ib-ruby 0.8.1 → 0.8.3

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Files changed (128) hide show
  1. data/.gitignore +0 -1
  2. data/HISTORY +5 -0
  3. data/README.md +47 -53
  4. data/Rakefile +2 -1
  5. data/VERSION +1 -1
  6. data/app/assets/javascripts/ib/application.js +15 -0
  7. data/app/assets/javascripts/ib/underlyings.js +2 -0
  8. data/app/assets/stylesheets/ib/application.css +13 -0
  9. data/app/assets/stylesheets/ib/underlyings.css +4 -0
  10. data/app/assets/stylesheets/scaffold.css +56 -0
  11. data/app/controllers/ib/application_controller.rb +5 -0
  12. data/app/controllers/ib/underlyings_controller.rb +87 -0
  13. data/app/helpers/ib/application_helper.rb +4 -0
  14. data/app/helpers/ib/underlyings_helper.rb +4 -0
  15. data/app/models/ib/underlying.rb +5 -0
  16. data/app/views/ib/underlyings/_form.html.erb +33 -0
  17. data/app/views/ib/underlyings/edit.html.erb +6 -0
  18. data/app/views/ib/underlyings/index.html.erb +29 -0
  19. data/app/views/ib/underlyings/new.html.erb +5 -0
  20. data/app/views/ib/underlyings/show.html.erb +25 -0
  21. data/app/views/layouts/ib/application.html.erb +14 -0
  22. data/config/routes.rb +6 -0
  23. data/db/config.yml +19 -0
  24. data/db/migrate/{101_add_executions.rb → 101_add_ib_executions.rb} +2 -2
  25. data/db/migrate/{111_add_bars.rb → 111_add_ib_bars.rb} +2 -2
  26. data/db/migrate/{121_add_order_states.rb → 121_add_ib_order_states.rb} +2 -2
  27. data/db/migrate/{131_add_orders.rb → 131_add_ib_orders.rb} +2 -2
  28. data/db/migrate/{141_add_combo_legs.rb → 141_add_ib_combo_legs.rb} +2 -2
  29. data/db/migrate/{151_add_underlyings.rb → 151_add_ib_underlyings.rb} +2 -2
  30. data/db/migrate/{161_add_contract_details.rb → 161_add_ib_contract_details.rb} +2 -2
  31. data/db/migrate/{171_add_contracts.rb → 171_add_ib_contracts.rb} +2 -2
  32. data/db/schema.rb +245 -0
  33. data/lib/ib/base.rb +97 -0
  34. data/lib/ib/base_properties.rb +140 -0
  35. data/lib/{ib-ruby → ib}/connection.rb +2 -2
  36. data/lib/{ib-ruby → ib}/constants.rb +0 -0
  37. data/lib/{ib-ruby → ib}/db.rb +9 -5
  38. data/lib/ib/engine.rb +35 -0
  39. data/lib/{ib-ruby → ib}/errors.rb +0 -0
  40. data/lib/{ib-ruby → ib}/extensions.rb +2 -2
  41. data/lib/{ib-ruby → ib}/logger.rb +0 -0
  42. data/lib/{ib-ruby → ib}/messages/abstract_message.rb +0 -0
  43. data/lib/{ib-ruby → ib}/messages/incoming/abstract_message.rb +1 -1
  44. data/lib/{ib-ruby → ib}/messages/incoming/alert.rb +0 -0
  45. data/lib/{ib-ruby → ib}/messages/incoming/contract_data.rb +0 -0
  46. data/lib/{ib-ruby → ib}/messages/incoming/delta_neutral_validation.rb +0 -0
  47. data/lib/{ib-ruby → ib}/messages/incoming/execution_data.rb +0 -0
  48. data/lib/{ib-ruby → ib}/messages/incoming/historical_data.rb +0 -0
  49. data/lib/{ib-ruby → ib}/messages/incoming/market_depths.rb +0 -0
  50. data/lib/{ib-ruby → ib}/messages/incoming/next_valid_id.rb +0 -0
  51. data/lib/{ib-ruby → ib}/messages/incoming/open_order.rb +0 -0
  52. data/lib/{ib-ruby → ib}/messages/incoming/order_status.rb +0 -0
  53. data/lib/{ib-ruby → ib}/messages/incoming/portfolio_value.rb +0 -0
  54. data/lib/{ib-ruby → ib}/messages/incoming/real_time_bar.rb +0 -0
  55. data/lib/{ib-ruby → ib}/messages/incoming/scanner_data.rb +0 -0
  56. data/lib/{ib-ruby → ib}/messages/incoming/ticks.rb +0 -0
  57. data/lib/{ib-ruby → ib}/messages/incoming.rb +14 -14
  58. data/lib/{ib-ruby → ib}/messages/outgoing/abstract_message.rb +1 -1
  59. data/lib/{ib-ruby → ib}/messages/outgoing/bar_requests.rb +0 -0
  60. data/lib/{ib-ruby → ib}/messages/outgoing/place_order.rb +0 -0
  61. data/lib/{ib-ruby → ib}/messages/outgoing.rb +5 -5
  62. data/lib/ib/messages.rb +8 -0
  63. data/lib/ib/model.rb +8 -0
  64. data/lib/ib/models.rb +10 -0
  65. data/lib/ib/requires.rb +9 -0
  66. data/lib/{ib-ruby → ib}/socket.rb +0 -0
  67. data/lib/{ib-ruby → ib}/symbols/forex.rb +1 -1
  68. data/lib/{ib-ruby → ib}/symbols/futures.rb +2 -2
  69. data/lib/{ib-ruby → ib}/symbols/options.rb +1 -1
  70. data/lib/{ib-ruby → ib}/symbols/stocks.rb +1 -1
  71. data/lib/ib/symbols.rb +9 -0
  72. data/lib/{ib-ruby → ib}/version.rb +0 -0
  73. data/lib/ib-ruby.rb +2 -24
  74. data/lib/ib.rb +23 -0
  75. data/lib/models/ib/bag.rb +51 -0
  76. data/lib/models/ib/bar.rb +41 -0
  77. data/lib/models/ib/combo_leg.rb +102 -0
  78. data/lib/models/ib/contract.rb +287 -0
  79. data/lib/models/ib/contract_detail.rb +68 -0
  80. data/lib/models/ib/execution.rb +62 -0
  81. data/lib/models/ib/option.rb +60 -0
  82. data/lib/models/ib/order.rb +389 -0
  83. data/lib/models/ib/order_state.rb +126 -0
  84. data/lib/models/ib/underlying.rb +35 -0
  85. data/spec/README.md +34 -2
  86. data/spec/TODO +5 -1
  87. data/spec/comb.rb +13 -0
  88. data/spec/db.rb +1 -1
  89. data/spec/db_helper.rb +3 -3
  90. data/spec/dummy.rb +13 -0
  91. data/spec/gw.rb +4 -0
  92. data/spec/{ib-ruby → ib}/connection_spec.rb +0 -0
  93. data/spec/{ib-ruby → ib}/messages/incoming/alert_spec.rb +0 -0
  94. data/spec/{ib-ruby → ib}/messages/incoming/open_order_spec.rb +0 -0
  95. data/spec/{ib-ruby → ib}/messages/incoming/order_status_spec.rb +16 -17
  96. data/spec/{ib-ruby → ib}/messages/outgoing/account_data_spec.rb +0 -0
  97. data/spec/{ib-ruby → ib}/messages/outgoing/market_data_type_spec.rb +0 -0
  98. data/spec/integration/historic_data_spec.rb +3 -3
  99. data/spec/integration/orders/trades_spec.rb +1 -1
  100. data/spec/{ib-ruby/models → models/ib}/bag_spec.rb +2 -7
  101. data/spec/{ib-ruby/models → models/ib}/bar_spec.rb +1 -6
  102. data/spec/{ib-ruby/models → models/ib}/combo_leg_spec.rb +2 -12
  103. data/spec/{ib-ruby/models → models/ib}/contract_detail_spec.rb +3 -8
  104. data/spec/{ib-ruby/models → models/ib}/contract_spec.rb +4 -12
  105. data/spec/{ib-ruby/models → models/ib}/execution_spec.rb +2 -7
  106. data/spec/{ib-ruby/models → models/ib}/option_spec.rb +1 -6
  107. data/spec/{ib-ruby/models → models/ib}/order_spec.rb +5 -10
  108. data/spec/{ib-ruby/models → models/ib}/order_state_spec.rb +2 -7
  109. data/spec/{ib-ruby/models → models/ib}/underlying_spec.rb +3 -7
  110. data/spec/my.rb +5 -0
  111. data/spec/spec_helper.rb +62 -36
  112. metadata +417 -544
  113. data/lib/ib-ruby/messages.rb +0 -8
  114. data/lib/ib-ruby/models/bag.rb +0 -54
  115. data/lib/ib-ruby/models/bar.rb +0 -43
  116. data/lib/ib-ruby/models/combo_leg.rb +0 -104
  117. data/lib/ib-ruby/models/contract.rb +0 -287
  118. data/lib/ib-ruby/models/contract_detail.rb +0 -70
  119. data/lib/ib-ruby/models/execution.rb +0 -64
  120. data/lib/ib-ruby/models/model.rb +0 -105
  121. data/lib/ib-ruby/models/model_properties.rb +0 -146
  122. data/lib/ib-ruby/models/option.rb +0 -62
  123. data/lib/ib-ruby/models/order.rb +0 -389
  124. data/lib/ib-ruby/models/order_state.rb +0 -128
  125. data/lib/ib-ruby/models/underlying.rb +0 -36
  126. data/lib/ib-ruby/models.rb +0 -15
  127. data/lib/ib-ruby/symbols.rb +0 -9
  128. data/spec/test.rb +0 -61
@@ -1,6 +1,6 @@
1
1
  require 'model_helper'
2
2
 
3
- describe IB::Models::OrderState,
3
+ describe IB::OrderState,
4
4
  :props =>
5
5
  {:local_id => 23,
6
6
  :perm_id => 173276893,
@@ -42,11 +42,6 @@ describe IB::Models::OrderState,
42
42
  it_behaves_like 'Self-equal Model'
43
43
  it_behaves_like 'Model with invalid defaults'
44
44
 
45
- it 'has class name shortcut' do
46
- IB::OrderState.should == IB::Models::OrderState
47
- IB::OrderState.new.should == IB::Models::OrderState.new
48
- end
49
-
50
45
  context '#update_missing' do
51
46
  let(:nil_state) { IB::OrderState.new(:filled => nil, :remaining => nil,
52
47
  :price => nil, :average_price => nil) }
@@ -108,4 +103,4 @@ describe IB::Models::OrderState,
108
103
  subject.should_not be_submitted
109
104
  end
110
105
 
111
- end # describe IB::Order
106
+ end # describe IB::OrderState
@@ -1,6 +1,6 @@
1
1
  require 'model_helper'
2
2
 
3
- describe IB::Models::Underlying,
3
+ describe IB::Underlying,
4
4
  :props =>
5
5
  {:con_id => 234567,
6
6
  :delta => 0.55,
@@ -17,13 +17,9 @@ describe IB::Models::Underlying,
17
17
  :assigns =>
18
18
  {[:con_id, :delta, :price] => numeric_assigns,
19
19
 
20
- } do # AKA IB::Underlying
20
+ } do
21
21
 
22
22
  it_behaves_like 'Self-equal Model'
23
23
  it_behaves_like 'Model with invalid defaults'
24
24
 
25
- it 'has class name shortcut' do
26
- IB::Underlying.should == IB::Models::Underlying
27
- IB::Underlying.new.should == IB::Models::Underlying.new
28
- end
29
- end # describe IB::Contract
25
+ end # describe IB::ib/
data/spec/my.rb ADDED
@@ -0,0 +1,5 @@
1
+ # My very specific IB connection configuration to run the specs
2
+
3
+ ACCOUNT = 'DU118180'
4
+ HOST = '10.211.55.2'
5
+ PORT = 4001
data/spec/spec_helper.rb CHANGED
@@ -1,61 +1,87 @@
1
1
  require 'rspec'
2
- require 'ib-ruby'
2
+ require 'ib'
3
3
 
4
- PORT ||= 4001 # 4001 for Gateway, 7496 for TWS GUI
4
+ # Configure top level option indicating how the test suite should be run
5
5
 
6
- # Top (test suite) level metadata
7
6
  OPTS ||= {
8
- :verbose => false, #true, # Verbosity of test outputs
9
- :brokertron => false, # Use mock (Brokertron) instead of paper account
7
+ :verbose => false, #true, # Run test suite in a verbose mode ?
8
+ :brokertron => false, # Use mock (Brokertron) instead of paper account ?
9
+ :db => IB.db_backed?,
10
+ :rails => IB.rails?
10
11
  }
11
12
 
12
13
  if OPTS[:brokertron]
14
+ puts "Using Brokerton free.brokertron.com mock service."
13
15
  # Connection to mock (Brokertron) account
14
- OPTS[:connection] =
15
- {:client_id => 1111, # Just an arbitrary id
16
- :host => 'free.brokertron.com',
17
- :port=> 10501
18
- }
16
+ OPTS[:connection] = {
17
+ :client_id => 1111, # Client id that identifies the test suit
18
+ :host => 'free.brokertron.com',
19
+ :port => 10501
20
+ }
19
21
  else
20
22
  # Connection to IB PAPER ACCOUNT
21
- OPTS[:connection] =
22
- {:account_name => 'DU118180', # Your IB PAPER ACCOUNT, tests will only run against it
23
- :client_id => 1111, # Just an arbitrary id
24
- :host => '10.211.55.2', # Where your TWS/gateway is located, likely '127.0.0.1'
25
- :port => PORT,
26
- :reuters => true # Subscription to Reuters data enabled ?
27
- }
23
+ ACCOUNT ||= 'DU60320'
24
+ HOST ||= '127.0.0.1'
25
+ PORT ||= 7496
26
+
27
+ OPTS[:connection] = {
28
+ :account => ACCOUNT, # Your IB PAPER ACCOUNT, tests will only run against it
29
+ :host => HOST, # Where your TWS/gateway is located, likely '127.0.0.1'
30
+ :port => PORT, # 4001 for Gateway, 7496 for TWS GUI
31
+ :client_id => 1111, # Client id that identifies the test suit
32
+ :reuters => true # Subscription to Reuters data enabled ?
33
+ }
28
34
  end
29
35
 
30
36
  RSpec.configure do |config|
31
- config.exclusion_filter = {
32
- :if => proc do |condition|
33
- t = Time.now.utc
34
- case condition # NB: excludes if condition is false!
35
- when :us_trading_hours
36
- # 09:30 - 16:00 (ET) Mon-Fri 14:30 - 21:00 (UTC)
37
- !(t.wday >= 1 && t.wday <= 5 && t.hour >= 15 && t.hour <= 21)
38
- when :forex_trading_hours
39
- # 17:15 - 17:00 (ET) Sunday-Friday Forex 22:15 - 22:00 (UTC)
40
- !(t.wday > 0 && t.wday < 5 || t.wday == 5 && t.hour < 22)
41
- end
42
- end,
43
-
44
- :db => proc { |condition| !IB::DB == condition }, # true/false
45
-
46
- :reuters => proc { |condition| !OPTS[:connection][:reuters] == condition } # true/false
47
- }
37
+
38
+ puts "Running specs '#{config.pattern}' with OPTS:"
39
+ pp OPTS
40
+
48
41
  # config.filter = { :focus => true }
49
42
  # config.include(UserExampleHelpers)
50
43
  # config.mock_with :mocha
51
44
  # config.mock_with :flexmock
52
45
  # config.mock_with :rr
53
46
 
54
- if IB::DB
47
+ config.exclusion_filter = {
48
+ :if => proc do |condition|
49
+ t = Time.now.utc
50
+ case condition # NB: excludes if condition is false!
51
+ when :us_trading_hours
52
+ # 09:30 - 16:00 (ET) Mon-Fri 14:30 - 21:00 (UTC)
53
+ !(t.wday >= 1 && t.wday <= 5 && t.hour >= 15 && t.hour <= 21)
54
+ when :forex_trading_hours
55
+ # 17:15 - 17:00 (ET) Sunday-Friday Forex 22:15 - 22:00 (UTC)
56
+ !(t.wday > 0 && t.wday < 5 || t.wday == 5 && t.hour < 22)
57
+ end
58
+ end,
59
+
60
+ :db => proc { |condition| IB.db_backed? != condition }, # true/false
61
+
62
+ :rails => proc { |condition| IB.rails? != condition }, # true/false
63
+
64
+ :reuters => proc { |condition| !OPTS[:connection][:reuters] == condition }, # true/false
65
+ }
66
+
67
+ if OPTS[:db]
68
+ require 'database_cleaner'
69
+
55
70
  config.before(:suite) do
56
71
  DatabaseCleaner.strategy = :truncation
57
72
  DatabaseCleaner.clean
58
73
  end
74
+
75
+ config.after(:suite) do
76
+ DatabaseCleaner.clean
77
+ end
59
78
  end
60
- end
61
79
 
80
+ if OPTS[:rails]
81
+ config.include IB::Engine.routes.url_helpers,
82
+ :example_group => {:file_path => /\brails_spec\//}
83
+
84
+ config.include Capybara::DSL,
85
+ :example_group => { :file_path => /\brails_spec\//}
86
+ end
87
+ end