ib-ruby 0.8.4 → 0.8.5

data/lib/ib/symbols/futures.rb

@@ -1,5 +1,5 @@
-# The Futures module tries to guess the front month  currency future using a crude algorithm 
-# that does not take into account expiry/rollover day. This will be valid most of the time, 
+# The Futures module tries to guess the front month future using a crude algorithm that 
+# does not take into account expiry/rollover day. This will be valid most of the time, 
 # but near/after expiry day the next quarter's contract takes over as the volume leader.
 
 module IB
@@ -8,7 +8,6 @@ module IB
       extend Symbols
       
       # Find the next front month of quarterly futures.
-      #
       # N.B. This will not work as expected during the front month before expiration, as
       # it will point to the next quarter even though the current month is still valid!
       def self.next_quarter_month time=Time.now

data/lib/ib/symbols/options.rb

@@ -1,4 +1,5 @@
-# Option contracts definitions
+# Option contracts definitions. 
+# TODO: add next_expiry and other convenience from Futures module.
 module IB
   module Symbols
     module Options

data/lib/ib/symbols/stocks.rb

@@ -1,4 +1,5 @@
-# Stock contracts definitions
+# Frequently used stock contracts definitions
+# TODO: auto-request :ContractDetails from IB if unknown symbol is requested?
 module IB
   module Symbols
     module Stocks

data/lib/models/ib/bar.rb

@@ -4,6 +4,8 @@ module IB
   class Bar < IB::Model
     include BaseProperties
 
+    has_one :contract # The bar represents timeseries info for this Contract
+
     prop :open, #   The bar opening price.
       :high, #   The high price during the time covered by the bar.
       :low, #    The low price during the time covered by the bar.
@@ -17,11 +19,13 @@ module IB
       #        determined by the reqHistoricalData() formatDate parameter.
       :has_gaps => :bool # Whether or not there are gaps in the data.
 
-    validates_numericality_of :open, :high, :low, :close, :volume
+      validates_numericality_of :open, :high, :low, :close, :volume
 
     # Order comparison
     def == other
-      time == other.time &&
+      super(other) ||
+        other.is_a?(self.class) &&
+        time == other.time &&
         open == other.open &&
         high == other.high &&
         low == other.low &&

data/lib/models/ib/combo_leg.rb

@@ -87,11 +87,12 @@ module IB
 
     # Order comparison
     def == other
-      other && other.is_a?(ComboLeg) &&
+      super(other) ||
+        other.is_a?(self.class) &&
         con_id == other.con_id &&
         ratio == other.ratio &&
-        open_close == other.open_close &&
-        short_sale_slot == other.short_sale_slot&&
+        open_close == other.open_close && 
+        short_sale_slot == other.short_sale_slot &&
         exempt_code == other.exempt_code &&
         side == other.side &&
         exchange == other.exchange &&

data/lib/models/ib/contract.rb

@@ -14,7 +14,7 @@ module IB
 
       :sec_type, # Security type. Valid values are: SECURITY_TYPES
 
-      :sec_id, # Unique identifier of the given secIdType.
+      :sec_id => :sup, # Unique identifier of the given secIdType.
 
       :sec_id_type => :sup, # Security identifier, when querying contract details or
       #               when placing orders. Supported identifiers are:
@@ -68,6 +68,8 @@ module IB
 
     has_many :orders # Placed for this Contract
 
+    has_many :bars # Possibly representing trading history for this Contract
+
     has_one :contract_detail # Volatile info about this Contract
 
     # For Contracts that are part of BAG
@@ -80,17 +82,17 @@ module IB
     alias legs combo_legs
     alias legs= combo_legs=
 
-    alias combo_legs_description legs_description
+      alias combo_legs_description legs_description
     alias combo_legs_description= legs_description=
 
-    # for Delta-Neutral Combo Contracts
-    has_one :underlying
+      # for Delta-Neutral Combo Contracts
+      has_one :underlying
     alias under_comp underlying
     alias under_comp= underlying=
 
 
       ### Extra validations
-    validates_inclusion_of :sec_type, :in => CODES[:sec_type].keys,
+      validates_inclusion_of :sec_type, :in => CODES[:sec_type].keys,
       :message => "should be valid security type"
 
     validates_format_of :expiry, :with => /^\d{6}$|^\d{8}$|^$/,
@@ -177,6 +179,8 @@ module IB
 
     # Contract comparison
     def == other
+      return true if super(other)
+
       return false unless other.is_a?(self.class)
 
       # Different sec_id_type

data/lib/models/ib/contract_detail.rb

@@ -48,7 +48,7 @@ module IB
       :next_option_partial => :bool # # only if bond has embedded options.
 
       # Extra validations
-    validates_format_of :time_zone, :with => /^\w{3}$/, :message => 'should be XXX'
+      validates_format_of :time_zone, :with => /^\w{3}$/, :message => 'should be XXX'
 
     belongs_to :contract
     alias summary contract

data/lib/models/ib/execution.rb

@@ -39,7 +39,9 @@ module IB
 
     # Comparison
     def == other
-      perm_id == other.perm_id &&
+      super(other) ||
+        other.is_a?(self.class) &&
+        perm_id == other.perm_id &&
         local_id == other.local_id && # ((p __LINE__)||true) &&
         client_id == other.client_id &&
         exec_id == other.exec_id &&

data/lib/models/ib/order.rb

@@ -348,26 +348,28 @@ module IB
 
     # Order comparison
     def == other
-      perm_id && other.perm_id && perm_id == other.perm_id ||
-        local_id == other.local_id && # ((p __LINE__)||true) &&
-        (client_id == other.client_id || client_id == 0 || other.client_id == 0) &&
-        parent_id == other.parent_id &&
-        tif == other.tif &&
-        action == other.action &&
-        order_type == other.order_type &&
-        quantity == other.quantity &&
-        (limit_price == other.limit_price || # TODO Floats should be Decimals!
-         (limit_price - other.limit_price).abs < 0.00001) &&
-        aux_price == other.aux_price &&
-        origin == other.origin &&
-        designated_location == other.designated_location &&
-        exempt_code == other.exempt_code &&
-        what_if == other.what_if &&
-        algo_strategy == other.algo_strategy &&
-        algo_params == other.algo_params
-
-      # TODO: || compare all attributes!
-    end
+      super(other) ||
+        other.is_a?(self.class) &&
+        (perm_id && other.perm_id && perm_id == other.perm_id ||
+         local_id == other.local_id && # ((p __LINE__)||true) &&
+         (client_id == other.client_id || client_id == 0 || other.client_id == 0) &&
+         parent_id == other.parent_id &&
+         tif == other.tif &&
+         action == other.action &&
+         order_type == other.order_type &&
+         quantity == other.quantity &&
+         (limit_price == other.limit_price || # TODO Floats should be Decimals!
+          (limit_price - other.limit_price).abs < 0.00001) &&
+         aux_price == other.aux_price &&
+         origin == other.origin &&
+         designated_location == other.designated_location &&
+         exempt_code == other.exempt_code &&
+         what_if == other.what_if &&
+         algo_strategy == other.algo_strategy &&
+         algo_params == other.algo_params)
+
+        # TODO: compare more attributes!
+        end
 
     def to_s #human
       "<Order:" + instance_variables.map do |key|

data/lib/models/ib/order_state.rb

@@ -57,7 +57,7 @@ module IB
       #   (simulated orders) or an exchange (native orders) but that currently
       #   the order is inactive due to system, exchange or other issues.
 
-    validates_format_of :status, :without => /^$/, :message => 'must not be empty'
+      validates_format_of :status, :without => /^$/, :message => 'must not be empty'
     validates_numericality_of :price, :average_price, :allow_nil => true
     validates_numericality_of :local_id, :perm_id, :client_id, :parent_id, :filled,
       :remaining, :only_integer => true, :allow_nil => true
@@ -94,7 +94,9 @@ module IB
 
     # Comparison
     def == other
-      other && other.is_a?(OrderState) &&
+
+      super(other) ||
+        other.is_a?(self.class) &&
         status == other.status &&
         local_id == other.local_id &&
         perm_id == other.perm_id &&

data/lib/models/ib/underlying.rb

@@ -4,9 +4,6 @@ module IB
   class Underlying < IB::Model
     include BaseProperties
 
-    attr_accessible :created_at, :updated_at
-    attr_protected :id
-
     has_one :contract
 
     prop :con_id, # Id of the Underlying Contract
@@ -26,7 +23,9 @@ module IB
 
     # Comparison
     def == other
-      con_id == other.con_id && delta == other.delta && price == other.price
+      super(other) ||
+        other.is_a?(self.class) &&
+        con_id == other.con_id && delta == other.delta && price == other.price
     end
 
   end # class Underlying

data/spec/README.md

@@ -1,7 +1,7 @@
 ## RUNNING TEST SUITE:
 
-The gem comes with a spec suit that may be used to test ib-ruby compatibility
-with your specific TWS/Gateway installation. The test suit should be run ONLY
+The gem comes with a spec suite that may be used to test ib-ruby compatibility
+with your specific TWS/Gateway installation. The test suite should be run ONLY
 against your IB paper trading account. Running it against live account may result
 in financial losses.
 
@@ -15,7 +15,7 @@ to running tests, otherwise some tests will fail. Use 'bin/cancel_orders' script
 bulk cancelling of open orders before running tests as needed.
 
 By default, specs suppress logging output that is normally produced by IB::Connection.
-This may make it difficult to debug a failing spec. Following option will switch on verbose
+This may make it difficult to debug a failing spec. The following option will switch on verbose
 output (both logger output and content of all received IB messages is dumped). Do not use
 this mode to run a whole spec - you will be swamped! Use it to debug specific failing specs
 only:
@@ -53,22 +53,24 @@ To run specs with Dummy Rails application, use:
     $ rspec -rdummy rails_spec
     $ rspec -rdummy [spec/specific_spec.rb]
 
-Other suit switches described in previous section should work with Rails as well.    
+Other suite switches described in previous section should work with Rails as well.    
 
 ## PROBLEMS WHILE RUNNING THE SPECS:
 
-Some of the specs may randomly fail from time to time when you are running the spec suit 
+Some of the specs may randomly fail from time to time when you are running the spec suite 
 against your IB paper account. This happens because these specs depend on live connection
 to IB, which is inherently non-deterministic. Anything happening along the way - network
 delay, problems with IB data farms, even high CPU load on your machine - may delay the
-expected responce, so that the spec times out or does not find expected data. For example,
+expected response, so that the spec times out or does not find expected data. For example,
 IB historical data farm is known to disappear from time to time, so any specs related to
 historical data will fail while this outage lasts. 
 
 If you experience such intermittent spec failures, it is recommended that you run the 
-failing specs several times, possibly with a delay of 10-20 minutes. Start debugging 
-the specs only if they are failing regularly. Otherwise, you may just waste time chasing 
-an artifact of unreliable IB connection, rather than some real problem with the specs.   
+failing specs several times, possibly with a delay of 10-20 minutes. Sometimes it helps
+to restart your TWS or Gateway, as it may be stuck in inconsistent state, preventing
+test suite from running properly. Start debugging the specs only if they are failing 
+regularly. Otherwise, you may just waste time chasing an artifact of unreliable IB 
+connection, rather than some real problem with the specs.   
 
 # WRITING YOUR OWN INTEGRATION SPECS
 
@@ -112,7 +114,7 @@ You can easily create your own integration specs. Pattern for writing specs is l
    messages from and log entries. If your do not do this, your examples become coupled.
 
 11. If you want to see exactly what's going on inside ib-ruby while your examples are
-    running, run your specs with '-rv' option to switch on verbose outpset mode.
+    running, run your specs with '-rv' option to switch on verbose output mode.
     Now you will see all the messages received and log entries made as as result of
     your examples running. Be warned, output is very verbose, so don't run big chunk of
     specs with -rv option or you will be swamped!.

data/spec/ib/symbols/symbols_spec.rb

@@ -45,5 +45,15 @@ describe IB::Symbols do
     fx.description.should == "British Pounds"
   end
 
+  it 'raises an error if requested contract symbol is not defined' do
+    expect {stk = IB::Symbols::Stocks[:xyz]}.
+      to raise_error "Unknown symbol :xyz, please pre-define it in lib/ib/symbols/stocks.rb"
+    expect {opt = IB::Symbols::Options[:xyz20]}.
+      to raise_error "Unknown symbol :xyz20, please pre-define it in lib/ib/symbols/options.rb"
+    expect {fx = IB::Symbols::Forex[:abcdef]}.
+      to raise_error "Unknown symbol :abcdef, please pre-define it in lib/ib/symbols/forex.rb"
+    expect {fut = IB::Symbols::Futures[:abc]}.
+      to raise_error "Unknown symbol :abc, please pre-define it in lib/ib/symbols/futures.rb"
+  end
 
 end # describe IB::Symbols

data/spec/integration_helper.rb

@@ -9,7 +9,7 @@ shared_examples_for 'Received Market Data' do
     it { should be_warning }
     it { should_not be_error }
     its(:code) { should be_an Integer }
-    its(:message) { should =~ /Market data farm connection is OK/ }
+    its(:message) { should =~ /data farm connection is OK/ }
     its(:to_human) { should =~ /TWS Warning/ }
   end
 

data/spec/model_helper.rb

@@ -71,14 +71,14 @@ 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/)
+    ['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
@@ -96,7 +96,7 @@ def test_assigns cases, prop, name
 
         it "#{prop} = #{value.inspect} #=> raises #{result}" do
           expect { subject.send "#{prop}=", value }.
-              to raise_error result
+            to raise_error result
         end
 
       when Regexp # ... Non-exceptional error, making model invalid
@@ -106,7 +106,7 @@ def test_assigns cases, prop, name
           expect { subject.send "#{prop}=", value }.to_not raise_error
 
           subject.valid? # just triggers validation
-                         #pp subject.errors.messages
+          #pp subject.errors.messages
 
           subject.errors.messages.should have_key name
           subject.should be_invalid
@@ -198,7 +198,7 @@ shared_examples_for 'Model instantiated empty' do
 
   it 'sets all properties to defaults' do
     subject.default_attributes.each do |name, value|
-      #p name, value
+      # p name, subject.send(name), value
       case value
       when Time
         subject.send(name).should be_a Time
@@ -216,8 +216,9 @@ shared_examples_for 'Model instantiated with properties' do
   let(:init_with_props?) { true }
 
   it 'auto-assigns all properties given to initializer' do
+    # p subject
     props.each do |name, value|
-      #p subject, name, value
+      # p name, subject.send(name), value
       subject.send(name).should == value
     end
   end

data/spec/models/ib/combo_leg_spec.rb

@@ -1,31 +1,32 @@
 require 'model_helper'
 
 describe IB::ComboLeg,
-         :props =>
-             {:con_id => 81032967,
-              :ratio => 2,
-              :side => :buy,
-              :exchange => 'CBOE',
-              :open_close => :open,
-              :short_sale_slot => :broker,
-              :designated_location => nil,
-              :exempt_code => -1},
-
-         :human => "<ComboLeg: buy 2 con_id 81032967 at CBOE>",
-
-         :errors => {:ratio => ["is not a number"],
-                     :side => ["should be buy/sell/short"]},
-
-         :assigns =>
-             {:open_close => open_close_assigns,
-              :side => buy_sell_short_assigns,
-              :designated_location =>
-                  {[42, 'FOO', :bar] => /should be blank or orders will be rejected/},
-             },
-
-         :aliases =>
-             {[:side, :action] => buy_sell_short_assigns,
-             } do
+  :props =>
+  {:con_id => 81032967,
+   :ratio => 2,
+   :side => :buy,
+   :exchange => 'CBOE',
+   :open_close => :open,
+   :short_sale_slot => :broker,
+   :designated_location => '',
+   :exempt_code => -1},
+
+  :human => "<ComboLeg: buy 2 con_id 81032967 at CBOE>",
+
+  :errors => {:ratio => ["is not a number"],
+              :side => ["should be buy/sell/short"]},
+
+  :assigns =>
+  {:open_close => open_close_assigns,
+   :side => buy_sell_short_assigns,
+   :short_sale_slot => codes_and_values_for(:short_sale_slot),
+   :designated_location =>
+   {[42, 'FOO', :bar] => /should be blank or orders will be rejected/},
+   },
+
+  :aliases =>
+  {[:side, :action] => buy_sell_short_assigns,
+} do
 
   it 'has combined weight accessor' do
     leg = IB::ComboLeg.new props
@@ -49,7 +50,7 @@ describe IB::ComboLeg,
 
     it "serializes extended" do
       subject.serialize(:extended).should ==
-          [81032967, 2, "BUY", "CBOE", 1, 1, nil, -1]
+        [81032967, 2, "BUY", "CBOE", 1, 1, '', -1]
     end
   end #serialization
 
@@ -115,8 +116,8 @@ describe IB::ComboLeg,
 
       @combo.leg_contracts << @google
       @combo.leg_contracts.should include @google
-      p @combo.valid?
-      p @combo.save
+      @combo.valid?.should be_true
+      @combo.save.should be_true
 
       #combo.legs.should_not be_empty
       @combo.leg_contracts.should include @google