combo.legs.should_not be_empty
+      @combo.leg_contracts.should include @google
+      @google.combo.should == @combo
+
+      leg = @combo.legs.first
+      @google.leg.should == leg
+
+    end
+  end
+
 end # describe IB::Models::Contract::ComboLeg

data/spec/ib-ruby/models/contract_detail_spec.rb

@@ -1,54 +1,46 @@
 require 'model_helper'
 
-describe IB::Models::ContractDetail do # AKA IB::ContractDetail
-
-  let(:props) do
-    {:market_name => 'AAPL',
-     :trading_class => 'AAPL',
-     :min_tick => 0.01,
-     :price_magnifier => 1,
-     :order_types => 'ACTIVETIM,ADJUST,ALERT,ALGO,ALLOC,AON,AVGCOST,BASKET,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,FOK,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,MIT,MKT,MTL,NONALGO,OCA,PAON,POSTONLY,RELSTK,SCALE,SCALERST,SMARTSTG,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,VOLAT,WHATIF,',
-     :valid_exchanges => 'SMART,AMEX,BATS,BOX,CBOE,CBOE2,IBSX,ISE,MIBSX,NASDAQOM,PHLX,PSE', #   The list of exchanges this contract is traded on.
-     :under_con_id => 265598,
-     :long_name => 'APPLE INC',
-     :contract_month => '201301',
-     :industry => 'Technology',
-     :category => 'Computers',
-     :subcategory => 'Computers',
-     :time_zone => 'EST',
-     :trading_hours => '20120422:0930-1600;20120423:0930-1600',
-     :liquid_hours => '20120422:0930-1600;20120423:0930-1600',
-    }
-  end
-
-  let(:human) do
-    /<ContractDetail: callable: false category: Computers contract_month: 201301 convertible: false coupon: 0.0 .*industry: Technology liquid_hours: 20120422:0930-1600;20120423:0930-1600 long_name: APPLE INC market_name: AAPL min_tick: 0.01 next_option_partial: false order_types: ACTIVETIM,ADJUST,ALERT,ALGO,ALLOC,AON,AVGCOST,BASKET,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,FOK,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,MIT,MKT,MTL,NONALGO,OCA,PAON,POSTONLY,RELSTK,SCALE,SCALERST,SMARTSTG,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,VOLAT,WHATIF, price_magnifier: 1 puttable: false subcategory: Computers time_zone: EST trading_class: AAPL trading_hours: 20120422:0930-1600;20120423:0930-1600 under_con_id: 265598 .*valid_exchanges: SMART,AMEX,BATS,BOX,CBOE,CBOE2,IBSX,ISE,MIBSX,NASDAQOM,PHLX,PSE>/
-  end
-
-  let(:errors) do
-    {:time_zone => ['should be XXX'],
-    }
-  end
-
-  let(:assigns) do
-    {[:under_con_id, :min_tick, :coupon] => {123 => 123},
-
-     [:callable, :puttable, :convertible, :next_option_partial] => boolean_assigns,
-    }
-  end
-
-  let(:aliases) do
-    {[:contract, :summary] => {IB::Contract.new => IB::Contract.new}
-    }
-  end
-
-  it_behaves_like 'Model'
+describe IB::Models::ContractDetail,
+
+         :props =>
+             {:market_name => 'AAPL',
+              :trading_class => 'AAPL',
+              :min_tick => 0.01,
+              :price_magnifier => 1,
+              :order_types => 'ACTIVETIM,ADJUST,ALERT,ALGO,ALLOC,AON,AVGCOST,BASKET,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,FOK,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,MIT,MKT,MTL,NONALGO,OCA,PAON,POSTONLY,RELSTK,SCALE,SCALERST,SMARTSTG,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,VOLAT,WHATIF,',
+              :valid_exchanges => 'SMART,AMEX,BATS,BOX,CBOE,CBOE2,IBSX,ISE,MIBSX,NASDAQOM,PHLX,PSE', #   The list of exchanges this contract is traded on.
+              :under_con_id => 265598,
+              :long_name => 'APPLE INC',
+              :contract_month => '201301',
+              :industry => 'Technology',
+              :category => 'Computers',
+              :subcategory => 'Computers',
+              :time_zone => 'EST',
+              :trading_hours => '20120422:0930-1600;20120423:0930-1600',
+              :liquid_hours => '20120422:0930-1600;20120423:0930-1600',
+             },
+
+         :human =>/<ContractDetail: callable: false category: Computers contract_month: 201301 convertible: false coupon: 0.0 .*industry: Technology liquid_hours: 20120422:0930-1600;20120423:0930-1600 long_name: APPLE INC market_name: AAPL min_tick: 0.01 next_option_partial: false order_types: ACTIVETIM,ADJUST,ALERT,ALGO,ALLOC,AON,AVGCOST,BASKET,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,FOK,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,MIT,MKT,MTL,NONALGO,OCA,PAON,POSTONLY,RELSTK,SCALE,SCALERST,SMARTSTG,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,VOLAT,WHATIF, price_magnifier: 1 puttable: false subcategory: Computers time_zone: EST trading_class: AAPL trading_hours: 20120422:0930-1600;20120423:0930-1600 under_con_id: 265598 .*valid_exchanges: SMART,AMEX,BATS,BOX,CBOE,CBOE2,IBSX,ISE,MIBSX,NASDAQOM,PHLX,PSE>/,
+
+         :errors =>
+             {:time_zone => ['should be XXX'],
+             },
+
+         :assigns =>
+             {[:under_con_id, :min_tick, :coupon] => {123 => 123},
+              [:callable, :puttable, :convertible, :next_option_partial] => boolean_assigns,
+             },
+
+         :aliases =>
+             {[:contract, :summary] => {IB::Contract.new => IB::Contract.new}
+             } do # AKA IB::ContractDetail
+
+  it_behaves_like 'Model with invalid defaults'
   it_behaves_like 'Self-equal Model'
 
-  context 'using shortest class name without properties' do
-    subject { IB::ContractDetail.new }
-    it_behaves_like 'Model instantiated empty'
-    it_behaves_like 'Self-equal Model'
+  it 'has class name shortcut' do
+    IB::ContractDetail.should == IB::Models::ContractDetail
+    IB::ContractDetail.new.should == IB::Models::ContractDetail.new
   end
 
 end # describe IB::Contract

data/spec/ib-ruby/models/contract_spec.rb

@@ -1,69 +1,66 @@
 require 'model_helper'
 require 'combo_helper'
 
-describe IB::Models::Contract do # AKA IB::Contract
-
-  let(:props) do
-    {:symbol => 'AAPL',
-     :sec_type => :option,
-     :expiry => '201301',
-     :strike => 600.5,
-     :right => :put,
-     :multiplier => 10,
-     :exchange => 'SMART',
-     :currency => 'USD',
-     :local_symbol => 'AAPL  130119C00500000'}
-  end
-
-  let(:human) do
-    "<Contract: AAPL option 201301 put 600.5 SMART USD>"
-  end
-
-  let(:errors) do
-    {:sec_type => ["should be valid security type"],
-    }
-  end
-
-  let(:assigns) do
-    {:expiry =>
-         {[200609, '200609'] => '200609',
-          [20060913, '20060913'] => '20060913',
-          [:foo, 2006, 42, 'bar'] => /should be YYYYMM or YYYYMMDD/},
-
-     :sec_type => codes_and_values_for(:sec_type).
-         merge([:foo, 'BAR', 42] => /should be valid security type/),
-
-     :sec_id_type =>
-         {[:isin, 'ISIN', 'iSin'] => 'ISIN',
-          [:sedol, :SEDOL, 'sEDoL', 'SEDOL'] => 'SEDOL',
-          [:cusip, :CUSIP, 'Cusip', 'CUSIP'] => 'CUSIP',
-          [:ric, :RIC, 'rIC', 'RIC'] => 'RIC',
-          [nil, ''] => '',
-          [:foo, 'BAR', 'baz'] => /should be valid security identifier/},
-
-     :right =>
-         {["PUT", "put", "P", "p", :put] => :put,
-          ["CALL", "call", "C", "c", :call] => :call,
-          ['', '0', '?', :none] => :none,
-          [:foo, 'BAR', 42] => /should be put, call or none/},
-
-     :exchange => string_upcase_assigns.merge(
-         [:smart, 'SMART', 'smArt'] => 'SMART'),
-
-     :primary_exchange =>string_upcase_assigns.merge(
-         [:SMART, 'SMART'] => /should not be SMART/),
-
-     :multiplier => to_i_assigns,
-
-     :strike => to_f_assigns,
+describe IB::Models::Contract,
+         :props =>
+             {:symbol => 'AAPL',
+              :sec_type => :option,
+              :expiry => '201301',
+              :strike => 600.5,
+              :right => :put,
+              :multiplier => 10,
+              :exchange => 'SMART',
+              :currency => 'USD',
+              :local_symbol => 'AAPL  130119C00500000'},
+
+         :human => "<Contract: AAPL option 201301 put 600.5 SMART USD>",
+
+         :errors => {:sec_type => ["should be valid security type"] },
+
+         :assigns =>
+             {:expiry =>
+                  {[200609, '200609'] => '200609',
+                   [20060913, '20060913'] => '20060913',
+                   [:foo, 2006, 42, 'bar'] => /should be YYYYMM or YYYYMMDD/},
+
+              :sec_type => codes_and_values_for(:sec_type).
+                  merge([:foo, 'BAR', 42] => /should be valid security type/),
+
+              :sec_id_type =>
+                  {[:isin, 'ISIN', 'iSin'] => 'ISIN',
+                   [:sedol, :SEDOL, 'sEDoL', 'SEDOL'] => 'SEDOL',
+                   [:cusip, :CUSIP, 'Cusip', 'CUSIP'] => 'CUSIP',
+                   [:ric, :RIC, 'rIC', 'RIC'] => 'RIC',
+                   [nil, ''] => '',
+                   [:foo, 'BAR', 'baz'] => /should be valid security identifier/},
+
+              :right =>
+                  {["PUT", "put", "P", "p", :put] => :put,
+                   ["CALL", "call", "C", "c", :call] => :call,
+                   ['', '0', '?', :none] => :none,
+                   [:foo, 'BAR', 42] => /should be put, call or none/},
+
+              :exchange => string_upcase_assigns.merge(
+                  [:smart, 'SMART', 'smArt'] => 'SMART'),
+
+              :primary_exchange =>string_upcase_assigns.merge(
+                  [:SMART, 'SMART'] => /should not be SMART/),
+
+              :multiplier => to_i_assigns,
+
+              :strike => to_f_assigns,
+
+              :include_expired => boolean_assigns,
+             } do # AKA IB::Contract
+
+  it_behaves_like 'Model with invalid defaults'
+  it_behaves_like 'Self-equal Model'
 
-     :include_expired => boolean_assigns,
-    }
+  it 'has class name shortcut' do
+    IB::Contract.should == IB::Models::Contract
+    IB::Contract.new.should == IB::Models::Contract.new
   end
 
-  it_behaves_like 'Model'
-  it_behaves_like 'Self-equal Model'
-
   context 'testing for Contract type (sec_type)' do
 
     it 'correctly defines Contract type (sec_type) for Option contract' do
@@ -114,13 +111,6 @@ describe IB::Models::Contract do # AKA IB::Contract
 
   end
 
-  context 'using shortest class name without properties' do
-    subject { IB::Contract.new }
-    it_behaves_like 'Model instantiated empty'
-    it_behaves_like 'Self-equal Model'
-    it_behaves_like 'Contract'
-  end
-
   context "serialization" do
     before(:all) do
       @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)

data/spec/ib-ruby/models/execution_spec.rb

@@ -1,69 +1,66 @@
 require 'model_helper'
 
-describe IB::Models::Execution do # AKA IB::Execution
-
-  let(:props) do
-    {:account_name => "DU111110",
-     :client_id => 1111,
-     :exchange => "IDEALPRO",
-     :exec_id => "0001f4e8.4f5d48f1.01.01",
-     :liquidation => true,
-     :local_id => 373,
-     :perm_id => 1695693619,
-     :price => 1.31075,
-     :average_price => 1.31075,
-     :shares => 20000,
-     :cumulative_quantity => 20000,
-     :side => :buy,
-     :time => "20120312  15:41:09",
-    }
+describe IB::Models::Execution,
+         :props =>
+             {:account_name => "DU111110",
+              :client_id => 1111,
+              :exchange => "IDEALPRO",
+              :exec_id => "0001f4e8.4f5d48f1.01.01",
+              :liquidation => true,
+              :local_id => 373,
+              :perm_id => 1695693619,
+              :price => 1.31075,
+              :average_price => 1.31075,
+              :shares => 20000,
+              :cumulative_quantity => 20000,
+              :side => :buy,
+              :time => "20120312  15:41:09",
+             },
+         :human =>
+             "<Execution: 20120312  15:41:09 buy 20000 at 1.31075 on IDEALPRO, " +
+                 "cumulative 20000 at 1.31075, ids 373/1695693619/0001f4e8.4f5d48f1.01.01>",
+         :errors =>
+             {:side=>["should be buy/sell/short"],
+              :cumulative_quantity=>["is not a number"],
+              :average_price=>["is not a number"]},
+
+         :assigns =>
+             {[:local_id, :perm_id, :client_id, :cumulative_quantity, :price, :average_price] =>
+                  numeric_assigns,
+              :liquidation => boolean_assigns,
+             },
+
+         :aliases =>
+             {[:side, :action] => buy_sell_assigns,
+              [:quantity, :shares] => numeric_assigns,
+              [:account_name, :account_number]=> string_assigns,
+             },
+
+         :associations =>
+             {:order => {:local_id => 23,
+                         :perm_id => 173276893,
+                         :client_id => 1111,
+                         :parent_id => 0,
+                         :quantity => 100,
+                         :side => :buy,
+                         :order_type => :market}
+             } do # AKA IB::Execution
+
+  it_behaves_like 'Model with invalid defaults'
+  it_behaves_like 'Self-equal Model'
+
+  it 'has class name shortcut' do
+    IB::Execution.should == IB::Models::Execution
+    IB::Execution.new.should == IB::Models::Execution.new
   end
 
-  let(:human) do
-    "<Execution: 20120312  15:41:09 buy 20000 at 1.31075 on IDEALPRO, " +
-        "cumulative 20000 at 1.31075, ids 373/1695693619/0001f4e8.4f5d48f1.01.01>"
-  end
-
-  let(:errors) do
-    {:side=>["should be buy/sell/short"],
-     :cumulative_quantity=>["is not a number"],
-     :average_price=>["is not a number"]}
-  end
-
-  let(:assigns) do
-    {[:local_id, :perm_id, :client_id, :cumulative_quantity, :price, :average_price] =>
-         numeric_assigns,
-     :liquidation => boolean_assigns,
-    }
-  end
-
-  let(:aliases) do
-    {[:side, :action] => buy_sell_assigns,
-     [:quantity, :shares] => numeric_assigns,
-     [:account_name, :account_number]=> string_assigns,
-    }
-  end
-
-  let(:associations) do
-    {:order => IB::Order.new(:local_id => 23,
-                             :perm_id => 173276893,
-                             :client_id => 1111,
-                             :parent_id => 0,
-                             :quantity => 100,
-                             :side => :buy,
-                             :order_type => :market)
-    }
-  end
-
-  it_behaves_like 'Model'
-
   context 'DB backed associations', :db => true do
     subject { IB::Execution.new props }
 
     before(:all) { DatabaseCleaner.clean }
 
     it 'saves associated order' do
-      order = associations[:order]
+      order = IB::Order.new associations[:order]
       subject.order = order
       subject.order.should == order
       subject.order.should be_new_record