ib-ruby 0.7.4 → 0.7.6

data/spec/integration/contract_info_spec.rb

@@ -13,8 +13,7 @@ describe "Request Contract Info", :connected => true, :integration => true do
   context "Request Stock data" do
 
     before(:all) do
-      @contract = IB::Contract.new :symbol => 'AAPL',
-                                   :sec_type => IB::SECURITY_TYPES[:stock]
+      @contract = IB::Contract.new :symbol => 'AAPL', :sec_type => :stock
       @ib.send_message :RequestContractData, :id => 111, :contract => @contract
       @ib.wait_for :ContractDataEnd, 3 # sec
     end
@@ -52,8 +51,7 @@ describe "Request Contract Info", :connected => true, :integration => true do
         contract.order_types.should be_a String
         contract.price_magnifier.should == 1
         contract.min_tick.should be <= 0.01
-
-        contract.expiry.should be_nil
+        contract.expiry.should == ''
       end
     end
   end # Stock
@@ -108,7 +106,7 @@ describe "Request Contract Info", :connected => true, :integration => true do
       @contract = IB::Contract.new :symbol => 'EUR', # EURUSD pair
                                    :currency => "USD",
                                    :exchange => "IDEALPRO",
-                                   :sec_type => IB::SECURITY_TYPES[:forex]
+                                   :sec_type => :forex
       @ib.send_message :RequestContractData, :id => 135, :contract => @contract
       @ib.wait_for :ContractDataEnd, 3 # sec
     end
@@ -136,7 +134,7 @@ describe "Request Contract Info", :connected => true, :integration => true do
       contract.industry.should == ''
       contract.category.should == ''
       contract.subcategory.should == ''
-      contract.expiry.should be_nil
+      contract.expiry.should == ''
       contract.exchange.should == 'IDEALPRO'
       contract.con_id.should be_an Integer
       contract.trading_hours.should =~ /\d{8}:\d{4}-\d{4}/

data/spec/integration/fundamental_data_spec.rb

@@ -0,0 +1,41 @@
+require 'integration_helper'
+
+describe 'Request Fundamental Data',
+         :connected => true, :integration => true, :reuters => true do
+
+  before(:all) do
+    verify_account
+    @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+
+    @contract = IB::Contract.new :symbol => 'IBM',
+                                 :exchange => 'NYSE',
+                                 :currency => 'USD',
+                                 :sec_type => 'STK'
+
+    @ib.send_message :RequestFundamentalData,
+                     :id => 456,
+                     :contract => @contract,
+                     :report_type => 'snapshot' # 'estimates', 'finstat'
+
+    @ib.wait_for :FundamentalData, 6 # sec
+  end
+
+  after(:all) do
+    close_connection
+  end
+
+  subject { @ib.received[:FundamentalData].first }
+
+  it { @ib.received[:FundamentalData].should have_at_least(1).data_message }
+
+  it { should be_an IB::Messages::Incoming::FundamentalData }
+  its(:request_id) { should == 456 }
+  its(:data) { should be_a String }
+
+  it 'responds with XML with relevand data' do
+    require 'xmlsimple'
+    data_xml = XmlSimple.xml_in(subject.data, 'ForceArray' => false) #, 'ContentKey' => 'content')
+    name = data_xml["CoIDs"]["CoID"].find {|tag| tag['Type'] == 'CompanyName'}['content']
+    name.should =~ /International Business Machines/
+  end
+end

data/spec/integration/historic_data_spec.rb

@@ -7,7 +7,7 @@ describe 'Request Historic Data', :connected => true, :integration => true do
                   :end_date_time => Time.now.to_ib,
                   :duration => '1 D',
                   :bar_size => '15 mins',
-                  :what_to_show => :trades,
+                  :data_type => :trades,
                   :format_date => 1}
   before(:all) do
     verify_account
@@ -26,10 +26,10 @@ describe 'Request Historic Data', :connected => true, :integration => true do
       end.to raise_error /bar_size must be one of/
     end
 
-    it 'raises if incorrect what_to_show' do
+    it 'raises if incorrect data_type' do
       expect do
-        @ib.send_message :RequestHistoricalData, CORRECT_OPTS.merge(:what_to_show => :nonsense)
-      end.to raise_error /:what_to_show must be one of/
+        @ib.send_message :RequestHistoricalData, CORRECT_OPTS.merge(:data_type => :nonsense)
+      end.to raise_error /:data_type must be one of/
     end
   end
 

data/spec/integration/market_data_spec.rb

@@ -1,9 +1,7 @@
 require 'integration_helper'
-#!/usr/bin/env ruby
 
 require 'ib-ruby'
 
-#OPTS[:silent] = false
 describe 'Request Market Data', :connected => true, :integration => true do
 
   require 'ib-ruby'
@@ -15,7 +13,7 @@ describe 'Request Market Data', :connected => true, :integration => true do
       @contract = IB::Contract.new(:symbol => 'AAPL',
                                    :exchange => "Smart",
                                    :currency => "USD",
-                                   :sec_type => IB::SECURITY_TYPES[:stock],
+                                   :sec_type => :stock,
                                    :description => "Apple"
       )
       @ib.send_message :RequestMarketData, :id => 456, :contract => @contract

data/spec/integration/orders/attached_spec.rb

@@ -1,8 +1,6 @@
 require 'order_helper'
 require 'combo_helper'
 
-#OPTS[:silent] = false
-
 def define_contracts
   @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
   @contracts = {
@@ -21,12 +19,12 @@ describe 'Attached Orders', :connected => true, :integration => true do
 
   # Testing different combinations of Parent + Attached Orders:
   [
-      #[:stock, 100, 'DAY', 'LMT', 9.13, 20.0], # Parent + takeprofit target
-      [:stock, 100, 'DAY', 'STP', 9.13, 0.0, 8.0], # Parent + stoploss
-      [:stock, 100, 'GTC', 'LMT', 9.13, 20.0], # GTC Parent + target
+      [:stock, 100, 'DAY', 'LMT', 9.13, 20.0], # Parent + takeprofit target
+      #[:stock, 100, 'DAY', 'STP', 9.13, 0.0, 8.0], # Parent + stoploss
+      #[:stock, 100, 'GTC', 'LMT', 9.13, 20.0], # GTC Parent + target
       [:butterfly, 10, 'DAY', 'LMT', 0.05, 1.0], # Combo Parent + target
-      #[:butterfly, 10, 'GTC', 'LMT', 0.05, 1.0], # GTC Combo Parent + target
-      [:butterfly, 100, 'GTC', 'STPLMT', 0.05, 0.05, 1.0], # GTC Combo Parent + stoplimit target
+                                                 #[:butterfly, 10, 'GTC', 'LMT', 0.05, 1.0], # GTC Combo Parent + target
+                                                 #[:butterfly, 100, 'GTC', 'STPLMT', 0.05, 0.05, 1.0], # GTC Combo Parent + stoplimit target
 
   ].each do |(contract, qty, tif, attach_type, limit_price, attach_price, aux_price)|
     context "#{tif} BUY (#{contract}) limit order with attached #{attach_type} SELL" do
@@ -57,10 +55,10 @@ describe 'Attached Orders', :connected => true, :integration => true do
 
       context "Attaching #{attach_type} order" do
         before(:all) do
-          @attached_order = IB::Order.new :total_quantity => qty,
-                                          :limit_price => attach_price,
+          @attached_order = IB::Order.new :limit_price => attach_price,
                                           :aux_price => aux_price || 0,
-                                          :action => 'SELL',
+                                          :total_quantity => qty,
+                                          :side => :sell,
                                           :tif => tif,
                                           :order_type => attach_type,
                                           :parent_id => @order_id_placed

data/spec/integration/orders/combo_spec.rb

@@ -1,8 +1,6 @@
 require 'order_helper'
 require 'combo_helper'
 
-#OPTS[:silent] = false
-
 describe "Combo Order", :connected => true, :integration => true, :slow => true do
 
   let(:contract_type) { :butterfly }
@@ -17,6 +15,7 @@ describe "Combo Order", :connected => true, :integration => true, :slow => true
       @contract = butterfly 'GOOG', '201301', 'CALL', 500, 510, 520
 
       place_order @contract,
+                  :order_ref => 'What_if',
                   :limit_price => 0.01,
                   :total_quantity => 10,
                   :what_if => true
@@ -70,6 +69,7 @@ describe "Combo Order", :connected => true, :integration => true, :slow => true
       @contract = butterfly 'GOOG', '201301', 'CALL', 500, 510, 520
 
       place_order @contract,
+                  :order_ref => 'Original',
                   :limit_price => 0.01,
                   :total_quantity => 10
 

data/spec/integration/orders/execution_spec.rb

@@ -1,6 +1,5 @@
 require 'order_helper'
 
-#OPTS[:silent] = false
 describe "Trades", :connected => true, :integration => true, :slow => true do
 
   before(:all) { verify_account }

data/spec/integration/orders/placement_spec.rb

@@ -1,7 +1,5 @@
 require 'order_helper'
 
-#OPTS[:silent] = false
-
 describe 'Orders', :connected => true, :integration => true do
   let(:contract_type) { :stock }
 
@@ -89,7 +87,7 @@ describe 'Orders', :connected => true, :integration => true do
       @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
       @ib.wait_for :NextValidId
       place_order IB::Symbols::Stocks[:wfc], :limit_price => 9.13 # Acceptable price
-      @ib.wait_for [:OpenOrder, 3], [:OrderStatus, 2], 10
+      @ib.wait_for [:OpenOrder, 3], [:OrderStatus, 2], 6
     end
 
     after(:all) { close_connection }

data/spec/integration/orders/valid_ids_spec.rb

@@ -1,6 +1,5 @@
 require 'order_helper'
 
-#OPTS[:silent] = false
 shared_examples_for 'Received single id' do
   subject { @ib.received[:NextValidId].first }
 
@@ -52,7 +51,7 @@ describe 'Ids valid for Order placement', :connected => true, :integration => tr
 
     it_behaves_like 'Received single id'
 
-    it 'receives also :OpenOrderEnd message', :pending => 'not in GW 924.2e' do
+    it 'receives also :OpenOrderEnd message', :pending => 'not in GW 924.3a' do
       @ib.received[:OpenOrderEnd].should have_exactly(1).message
       @ib.received[:OpenOrderEnd].first.should be_an IB::Messages::Incoming::OpenOrderEnd
     end

data/spec/message_helper.rb

@@ -35,7 +35,7 @@ end
 
 # Clear logs and message collector. Output may be silenced.
 def clean_connection
-  unless OPTS[:silent]
+  if OPTS[:verbose]
     #puts @received.map { |type, msg| [" #{type}:", msg.map(&:to_human)] } if @received
     puts @ib.received.map { |type, msg| [" #{type}:", msg.map(&:to_human)] }
     puts " Logs:", log_entries if @stdout

data/spec/model_helper.rb

@@ -0,0 +1,211 @@
+require 'spec_helper'
+
+def codes_and_values_for property
+  Hash[IB::VALUES[property].map { |code, value| [[code, value], value] }]
+end
+
+shared_examples_for 'Model' do
+  context 'instantiation without properties' do
+    subject { described_class.new }
+
+    it_behaves_like 'Model instantiated empty'
+  end
+
+  context 'instantiation with properties' do
+    subject { described_class.new props }
+
+    it_behaves_like 'Model instantiated with properties'
+
+
+    it 'has correct human-readeable format' do
+      subject.to_human.should == human
+    end
+  end
+end
+
+shared_examples_for 'Self-equal Model' do
+  subject { described_class.new(props) }
+
+  it 'is self-equal ' do
+    should == subject
+  end
+
+  it 'is equal to Model with the same properties' do
+    should == described_class.new(props)
+  end
+end
+
+shared_examples_for 'Model instantiated empty' do
+  it { should_not be_nil }
+
+  it 'sets all properties to defaults' do
+    defined?(defaults) && defaults.each do |name, value|
+      case value
+        when Module, Class
+          subject.send(name).should be_a value
+        else
+          subject.send(name).should == value
+      end
+    end
+  end
+
+  it_behaves_like 'Model properties'
+  it_behaves_like 'Invalid Model'
+end
+
+shared_examples_for 'Model instantiated with properties' do
+  it 'auto-assigns all properties given to initializer' do
+    props.each do |name, value|
+      subject.send(name).should == value
+    end
+  end
+
+  it_behaves_like 'Model properties'
+  it_behaves_like 'Valid Model'
+end
+
+shared_examples_for 'Model properties' do
+  context 'essential properties are still set, even if not given explicitely' do
+    its(:created_at) { should be_a Time }
+  end
+
+  it 'allows setting properties' do
+    expect {
+      props.each do |name, value|
+        subject.send("#{name}=", value)
+        subject.send(name).should == value
+      end
+    }.to_not raise_error
+  end
+
+  it 'sets values to properties as directed by its setters' do
+    defined?(assigns) && assigns.each do |props, cases|
+      #p props, cases
+
+      # For each given property ...
+      [props].flatten.each do |prop|
+
+        # For all test cases given as an Array [res1, res2] or Hash {val => res} ...
+        (cases.is_a?(Array) ? cases.map { |e| [e, e] } : cases).each do |values, result|
+
+          # For all values in this test case ...
+          [values].flatten.each do |value|
+
+            # Assigning this value to property results in ...
+            case result
+              when Exception # ... Exception
+                expect { subject.send "#{prop}=", value }.
+                    to raise_error result
+
+              when Regexp # ... Non-exceptional error, making model invalid
+                expect { subject.send "#{prop}=", value }.to_not raise_error
+                subject.should be_invalid
+
+                #pp subject.errors.messages
+                #p value, result
+
+                subject.errors.messages[prop].should_not be_nil
+                msg = subject.errors.messages[prop].find { |msg| msg =~ result }
+                msg.should =~ result
+
+              else # ... correct uniform assignment to result
+
+                was_valid = subject.valid?
+                expect { subject.send "#{prop}=", value }.to_not raise_error
+                subject.send("#{prop}").should == result
+
+                was_valid && (subject.should be_valid) # assignment keeps validity
+            end
+          end
+        end
+      end
+    end
+  end
+
+end
+
+shared_examples_for 'Valid Model' do
+  it 'validates' do
+    #subject.valid?
+    #pp subject.errors.messages
+    subject.should be_valid
+    subject.errors.should be_empty
+  end
+
+  context 'with DB backend', :db => true do
+    after(:all) do
+      #DatabaseCleaner.clean
+    end
+
+    it 'is saved' do
+      subject.save.should be_true
+    end
+
+    it 'is loaded just right' do
+      models = described_class.find(:all)
+      model = models.first
+      #pp model
+      models.should have_exactly(1).model
+      model.should == subject
+      model.should be_valid
+      props.each do |name, value|
+        model.send(name).should == value
+      end
+    end
+  end # DB
+end
+
+shared_examples_for 'Invalid Model' do
+  it 'does not validate' do
+    subject.should_not be_valid
+    subject.should be_invalid
+    subject.errors.should_not be_empty
+    subject.errors.messages.should == errors if defined? errors
+  end
+
+  context 'with DB backend', :db => true do
+    after(:all) do
+      #DatabaseCleaner.clean
+    end
+
+    it 'is not saved' do
+      subject.save.should be_false
+    end
+
+    it 'is not loaded' do
+      models = described_class.find(:all)
+      models.should have_exactly(0).model
+    end
+  end # DB
+end
+
+shared_examples_for 'Contract' do
+  it 'summary points to itself (ContractDetails artifact' do
+    subject.summary.should == subject
+  end
+
+  it 'becomes invalid if assigned wrong :sec_type property' do
+    subject.sec_type = 'FOO'
+    subject.should be_invalid
+    subject.errors.messages[:sec_type].should include "should be valid security type"
+  end
+
+  it 'becomes invalid if assigned wrong :right property' do
+    subject.right = 'BAR'
+    subject.should be_invalid
+    subject.errors.messages[:right].should include "should be put, call or none"
+  end
+
+  it 'becomes invalid if assigned wrong :expiry property' do
+    subject.expiry = 'BAR'
+    subject.should be_invalid
+    subject.errors.messages[:expiry].should include "should be YYYYMM or YYYYMMDD"
+  end
+
+  it 'becomes invalid if primary_exchange is set to SMART' do
+    subject.primary_exchange = 'SMART'
+    subject.should be_invalid
+    subject.errors.messages[:primary_exchange].should include "should not be SMART"
+  end
+
+end