interactive_brokers_2_tasty_works 0.3.0 → 0.3.1

checksums.yaml

@@ -1,7 +1,7 @@
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-  data.tar.gz: e656aa6e2c917ef034c839553f03d137a7ac37bd9d633bbf8ea86f28873ae5b7
+  metadata.gz: 85439ff64f749ff412c32280e884acfb490998b86e471b1d779ea1c551c110f4
+  data.tar.gz: 166a8a99aca8c600d4d36628ff0b113b092bfa6e5486d0e868e11977ba7cdfd7
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+  metadata.gz: 616b232752b8fb717e10bd4d86339337bbb3c9db1d5e6dd4bb4294844f185faf35f474232666ba3f41e42b7833be87e927e83e3c678680b4c7f1f7e629403eef
+  data.tar.gz: 212d46e6b31d883274cde708a9082bf74925b5966ddb04a257c7683319bb061b1d70feaae930b1c66eeed0db772ee0bc8f4df7b40dd74a54a5e9d994ef2e1995

data/.ruby-version

@@ -1 +1 @@
-2.5.3
+2.6.2

data/Gemfile.lock

@@ -1,23 +1,23 @@
 PATH
   remote: .
   specs:
-    interactive_brokers_2_tasty_works (0.3.0)
+    interactive_brokers_2_tasty_works (0.3.1)
       activesupport
       xmlhasher
 
 GEM
   remote: https://rubygems.org/
   specs:
-    activesupport (5.2.2)
+    activesupport (5.2.3)
       concurrent-ruby (~> 1.0, >= 1.0.2)
       i18n (>= 0.7, < 2)
       minitest (~> 5.1)
       tzinfo (~> 1.1)
     byebug (10.0.2)
-    concurrent-ruby (1.1.4)
+    concurrent-ruby (1.1.5)
     diff-lcs (1.3)
     escape_utils (1.2.1)
-    i18n (1.3.0)
+    i18n (1.6.0)
       concurrent-ruby (~> 1.0)
     minitest (5.11.3)
     ox (2.10.0)
@@ -53,4 +53,4 @@ DEPENDENCIES
   rspec (~> 3.0)
 
 BUNDLED WITH
-   1.17.1
+   1.17.2

data/README.md

@@ -2,7 +2,7 @@
 
 This library converts the output of an Interactive Brokers Execution Flex Query to a TastyWorks-compatible CSV file.
 
-### Flex Query Parameters in Interactive Brokers
+### Activity Flex Query Parameters in Interactive Brokers
 
 - Leave all defaults
 - Set time period to LAST 365 DAYS (or whatever you want, really)

data/lib/interactive_brokers_2_tasty_works.rb

@@ -25,7 +25,7 @@ class InteractiveBrokers2TastyWorks
     @file_format = file_format
     @add_output  = add_output
 
-    raise ArgumenrError.new("Must specify `data_hash` or `input_path`.") if data_hash.empty? && input_path.empty?
+    raise ArgumentError.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?
@@ -48,7 +48,6 @@ class InteractiveBrokers2TastyWorks
 
   def convert!
     output = [add_output_headers ? (OUTPUT_HEADER + add_output_headers) : OUTPUT_HEADER]
-    # require 'byebug';byebug
 
     trades = if data_hash[:FlexQueryResponse].is_a?(Array)
       data_hash[:FlexQueryResponse][1][:FlexStatements][1][:FlexStatement][1][:Trades][:Trade]
@@ -68,7 +67,7 @@ class InteractiveBrokers2TastyWorks
         Utils.build_description(trade),
         Utils.build_value(trade),
         trade[:quantity],
-        trade[:tradePrice],
+        Utils.build_trade_price(trade),
         Utils.build_commission(trade),
         '',
         trade[:multiplier],
@@ -99,14 +98,7 @@ class InteractiveBrokers2TastyWorks
 
   def add_output_values(trade)
     return nil unless @add_output.present?
-
     add_output_fields.map { |f| Utils.indifferent_fetch(trade, f) }
-    # output = []
-    # add_output_fields.each do |f|
-    #   output << trade[f]
-    # end
-
-    # output
   end
 
   def add_output_fields
@@ -170,9 +162,9 @@ class InteractiveBrokers2TastyWorks
         str += case (ac = trade[:assetCategory])
         when 'OPT'
           exp = build_date(trade[:expiry])
-          "#{trade[:symbol]} #{exp} #{put_or_call(trade)} #{trade[:strike]} @ #{trade[:tradePrice]}"
+          "#{trade[:symbol]} #{exp} #{put_or_call(trade)} #{trade[:strike]} @ #{build_trade_price(trade)}"
         when 'STK'
-          "#{trade[:symbol]} @ #{trade[:tradePrice]}"
+          "#{trade[:symbol]} @ #{build_trade_price(trade)}"
         else
           raise ArgumentError.new("Unknown asset category: #{ac}")
         end
@@ -180,9 +172,25 @@ class InteractiveBrokers2TastyWorks
         str
       end
 
+      def build_trade_price(trade)
+        if string_is_zero?(trade[:tradePrice]) && !string_is_zero?(build_value(trade))
+          value = build_value(trade).to_f
+          strip_zero_decimal (value / trade[:quantity].to_i / trade[:multiplier].to_i).abs
+        else
+          trade[:tradePrice]
+        end
+      end
+
       def build_value(trade)
-        v = trade[:proceeds]
-        v.to_f == -0.0 ? '0' : v
+        if !proceeds_is_zero?(trade)
+          v = trade[:proceeds]
+        elsif is_option_assignment_exercise_or_expiration(trade)
+          v = strip_zero_decimal(trade[:mtmPnl].to_f * -1)
+        else
+          raise ArgumentError.new("Cannot parse trade: #{trade}")
+        end
+
+        (v.to_f == -0.0 ? 0 : v).to_s
       end
 
       def build_commission(trade)
@@ -195,6 +203,23 @@ class InteractiveBrokers2TastyWorks
         trade[:putCall] == 'P' ? 'PUT' : 'CALL'
       end
 
+      def string_is_zero?(str)
+        str = str.to_s.strip
+        str == '0' || str == '-0'
+      end
+
+      def proceeds_is_zero?(trade)
+        string_is_zero?(trade[:proceeds])
+      end
+
+      def strip_zero_decimal(val)
+        val.to_s.sub(/\.0$/, '')
+      end
+
+      def is_option_assignment_exercise_or_expiration(trade)
+         proceeds_is_zero?(trade) && trade[:transactionType] == "BookTrade" && trade[:notes] =~ /^A$|^Ex$|^Ep$/i
+      end
+
       def indifferent_fetch(h, key)
         h.fetch(key)
       rescue KeyError

data/lib/interactive_brokers_2_tasty_works/version.rb

@@ -1,3 +1,3 @@
 class InteractiveBrokers2TastyWorks
-  VERSION = "0.3.0"
+  VERSION = "0.3.1"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: interactive_brokers_2_tasty_works
 version: !ruby/object:Gem::Version
-  version: 0.3.0
+  version: 0.3.1
 platform: ruby
 authors:
 - Carl Mercier
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2018-12-27 00:00:00.000000000 Z
+date: 2019-04-18 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -134,8 +134,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.7.6
+rubygems_version: 3.0.3
 signing_key: 
 specification_version: 4
 summary: Interactive Brokers to Tasty Works trade statement converter