interactive_brokers_2_tasty_works 0.1.0

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA256:
+  metadata.gz: 6b245c8dbf681690ee8b3745c2022c3557d1d2778672c671eb544f14509c5d0c
+  data.tar.gz: c262fe44d913342bd1ed89bdf0105d80d1174d4f25b3ba755af068e69656de36
+SHA512:
+  metadata.gz: 1807f7d098975769600ba3e584abe3866015421b365792f87da87d20375371a6033d5c7440b8c1a44176fd2b709868191b00c8b03b98cf7ef931ddbe0735d5e1
+  data.tar.gz: f6f2eb90a239c8083ac4d52bcb2a9c26a6ef8c15a5c2bc8f1ecc9df086bb99bbbe7ddfefd25b63c2fa234096b355aab446eb0aaa0538fde8e9b05e08f41870b3

data/.gitattributes

@@ -0,0 +1,2 @@
+# Auto detect text files and perform LF normalization
+* text=auto

data/.gitignore

@@ -0,0 +1,14 @@
+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status
+
+.byebug_history
+*.gem

data/.ruby-version

@@ -0,0 +1 @@
+2.5.3

data/CODE_OF_CONDUCT.md

@@ -0,0 +1,74 @@
+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+In the interest of fostering an open and welcoming environment, we as
+contributors and maintainers pledge to making participation in our project and
+our community a harassment-free experience for everyone, regardless of age, body
+size, disability, ethnicity, gender identity and expression, level of experience,
+nationality, personal appearance, race, religion, or sexual identity and
+orientation.
+
+## Our Standards
+
+Examples of behavior that contributes to creating a positive environment
+include:
+
+* Using welcoming and inclusive language
+* Being respectful of differing viewpoints and experiences
+* Gracefully accepting constructive criticism
+* Focusing on what is best for the community
+* Showing empathy towards other community members
+
+Examples of unacceptable behavior by participants include:
+
+* The use of sexualized language or imagery and unwelcome sexual attention or
+advances
+* Trolling, insulting/derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or electronic
+  address, without explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Our Responsibilities
+
+Project maintainers are responsible for clarifying the standards of acceptable
+behavior and are expected to take appropriate and fair corrective action in
+response to any instances of unacceptable behavior.
+
+Project maintainers have the right and responsibility to remove, edit, or
+reject comments, commits, code, wiki edits, issues, and other contributions
+that are not aligned to this Code of Conduct, or to ban temporarily or
+permanently any contributor for other behaviors that they deem inappropriate,
+threatening, offensive, or harmful.
+
+## Scope
+
+This Code of Conduct applies both within project spaces and in public spaces
+when an individual is representing the project or its community. Examples of
+representing a project or community include using an official project e-mail
+address, posting via an official social media account, or acting as an appointed
+representative at an online or offline event. Representation of a project may be
+further defined and clarified by project maintainers.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported by contacting the project team at foss@carlmercier.com. All
+complaints will be reviewed and investigated and will result in a response that
+is deemed necessary and appropriate to the circumstances. The project team is
+obligated to maintain confidentiality with regard to the reporter of an incident.
+Further details of specific enforcement policies may be posted separately.
+
+Project maintainers who do not follow or enforce the Code of Conduct in good
+faith may face temporary or permanent repercussions as determined by other
+members of the project's leadership.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
+available at [http://contributor-covenant.org/version/1/4][version]
+
+[homepage]: http://contributor-covenant.org
+[version]: http://contributor-covenant.org/version/1/4/

data/Gemfile

@@ -0,0 +1,6 @@
+source "https://rubygems.org"
+
+git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
+
+# Specify your gem's dependencies in interactive_brokers_2_tasty_works.gemspec
+gemspec

data/Gemfile.lock

@@ -0,0 +1,56 @@
+PATH
+  remote: .
+  specs:
+    interactive_brokers_2_tasty_works (0.1.0)
+      activesupport
+      xmlhasher
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    activesupport (5.2.1.1)
+      concurrent-ruby (~> 1.0, >= 1.0.2)
+      i18n (>= 0.7, < 2)
+      minitest (~> 5.1)
+      tzinfo (~> 1.1)
+    byebug (10.0.2)
+    concurrent-ruby (1.1.3)
+    diff-lcs (1.3)
+    escape_utils (1.2.1)
+    i18n (1.1.1)
+      concurrent-ruby (~> 1.0)
+    minitest (5.11.3)
+    ox (2.10.0)
+    rake (10.5.0)
+    rspec (3.7.0)
+      rspec-core (~> 3.7.0)
+      rspec-expectations (~> 3.7.0)
+      rspec-mocks (~> 3.7.0)
+    rspec-core (3.7.1)
+      rspec-support (~> 3.7.0)
+    rspec-expectations (3.7.0)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.7.0)
+    rspec-mocks (3.7.0)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.7.0)
+    rspec-support (3.7.1)
+    thread_safe (0.3.6)
+    tzinfo (1.2.5)
+      thread_safe (~> 0.1)
+    xmlhasher (1.0.4)
+      escape_utils (~> 1.2)
+      ox (~> 2.10.0)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  bundler (~> 1.16)
+  byebug
+  interactive_brokers_2_tasty_works!
+  rake (~> 10.0)
+  rspec (~> 3.0)
+
+BUNDLED WITH
+   1.16.4

data/LICENSE.txt

@@ -0,0 +1,21 @@
+The MIT License (MIT)
+
+Copyright (c) 2018 Carl Mercier
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

@@ -0,0 +1,49 @@
+# InteractiveBrokers2TastyWorks
+
+This library converts the output of an Interactive Brokers Execution Flex Query to a TastyWorks-compatible CSV file.
+
+### Flex Query Parameters in Interactive Brokers
+
+- Leave all defaults
+- Set time period to LAST 365 DAYS
+- In Sections, select Trades
+    + Select Executions
+    + Select All
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'interactive_brokers_2_tasty_works'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install interactive_brokers_2_tasty_works
+
+## Usage
+
+`InteractiveBrokers2TastyWorks.new(input_path: '~/trades.xml').save_as("/tmp/trades.csv")`
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/cmer/interactive_brokers_2_tasty_works. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).
+
+## Code of Conduct
+
+Everyone interacting in the InteractiveBrokers2TastyWorks project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/cmer/interactive_brokers_2_tasty_works/blob/master/CODE_OF_CONDUCT.md).

data/Rakefile

@@ -0,0 +1,6 @@
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/bin/console

@@ -0,0 +1,14 @@
+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "interactive_brokers_2_tasty_works"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

@@ -0,0 +1,8 @@
+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/interactive_brokers_2_tasty_works.gemspec

@@ -0,0 +1,34 @@
+
+lib = File.expand_path("../lib", __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "interactive_brokers_2_tasty_works/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "interactive_brokers_2_tasty_works"
+  spec.version       = InteractiveBrokers2TastyWorks::VERSION
+  spec.authors       = ["Carl Mercier"]
+  spec.email         = ["foss@carlmercier.com"]
+
+  spec.summary       = %q{Interactive Brokers to Tasty Works trade statement converter}
+  spec.description   = %q{Interactive Brokers to Tasty Works trade statement converter}
+  spec.homepage      = "https://www.github.com/cmer/interactive_brokers_2_tasty_works"
+  spec.license       = "MIT"
+
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.16"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rspec", "~> 3.0"
+  spec.add_development_dependency "byebug"
+
+  spec.add_dependency "xmlhasher"
+  spec.add_dependency "activesupport"
+end

data/lib/interactive_brokers_2_tasty_works/version.rb

@@ -0,0 +1,3 @@
+class InteractiveBrokers2TastyWorks
+  VERSION = "0.1.0"
+end

data/lib/interactive_brokers_2_tasty_works.rb

@@ -0,0 +1,168 @@
+require "interactive_brokers_2_tasty_works/version"
+
+require 'csv'
+require 'json'
+require 'xmlhasher'
+require 'bigdecimal'
+require 'active_support/core_ext/time/zones'
+
+unless NilClass.method_defined?(:empty?)
+  class NilClass
+    def empty?; true; end
+  end
+end
+
+class InteractiveBrokers2TastyWorks
+  attr_reader :input_path, :file_format
+
+  OUTPUT_HEADER = ['Date', 'Type', 'Action', 'Symbol', 'Instrument Type', 'Description', 'Value', 'Quantity',
+                   'Average Price', 'Commissions', 'Fees', 'Multiplier', 'Underlying Symbol', 'Expiration Date',
+                   'Strike Price', 'Call or Put']
+
+  def initialize(data_hash: nil, input_path: nil, file_format: :xml)
+    @data_hash   = data_hash
+    @input_path  = input_path
+    @file_format = file_format
+
+    raise ArgumenrError.new("Must specify `data_hash` or `input_path`.") if data_hash.empty? && input_path.empty?
+
+    if !input_path.empty?
+      file_format = input_path.split(".").last.to_sym if file_format.empty?
+      file_format = file_format.to_s.to_sym unless file_format.is_a?(Symbol)
+      raise ArgumentError.new("Unknown file format: #{file_format}") unless %i(xml json).include?(file_format)
+    end
+  end
+
+  def save_as(output_path)
+    File.open(File.expand_path(output_path), 'w') do |f|
+      output.each { |o| f.write(o.to_csv) }
+    end
+  end
+
+  def output
+    @output ||= convert!
+  end
+
+  private
+
+  def convert!
+    output = [OUTPUT_HEADER]
+
+    trades = if data_hash[:FlexQueryResponse].is_a?(Array)
+      data_hash[:FlexQueryResponse][1][:FlexStatements][1][:FlexStatement][1][:Trades][:Trade]
+    else
+      data_hash[:FlexQueryResponse][:FlexStatements][:FlexStatement][:Trades][:Trade]
+    end
+
+    trades.each do |trade|
+      trade = trade.first if trade.is_a?(Array)
+
+      output << [
+        Utils.build_date_time_str(trade),
+        'Trade',
+        Utils.build_action(trade),
+        trade[:symbol],
+        Utils.build_instrument_type(trade),
+        Utils.build_description(trade),
+        Utils.build_value(trade),
+        trade[:quantity],
+        trade[:tradePrice],
+        Utils.build_commission(trade),
+        '',
+        trade[:multiplier],
+        trade[:underlyingSymbol],
+        Utils.build_date(trade[:expiry]),
+        trade[:strike],
+        Utils.put_or_call(trade)
+      ]
+    end
+
+    output
+  end
+
+  def data_hash
+    @data_hash ||= case @file_format
+    when :json
+      file = File.read(File.expand_path(@input_path))
+      JSON.parse(file, symbolize_names: true)
+    when :xml
+      XmlHasher::Parser.new(
+        :snakecase => false,
+        :ignore_namespaces => true,
+        :string_keys => false
+      ).parse(File.new(@input_path))
+    end
+  end
+
+  module Utils
+    class << self
+      def build_date_time_str(trade)
+        d, t = trade[:tradeDate], trade[:tradeTime]
+        year = d[0..3]
+        month = d[4..5]
+        day = d[6..7]
+        hour = t[0..1]
+        min = t[2..3]
+        sec = t[4..5]
+        Time.zone.local(year,month,day,hour,min,sec).strftime('%FT%T%z')
+      end
+
+      def build_date(str)
+        return nil if str.to_s.strip == ''
+        day = str[6..7]
+        month = str[4..5]
+        year = str[2..3]
+        "#{month}/#{day}/#{year}"
+      end
+
+      def build_action(trade)
+        "#{trade[:buySell]}_TO_#{trade[:openCloseIndicator] == 'O' ? 'OPEN' : 'CLOSE'}"
+      end
+
+      def build_instrument_type(trade)
+        case (ac = trade[:assetCategory])
+        when 'OPT'; 'Equity Option'
+        when 'STK'; 'Equity'
+        else
+          raise ArgumentError.new("Unknown asset category: #{ac}")
+        end
+      end
+
+      def build_description(trade)
+        case trade[:buySell]
+        when 'SELL'; str = 'Sold'
+        when 'BUY'; str = 'Bought'
+        end
+
+        str += " #{trade[:quantity].to_i.abs} "
+
+        str += case (ac = trade[:assetCategory])
+        when 'OPT'
+          exp = build_date(trade[:expiry])
+          "#{trade[:symbol]} #{exp} #{put_or_call(trade)} #{trade[:strike]} @ #{trade[:tradePrice]}"
+        when 'STK'
+          "#{trade[:symbol]} @ #{trade[:tradePrice]}"
+        else
+          raise ArgumentError.new("Unknown asset category: #{ac}")
+        end
+
+        str
+      end
+
+      def build_value(trade)
+        v = trade[:proceeds]
+        v.to_f == -0.0 ? '0' : v
+      end
+
+      def build_commission(trade)
+        c = trade[:ibCommission]
+        c.to_f == -0.0 ? '0' : c
+      end
+
+      def put_or_call(trade)
+        return nil unless trade[:assetCategory] == 'OPT'
+        trade[:putCall] == 'P' ? 'PUT' : 'CALL'
+      end
+    end
+  end
+end

metadata

@@ -0,0 +1,142 @@
+--- !ruby/object:Gem::Specification
+name: interactive_brokers_2_tasty_works
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Carl Mercier
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2018-11-29 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: byebug
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: xmlhasher
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Interactive Brokers to Tasty Works trade statement converter
+email:
+- foss@carlmercier.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitattributes"
+- ".gitignore"
+- ".ruby-version"
+- CODE_OF_CONDUCT.md
+- Gemfile
+- Gemfile.lock
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- interactive_brokers_2_tasty_works.gemspec
+- lib/interactive_brokers_2_tasty_works.rb
+- lib/interactive_brokers_2_tasty_works/version.rb
+homepage: https://www.github.com/cmer/interactive_brokers_2_tasty_works
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.7.6
+signing_key: 
+specification_version: 4
+summary: Interactive Brokers to Tasty Works trade statement converter
+test_files: []