ib-ruby 0.7.6 → 0.7.8

data/spec/model_helper.rb

@@ -1,9 +1,137 @@
 require 'spec_helper'
+require 'db_helper'
 
 def codes_and_values_for property
   Hash[IB::VALUES[property].map { |code, value| [[code, value], value] }]
 end
 
+def numeric_assigns
+  {1313 => 1313,
+   [:foo, 'BAR'] => /is not a number/,
+   nil => /is not a number/}
+end
+
+def numeric_or_nil_assigns
+  numeric_assigns.merge(nil => nil)
+end
+
+def to_i_assigns
+  {[1313, '1313'] => 1313,
+   ['foo', 'BAR', nil, '', 0] => 0, } # Symbols NOT coerced! They DO have int equivalent
+end
+
+def float_assigns
+  {13.13 => 13.13,
+   13 => 13.0,
+   nil => /is not a number/,
+   [:foo, 'BAR'] => /is not a number/}
+end
+
+def to_f_assigns
+  {13.13 => 13.13,
+   13 => 13.0,
+   [:foo, 'BAR', '', nil, 0] => 0.0}
+end
+
+def float_or_nil_assigns
+  float_assigns.merge(nil => nil)
+end
+
+def boolean_assigns
+  {[1, true, 't'] => true,
+   [0, false, 'f'] => false}
+end
+
+def string_assigns
+  {[:Bar, 'Bar'] => 'Bar',
+   [:foo, 'foo'] => 'foo'}
+end
+
+def string_upcase_assigns
+  {[:cboe, :Cboe, 'cboE', 'CBOE'] => 'CBOE',
+   [:bar, 'Bar'] => 'BAR',
+   [:foo, 'foo'] => 'FOO'}
+end
+
+def open_close_assigns
+  {['SAME', 'same', 'S', 's', :same, 0, '0'] => :same,
+   ['OPEN', 'open', 'O', 'o', :open, 1, '1'] => :open,
+   ['CLOSE', 'close', 'C', 'c', :close, 2, '2'] => :close,
+   ['UNKNOWN', 'unknown', 'U', 'u', :unknown, 3, '3'] => :unknown,
+   [42, nil, 'Foo', :bar] => /should be same.open.close.unknown/}
+end
+
+def buy_sell_assigns
+  {['BOT', 'BUY', 'Buy', 'buy', :BUY, :BOT, :Buy, :buy, 'B', :b] => :buy,
+   ['SELL', 'SLD', 'Sel', 'sell', :SELL, :SLD, :Sell, :sell, 'S', :S] => :sell,
+   [1, nil, 'ASK', :foo] => /should be buy.sell/
+  }
+end
+
+def buy_sell_short_assigns
+  buy_sell_assigns.merge(
+      ['SSHORT', 'Short', 'short', :SHORT, :short, 'T', :T] => :short,
+      ['SSHORTX', 'Shortextemt', 'shortx', :short_exempt, 'X', :X] => :short_exempt,
+      [1, nil, 'ASK', :foo] => /should be buy.sell.short/)
+end
+
+def test_assigns cases, prop, name
+
+  # 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|
+    #p prop, cases
+
+    # For all values in this test case ...
+    [values].flatten.each do |value|
+      #p prop, name, value, result
+
+      # Assigning this value to a 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.valid? # just triggers validation
+
+          #pp subject.errors.messages
+
+          subject.errors.messages.should have_key name
+          subject.should be_invalid
+          msg = subject.errors.messages[name].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
+          if was_valid
+            # Assignment keeps validity
+            subject.errors.messages.should_not have_key name
+            subject.should be_valid
+          end
+
+          if name != prop # additional asserts for aliases
+
+            # Assignment to alias changes property as well
+            subject.send("#{name}").should == result
+
+            # Unsetting alias unsets property as well
+            subject.send "#{prop}=", nil # unset alias
+            subject.send("#{prop}").should be_blank #== nil
+            subject.send("#{name}").should be_blank #== nil
+
+            # Assignment to original property changes alias as well
+            subject.send "#{name}=", value
+            subject.send("#{prop}").should == result
+          end
+      end
+    end
+  end
+end
+
 shared_examples_for 'Model' do
   context 'instantiation without properties' do
     subject { described_class.new }
@@ -18,7 +146,12 @@ shared_examples_for 'Model' do
 
 
     it 'has correct human-readeable format' do
-      subject.to_human.should == human
+      case human
+        when Regexp
+          subject.to_human.should =~ human
+        else
+          subject.to_human.should == human
+      end
     end
   end
 end
@@ -39,10 +172,11 @@ 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|
+    subject.default_attributes.each do |name, value|
+      #p name, value
       case value
-        when Module, Class
-          subject.send(name).should be_a value
+        when Time
+          subject.send(name).should be_a Time
         else
           subject.send(name).should == value
       end
@@ -65,9 +199,6 @@ shared_examples_for 'Model instantiated with properties' do
 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 {
@@ -80,82 +211,33 @@ shared_examples_for 'Model properties' do
 
   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|
+      [props].flatten.each { |prop| test_assigns cases, prop, prop }
 
-          # 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
 
+  it 'sets values to to aliased properties as well' do
+    defined?(aliases) && aliases.each do |alinames, cases|
+      name, aliases = *alinames
+      # For each original property or alias...
+      [name, aliases].flatten.each { |prop| test_assigns cases, prop, name }
+    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
+  it_behaves_like 'Valid DB-backed Model'
 end
 
 shared_examples_for 'Invalid Model' do
+
   it 'does not validate' do
     subject.should_not be_valid
     subject.should be_invalid
@@ -163,27 +245,10 @@ shared_examples_for 'Invalid Model' do
     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
+  it_behaves_like 'Invalid DB-backed Model'
 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

data/spec/order_helper.rb

@@ -4,9 +4,17 @@ shared_examples_for 'Placed Order' do
   context "Placing" do
     after(:all) { clean_connection } # Clear logs and message collector
 
-    it 'changes client`s next_order_id' do
-      @order_id_placed.should == @order_id_before
-      @ib.next_order_id.should be >= @order_id_before
+    it 'sets placement-related properties' do
+      @order.placed_at.should be_a Time
+      @order.modified_at.should be_a Time
+      @order.placed_at.should == @order.modified_at
+      @order.local_id.should be_an Integer
+      @order.local_id.should == @local_id_before
+    end
+
+    it 'changes client`s next_local_id' do
+      @local_id_placed.should == @local_id_before
+      @ib.next_local_id.should be >= @local_id_before
     end
 
     it 'receives all appropriate response messages' do
@@ -25,6 +33,7 @@ shared_examples_for 'Placed Order' do
           order_should_be /Submit/, @attached_order
         end
       end
+
     end
   end # Placing
 
@@ -36,8 +45,8 @@ shared_examples_for 'Placed Order' do
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    it 'does not increase client`s next_order_id further' do
-      @ib.next_order_id.should == @order_id_after
+    it 'does not increase client`s next_local_id further' do
+      @ib.next_local_id.should == @local_id_after
     end
 
     it 'receives all appropriate response messages' do
@@ -50,6 +59,8 @@ shared_examples_for 'Placed Order' do
       order_should_be /Submitted/
       status_should_be /Submitted/
 
+      #pp @ib.received[:OpenOrder].first
+      #
       if @attached_order
         if contract_type == :butterfly && @attached_order.tif == :good_till_cancelled
           pending 'API Bug: Attached GTC orders not working for butterflies!'
@@ -82,8 +93,14 @@ shared_examples_for 'Placed Order' do
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    it 'does not increase client`s next_order_id further' do
-      @ib.next_order_id.should == @order_id_after
+    it 'sets placement-related properties' do
+      @order.modified_at.should be_a Time
+      @order.placed_at.should_not == @order.modified_at
+    end
+
+    it 'does not increase client`s or order`s local_id any more' do
+      @order.local_id.should == @local_id_before
+      @ib.next_local_id.should == @local_id_after
     end
 
     it 'receives all appropriate response messages' do
@@ -109,14 +126,14 @@ shared_examples_for 'Placed Order' do
 
   context "Cancelling placed order" do
     before(:all) do
-      @ib.cancel_order @order_id_placed
+      @ib.cancel_order @local_id_placed
       @ib.wait_for [:OrderStatus, 3], :Alert
     end
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    it 'does not increase client`s next_order_id further' do
-      @ib.next_order_id.should == @order_id_after
+    it 'does not increase client`s next_local_id further' do
+      @ib.next_local_id.should == @local_id_after
     end
 
     it 'only receives OpenOrder message with PendingCancel' do
@@ -157,20 +174,20 @@ def place_order contract, opts = {}
                           :limit_price => 9.13,
                           :action => 'BUY',
                           :order_type => 'LMT'}.merge(opts))
-  @order_id_before = @ib.next_order_id
-  @order_id_placed = @ib.place_order @order, @contract
-  @order_id_after = @ib.next_order_id
+  @local_id_before = @ib.next_local_id
+  @local_id_placed = @ib.place_order @order, @contract
+  @local_id_after = @ib.next_local_id
 end
 
 def status_should_be status, order=@order
   msg = @ib.received[:OrderStatus].find do |msg|
-    msg.order_id == order.order_id &&
+    msg.local_id == order.local_id &&
         status.is_a?(Regexp) ? msg.status =~ status : msg.status == status
   end
   msg.should_not be_nil
   msg.should be_an IB::Messages::Incoming::OrderStatus
   order_state = msg.order_state
-  order_state.order_id.should == order.order_id
+  order_state.local_id.should == order.local_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
@@ -193,7 +210,7 @@ end
 
 def order_should_be status, order=@order
   msg = @ib.received[:OpenOrder].find do |msg|
-    msg.order_id == order.order_id &&
+    msg.local_id == order.local_id &&
         status.is_a?(Regexp) ? msg.status =~ status : msg.status == status
   end
   msg.should_not be_nil
@@ -211,8 +228,8 @@ def execution_should_be side, opts={}
   exec.perm_id.should be_an Integer
   exec.perm_id.should == @ib.received[:OpenOrder].last.order.perm_id if @ib.received?(:OpenOrder)
   exec.client_id.should == OPTS[:connection][:client_id]
-  exec.order_id.should be_an Integer
-  exec.order_id.should == @order.order_id if @order
+  exec.local_id.should be_an Integer
+  exec.local_id.should == @order.local_id if @order
   exec.exec_id.should be_a String
   exec.time.should =~ /\d\d:\d\d:\d\d/
   exec.account_name.should == OPTS[:connection][:account_name]

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.7.6
+  version: 0.7.8
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-04-18 00:00:00 Z
+date: 2012-04-23 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -21,7 +21,7 @@ dependencies:
       requirements: 
         - - ">="
           - !ruby/object:Gem::Version 
-            version: 1.0.20
+            version: 1.1.3
     type: :runtime
     version_requirements: *id001
   - !ruby/object:Gem::Dependency 
@@ -98,7 +98,7 @@ dependencies:
       requirements: 
         - - ">="
           - !ruby/object:Gem::Version 
-            version: 2.8.0
+            version: 2.9.0
     type: :development
     version_requirements: *id008
   - !ruby/object:Gem::Dependency 
@@ -176,6 +176,7 @@ files:
   - 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/next_valid_id.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
@@ -185,17 +186,18 @@ files:
   - 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/bag.rb
   - lib/ib-ruby/models/bar.rb
   - lib/ib-ruby/models/combo_leg.rb
-  - lib/ib-ruby/models/contracts.rb
+  - lib/ib-ruby/models/contract.rb
+  - lib/ib-ruby/models/contract_detail.rb
   - lib/ib-ruby/models/execution.rb
   - lib/ib-ruby/models/model.rb
   - lib/ib-ruby/models/model_properties.rb
+  - lib/ib-ruby/models/option.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
+  - lib/ib-ruby/models/underlying.rb
   - lib/ib-ruby/symbols/forex.rb
   - lib/ib-ruby/symbols/futures.rb
   - lib/ib-ruby/symbols/options.rb
@@ -203,6 +205,7 @@ files:
   - spec/account_helper.rb
   - spec/combo_helper.rb
   - spec/db.rb
+  - spec/db_helper.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
   - spec/model_helper.rb
@@ -220,11 +223,13 @@ files:
   - 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_detail_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/ib-ruby/models/underlying_spec.rb
   - spec/integration/account_info_spec.rb
   - spec/integration/contract_info_spec.rb
   - spec/integration/depth_data_spec.rb
@@ -234,8 +239,8 @@ files:
   - 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/placement_spec.rb
+  - spec/integration/orders/trades_spec.rb
   - spec/integration/orders/valid_ids_spec.rb
   - tasks/common.rake
   - tasks/doc.rake
@@ -281,6 +286,7 @@ test_files:
   - spec/account_helper.rb
   - spec/combo_helper.rb
   - spec/db.rb
+  - spec/db_helper.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
   - spec/model_helper.rb
@@ -298,11 +304,13 @@ test_files:
   - 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_detail_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/ib-ruby/models/underlying_spec.rb
   - spec/integration/account_info_spec.rb
   - spec/integration/contract_info_spec.rb
   - spec/integration/depth_data_spec.rb
@@ -312,7 +320,7 @@ test_files:
   - 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/placement_spec.rb
+  - spec/integration/orders/trades_spec.rb
   - spec/integration/orders/valid_ids_spec.rb
 has_rdoc: 

data/lib/ib-ruby/models/contracts/bag.rb

@@ -1,62 +0,0 @@
-require 'ib-ruby/models/contracts/contract'
-
-module IB
-  module Models
-    module Contracts
-
-      # "BAG" is not really a contract, but a combination (combo) of securities.
-      # AKA basket or bag of securities. Individual securities in combo are represented
-      # by ComboLeg objects.
-      class Bag < Contract
-        # General Notes:
-        # 1. :exchange for the leg definition must match that of the combination order.
-        # The exception is for a STK legs, which must specify the SMART exchange.
-        # 2. :symbol => "USD" For combo Contract, this is an arbitrary value (like "USD")
-
-        validates_format_of :sec_type, :with => /^bag$/, :message => "should be a bag"
-        validates_format_of :right, :with => /^none$/, :message => "should be none"
-        validates_format_of :expiry, :with => /^$/, :message => "should be blank"
-        validate :legs_cannot_be_empty
-
-        def legs_cannot_be_empty
-          errors.add(:legs, "legs cannot be empty") if legs.empty?
-        end
-
-        def initialize opts = {}
-          @legs = Array.new
-          self.sec_type = :bag
-          super opts
-        end
-
-        def description
-          self[:description] || to_human
-        end
-
-        def to_human
-          "<Bag: #{[symbol, exchange, currency].join(' ')} legs: #{legs_description} >"
-        end
-
-        ### Leg-related methods
-        # TODO: Rewrite with legs and legs_description being strictly in sync...
-
-        # TODO: Find a way to serialize legs without references...
-        # IB-equivalent leg description.
-        def legs_description
-          self[:legs_description] || legs.map { |leg| "#{leg.con_id}|#{leg.weight}" }.join(',')
-        end
-
-        # Check if two Contracts have same legs (maybe in different order)
-        def same_legs? other
-          legs == other.legs ||
-              legs_description.split(',').sort == other.legs_description.split(',').sort
-        end
-
-        # Contract comparison
-        def == other
-          super && same_legs?(other)
-        end
-
-      end # class Bag
-    end # Contracts
-  end # Models
-end # IB