ib-ruby 0.7.3 → 0.7.4

data/lib/ib-ruby/models/contract.rb

@@ -1,308 +0,0 @@
-require 'ib-ruby/models/model'
-
-module IB
-  module Models
-    class Contract < Model
-
-      # Specialized Contract subclasses representing different security types
-      TYPES = {}
-      #BAG_SEC_TYPE = "BAG"
-
-      # This returns a Contract initialized from the serialize_ib_ruby format string.
-      def self.build opts = {}
-        type = opts[:sec_type]
-        if TYPES[type]
-          TYPES[type].new opts
-        else
-          Contract.new opts
-        end
-      end
-
-      # This returns a Contract initialized from the serialize_ib_ruby format string.
-      def self.from_ib_ruby string
-        keys = [:symbol, :sec_type, :expiry, :strike, :right, :multiplier,
-                :exchange, :primary_exchange, :currency, :local_symbol]
-        props = Hash[keys.zip(string.split(":"))]
-        props.delete_if { |k, v| v.nil? || v.empty? }
-        Contract.new props
-      end
-
-      # Fields are Strings unless noted otherwise
-      prop :con_id, # int: The unique contract identifier.
-           :symbol, # This is the symbol of the underlying asset.
-           :sec_type, # Security type. Valid values are: SECURITY_TYPES
-           :strike, # double: The strike price.
-           :exchange, # The order destination, such as Smart.
-           :currency, # Only needed if there is an ambiguity, e.g. when SMART exchange
-           #            and IBM is being requested (IBM can trade in GBP or USD).
-
-           :local_symbol, # Local exchange symbol of the underlying asset
-           :include_expired, # When true, contract details requests and historical
-           #         data queries can be performed pertaining to expired contracts.
-           #         Note: Historical data queries on expired contracts are
-           #         limited to the last year of the contracts life, and are
-           #         only supported for expired futures contracts.
-           #         This field can NOT be set to true for orders.
-
-           :sec_id_type, # Security identifier, when querying contract details or
-           #               when placing orders. Supported identifiers are:
-           #               -  ISIN (Example: Apple: US0378331005)
-           #               -  CUSIP (Example: Apple: 037833100)
-           #               -  SEDOL (6-AN + check digit. Example: BAE: 0263494)
-           #               -  RIC (exchange-independent RIC Root and exchange-
-           #                  identifying suffix. Ex: AAPL.O for Apple on NASDAQ.)
-           :sec_id, # Unique identifier of the given secIdType.
-
-           # COMBOS
-           :legs_description, # received in OpenOrder for all combos
-
-           :multiplier => :i,
-           # Future/option contract multiplier (only needed when multiple possibilities exist)
-
-           :primary_exchange =>
-               # non-aggregate (ie not the SMART) exchange that the contract trades on.
-               proc { |val|
-                 val.upcase! if val.is_a?(String)
-                 error "Don't set primary_exchange to smart", :args if val == 'SMART'
-                 self[:primary_exchange] = val
-               },
-
-           :right => # Specifies a Put or Call. Valid input values are: P, PUT, C, CALL
-               proc { |val|
-                 self[:right] =
-                     case val.to_s.upcase
-                       when '', '0', '?'
-                         nil
-                       when 'PUT', 'P'
-                         'PUT'
-                       when 'CALL', 'C'
-                         'CALL'
-                       else
-                         error "Right must be one of PUT, CALL, P, C - not '#{val}'", :args
-                     end
-               },
-
-           :expiry => # The expiration date. Use the format YYYYMM.
-               proc { |val|
-                 self[:expiry] =
-                     case val.to_s
-                       when /\d{6,8}/
-                         val.to_s
-                       when nil, ''
-                         nil
-                       else
-                         error "Invalid expiry '#{val}' (must be in format YYYYMM or YYYYMMDD)", :args
-                     end
-               },
-
-           :sec_type => # Security type. Valid values are: SECURITY_TYPES
-               proc { |val|
-                 val = nil if !val.nil? && val.empty?
-                 unless val.nil? || SECURITY_TYPES.values.include?(val)
-                   error "Invalid security type '#{val}' (must be one of #{SECURITY_TYPES.values}", :args
-                 end
-                 self[:sec_type] = val
-               }
-
-      # ContractDetails fields are bundled into Contract proper, as it should be
-      # All fields Strings, unless specified otherwise:
-      prop :market_name, # The market name for this contract.
-           :trading_class, # The trading class name for this contract.
-           :min_tick, # double: The minimum price tick.
-           :price_magnifier, # int: Allows execution and strike prices to be
-           #     reported consistently with market data, historical data and the
-           #     order price: Z on LIFFE is reported in index points, not GBP.
-
-           :order_types, #     The list of valid order types for this contract.
-           :valid_exchanges, # The list of exchanges this contract is traded on.
-           :under_con_id, # int: The underlying contract ID.
-           :long_name, #         Descriptive name of the asset.
-           :contract_month, # The contract month of the underlying for a futures contract.
-
-           # The industry classification of the underlying/product:
-           :industry, #    Wide industry. For example, Financial.
-           :category, #    Industry category. For example, InvestmentSvc.
-           :subcategory, # Subcategory. For example, Brokerage.
-           :time_zone, # Time zone for the trading hours of the product. For example, EST.
-           :trading_hours, # The trading hours of the product. For example:
-           #                 20090507:0700-1830,1830-2330;20090508:CLOSED.
-           :liquid_hours, #  The liquid trading hours of the product. For example,
-           #                 20090507:0930-1600;20090508:CLOSED.
-
-           # Bond values:
-           :cusip, # The nine-character bond CUSIP or the 12-character SEDOL.
-           :ratings, # Credit rating of the issuer. Higher rating is less risky investment.
-           #           Bond ratings are from Moody's and S&P respectively.
-           :desc_append, # Additional descriptive information about the bond.
-           :bond_type, #   The type of bond, such as "CORP."
-           :coupon_type, # The type of bond coupon.
-           :callable, # bool: Can be called by the issuer under certain conditions.
-           :puttable, # bool: Can be sold back to the issuer under certain conditions
-           :coupon, # double: The interest rate used to calculate the amount you
-           #          will receive in interest payments over the year. default 0
-           :convertible, # bool: Can be converted to stock under certain conditions.
-           :maturity, # The date on which the issuer must repay bond face value
-           :issue_date, # The date the bond was issued.
-           :next_option_date, # only if bond has embedded options.
-           :next_option_type, # only if bond has embedded options.
-           :next_option_partial, # bool: # only if bond has embedded options.
-           :notes # Additional notes, if populated for the bond in IB's database
-
-      # Used for Delta-Neutral Combo contracts only!
-      # UnderComp fields are bundled into Contract proper, as it should be.
-      prop :under_comp, # if not nil, attributes below are sent to server
-           #:under_con_id is is already defined in ContractDetails section
-           :under_delta, # double: The underlying stock or future delta.
-           :under_price #  double: The price of the underlying.
-
-      # Legs arriving via OpenOrder message, need to define them here
-      attr_accessor :legs # leg definitions for this contract.
-      alias combo_legs legs
-      alias combo_legs= legs=
-      alias combo_legs_description legs_description
-      alias combo_legs_description= legs_description=
-
-      attr_accessor :description # NB: local to ib-ruby, not part of TWS.
-
-      DEFAULT_PROPS = {:con_id => 0,
-                       :strike => 0,
-                       :exchange => 'SMART',
-                       :include_expired => false,
-
-                       # These properties are from ContractDetails
-                       :under_con_id => 0,
-                       :min_tick => 0,
-                       :callable => false,
-                       :puttable => false,
-                       :coupon => 0,
-                       :convertible => false,
-                       :next_option_partial => false, }
-
-      # NB: ContractDetails reference - to self!
-      def summary
-        self
-      end
-
-      # This returns an Array of data from the given contract.
-      # Different messages serialize contracts differently. Go figure.
-      # Note that it does NOT include the combo legs.
-      def serialize *fields
-        [(fields.include?(:con_id) ? [con_id] : []),
-         symbol,
-         sec_type,
-         (fields.include?(:option) ? [expiry, strike, right, multiplier] : []),
-         exchange,
-         (fields.include?(:primary_exchange) ? [primary_exchange] : []),
-         currency,
-         local_symbol,
-         (fields.include?(:sec_id) ? [sec_id_type, sec_id] : []),
-         (fields.include?(:include_expired) ? [include_expired] : []),
-        ].flatten
-      end
-
-      def serialize_long *fields
-        serialize :option, :primary_exchange, *fields
-      end
-
-      def serialize_short *fields
-        serialize :option, *fields
-      end
-
-      # Serialize under_comp parameters
-      def serialize_under_comp *args
-        # EClientSocket.java, line 471:
-        if under_comp
-          [true,
-           under_con_id,
-           under_delta,
-           under_price]
-        else
-          [false]
-        end
-      end
-
-      # Redefined in BAG subclass
-      def serialize_legs *fields
-        []
-      end
-
-      # This produces a string uniquely identifying this contract, in the format used
-      # for command line arguments in the IB-Ruby examples. The format is:
-      #
-      #    symbol:security_type:expiry:strike:right:multiplier:exchange:primary_exchange:currency:local_symbol
-      #
-      # Fields not needed for a particular security should be left blank
-      # (e.g. strike and right are only relevant for options.)
-      #
-      # For example, to query the British pound futures contract trading on Globex
-      # expiring in September, 2008, the string is:
-      #
-      #    GBP:FUT:200809:::62500:GLOBEX::USD:
-      def serialize_ib_ruby
-        serialize_long.join(":")
-      end
-
-      # Contract comparison
-      def == other
-        return false unless other.is_a?(self.class)
-
-        # Different sec_id_type
-        return false if sec_id_type && other.sec_id_type && sec_id_type != other.sec_id_type
-
-        # Different sec_id
-        return false if sec_id && other.sec_id && sec_id != other.sec_id
-
-        # Different under_comp
-        return false if under_comp && other.under_comp && under_comp != other.under_comp
-
-        # Different symbols
-        return false if symbol && other.symbol && symbol != other.symbol
-
-        # Different currency
-        return false if currency && other.currency && currency != other.currency
-
-        # Same con_id for all Bags, but unknown for new Contracts...
-        # 0 or nil con_id  matches any
-        return false if con_id != 0 && other.con_id != 0 &&
-            con_id && other.con_id && con_id != other.con_id
-
-        # SMART or nil exchange matches any
-        return false if exchange != 'SMART' && other.exchange != 'SMART' &&
-            exchange && other.exchange && exchange != other.exchange
-
-        # Comparison for Bonds and Options
-        if sec_type == SECURITY_TYPES[:bond] || sec_type == SECURITY_TYPES[:option]
-          return false if right != other.right || strike != other.strike
-          return false if multiplier && other.multiplier && multiplier != other.multiplier
-          return false if expiry[0..5] != other.expiry[0..5]
-          return false unless expiry[6..7] == other.expiry[6..7] ||
-              expiry[6..7].empty? || other.expiry[6..7].empty?
-        end
-
-        # All else being equal...
-        sec_type == other.sec_type
-      end
-
-      def to_s
-        "<Contract: " + instance_variables.map do |key|
-          value = send(key[1..-1])
-          " #{key}=#{value}" unless value.nil? || value == '' || value == 0
-        end.compact.join(',') + " >"
-      end
-
-      def to_human
-        "<Contract: " + [symbol, sec_type, expiry, strike, right, exchange, currency].join("-") + ">"
-      end
-
-      def to_short
-        "#{symbol}#{expiry}#{strike}#{right}#{exchange}#{currency}"
-      end
-
-    end # class Contract
-  end # module Models
-end # module IB
-
-# TODO Where should we require this?
-require 'ib-ruby/models/contract/option'
-require 'ib-ruby/models/contract/bag'
-