ib-ruby 0.8.1 → 0.8.3
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- data/.gitignore +0 -1
- data/HISTORY +5 -0
- data/README.md +47 -53
- data/Rakefile +2 -1
- data/VERSION +1 -1
- data/app/assets/javascripts/ib/application.js +15 -0
- data/app/assets/javascripts/ib/underlyings.js +2 -0
- data/app/assets/stylesheets/ib/application.css +13 -0
- data/app/assets/stylesheets/ib/underlyings.css +4 -0
- data/app/assets/stylesheets/scaffold.css +56 -0
- data/app/controllers/ib/application_controller.rb +5 -0
- data/app/controllers/ib/underlyings_controller.rb +87 -0
- data/app/helpers/ib/application_helper.rb +4 -0
- data/app/helpers/ib/underlyings_helper.rb +4 -0
- data/app/models/ib/underlying.rb +5 -0
- data/app/views/ib/underlyings/_form.html.erb +33 -0
- data/app/views/ib/underlyings/edit.html.erb +6 -0
- data/app/views/ib/underlyings/index.html.erb +29 -0
- data/app/views/ib/underlyings/new.html.erb +5 -0
- data/app/views/ib/underlyings/show.html.erb +25 -0
- data/app/views/layouts/ib/application.html.erb +14 -0
- data/config/routes.rb +6 -0
- data/db/config.yml +19 -0
- data/db/migrate/{101_add_executions.rb → 101_add_ib_executions.rb} +2 -2
- data/db/migrate/{111_add_bars.rb → 111_add_ib_bars.rb} +2 -2
- data/db/migrate/{121_add_order_states.rb → 121_add_ib_order_states.rb} +2 -2
- data/db/migrate/{131_add_orders.rb → 131_add_ib_orders.rb} +2 -2
- data/db/migrate/{141_add_combo_legs.rb → 141_add_ib_combo_legs.rb} +2 -2
- data/db/migrate/{151_add_underlyings.rb → 151_add_ib_underlyings.rb} +2 -2
- data/db/migrate/{161_add_contract_details.rb → 161_add_ib_contract_details.rb} +2 -2
- data/db/migrate/{171_add_contracts.rb → 171_add_ib_contracts.rb} +2 -2
- data/db/schema.rb +245 -0
- data/lib/ib/base.rb +97 -0
- data/lib/ib/base_properties.rb +140 -0
- data/lib/{ib-ruby → ib}/connection.rb +2 -2
- data/lib/{ib-ruby → ib}/constants.rb +0 -0
- data/lib/{ib-ruby → ib}/db.rb +9 -5
- data/lib/ib/engine.rb +35 -0
- data/lib/{ib-ruby → ib}/errors.rb +0 -0
- data/lib/{ib-ruby → ib}/extensions.rb +2 -2
- data/lib/{ib-ruby → ib}/logger.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/abstract_message.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/abstract_message.rb +1 -1
- data/lib/{ib-ruby → ib}/messages/incoming/alert.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/contract_data.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/delta_neutral_validation.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/execution_data.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/historical_data.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/market_depths.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/next_valid_id.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/open_order.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/order_status.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/portfolio_value.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/real_time_bar.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/scanner_data.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming/ticks.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/incoming.rb +14 -14
- data/lib/{ib-ruby → ib}/messages/outgoing/abstract_message.rb +1 -1
- data/lib/{ib-ruby → ib}/messages/outgoing/bar_requests.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/outgoing/place_order.rb +0 -0
- data/lib/{ib-ruby → ib}/messages/outgoing.rb +5 -5
- data/lib/ib/messages.rb +8 -0
- data/lib/ib/model.rb +8 -0
- data/lib/ib/models.rb +10 -0
- data/lib/ib/requires.rb +9 -0
- data/lib/{ib-ruby → ib}/socket.rb +0 -0
- data/lib/{ib-ruby → ib}/symbols/forex.rb +1 -1
- data/lib/{ib-ruby → ib}/symbols/futures.rb +2 -2
- data/lib/{ib-ruby → ib}/symbols/options.rb +1 -1
- data/lib/{ib-ruby → ib}/symbols/stocks.rb +1 -1
- data/lib/ib/symbols.rb +9 -0
- data/lib/{ib-ruby → ib}/version.rb +0 -0
- data/lib/ib-ruby.rb +2 -24
- data/lib/ib.rb +23 -0
- data/lib/models/ib/bag.rb +51 -0
- data/lib/models/ib/bar.rb +41 -0
- data/lib/models/ib/combo_leg.rb +102 -0
- data/lib/models/ib/contract.rb +287 -0
- data/lib/models/ib/contract_detail.rb +68 -0
- data/lib/models/ib/execution.rb +62 -0
- data/lib/models/ib/option.rb +60 -0
- data/lib/models/ib/order.rb +389 -0
- data/lib/models/ib/order_state.rb +126 -0
- data/lib/models/ib/underlying.rb +35 -0
- data/spec/README.md +34 -2
- data/spec/TODO +5 -1
- data/spec/comb.rb +13 -0
- data/spec/db.rb +1 -1
- data/spec/db_helper.rb +3 -3
- data/spec/dummy.rb +13 -0
- data/spec/gw.rb +4 -0
- data/spec/{ib-ruby → ib}/connection_spec.rb +0 -0
- data/spec/{ib-ruby → ib}/messages/incoming/alert_spec.rb +0 -0
- data/spec/{ib-ruby → ib}/messages/incoming/open_order_spec.rb +0 -0
- data/spec/{ib-ruby → ib}/messages/incoming/order_status_spec.rb +16 -17
- data/spec/{ib-ruby → ib}/messages/outgoing/account_data_spec.rb +0 -0
- data/spec/{ib-ruby → ib}/messages/outgoing/market_data_type_spec.rb +0 -0
- data/spec/integration/historic_data_spec.rb +3 -3
- data/spec/integration/orders/trades_spec.rb +1 -1
- data/spec/{ib-ruby/models → models/ib}/bag_spec.rb +2 -7
- data/spec/{ib-ruby/models → models/ib}/bar_spec.rb +1 -6
- data/spec/{ib-ruby/models → models/ib}/combo_leg_spec.rb +2 -12
- data/spec/{ib-ruby/models → models/ib}/contract_detail_spec.rb +3 -8
- data/spec/{ib-ruby/models → models/ib}/contract_spec.rb +4 -12
- data/spec/{ib-ruby/models → models/ib}/execution_spec.rb +2 -7
- data/spec/{ib-ruby/models → models/ib}/option_spec.rb +1 -6
- data/spec/{ib-ruby/models → models/ib}/order_spec.rb +5 -10
- data/spec/{ib-ruby/models → models/ib}/order_state_spec.rb +2 -7
- data/spec/{ib-ruby/models → models/ib}/underlying_spec.rb +3 -7
- data/spec/my.rb +5 -0
- data/spec/spec_helper.rb +62 -36
- metadata +417 -544
- data/lib/ib-ruby/messages.rb +0 -8
- data/lib/ib-ruby/models/bag.rb +0 -54
- data/lib/ib-ruby/models/bar.rb +0 -43
- data/lib/ib-ruby/models/combo_leg.rb +0 -104
- data/lib/ib-ruby/models/contract.rb +0 -287
- data/lib/ib-ruby/models/contract_detail.rb +0 -70
- data/lib/ib-ruby/models/execution.rb +0 -64
- data/lib/ib-ruby/models/model.rb +0 -105
- data/lib/ib-ruby/models/model_properties.rb +0 -146
- data/lib/ib-ruby/models/option.rb +0 -62
- data/lib/ib-ruby/models/order.rb +0 -389
- data/lib/ib-ruby/models/order_state.rb +0 -128
- data/lib/ib-ruby/models/underlying.rb +0 -36
- data/lib/ib-ruby/models.rb +0 -15
- data/lib/ib-ruby/symbols.rb +0 -9
- data/spec/test.rb +0 -61
@@ -1,6 +1,6 @@
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require 'model_helper'
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-
describe IB::
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describe IB::OrderState,
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:props =>
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{:local_id => 23,
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:perm_id => 173276893,
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@@ -42,11 +42,6 @@ describe IB::Models::OrderState,
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it_behaves_like 'Self-equal Model'
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it_behaves_like 'Model with invalid defaults'
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it 'has class name shortcut' do
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IB::OrderState.should == IB::Models::OrderState
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IB::OrderState.new.should == IB::Models::OrderState.new
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end
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-
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context '#update_missing' do
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let(:nil_state) { IB::OrderState.new(:filled => nil, :remaining => nil,
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:price => nil, :average_price => nil) }
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@@ -108,4 +103,4 @@ describe IB::Models::OrderState,
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subject.should_not be_submitted
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end
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end # describe IB::
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end # describe IB::OrderState
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@@ -1,6 +1,6 @@
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require 'model_helper'
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describe IB::
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describe IB::Underlying,
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:props =>
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{:con_id => 234567,
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:delta => 0.55,
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@@ -17,13 +17,9 @@ describe IB::Models::Underlying,
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:assigns =>
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{[:con_id, :delta, :price] => numeric_assigns,
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} do
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} do
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it_behaves_like 'Self-equal Model'
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it_behaves_like 'Model with invalid defaults'
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IB::Underlying.should == IB::Models::Underlying
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IB::Underlying.new.should == IB::Models::Underlying.new
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end
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end # describe IB::Contract
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end # describe IB::ib/
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data/spec/my.rb
ADDED
data/spec/spec_helper.rb
CHANGED
@@ -1,61 +1,87 @@
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require 'rspec'
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require 'ib
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require 'ib'
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# Configure top level option indicating how the test suite should be run
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# Top (test suite) level metadata
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OPTS ||= {
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:verbose => false, #true, # Run test suite in a verbose mode ?
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:brokertron => false, # Use mock (Brokertron) instead of paper account ?
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:db => IB.db_backed?,
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:rails => IB.rails?
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}
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if OPTS[:brokertron]
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puts "Using Brokerton free.brokertron.com mock service."
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# Connection to mock (Brokertron) account
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OPTS[:connection] =
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OPTS[:connection] = {
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:client_id => 1111, # Client id that identifies the test suit
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:host => 'free.brokertron.com',
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:port => 10501
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}
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else
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# Connection to IB PAPER ACCOUNT
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-
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-
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ACCOUNT ||= 'DU60320'
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HOST ||= '127.0.0.1'
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PORT ||= 7496
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OPTS[:connection] = {
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:account => ACCOUNT, # Your IB PAPER ACCOUNT, tests will only run against it
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:host => HOST, # Where your TWS/gateway is located, likely '127.0.0.1'
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:port => PORT, # 4001 for Gateway, 7496 for TWS GUI
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:client_id => 1111, # Client id that identifies the test suit
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:reuters => true # Subscription to Reuters data enabled ?
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}
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end
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RSpec.configure do |config|
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-
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-
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when :us_trading_hours
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# 09:30 - 16:00 (ET) Mon-Fri 14:30 - 21:00 (UTC)
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!(t.wday >= 1 && t.wday <= 5 && t.hour >= 15 && t.hour <= 21)
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when :forex_trading_hours
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# 17:15 - 17:00 (ET) Sunday-Friday Forex 22:15 - 22:00 (UTC)
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!(t.wday > 0 && t.wday < 5 || t.wday == 5 && t.hour < 22)
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end
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end,
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-
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:db => proc { |condition| !IB::DB == condition }, # true/false
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-
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:reuters => proc { |condition| !OPTS[:connection][:reuters] == condition } # true/false
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}
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puts "Running specs '#{config.pattern}' with OPTS:"
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pp OPTS
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# config.filter = { :focus => true }
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# config.include(UserExampleHelpers)
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# config.mock_with :mocha
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# config.mock_with :flexmock
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# config.mock_with :rr
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config.exclusion_filter = {
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:if => proc do |condition|
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t = Time.now.utc
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case condition # NB: excludes if condition is false!
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when :us_trading_hours
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# 09:30 - 16:00 (ET) Mon-Fri 14:30 - 21:00 (UTC)
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!(t.wday >= 1 && t.wday <= 5 && t.hour >= 15 && t.hour <= 21)
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when :forex_trading_hours
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# 17:15 - 17:00 (ET) Sunday-Friday Forex 22:15 - 22:00 (UTC)
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!(t.wday > 0 && t.wday < 5 || t.wday == 5 && t.hour < 22)
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end
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end,
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:db => proc { |condition| IB.db_backed? != condition }, # true/false
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:rails => proc { |condition| IB.rails? != condition }, # true/false
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:reuters => proc { |condition| !OPTS[:connection][:reuters] == condition }, # true/false
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}
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if OPTS[:db]
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require 'database_cleaner'
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config.before(:suite) do
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DatabaseCleaner.strategy = :truncation
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DatabaseCleaner.clean
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end
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config.after(:suite) do
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DatabaseCleaner.clean
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end
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end
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-
end
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if OPTS[:rails]
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config.include IB::Engine.routes.url_helpers,
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:example_group => {:file_path => /\brails_spec\//}
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+
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config.include Capybara::DSL,
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:example_group => { :file_path => /\brails_spec\//}
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end
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end
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