ib-ruby 0.8.4 → 0.8.5

data/spec/models/ib/contract_detail_spec.rb

@@ -20,7 +20,7 @@ describe IB::ContractDetail,
               :liquid_hours => '20120422:0930-1600;20120423:0930-1600',
              },
 
-         :human =>/<ContractDetail: callable: false category: Computers contract_month: 201301 convertible: false coupon: 0.0 .*industry: Technology liquid_hours: 20120422:0930-1600;20120423:0930-1600 long_name: APPLE INC market_name: AAPL min_tick: 0.01 next_option_partial: false order_types: ACTIVETIM,ADJUST,ALERT,ALGO,ALLOC,AON,AVGCOST,BASKET,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,FOK,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,MIT,MKT,MTL,NONALGO,OCA,PAON,POSTONLY,RELSTK,SCALE,SCALERST,SMARTSTG,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,VOLAT,WHATIF, price_magnifier: 1 puttable: false subcategory: Computers time_zone: EST trading_class: AAPL trading_hours: 20120422:0930-1600;20120423:0930-1600 under_con_id: 265598 .*valid_exchanges: SMART,AMEX,BATS,BOX,CBOE,CBOE2,IBSX,ISE,MIBSX,NASDAQOM,PHLX,PSE>/,
+         :human =>/ContractDetail: callable: false category: Computers contract_month: 201301 convertible: false coupon: 0.0 created_at: .* industry: Technology liquid_hours: 20120422:0930-1600;20120423:0930-1600 long_name: APPLE INC market_name: AAPL min_tick: 0.01 next_option_partial: false order_types: ACTIVETIM,ADJUST,ALERT,ALGO,ALLOC,AON,AVGCOST,BASKET,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,FOK,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,MIT,MKT,MTL,NONALGO,OCA,PAON,POSTONLY,RELSTK,SCALE,SCALERST,SMARTSTG,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,VOLAT,WHATIF, price_magnifier: 1 puttable: false subcategory: Computers time_zone: EST trading_class: AAPL trading_hours: 20120422:0930-1600;20120423:0930-1600 under_con_id: 265598 updated_at: .* valid_exchanges: SMART,AMEX,BATS,BOX,CBOE,CBOE2,IBSX,ISE,MIBSX,NASDAQOM,PHLX,PSE>/,
 
          :errors =>
              {:time_zone => ['should be XXX'],
@@ -38,4 +38,7 @@ describe IB::ContractDetail,
   it_behaves_like 'Model with invalid defaults'
   it_behaves_like 'Self-equal Model'
 
+  it 'inherited equality method works (important for IB::Base derived tableless models)' do
+    IB::ContractDetail.new(props).should == IB::ContractDetail.new(props)
+  end
 end # describe IB::ContractDetail

data/spec/models/ib/contract_spec.rb

@@ -2,56 +2,64 @@ require 'model_helper'
 require 'combo_helper'
 
 describe IB::Contract,
-         :props =>
-             {:symbol => 'AAPL',
-              :sec_type => :option,
-              :expiry => '201301',
-              :strike => 600.5,
-              :right => :put,
-              :multiplier => 10,
-              :exchange => 'SMART',
-              :currency => 'USD',
-              :local_symbol => 'AAPL  130119C00500000'},
-
-         :human => "<Contract: AAPL option 201301 put 600.5 SMART USD>",
-
-         :errors => {:sec_type => ["should be valid security type"] },
-
-         :assigns =>
-             {:expiry =>
-                  {[200609, '200609'] => '200609',
-                   [20060913, '20060913'] => '20060913',
-                   [:foo, 2006, 42, 'bar'] => /should be YYYYMM or YYYYMMDD/},
-
-              :sec_type => codes_and_values_for(:sec_type).
-                  merge([:foo, 'BAR', 42] => /should be valid security type/),
-
-              :sec_id_type =>
-                  {[:isin, 'ISIN', 'iSin'] => 'ISIN',
-                   [:sedol, :SEDOL, 'sEDoL', 'SEDOL'] => 'SEDOL',
-                   [:cusip, :CUSIP, 'Cusip', 'CUSIP'] => 'CUSIP',
-                   [:ric, :RIC, 'rIC', 'RIC'] => 'RIC',
-                   [nil, ''] => '',
-                   [:foo, 'BAR', 'baz'] => /should be valid security identifier/},
-
-              :right =>
-                  {["PUT", "put", "P", "p", :put] => :put,
-                   ["CALL", "call", "C", "c", :call] => :call,
-                   ['', '0', '?', :none] => :none,
-                   [:foo, 'BAR', 42] => /should be put, call or none/},
-
-              :exchange => string_upcase_assigns.merge(
-                  [:smart, 'SMART', 'smArt'] => 'SMART'),
-
-              :primary_exchange =>string_upcase_assigns.merge(
-                  [:SMART, 'SMART'] => /should not be SMART/),
-
-              :multiplier => to_i_assigns,
-
-              :strike => to_f_assigns,
-
-              :include_expired => boolean_assigns,
-             } do 
+  :props =>
+  {:symbol => 'AAPL',
+   :sec_type => :option,
+   :expiry => '201301',
+   :strike => 600.5,
+   :right => :put,
+   :sec_id => 'US0378331005',
+   :sec_id_type => 'ISIN',
+   :multiplier => 10,
+   :exchange => 'SMART',
+   :currency => 'USD',
+   :local_symbol => 'AAPL  130119C00500000'},
+
+  :human => "<Contract: AAPL option 201301 put 600.5 SMART USD>",
+
+  :errors => {:sec_type => ["should be valid security type"] },
+
+  :assigns => {:expiry =>
+               {[200609, '200609'] => '200609',
+                [20060913, '20060913'] => '20060913',
+                [:foo, 2006, 42, 'bar'] => /should be YYYYMM or YYYYMMDD/},
+
+               :sec_type => codes_and_values_for(:sec_type).
+               merge([:foo, 'BAR', 42] => /should be valid security type/),
+
+               :sec_id =>
+               {[:US0378331005, 'us0378331005', 'US0378331005'] => 'US0378331005',
+                [:'37833100', 37833100, '37833100'] => '37833100',
+                [:'AAPL.O', 'AAPL.O'] => 'AAPL.O',
+                },
+
+               :sec_id_type =>
+               {[:isin, 'ISIN', 'iSin'] => 'ISIN',
+                [:sedol, :SEDOL, 'sEDoL', 'SEDOL'] => 'SEDOL',
+                [:cusip, :CUSIP, 'Cusip', 'CUSIP'] => 'CUSIP',
+                [:ric, :RIC, 'rIC', 'RIC'] => 'RIC',
+                nil => nil,
+                '' => '',
+                [:foo, 'BAR', 'baz'] => /should be valid security identifier/},
+
+               :right =>
+               {["PUT", "put", "P", "p", :put] => :put,
+                ["CALL", "call", "C", "c", :call] => :call,
+                ['', '0', '?', :none] => :none,
+                [:foo, 'BAR', 42] => /should be put, call or none/},
+
+               :exchange => string_upcase_assigns.merge(
+               [:smart, 'SMART', 'smArt'] => 'SMART'),
+
+               :primary_exchange =>string_upcase_assigns.merge(
+               [:SMART, 'SMART'] => /should not be SMART/),
+
+               :multiplier => to_i_assigns,
+
+               :strike => to_f_assigns,
+
+               :include_expired => boolean_assigns,
+} do
 
   it_behaves_like 'Model with invalid defaults'
   it_behaves_like 'Self-equal Model'
@@ -119,17 +127,17 @@ describe IB::Contract,
 
     it "serializes long" do
       subject.serialize_long.should ==
-          ["AAPL", "OPT", "201301", 600.5, "P", 10, "SMART", "", "USD", "AAPL  130119C00500000"]
+        ["AAPL", "OPT", "201301", 600.5, "P", 10, "SMART", nil, "USD", "AAPL  130119C00500000"]
     end
 
     it "serializes short" do
       subject.serialize_short.should ==
-          ["AAPL", "OPT", "201301", 600.5, "P", 10, "SMART", "USD", "AAPL  130119C00500000"]
+        ["AAPL", "OPT", "201301", 600.5, "P", 10, "SMART", "USD", "AAPL  130119C00500000"]
     end
 
     it "serializes combo (BAG) contracts for Order placement" do
       @combo.serialize_long(:con_id, :sec_id).should ==
-          [0, "GOOG", "BAG", "", 0.0, "", nil, "SMART", "", "USD", "", "", nil]
+        [0, "GOOG", "BAG", "", 0.0, "", nil, "SMART", nil, "USD", "", nil, nil]
     end
 
     it 'also serializes attached combo legs' do
@@ -137,13 +145,13 @@ describe IB::Contract,
       subject.serialize_legs(:extended).should == []
 
       @combo.serialize_legs.should ==
-          [3, 81032967, 1, "BUY", "SMART", 81032968, 2, "SELL", "SMART", 81032973, 1, "BUY", "SMART"]
+        [3, 81032967, 1, "BUY", "SMART", 81032968, 2, "SELL", "SMART", 81032973, 1, "BUY", "SMART"]
 
       @combo.serialize_legs(:extended).should ==
-          [3, 81032967, 1, "BUY", "SMART", 0, 0, "", -1,
-           81032968, 2, "SELL", "SMART", 0, 0, "", -1,
-           81032973, 1, "BUY", "SMART", 0, 0, "", -1]
-    end
+        [3, 81032967, 1, "BUY", "SMART", 0, 0, "", -1,
+         81032968, 2, "SELL", "SMART", 0, 0, "", -1,
+         81032973, 1, "BUY", "SMART", 0, 0, "", -1]
+        end
   end #serialization
 
 

data/spec/models/ib/execution_spec.rb

@@ -1,50 +1,45 @@
 require 'model_helper'
 
 describe IB::Execution,
-         :props =>
-             {:account_name => "DU111110",
-              :client_id => 1111,
-              :exchange => "IDEALPRO",
-              :exec_id => "0001f4e8.4f5d48f1.01.01",
-              :liquidation => true,
-              :local_id => 373,
-              :perm_id => 1695693619,
-              :price => 1.31075,
-              :average_price => 1.31075,
-              :shares => 20000,
-              :cumulative_quantity => 20000,
-              :side => :buy,
-              :time => "20120312  15:41:09",
-             },
-         :human =>
-             "<Execution: 20120312  15:41:09 buy 20000 at 1.31075 on IDEALPRO, " +
-                 "cumulative 20000 at 1.31075, ids 373/1695693619/0001f4e8.4f5d48f1.01.01>",
-         :errors =>
-             {:side=>["should be buy/sell/short"],
-              :cumulative_quantity=>["is not a number"],
-              :average_price=>["is not a number"]},
-
-         :assigns =>
-             {[:local_id, :perm_id, :client_id, :cumulative_quantity, :price, :average_price] =>
-                  numeric_assigns,
-              :liquidation => boolean_assigns,
+  :props => {:account_name => "DU111110",
+             :client_id => 1111,
+             :exchange => "IDEALPRO",
+             :exec_id => "0001f4e8.4f5d48f1.01.01",
+             :liquidation => true,
+             :local_id => 373,
+             :perm_id => 1695693619,
+             :price => 1.31075,
+             :average_price => 1.31075,
+             :shares => 20000,
+             :cumulative_quantity => 20000,
+             :side => :buy,
+             :time => "20120312  15:41:09",
              },
 
-         :aliases =>
-             {[:side, :action] => buy_sell_assigns,
-              [:quantity, :shares] => numeric_assigns,
-              [:account_name, :account_number]=> string_assigns,
-             },
+  :human => "<Execution: 20120312  15:41:09 buy 20000 at 1.31075 on IDEALPRO, cumulative 20000 at 1.31075, ids 373/1695693619/0001f4e8.4f5d48f1.01.01>",
+
+  :errors =>  {:side=>["should be buy/sell/short"],
+               :cumulative_quantity=>["is not a number"],
+               :average_price=>["is not a number"]},
+
+  :assigns => {[:local_id, :perm_id, :client_id, :cumulative_quantity, :price, :average_price] =>
+               numeric_assigns,
+               :liquidation => boolean_assigns,
+               },
 
-         :associations =>
-             {:order => {:local_id => 23,
-                         :perm_id => 173276893,
-                         :client_id => 1111,
-                         :parent_id => 0,
-                         :quantity => 100,
-                         :side => :buy,
-                         :order_type => :market}
-             } do # AKA IB::Execution
+  :aliases => {[:side, :action] => buy_sell_assigns,
+               [:quantity, :shares] => numeric_assigns,
+               [:account_name, :account_number]=> string_assigns,
+               },
+
+  :associations => {:order => {:local_id => 23,
+                               :perm_id => 173276893,
+                               :client_id => 1111,
+                               :parent_id => 0,
+                               :quantity => 100,
+                               :side => :buy,
+                               :order_type => :market}
+} do
 
   it_behaves_like 'Model with invalid defaults'
   it_behaves_like 'Self-equal Model'
@@ -81,6 +76,7 @@ describe IB::Execution,
     subject { IB::Execution.new props }
 
     it 'correctly serializes Model into hash and json' do
+      # p subject.as_json
       {"account_name"=>"DU111110",
        "average_price"=>1.31075,
        "client_id"=>1111,
@@ -95,14 +91,24 @@ describe IB::Execution,
        "price"=>1.31075,
        "quantity"=>20000,
        "time"=>"20120312  15:41:09",
-       "side"=>:buy, }.each do |key, value|
+      "side"=>:buy, }.each do |key, value|
 
         subject.serializable_hash[key].should == value
-        subject.as_json["execution"][key].should == value
+
+        if OPTS[:rails] == "Dummy" # "Dummy" Rails app removes extra key level from json...
+          subject.as_json[key].should == value
+        else
+          subject.as_json["execution"][key].should == value
+        end
       end
 
       subject.to_xml.should =~ /<account-name>DU111110<.account-name>\n  <average-price type=\"float\">1.31075<.average-price>\n  <client-id type=\"integer\">1111<.client-id>/
-      subject.to_json.should =~ /\{\"execution\":\{\"account_name\":\"DU111110\",\"average_price\":1.31075,\"client_id\":1111,\"/
+
+      if OPTS[:rails] == "Dummy" # "Dummy" Rails app removes extra key level from json...
+        subject.to_json.should =~ /\{\"account_name\":\"DU111110\",\"average_price\":1.31075,\"client_id\":1111,\"/
+      else
+        subject.to_json.should =~ /\{\"execution\":\{\"account_name\":\"DU111110\",\"average_price\":1.31075,\"client_id\":1111,\"/
+      end
 
       IB::Execution.new.from_json(subject.to_json).should == subject
     end

data/spec/models/ib/order_spec.rb

@@ -8,10 +8,10 @@ describe IB::Order,
    :perm_id => 173276893,
    :parent_id => 0,
    :side => :buy,
+   :tif => :good_till_cancelled,
    :order_type => :market_if_touched,
    :limit_price => 0.1,
    :quantity => 100,
-   :tif => :good_till_cancelled,
    :open_close => :close,
    :oca_group => '',
    :oca_type => :reduce_no_block,
@@ -87,7 +87,7 @@ describe IB::Order,
   it_behaves_like 'Model with invalid defaults'
 
   context 'Order associations' do
-    after(:all) { DatabaseCleaner.clean if IB::DB }
+    after(:all) { DatabaseCleaner.clean if IB.db_backed? }
 
     subject { IB::Order.new props }
 

data/spec/order_helper.rb

@@ -127,7 +127,7 @@ shared_examples_for 'Placed Order' do
   context "Cancelling placed order" do
     before(:all) do
       @ib.cancel_order @local_id_placed
-      @ib.wait_for [:OrderStatus, 3], :Alert
+      @ib.wait_for [:OpenOrder, 2], :Alert, 3
     end
 
     after(:all) { clean_connection } # Clear logs and message collector
@@ -138,6 +138,8 @@ shared_examples_for 'Placed Order' do
 
     it 'only receives OpenOrder message with PendingCancel' do
       if @ib.received? :OpenOrder
+        # p @ib.received[:OrderStatus].size
+        # p @ib.received[ :OpenOrder].map {|m| m.order.limit_price.to_s+m.status}
         order_should_be /PendingCancel/
       end
     end
@@ -182,7 +184,7 @@ end
 def status_should_be status, order=@order
   msg = @ib.received[:OrderStatus].find do |msg|
     msg.local_id == order.local_id &&
-        status.is_a?(Regexp) ? msg.status =~ status : msg.status == status
+      status.is_a?(Regexp) ? msg.status =~ status : msg.status == status
   end
   msg.should_not be_nil
   msg.should be_an IB::Messages::Incoming::OrderStatus
@@ -211,11 +213,10 @@ end
 def order_should_be status, order=@order
   msg = @ib.received[:OpenOrder].find do |msg|
     msg.local_id == order.local_id &&
-        status.is_a?(Regexp) ? msg.status =~ status : msg.status == status
+      status.is_a?(Regexp) ? msg.status =~ status : msg.status == status
   end
   msg.should_not be_nil
   msg.should be_an IB::Messages::Incoming::OpenOrder
   msg.order.should == order
   msg.contract.should == @contract
 end
-

data/spec/spec_helper.rb

@@ -6,8 +6,8 @@ require 'ib'
 OPTS ||= {
   :verbose => false, #true, # Run test suite in a verbose mode ?
   :brokertron => false, # Use mock (Brokertron) instead of paper account ?
-  :db => IB.db_backed?,
-  :rails => IB.rails?
+  :rails => IB.rails? && Rails.application.class.parent_name,
+  :db => IB.db_backed?
 }
 
 if OPTS[:brokertron]
@@ -59,7 +59,7 @@ RSpec.configure do |config|
 
     :db => proc { |condition| IB.db_backed? != condition }, # true/false
 
-    :rails => proc { |condition| IB.rails? != condition }, # true/false
+    :rails => proc { |condition| IB.rails? != condition }, # false or "Dummy"/"Combustion"
 
     :reuters => proc { |condition| !OPTS[:connection][:reuters] == condition }, # true/false
   }

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.8.4
+  version: 0.8.5
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-07-18 00:00:00 Z
+date: 2012-08-11 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -183,37 +183,76 @@ email:
   - pjlegato@gmail.com
   - arvicco@gmail.com
 executables: 
-  - account_info
-  - cancel_orders
-  - contract_details
-  - depth_of_market
-  - fa_accounts
-  - fundamental_data
-  - historic_data
-  - historic_data_cli
-  - list_orders
-  - market_data
-  - option_data
-  - place_combo_order
-  - place_order
-  - template
-  - tick_data
-  - time_and_sales
+  - scaffold.rb
 extensions: []
 
 extra_rdoc_files: []
 
 files: 
   - app/assets/javascripts/ib/application.js
+  - app/assets/javascripts/ib/bars.js
+  - app/assets/javascripts/ib/executions.js
+  - app/assets/javascripts/ib/order_states.js
   - app/assets/javascripts/ib/underlyings.js
   - app/assets/stylesheets/scaffold.css
   - app/assets/stylesheets/ib/application.css
+  - app/assets/stylesheets/ib/bars.css
+  - app/assets/stylesheets/ib/executions.css
+  - app/assets/stylesheets/ib/order_states.css
   - app/assets/stylesheets/ib/underlyings.css
   - app/controllers/ib/application_controller.rb
+  - app/controllers/ib/bars_controller.rb
+  - app/controllers/ib/combo_legs_controller.rb
+  - app/controllers/ib/contract_details_controller.rb
+  - app/controllers/ib/contracts_controller.rb
+  - app/controllers/ib/executions_controller.rb
+  - app/controllers/ib/order_states_controller.rb
+  - app/controllers/ib/orders_controller.rb
   - app/controllers/ib/underlyings_controller.rb
   - app/helpers/ib/application_helper.rb
+  - app/helpers/ib/bars_helper.rb
+  - app/helpers/ib/combo_legs_helper.rb
+  - app/helpers/ib/contract_details_helper.rb
+  - app/helpers/ib/contracts_helper.rb
+  - app/helpers/ib/executions_helper.rb
+  - app/helpers/ib/order_states_helper.rb
+  - app/helpers/ib/orders_helper.rb
   - app/helpers/ib/underlyings_helper.rb
-  - app/models/ib/underlying.rb
+  - app/views/ib/bars/_form.html.erb
+  - app/views/ib/bars/edit.html.erb
+  - app/views/ib/bars/index.html.erb
+  - app/views/ib/bars/new.html.erb
+  - app/views/ib/bars/show.html.erb
+  - app/views/ib/combo_legs/_form.html.erb
+  - app/views/ib/combo_legs/edit.html.erb
+  - app/views/ib/combo_legs/index.html.erb
+  - app/views/ib/combo_legs/new.html.erb
+  - app/views/ib/combo_legs/show.html.erb
+  - app/views/ib/contract_details/_form.html.erb
+  - app/views/ib/contract_details/edit.html.erb
+  - app/views/ib/contract_details/index.html.erb
+  - app/views/ib/contract_details/new.html.erb
+  - app/views/ib/contract_details/show.html.erb
+  - app/views/ib/contracts/_form.html.erb
+  - app/views/ib/contracts/edit.html.erb
+  - app/views/ib/contracts/index.html.erb
+  - app/views/ib/contracts/new.html.erb
+  - app/views/ib/contracts/show.html.erb
+  - app/views/ib/executions/_form.html.erb
+  - app/views/ib/executions/edit.html.erb
+  - app/views/ib/executions/index.html.erb
+  - app/views/ib/executions/new.html.erb
+  - app/views/ib/executions/show.html.erb
+  - app/views/ib/order_states/_form.html.erb
+  - app/views/ib/order_states/edit.html.erb
+  - app/views/ib/order_states/index.html.erb
+  - app/views/ib/order_states/new.html.erb
+  - app/views/ib/order_states/show.html.erb
+  - app/views/ib/orders/_form.html.erb
+  - app/views/ib/orders/edit.html.erb
+  - app/views/ib/orders/index.html.erb
+  - app/views/ib/orders/new.html.erb
+  - app/views/ib/orders/show.html.erb
   - app/views/ib/underlyings/_form.html.erb
   - app/views/ib/underlyings/edit.html.erb
   - app/views/ib/underlyings/index.html.erb
@@ -231,22 +270,7 @@ files:
   - db/migrate/151_add_ib_underlyings.rb
   - db/migrate/161_add_ib_contract_details.rb
   - db/migrate/171_add_ib_contracts.rb
-  - bin/account_info
-  - bin/cancel_orders
-  - bin/contract_details
-  - bin/depth_of_market
-  - bin/fa_accounts
-  - bin/fundamental_data
-  - bin/historic_data
-  - bin/historic_data_cli
-  - bin/list_orders
-  - bin/market_data
-  - bin/option_data
-  - bin/place_combo_order
-  - bin/place_order
-  - bin/template
-  - bin/tick_data
-  - bin/time_and_sales
+  - bin/scaffold.rb
   - lib/ib-ruby.rb
   - lib/ib.rb
   - lib/ib/base.rb