iron_warbler 2.0.7.19 → 2.0.7.21

data/app/models/iro/trash/position_debit_spread.rb

@@ -0,0 +1,251 @@
+
+class Iro::PositionDebitSpread < Iro::Positin
+  include Mongoid::Document
+  include Mongoid::Timestamps
+  store_in collection: 'iro_positions'
+
+  STATUS_ACTIVE   = 'active'
+  STATUS_PROPOSED = 'proposed'
+  STATUSES = [ nil, 'active', 'inactive', 'proposed' ]
+  field :status
+  validates :status, presence: true
+  scope :active, ->{ where( status: 'active' ) }
+
+  belongs_to :purse,    class_name: 'Iro::Purse',    inverse_of: :positions
+  index({ purse_id: 1, ticker: 1 })
+
+  belongs_to :stock,   class_name: 'Iro::Stock',    inverse_of: :positions
+  def ticker
+    stock&.ticker || '-'
+  end
+
+  belongs_to :strategy, class_name: 'Iro::Strategy', inverse_of: :positions
+
+  field     :outer_strike, type: :float
+  validates :outer_strike, presence: true
+
+  field     :inner_strike, type: :float
+  validates :inner_strike, presence: true
+
+  field :expires_on
+  validates :expires_on, presence: true
+
+  field :quantity, type: :integer
+  validates :quantity, presence: true
+
+  field :begin_on
+  field :begin_outer_price, type: :float
+  field :begin_outer_delta, type: :float
+
+  field :begin_inner_price, type: :float
+  field :begin_inner_delta, type: :float
+
+  field :end_on
+  field :end_outer_price, type: :float
+  field :end_outer_delta, type: :float
+
+  field :end_inner_price, type: :float
+  field :end_inner_delta, type: :float
+
+  field :net_amount
+  field :net_percent
+
+  def current_underlying_strike
+    Iro::Stock.find_by( ticker: ticker ).last
+  end
+
+  def refresh
+    out = Tda::Option.get_quote({
+      contractType:   'CALL',
+      strike:         strike,
+      expirationDate: expires_on,
+      ticker:         ticker,
+    })
+    update({
+      end_delta: out[:delta],
+      end_price: out[:last],
+    })
+    print '_'
+  end
+
+  def net_amount # total
+    outer = 0 - begin_outer_price + end_outer_price
+    inner = begin_inner_price - end_inner_price
+    out = ( outer + inner ) * 100 * quantity
+  end
+  def max_gain # total
+    100 * ( begin_outer_price - begin_inner_price ) * quantity
+  end
+  def max_loss
+    out = 100 * ( outer_strike - inner_strike ) * quantity
+    if strategy.long_or_short == Iro::Strategy::SHORT
+      out = out * -1
+    end
+    return out
+  end
+
+
+  field :next_delta, type: :float
+  field :next_outcome, type: :float
+  field :next_symbol
+  field :next_mark
+  field :next_reasons, type: :array, default: []
+  field :should_rollp, type: :float
+
+  ##
+  ## decisions
+  ##
+
+  def should_roll?
+    puts! 'shold_roll?'
+
+    update({
+      next_reasons: [],
+      next_symbol: nil,
+      next_delta: nil,
+    })
+
+    if must_roll?
+      out = 1.0
+    elsif can_roll?
+
+      if end_delta < strategy.threshold_delta
+        next_reasons.push "delta is lower than threshold"
+        out = 0.91
+      elsif 1 - end_outer_price/begin_outer_price > strategy.threshold_netp
+        next_reasons.push "made enough percent profit (dubious)"
+        out = 0.61
+      else
+        next_reasons.push "neutral"
+        out = 0.33
+      end
+
+    else
+      out = 0.0
+    end
+
+    update({
+      next_delta:   next_position[:delta],
+      next_outcome: next_position[:mark] - end_price,
+      next_symbol:  next_position[:symbol],
+      next_mark:    next_position[:mark],
+      should_rollp: out,
+      # status:       Iro::Position::STATE_PROPOSED,
+    })
+
+    puts! next_reasons, 'next_reasons'
+    puts! out, 'out'
+    return out > 0.5
+  end
+
+
+  ## expires_on = cc.expires_on ; nil
+  def can_roll?
+    ## only if less than 7 days left
+    ( expires_on.to_date - Time.now.to_date ).to_i < 7
+  end
+
+  ## If I'm near below water
+  ##
+  ## expires_on = cc.expires_on ; strategy = cc.strategy ; strike = cc.strike ; nil
+  def must_roll?
+    if ( current_underlying_strike + strategy.buffer_above_water ) > strike
+      return true
+    end
+    ## @TODO: This one should not happen, I should log appropriately. _vp_ 2023-03-19
+    if ( expires_on.to_date - Time.now.to_date ).to_i < 1
+      return true
+    end
+  end
+
+  ## strike = cc.strike ; strategy = cc.strategy ; nil
+  def near_below_water?
+    strike < current_underlying_strike + strategy.buffer_above_water
+  end
+
+
+
+  ## 2023-03-18 _vp_ Continue.
+  ## 2023-03-19 _vp_ Continue.
+  ## 2023-08-05 _vp_ an Important method
+  ##
+  ## expires_on = cc.expires_on ; strategy = cc.strategy ; ticker = cc.ticker ; end_price = cc.end_price ; next_expires_on = cc.next_expires_on ; nil
+  ##
+  ## out.map { |p| [ p[:strikePrice], p[:delta] ] }
+  ##
+  def next_position
+    return @next_position if @next_position
+    return {} if ![ STATUS_ACTIVE, STATUS_PROPOSED ].include?( status )
+
+    ## 7 days ahead - not configurable so far
+    out = Tda::Option.get_quotes({
+      ticker: ticker,
+      expirationDate: next_expires_on,
+      contractType: 'CALL',
+    })
+
+    ## above_water
+    if strategy.buffer_above_water.present?
+      out = out.select do |i|
+        i[:strikePrice] > current_underlying_strike + strategy.buffer_above_water
+      end
+      # next_reasons.push "buffer_above_water above #{current_underlying_strike + strategy.buffer_above_water}"
+    end
+
+    if near_below_water?
+      msg = "Panic! climb at a loss. Skip the rest of the calculation."
+      next_reasons.push msg
+      ## @TODO: if not enough money in the purse, cannot roll? 2023-03-19
+
+      # byebug
+
+      ## Take a small loss here.
+      prev = nil
+      out.each_with_index do |i, idx|
+        next if idx == 0
+        if i[:last] < end_price
+          prev ||= i
+        end
+      end
+      out = [ prev ]
+
+    else
+      ## Normal flow, making money.
+      ## @TODO: test! _vp_ 2023-03-19
+
+      ## next_min_strike
+      if strategy.next_min_strike.present?
+        out = out.select do |i|
+          i[:strikePrice] >= strategy.next_min_strike
+        end
+        # next_reasons.push "next_min_strike above #{strategy.next_min_strike}"
+      end
+      # json_puts! out.map { |p| [p[:delta], p[:symbol]] }, 'next_min_strike'
+
+      ## max_delta
+      if strategy.next_max_delta.present?
+        out = out.select do |i|
+          i[:delta] = 0.0 if i[:delta] == "NaN"
+          i[:delta] <= strategy.next_max_delta
+        end
+        # next_reasons.push "next_max_delta below #{strategy.next_max_delta}"
+      end
+      # json_puts! out.map { |p| [p[:delta], p[:symbol]] }, 'next_max_delta'
+    end
+
+    @next_position = out[0] || {}
+  end
+
+  ## @TODO: Test this. _vp_ 2023-04-01
+  def next_expires_on
+    out = expires_on.to_time + 7.days
+    while !out.friday?
+      out = out + 1.day
+    end
+    while !out.workday?
+      out = out - 1.day
+    end
+    return out
+  end
+
+end

data/app/models/tda/option.rb

@@ -13,7 +13,7 @@ class Tda::Option
   def self.get_chain params
     opts = { symbol: params[:ticker] } ## use 'GME' as symbol here even though a symbol is eg 'GME_021023P2.5'
     query = { apikey: ::TD_AMERITRADE[:apiKey] }.merge opts
-    # puts! query, 'input opts'
+    puts! query, 'input opts'
 
     path = "/v1/marketdata/chains"
     out = self.get path, { query: query }
@@ -55,7 +55,7 @@ class Tda::Option
   ## 2023-03-18 _vp_ This is what I should be using to check if a position should be rolled.
   ##
   def self.get_quote params
-    ::Tda::Option.get_quotes(params)[0]
+    OpenStruct.new ::Tda::Option.get_quotes(params)[0]
   end
 
   ##
@@ -79,18 +79,18 @@ class Tda::Option
       if params[s]
         opts[s] = params[s]
       else
-        raise Iwa::InputError.new("Invalid input, missing '#{s}'.")
+        raise Iro::InputError.new("Invalid input, missing '#{s}'.")
       end
     end
     if params[:expirationDate]
       opts[:fromDate] = opts[:toDate] = params[:expirationDate]
     else
-      raise Iwa::InputError.new("Invalid input, missing 'date'.")
+      raise Iro::InputError.new("Invalid input, missing 'date'.")
     end
     if params[:ticker]
       opts[:symbol] = params[:ticker].upcase
     else
-      raise Iwa::InputError.new("Invalid input, missing 'ticker'.")
+      raise Iro::InputError.new("Invalid input, missing 'ticker'.")
     end
 
     if params[:strike]
@@ -98,7 +98,7 @@ class Tda::Option
     end
 
     query = { apikey: ::TD_AMERITRADE[:apiKey] }.merge opts
-    # puts! query, 'input opts'
+    puts! query, 'input opts'
 
     path = "/v1/marketdata/chains"
     out = self.get path, { query: query }
@@ -120,7 +120,7 @@ class Tda::Option
       end
     end
 
-    # puts! outs, 'outs'
+    puts! outs, 'outs'
     return outs
   end
 

data/app/views/iro/_main_header.haml

@@ -1,23 +1,24 @@
 
-.main-header.maxwidth
+.application-main-header.main-header
+  .maxwidth
 
-  %i.fa.fa-compress.collapse-expand#collapseHeaderEmail
-    Iron Warbler
+    %i.fa.fa-compress.collapse-expand#collapseHeaderTrading
+      Iron Warbler
 
-  -# .header.collapse-expand#IroMenu
-  -#   %h5.title Iron Warbler
+    -# .header.collapse-expand#IroMenu
+    -#   %h5.title Iron Warbler
 
-  %ul
-    %li= link_to 'ROOT', root_path
-    %li
-      = link_to "Stocks (#{Iro::Stock.all.length})", stocks_path
-    -# %li= link_to 'Options', options_path
-    -# %li Max Pain
-    %li
-      = link_to "Alerts (#{Iro::Alert.all.length})", alerts_path
-    %li
-      = link_to "Purses (#{Iro::Purse.all.length})", purses_path
-    %li
-      = render '/iro/strategies/header'
+    %ul
+      %li= link_to 'ROOT', root_path
+      %li
+        = link_to "Stocks (#{Iro::Stock.all.length})", stocks_path
+      -# %li= link_to 'Options', options_path
+      -# %li Max Pain
+      %li
+        = link_to "Alerts (#{Iro::Alert.all.length})", alerts_path
+      %li
+        = link_to "Purses (#{Iro::Purse.all.length})", purses_path
+      %li
+        = render '/iro/strategies/header'
 
 

data/app/views/iro/api/stocks/show.jbuilder

@@ -0,0 +1,11 @@
+
+json.array! @datapoints do |p|
+  json.date     p[:quote_at].in_time_zone('UTC').to_date
+  json.quote_at p[:quote_at]
+  json.open     p[:open]
+  json.high     p[:high]
+  json.low      p[:low]
+  json.close    p[:value]
+  json.volume   p[:volume]
+end
+

data/app/views/iro/positions/_form.haml

@@ -1,59 +1,32 @@
 
-.positions--form
+.positions--form{ class: params[:long_or_short] || position.strategy&.long_or_short }
   = form_for position do |f|
     .actions
       = f.submit
 
-    .field
-      %label Purse
-      -# = f.select :purse_id, options_for_select( @
-      = f.text_field :purse_id
-
-      %label Status
-      = f.select :status, options_for_select( Iro::Position::STATUSES, selected: position.status )
+    .d-flex
+      .field
+        %label Purse
+        -# = f.select :purse_id, options_for_select( @
+        = f.text_field :purse_id
 
-    %br
-    %br
+        %label Status
+        = f.select :status, options_for_select( Iro::Position::STATUSES, selected: position.status )
 
     .field
-      %label Ticker
-      = f.select :ticker, options_for_select( @tickers_list, selected: position.ticker )
-
-
-      %label Kind
-      = f.select :kind, options_for_select( Iro::Position::KINDS, selected: position.kind )
+      %label Stock
+      = f.select :stock_id, options_for_select( @stocks_list, selected: position.stock_id )
       %label Strategy
       = f.select :strategy_id, options_for_select( @strategies_list, selected: position.strategy_id )
 
-
-      %label Strike
-      = f.text_field :strike
-
     .field
       %label Expires on
       = f.text_field :expires_on
-
-
       %label Quantity
       = f.text_field :quantity
 
     %br
-    %br
-
-    .flex-row
-      %label Begin on
-      = f.text_field :begin_on
-      %label Begin price
-      = f.text_field :begin_price
-      %label Begin delta
-      = f.text_field :begin_delta
-    .flex-row
-      %label End on
-      = f.text_field :end_on
-      %label End price
-      = f.text_field :end_price
-      %label End delta
-      = f.text_field :end_delta
+    = render 'formpart_4data', f: f, position: position
 
     .actions
       = f.submit

data/app/views/iro/positions/_formpart_4data.haml

@@ -0,0 +1,46 @@
+.field
+  %label Begin on
+  = f.text_field :begin_on
+
+.long-or-short-item
+  .d-flex
+    .field
+      %label Outer Strike
+      = f.number_field :outer_strike, step: 0.01
+    .field
+      %label Begin outer price
+      = f.text_field :begin_outer_price
+    .field
+      %label Begin outer delta
+      = f.text_field :begin_outer_delta
+
+  .d-flex
+    .field
+      %label Inner Strike
+      = f.number_field :inner_strike, step: 0.01
+    .field
+      %label Begin inner price
+      = f.text_field :begin_inner_price
+    .field
+      %label Begin inner delta
+      = f.text_field :begin_inner_delta
+
+%br
+.flex-row
+  %label End on
+  = f.text_field :end_on
+.long-or-short-item
+  .d-flex
+    .field
+      %label End outer price
+      = f.text_field :end_outer_price
+    .field
+      %label End outer delta
+      = f.text_field :end_outer_delta
+  .d-flex
+    .field
+      %label End inner price
+      = f.text_field :end_inner_price
+    .field
+      %label End inner delta
+      = f.text_field :end_inner_delta

data/app/views/iro/positions/_gameui_covered_call.haml

@@ -0,0 +1,44 @@
+
+- pos   = position
+- stock = pos.stock
+- nearest_strike = stock.last.round
+- u = @unit # pixels per dollar
+
+.collapse-expand.d-flex{ id: "gameui-pos-#{pos.id}" }
+  [<>]
+  .maxwidth= render "/iro/positions/header", pos: pos
+.a
+  = render "/iro/positions/header_#{pos.strategy.kind}", pos: pos
+  .StockCoordinatesW
+    .StockCoordinates{ style: "height: #{pos.purse.height}px " }
+      = render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock
+
+      .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }
+        .label Last: #{pp_amount stock.last}
+        .c
+
+        -## Good, remove trash, leave as implemented.
+        -# - left  = "#{ (stock.last - position.inner_strike - position.begin_inner_price) * u}px"
+        -# - width = "#{ position.begin_inner_price * u}px"
+        - left  = "#{ (stock.last - pos.inner_strike) * u}px"
+        - width = "0px"
+        .PositionW{ style: "left: #{left} ; width: #{width} " }
+          .Position
+            .PositionC
+
+            - if position.net_amount >= 0
+              .Net.NetPositive{ style: "width: #{ (position.net_amount / 100) * u }px; right: 0" }
+                .label
+                  net
+                  = pp_amount position.net_amount
+            - else
+              .Net.NetNegative{ style: "width: #{ (-1 * position.net_amount / 100) * u }px; left: 100%" }
+                .label
+                  net
+                  = pp_amount position.net_amount
+
+            .Breakeven{ style: "width: #{ pos.begin_inner_price * u }px" }
+              .label
+                Breakeven:
+                = pos.begin_inner_price
+

data/app/views/iro/positions/_gameui_covered_call.haml-bk

@@ -0,0 +1,59 @@
+
+- unit = u = 50 # pixels per dollar
+- grid_size = 100 # dollars to each side of origin
+.purses-gameui.padded
+  = render '/iro/purses/header', purse: @purse
+
+  - @positions.each_with_index do |position, idx|
+    - stock = position.stock
+    - if idx == 0
+      %h4= stock
+    - else
+      - prev_ = @positions[idx-1]
+      - if stock != prev_.stock
+        %hr
+        %h4= stock
+
+    .header
+      = position.quantity
+      = stock
+      = position.expires_on.to_datetime.strftime("%b %d")
+      = link_to '[roll]', roll_position_path(position)
+      = link_to '[~]',    edit_position_path(position)
+
+    - nearest_strike = stock.last.round
+    .StockCoordinatesW
+
+      .StockCoordinates
+        .grid-mark.mark0
+          .label= nearest_strike
+        - (1...grid_size).each_with_index do |idx|
+          .grid-mark{ class: "mark#{idx}", style: "left: -#{idx * u}px" }
+            .label
+              = nearest_strike + idx
+          .grid-mark{ class: "mark-#{idx}", style: "left: #{idx * u}px" }
+            .label
+              = nearest_strike - idx
+        .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }
+          .label
+            Last:
+            = stock.last
+
+          - left  = "#{ (stock.last - position.inner_strike - position.begin_inner_price) * u}px"
+          - width = "#{ position.begin_inner_price * u}px"
+          .PositionW{ style: "left: #{left}; width: #{width}; " }
+
+            .Position
+              - if position.net_amount >= 0
+                .Net.NetPositive{ style: "width: #{ (position.net_amount / 100) * u }px; right: 0" }
+                  .label
+                    net
+                    = pp_amount position.net_amount
+              - else
+                .Net.NetNegative{ style: "width: #{ (-1 * position.net_amount / 100) * u }px; left: 100%" }
+                  .label
+                    net
+                    = pp_amount position.net_amount
+
+%br
+%br

data/app/views/iro/positions/_gameui_long_debit_call_spread.haml

@@ -0,0 +1,37 @@
+
+- pos   = position
+- stock = pos.stock
+- nearest_strike = stock.last.round
+- u = @purse.unit # pixels per dollar
+
+.collapse-expand.d-flex{ id: "gameui-pos-#{pos.id}" }
+  [<>]
+  .maxwidth= render "/iro/positions/header", pos: pos
+.a
+  = render "/iro/positions/header_#{pos.strategy.kind}", pos: pos
+  .StockCoordinatesW
+    .StockCoordinates{ style: "height: #{pos.purse.height}px " }
+      = render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock
+
+      .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }
+        .label Last: #{pp_amount stock.last}
+        .c
+
+        - left  = "#{ ( pos.outer_strike - stock.last ) * u}px"
+        - width = "#{ ( pos.inner_strike - pos.outer_strike ) * u}px"
+        .PositionW{ style: "left: #{left}; width: #{width}; " }
+          .Position
+            .MaxGain{ style: "width: #{pos.max_gain * u}px" }
+
+            - if pos.net_amount >= 0
+              .Net.NetPositive{ style: "width: #{ (pos.net_amount / 100) * u }px; right: 0" }
+                .label
+                  net
+                  = pp_amount pos.net_amount
+            - else
+              .Net.NetNegative{ style: "width: #{ (-1 * pos.net_amount / 100) * u }px; left: 100%" }
+                .label
+                  net
+                  = pp_amount pos.net_amount
+.c
+

data/app/views/iro/positions/_gameui_short_debit_put_spread.haml

@@ -0,0 +1,39 @@
+
+- pos   = position
+- stock = pos.stock
+- nearest_strike = stock.last.round
+- u = @unit # pixels per dollar
+
+
+.collapse-expand.d-flex{ id: "gameui-pos-#{pos.id}" }
+  [<>]
+  .maxwidth= render "/iro/positions/header", pos: pos
+.a
+  = render "/iro/positions/header_#{pos.strategy.kind}", pos: pos
+  .StockCoordinatesW
+    .StockCoordinates{ style: "height: #{pos.purse.height}px " }
+      = render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock
+
+      .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }
+        .label Last: #{pp_amount stock.last}
+        .c
+
+        -## these are different
+        - left  = "#{ ( stock.last - pos.outer_strike ) * u}px"
+        - width = "#{ ( pos.outer_strike - pos.inner_strike ) * u}px"
+        .PositionW{ style: "left: #{left}; width: #{width}; " }
+          .Position
+            .MaxGain{ style: "width: #{pos.max_gain * u}px" }
+
+            - if pos.net_amount >= 0
+              .Net.NetPositive{ style: "width: #{ (pos.net_amount / 100) * u }px; right: 0" }
+                .label
+                  net
+                  = pp_amount pos.net_amount
+            - else
+              .Net.NetNegative{ style: "width: #{ (-1 * pos.net_amount / 100) * u }px; left: 100%" }
+                .label
+                  net
+                  = pp_amount pos.net_amount
+.c
+

data/app/views/iro/positions/_header.haml

@@ -0,0 +1,6 @@
+
+.positions--header.maxwidth
+  = pos
+  = link_to '[roll]', roll_position_path(pos)
+  = link_to '[~]',    edit_position_path(pos)
+  -# = render "/iro/positions/header_#{pos.strategy.kind}", pos: pos

data/app/views/iro/positions/_header_covered_call.haml

@@ -0,0 +1,6 @@
+
+%i.fa.fa-expand.collapse-expand.floaty-collapse{ id: "gameui-pos-detail-#{pos.id}" }
+.maxwidth
+  %ul.m-0.p-0
+    %li <b>begin_inner_price:</b> #{pp_amount pos.begin_inner_price}
+    %li <b>Net:</b> #{pp_amount pos.net_amount} &nbsp; <i>#{pp_percent pos.net_percent}</i>

data/app/views/iro/positions/_header_long_debit_call_spread.haml

@@ -0,0 +1,14 @@
+
+
+-## Same file for the spreads
+%i.fa.fa-expand.collapse-expand.floaty-collapse{ id: "gameui-pos-detail-#{pos.id}" }
+.maxwidth
+  %ul.m-0.p-0
+    %li <b>outer,inner_strike:</b> #{pp_amount pos.outer_strike} -> #{pp_amount pos.inner_strike}
+    %li
+      <b>begin_outer,inner_price:</b> #{pp_amount pos.begin_outer_price} -> #{pp_amount pos.begin_inner_price}
+      &nbsp;&nbsp;
+      -## yes *100
+      <b>max gain:</b> #{pp_amount pos.max_gain} :: #{pp_amount pos.max_gain * 100 * pos.q}
+    - ## no *100
+    %li <b>Net:</b> #{pp_amount pos.net_amount} :: #{pp_amount pos.net_amount * pos.q} &nbsp;&nbsp; <i>#{pp_percent pos.net_percent}</i>