ib-ruby 0.7.4 → 0.7.6

data/spec/order_helper.rb

@@ -17,6 +17,14 @@ shared_examples_for 'Placed Order' do
     it 'receives confirmation of Order submission' do
       order_should_be /Submit/ # ()Pre)Submitted
       status_should_be /Submit/
+
+      if @attached_order
+        if contract_type == :butterfly && @attached_order.tif == :good_till_cancelled
+          pending 'API Bug: Attached GTC orders not working for butterflies!'
+        else
+          order_should_be /Submit/, @attached_order
+        end
+      end
     end
   end # Placing
 
@@ -43,8 +51,8 @@ shared_examples_for 'Placed Order' do
       status_should_be /Submitted/
 
       if @attached_order
-        if contract_type == :butterfly && @attached_order.tif == 'GTC'
-          pending 'API Bug: Attached DAY orders not working for butterflies!'
+        if contract_type == :butterfly && @attached_order.tif == :good_till_cancelled
+          pending 'API Bug: Attached GTC orders not working for butterflies!'
         else
           order_should_be /Submit/, @attached_order
         end
@@ -54,21 +62,19 @@ shared_examples_for 'Placed Order' do
 
   context "Modifying Order" do
     before(:all) do
-      if defined?(contract_type) && contract_type == :butterfly
-        pending 'API Bug: Order modification not working for butterflies!'
-      else
-        # Modification only works for non-attached, non-combo orders
-        @order.total_quantity = 200
-        @order.limit_price += 0.05
-        @order.transmit = true
-        @ib.modify_order @order, @contract
-
-        if @attached_order
-          # Modify attached order, if any
-          @attached_order.limit_price *= 1.5
-          @attached_order.tif = 'GTC'
-          @ib.modify_order @attached_order, @contract
-        end
+      # Modification only works for non-attached orders
+      @order.total_quantity *= 2
+      @order.limit_price += 0.05
+      @order.transmit = true
+      @order.tif = 'GTC'
+      @ib.modify_order @order, @contract
+
+      if @attached_order
+        # Modify attached order, if any
+        @attached_order.limit_price += 0.05
+        @attached_order.total_quantity *= 2
+        @attached_order.tif = 'GTC'
+        @ib.modify_order @attached_order, @contract
       end
       @ib.send_message :RequestOpenOrders
       @ib.wait_for :OpenOrderEnd, 6 #sec
@@ -92,8 +98,8 @@ shared_examples_for 'Placed Order' do
       status_should_be /Submit/
 
       if @attached_order
-        if contract_type == :butterfly && @attached_order.tif == 'GTC'
-          pending 'API Bug: Attached DAY orders not working for butterflies!'
+        if contract_type == :butterfly && @attached_order.tif == :good_till_cancelled
+          pending 'API Bug: Attached GTC orders not working for butterflies!'
         else
           order_should_be /Submit/, @attached_order
         end
@@ -127,8 +133,8 @@ shared_examples_for 'Placed Order' do
     it 'receives cancellation Order Status' do
       status_should_be /Cancel/ # Cancelled / PendingCancel
       if @attached_order
-        if contract_type == :butterfly && @attached_order.tif == 'GTC'
-          pending 'API Bug: Attached DAY orders not working for butterflies!'
+        if contract_type == :butterfly && @attached_order.tif == :good_till_cancelled
+          pending 'API Bug: Attached GTC orders not working for butterflies!'
         else
           status_should_be /Cancel/, @attached_order
         end
@@ -145,7 +151,7 @@ end
 
 ### Helpers for placing and verifying orders
 
-def place_order contract, opts
+def place_order contract, opts = {}
   @contract = contract
   @order = IB::Order.new({:total_quantity => 100,
                           :limit_price => 9.13,
@@ -163,24 +169,25 @@ def status_should_be status, order=@order
   end
   msg.should_not be_nil
   msg.should be_an IB::Messages::Incoming::OrderStatus
-  msg.order_id.should == order.order_id
-  msg.perm_id.should be_an Integer
-  msg.client_id.should == OPTS[:connection][:client_id]
-  msg.parent_id.should == 0 unless @attached_order
-  msg.why_held.should == ''
+  order_state = msg.order_state
+  order_state.order_id.should == order.order_id
+  order_state.perm_id.should be_an Integer
+  order_state.client_id.should == OPTS[:connection][:client_id]
+  order_state.parent_id.should == 0 unless @attached_order
+  order_state.why_held.should == ''
 
   if @contract == IB::Symbols::Forex[:eurusd]
     # We know that this order filled for sure
-    msg.filled.should == 20000
-    msg.remaining.should == 0
-    msg.average_fill_price.should be > 1
-    msg.average_fill_price.should be < 2
-    msg.last_fill_price.should == msg.average_fill_price
+    order_state.filled.should == 20000
+    order_state.remaining.should == 0
+    order_state.average_fill_price.should be > 1
+    order_state.average_fill_price.should be < 2
+    order_state.last_fill_price.should == order_state.average_fill_price
   else
-    msg.filled.should == 0
-    msg.remaining.should == @order.total_quantity
-    msg.average_fill_price.should == 0
-    msg.last_fill_price.should == 0
+    order_state.filled.should == 0
+    order_state.remaining.should == order.total_quantity
+    order_state.average_fill_price.should == 0
+    order_state.last_fill_price.should == 0
   end
 end
 
@@ -216,5 +223,5 @@ def execution_should_be side, opts={}
   exec.price.should be > 1
   exec.price.should be < 2
   exec.price.should == exec.average_price
-  exec.liquidation.should == 0
+  exec.liquidation.should == false
 end

data/spec/spec_helper.rb

@@ -1,6 +1,30 @@
 require 'rspec'
 require 'ib-ruby'
 
+# Top level metadata for test suite level hacking
+OPTS ||= {
+    :verbose => false, #true, # Verbosity of test outputs
+    :brokertron => false, # Use mock (Brokertron) instead of paper account
+}
+
+if OPTS[:brokertron]
+  # Connection to mock (Brokertron) account
+  OPTS[:connection] =
+      {:client_id => 1111, # Just an arbitrary id
+       :host => 'free.brokertron.com',
+       :port=> 10501
+      }
+else
+  # Connection to IB PAPER ACCOUNT
+  OPTS[:connection] =
+      {:account_name => 'DU118180', # Your IB PAPER ACCOUNT, tests will only run against it
+       :client_id => 1111, #      Just an arbitrary id
+       :host => '10.211.55.2', #  Where your TWS/gateway is located, likely '127.0.0.1'
+       :port => 4001, #           4001 for Gateway, 7496 for TWS GUI
+       :reuters => true #         Subscription to Reuters data enabled ?
+      }
+end
+
 RSpec.configure do |config|
   config.exclusion_filter = {
       :if => proc do |condition|
@@ -13,34 +37,23 @@ RSpec.configure do |config|
             # 17:15 - 17:00 (ET) Sunday-Friday Forex  22:15 - 22:00 (UTC)
             !(t.wday > 0 && t.wday < 5 || t.wday == 5 && t.hour < 22)
         end
-      end
+      end,
+
+      :db => proc { |condition| !IB::DB == condition }, # true/false
+
+      :reuters => proc { |condition| !OPTS[:connection][:reuters] == condition } # true/false
   }
   # config.filter = { :focus => true }
   # config.include(UserExampleHelpers)
   # config.mock_with :mocha
   # config.mock_with :flexmock
   # config.mock_with :rr
-end
-
-# Top level metadata for test suite level hacking
-OPTS = {
-    :silent => true, #false, #true, # Verbosity of test outputs
-    :brokertron => false, # Use mock (Brokertron) instead of paper account
-}
 
-if OPTS[:brokertron]
-  # Connection to mock (Brokertron) account
-  OPTS[:connection] =
-      {:client_id => 1111, # Just an arbitrary id
-       :host => 'free.brokertron.com',
-       :port=> 10501
-      }
-else
-  # Connection to IB PAPER ACCOUNT
-  OPTS[:connection] =
-      {:account_name => 'DU118180', # Your IB PAPER ACCOUNT, tests will only run against it
-       :client_id => 1111, # Just an arbitrary id
-       :host => '10.211.55.2', # Where your TWS/gateway is located, likely '127.0.0.1'
-       :port => 4001 #           4001 for Gateway, 7496 for TWS GUI
-      }
+  if IB::DB
+    config.before(:suite) do
+      DatabaseCleaner.strategy = :truncation
+      DatabaseCleaner.clean
+    end
+  end
 end
+

data/spec/v.rb

@@ -0,0 +1,7 @@
+puts 'To run specs with (extremely) verbose output, use:'
+puts '$ rspec -rv spec'
+
+OPTS ||= {
+    :verbose => true, #false, #true, # Verbosity of test outputs
+    :brokertron => false, # Do not use mock service (Brokertron)
+}

data/tasks/doc.rake

@@ -2,7 +2,7 @@ desc 'Alias to doc:rdoc'
 task :doc => 'doc:rdoc'
 
 namespace :doc do
-  require 'rake/rdoctask'
+  require 'rdoc/task'
   Rake::RDocTask.new do |rdoc|
 #    Rake::RDocTask.new(:rdoc => "rdoc", :clobber_rdoc => "clobber", :rerdoc => "rerdoc") do |rdoc|
     rdoc.rdoc_dir = DOC_PATH.basename.to_s

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.7.4
+  version: 0.7.6
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-04-04 00:00:00 Z
+date: 2012-04-18 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -25,27 +25,93 @@ dependencies:
     type: :runtime
     version_requirements: *id001
   - !ruby/object:Gem::Dependency 
-    name: rspec
+    name: activerecord
     prerelease: false
     requirement: &id002 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: 0.0.1
+    type: :runtime
+    version_requirements: *id002
+  - !ruby/object:Gem::Dependency 
+    name: activerecord-jdbcsqlite3-adapter
+    prerelease: false
+    requirement: &id003 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: 1.2.2
+    type: :runtime
+    version_requirements: *id003
+  - !ruby/object:Gem::Dependency 
+    name: jdbc-sqlite3
+    prerelease: false
+    requirement: &id004 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: 3.7.2
+    type: :runtime
+    version_requirements: *id004
+  - !ruby/object:Gem::Dependency 
+    name: xml-simple
+    prerelease: false
+    requirement: &id005 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: 1.1.1
+    type: :runtime
+    version_requirements: *id005
+  - !ruby/object:Gem::Dependency 
+    name: standalone_migrations
+    prerelease: false
+    requirement: &id006 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: "0"
+    type: :development
+    version_requirements: *id006
+  - !ruby/object:Gem::Dependency 
+    name: database_cleaner
+    prerelease: false
+    requirement: &id007 !ruby/object:Gem::Requirement 
       none: false
       requirements: 
         - - ">="
           - !ruby/object:Gem::Version 
             version: 2.8.0
     type: :development
-    version_requirements: *id002
+    version_requirements: *id007
+  - !ruby/object:Gem::Dependency 
+    name: rspec
+    prerelease: false
+    requirement: &id008 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: 2.8.0
+    type: :development
+    version_requirements: *id008
   - !ruby/object:Gem::Dependency 
     name: my_scripts
     prerelease: false
-    requirement: &id003 !ruby/object:Gem::Requirement 
+    requirement: &id009 !ruby/object:Gem::Requirement 
       none: false
       requirements: 
         - - ">="
           - !ruby/object:Gem::Version 
             version: "0"
     type: :development
-    version_requirements: *id003
+    version_requirements: *id009
 description: Ruby Implementation of the Interactive Brokers TWS API
 email: 
   - pjlegato@gmail.com
@@ -56,6 +122,7 @@ executables:
   - contract_details
   - depth_of_market
   - fa_accounts
+  - fundamental_data
   - historic_data
   - historic_data_cli
   - list_orders
@@ -76,6 +143,7 @@ files:
   - bin/contract_details
   - bin/depth_of_market
   - bin/fa_accounts
+  - bin/fundamental_data
   - bin/historic_data
   - bin/historic_data_cli
   - bin/list_orders
@@ -89,6 +157,7 @@ files:
   - lib/ib-ruby.rb
   - lib/ib-ruby/connection.rb
   - lib/ib-ruby/constants.rb
+  - lib/ib-ruby/db.rb
   - lib/ib-ruby/errors.rb
   - lib/ib-ruby/extensions.rb
   - lib/ib-ruby/logger.rb
@@ -100,8 +169,22 @@ files:
   - lib/ib-ruby/messages/abstract_message.rb
   - lib/ib-ruby/messages/incoming.rb
   - lib/ib-ruby/messages/outgoing.rb
+  - lib/ib-ruby/messages/incoming/abstract_message.rb
+  - lib/ib-ruby/messages/incoming/alert.rb
+  - lib/ib-ruby/messages/incoming/contract_data.rb
+  - lib/ib-ruby/messages/incoming/delta_neutral_validation.rb
+  - lib/ib-ruby/messages/incoming/execution_data.rb
+  - lib/ib-ruby/messages/incoming/historical_data.rb
+  - lib/ib-ruby/messages/incoming/market_depths.rb
   - lib/ib-ruby/messages/incoming/open_order.rb
+  - lib/ib-ruby/messages/incoming/order_status.rb
+  - lib/ib-ruby/messages/incoming/portfolio_value.rb
+  - lib/ib-ruby/messages/incoming/real_time_bar.rb
+  - lib/ib-ruby/messages/incoming/scanner_data.rb
   - lib/ib-ruby/messages/incoming/ticks.rb
+  - lib/ib-ruby/messages/outgoing/abstract_message.rb
+  - lib/ib-ruby/messages/outgoing/bar_requests.rb
+  - lib/ib-ruby/messages/outgoing/place_order.rb
   - lib/ib-ruby/models/bar.rb
   - lib/ib-ruby/models/combo_leg.rb
   - lib/ib-ruby/models/contracts.rb
@@ -109,6 +192,7 @@ files:
   - lib/ib-ruby/models/model.rb
   - lib/ib-ruby/models/model_properties.rb
   - lib/ib-ruby/models/order.rb
+  - lib/ib-ruby/models/order_state.rb
   - lib/ib-ruby/models/contracts/bag.rb
   - lib/ib-ruby/models/contracts/contract.rb
   - lib/ib-ruby/models/contracts/option.rb
@@ -118,29 +202,39 @@ files:
   - lib/ib-ruby/symbols/stocks.rb
   - spec/account_helper.rb
   - spec/combo_helper.rb
+  - spec/db.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
+  - spec/model_helper.rb
   - spec/order_helper.rb
   - spec/README.md
   - spec/spec_helper.rb
   - spec/TODO
+  - spec/v.rb
   - spec/ib-ruby/connection_spec.rb
-  - spec/ib-ruby/messages/incoming_spec.rb
-  - spec/ib-ruby/messages/outgoing_spec.rb
+  - spec/ib-ruby/messages/incoming/alert_spec.rb
+  - spec/ib-ruby/messages/incoming/open_order_spec.rb
+  - spec/ib-ruby/messages/incoming/order_status_spec.rb
+  - spec/ib-ruby/messages/outgoing/account_data_spec.rb
+  - spec/ib-ruby/messages/outgoing/market_data_type_spec.rb
+  - spec/ib-ruby/models/bag_spec.rb
+  - spec/ib-ruby/models/bar_spec.rb
   - spec/ib-ruby/models/combo_leg_spec.rb
   - spec/ib-ruby/models/contract_spec.rb
   - spec/ib-ruby/models/execution_spec.rb
+  - spec/ib-ruby/models/option_spec.rb
   - spec/ib-ruby/models/order_spec.rb
+  - spec/ib-ruby/models/order_state_spec.rb
   - spec/integration/account_info_spec.rb
   - spec/integration/contract_info_spec.rb
   - spec/integration/depth_data_spec.rb
+  - spec/integration/fundamental_data_spec.rb
   - spec/integration/historic_data_spec.rb
   - spec/integration/market_data_spec.rb
   - spec/integration/option_data_spec.rb
   - spec/integration/orders/attached_spec.rb
   - spec/integration/orders/combo_spec.rb
   - spec/integration/orders/execution_spec.rb
-  - spec/integration/orders/open_order
   - spec/integration/orders/placement_spec.rb
   - spec/integration/orders/valid_ids_spec.rb
   - tasks/common.rake
@@ -186,29 +280,39 @@ summary: Ruby Implementation of the Interactive Brokers TWS API
 test_files: 
   - spec/account_helper.rb
   - spec/combo_helper.rb
+  - spec/db.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
+  - spec/model_helper.rb
   - spec/order_helper.rb
   - spec/README.md
   - spec/spec_helper.rb
   - spec/TODO
+  - spec/v.rb
   - spec/ib-ruby/connection_spec.rb
-  - spec/ib-ruby/messages/incoming_spec.rb
-  - spec/ib-ruby/messages/outgoing_spec.rb
+  - spec/ib-ruby/messages/incoming/alert_spec.rb
+  - spec/ib-ruby/messages/incoming/open_order_spec.rb
+  - spec/ib-ruby/messages/incoming/order_status_spec.rb
+  - spec/ib-ruby/messages/outgoing/account_data_spec.rb
+  - spec/ib-ruby/messages/outgoing/market_data_type_spec.rb
+  - spec/ib-ruby/models/bag_spec.rb
+  - spec/ib-ruby/models/bar_spec.rb
   - spec/ib-ruby/models/combo_leg_spec.rb
   - spec/ib-ruby/models/contract_spec.rb
   - spec/ib-ruby/models/execution_spec.rb
+  - spec/ib-ruby/models/option_spec.rb
   - spec/ib-ruby/models/order_spec.rb
+  - spec/ib-ruby/models/order_state_spec.rb
   - spec/integration/account_info_spec.rb
   - spec/integration/contract_info_spec.rb
   - spec/integration/depth_data_spec.rb
+  - spec/integration/fundamental_data_spec.rb
   - spec/integration/historic_data_spec.rb
   - spec/integration/market_data_spec.rb
   - spec/integration/option_data_spec.rb
   - spec/integration/orders/attached_spec.rb
   - spec/integration/orders/combo_spec.rb
   - spec/integration/orders/execution_spec.rb
-  - spec/integration/orders/open_order
   - spec/integration/orders/placement_spec.rb
   - spec/integration/orders/valid_ids_spec.rb
 has_rdoc: