ib-ruby 0.7.10 → 0.7.11

data/HISTORY

@@ -177,3 +177,7 @@
 == 0.7.10 / 2012-04-25
 
 * Small fixes for DB backend and serialization
+
+== 0.7.11 / 2012-04-25
+
+* DB schema extended

data/TODO

@@ -1,24 +1,18 @@
 Plan:
 
-0. Extract OrderState/UnderComp objects, for better record keeping
-
-1. Add ActiveRecord backend to all Models
-
-2. Make ActiveModel-like attributes Hash for easy attributes updating
-
-3. IB#send_message method should accept block, thus compressing subscribe/send_message
+1. IB#send_message method should accept block, thus compressing subscribe/send_message
 pair into a single call - to simplify DSL.
 
-4. IB Connection uses delays to prevent hitting 50 msgs/sec limit:
+2. IB Connection uses delays to prevent hitting 50 msgs/sec limit:
 http://finance.groups.yahoo.com/group/TWSAPI/message/25413
 
-5. IB Connection reconnects gracefully in case if TWS disconnects/reconnects
+3. IB Connection reconnects gracefully in case if TWS disconnects/reconnects
 
-6. @received_at timestamp in messages
+4. Messages should be Models as well (audit trail), @received_at timestamp in messages
 
-7. Detailed message documentation
+5. Detailed message documentation
 
-8. Move Float values to Decimal (roundoff errors showed in spec!)
+6. Move Float values to Decimal (roundoff errors showed in spec!)
 
 
 Done:
@@ -33,6 +27,10 @@ Done:
 
 5. Flow handlers: Connection#wait_for / Connection#received?
 
+6. Add ActiveRecord backend to all Models
+
+7. Make ActiveModel-like attributes Hash and serialization for tableless Models
+
 
 Ideas for future:
 

data/VERSION

@@ -1 +1 @@
-0.7.10
+0.7.11

data/db/migrate/131_add_orders.rb

@@ -3,6 +3,7 @@ class AddOrders < ActiveRecord::Migration
   def change
     # OrderState represents dynamic (changeable) info about a single Order
     create_table(:orders) do |t|
+      t.references :contract # Optional link of Order to its contract
 
       t.integer :local_id #  int: Order id associated with client (volatile).
       t.integer :client_id # int: The id of the client that placed this order.

data/lib/ib-ruby/models/contract.rb

@@ -66,18 +66,20 @@ module IB
 
       ### Associations
 
-      has_one :contract_detail
+      has_many :orders # Placed for this Contract
 
-      has_one :underlying # for Delta-Neutral Combo contracts only!
-      alias under_comp underlying
-      alias under_comp= underlying=
+      has_one :contract_detail # Volatile info about this Contract
 
-      has_many :combo_legs
+      has_many :combo_legs # for Combo/BAG Contracts only
       alias legs combo_legs
       alias legs= combo_legs=
       alias combo_legs_description legs_description
       alias combo_legs_description= legs_description=
 
+      has_one :underlying # for Delta-Neutral Combo Contracts only
+      alias under_comp underlying
+      alias under_comp= underlying=
+
 
       ### Extra validations
       validates_inclusion_of :sec_type, :in => CODES[:sec_type].keys,

data/lib/ib-ruby/models/order.rb

@@ -227,6 +227,10 @@ module IB
       ##serialize :leg_prices
       ##serialize :combo_params
 
+      # Order is always placed for a contract. Here, we explicitly set this link.
+      belongs_to :contract
+
+      # Order has a collection of Executions if it was filled
       has_many :executions
 
       # Order has a collection of OrderStates, last one is always current
@@ -302,7 +306,11 @@ module IB
                     :algo_strategy => '',
                     :transmit => true,
                     :what_if => false,
-                    :order_state => IB::OrderState.new(:status => 'New')
+                    :order_state => IB::OrderState.new(:status => 'New',
+                                                       :filled => 0,
+                                                       :remaining => 0,
+                                                       :price => 0,
+                                                       :average_price => 0)
       end
 
       #after_initialize do #opts = {}

data/lib/ib-ruby/models/order_state.rb

@@ -63,14 +63,7 @@ module IB
       validates_numericality_of :local_id, :perm_id, :client_id, :parent_id, :filled,
                                 :remaining, :only_integer => true, :allow_nil => true
 
-      def default_attributes
-        super.merge :filled => 0,
-                    :remaining => 0,
-                    :price => 0.0,
-                    :average_price => 0.0
-      end
-
-      ## Testing Order state:
+     ## Testing Order state:
 
       def new?
         status.empty? || status == 'New'

data/spec/TODO

@@ -3,8 +3,8 @@ TODO: Add more scenarios:
 1. RealTimeBars
 2. BondContractData
 3. RequestScannerParameters + RequestScannerSubscription
-4. RequestFundamentalData
 5. ExerciseOptions
 6. RequestMarketData + special tick list
 7. RequestNewsBulletins
 8. RequestImpliedVolatility / RequestOptionPrice
+9. Test more associations/associated collections

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.7.10
+  version: 0.7.11
 platform: ruby
 authors: 
   - Paul Legato