iron_warbler 2.0.7.22 → 2.0.7.24

data/app/models/iro/strategy.rb

@@ -2,6 +2,7 @@
 class Iro::Strategy
   include Mongoid::Document
   include Mongoid::Timestamps
+  include Mongoid::Paranoia
   store_in collection: 'iro_strategies'
 
   field :slug
@@ -20,7 +21,7 @@ class Iro::Strategy
 
   KIND_COVERED_CALL = 'covered_call'
   KIND_LONG_DEBIT_CALL_SPREAD = 'long_debit_call_spread'
-  KIND_SHORT_DEBIT_PUT_SPREAD = 'long_debit_call_spread'
+  KIND_SHORT_DEBIT_PUT_SPREAD = 'short_debit_put_spread'
   KINDS = [ nil,
     KIND_COVERED_CALL,
     KIND_LONG_DEBIT_CALL_SPREAD,
@@ -42,27 +43,31 @@ class Iro::Strategy
   end
 
   field :buffer_above_water, type: :float
-  field :next_max_inner_delta, type: :float
-  field :next_max_outer_delta, type: :float
-  field :next_min_strike, type: :float
   field :threshold_delta, type: :float
   field :threshold_netp, type: :float
 
+  field :next_inner_delta, type: :float
+  field :next_outer_delta, type: :float
+  field :next_inner_strike, type: :float
+  field :next_outer_strike, type: :float
+  field :next_spread_amount, type: :float # e.g. $20 for a $2000 NVDA spread
+
+
   def self.for_ticker ticker
     where( ticker: ticker )
   end
 
-  def breakeven p
-    p.inner_strike - p.begin_outer_price + p.begin_inner_price
-  end
-
-  def breakeven p
+  def breakeven_covered_call p
     p.inner_strike + p.begin_inner_price
   end
+  def breakeven_long_debit_call_spread p
+    p.inner_strike - p.max_gain # p.begin_outer_price + p.begin_inner_price
+  end
+  alias_method :breakeven_short_debit_put_spread, :breakeven_long_debit_call_spread
 
   def max_gain_covered_call p
     # return p.begin_inner_price
-    p.begin_inner_price * 100 - 0.66
+    p.begin_inner_price * 100 - 0.66 # @TODO: is this *100 really?
   end
   def max_gain_long_debit_call_spread p
     ## 100 * disalloed for gameui
@@ -73,40 +78,130 @@ class Iro::Strategy
     ( p.outer_strike - p.inner_strike - p.begin_outer_price + p.begin_inner_price ) # - 2*0.66
   end
 
+  def net_amount_covered_call p
+    ( p.begin_inner_price - p.end_inner_price )
+  end
+  def net_amount_long_debit_call_spread p
+    outer = p.end_outer_price - p.begin_outer_price
+    inner = p.begin_inner_price - p.end_inner_price
+    out = ( outer + inner )
+  end
+  alias_method :net_amount_short_debit_put_spread, :net_amount_long_debit_call_spread
+
   def max_loss_covered_call p
-    return 'infinity'
+    p.begin_inner_price*10 # just suppose 10,000%
   end
   def max_loss_long_debit_call_spread p
-    out = 100 * ( p.outer_strike - p.inner_strike )
+    out = p.outer_strike - p.inner_strike
   end
-  def max_loss_short_debit_put_spread p
-    out = -100 * ( p.outer_strike - p.inner_strike )
+  def max_loss_short_debit_put_spread p # different
+    out = p.inner_strike - p.outer_strike
   end
 
-  def net_amount_covered_call p
-    ( p.begin_inner_price - p.end_inner_price ) * 100
+  def begin_delta_covered_call p
+    p.begin_inner_delta
   end
-  def net_amount_long_debit_call_spread p
-    outer = p.end_outer_price - p.begin_outer_price
-    inner = p.begin_inner_price - p.end_inner_price
-    out = ( outer + inner ) * 100
+  def begin_delta_long_debit_call_spread p
+    p.begin_outer_delta - p.begin_inner_delta
   end
-  alias_method :net_amount_short_debit_put_spread, :net_amount_long_debit_call_spread
+  alias_method :begin_delta_short_debit_put_spread, :begin_delta_long_debit_call_spread
 
+  def end_delta_covered_call p
+    p.end_inner_delta
+  end
+  def end_delta_long_debit_call_spread p
+    p.end_outer_delta - p.end_inner_delta
+  end
+  alias_method :end_delta_short_debit_put_spread, :end_delta_long_debit_call_spread
 
-  def net_amount_long_debit_call_spread p
-    outer = p.end_outer_price - p.begin_outer_price
-    inner = p.begin_inner_price - p.end_inner_price
-    out = ( outer + inner ) * 100
+
+
+  ##
+  ## decisions
+  ##
+
+  def calc_rollp_covered_call p
+
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1
+      return [ 0.99, '0 DTE, must exit' ]
+    end
+
+    if ( stock.last - buffer_above_water ) < p.inner_strike
+      return [ 0.98, "Last #{'%.2f' % stock.last} is " +
+          "#{'%.2f' % [p.inner_strike + buffer_above_water - stock.last]} " +
+          "below #{'%.2f' % [p.inner_strike + buffer_above_water]} water" ]
+    end
+
+    if p.end_inner_delta < threshold_delta
+      return [ 0.61, "Delta #{p.end_inner_delta} is lower than #{threshold_delta} threshold." ]
+    end
+
+    if 1 - p.end_inner_price/p.begin_inner_price > threshold_netp
+      return [ 0.51, "made enough #{'%.0f' % [(1 - p.end_inner_price/p.begin_inner_price )*100]}% profit" ]
+    end
+
+    return [ 0.33, '-' ]
   end
 
+  ## @TODO
+  def calc_rollp_long_debit_call_spread p
+
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1
+      return [ 0.99, '0 DTE, must exit' ]
+    end
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 2
+      return [ 0.99, '1 DTE, must exit' ]
+    end
+
+    if ( stock.last - buffer_above_water ) < p.inner_strike
+      return [ 0.95, "Last #{'%.2f' % stock.last} is " +
+          "#{'%.2f' % [stock.last - p.inner_strike - buffer_above_water]} " +
+          "below #{'%.2f' % [p.inner_strike + buffer_above_water]} water" ]
+    end
+
+    if p.end_inner_delta < threshold_delta
+      return [ 0.79, "Delta #{p.end_inner_delta} is lower than #{threshold_delta} threshold." ]
+    end
+
+    if 1 - p.end_inner_price/p.begin_inner_price > threshold_netp
+      return [ 0.51, "made enough #{'%.0f' % [(1 - p.end_inner_price/p.begin_inner_price )*100]}% profit" ]
+    end
+
+    return [ 0.33, '-' ]
+  end
+
+  ## @TODO
+  def calc_rollp_short_debit_put_spread p
+
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1
+      return [ 0.99, '0 DTE, must exit' ]
+    end
+
+    if ( stock.last - buffer_above_water ) < p.inner_strike
+      return [ 0.98, "Last #{'%.2f' % stock.last} is " +
+          "#{'%.2f' % [stock.last - p.inner_strike - buffer_above_water]} " +
+          "above #{'%.2f' % [p.inner_strike + buffer_above_water]} water" ]
+    end
+
+    if p.end_inner_delta < threshold_delta
+      return [ 0.79, "Delta #{p.end_inner_delta} is lower than #{threshold_delta} threshold." ]
+    end
+
+    if 1 - p.end_inner_price/p.begin_inner_price > threshold_netp
+      return [ 0.51, "made enough #{'%.0f' % [(1 - p.end_inner_price/p.begin_inner_price )*100]}% profit" ]
+    end
+
+    return [ 0.33, '-' ]
+  end
+
+
 
 
   def to_s
-    slug
+    "#{stock} #{kind_short} #{slug}"
   end
   def self.list long_or_short = nil
     these = long_or_short ? where( long_or_short: long_or_short ) : all
-    [[nil,nil]] + these.map { |ttt| [ ttt.slug, ttt.id ] }
+    [[nil,nil]] + these.map { |ttt| [ ttt, ttt.id ] }
   end
 end

data/app/models/tda/option.rb

@@ -68,7 +68,7 @@ class Tda::Option
   ## 2023-02-06 _vp_ :: Continue.
   ##
   def self.get_quotes params
-    puts! params, 'Tda::Option#get_quotes'
+    # puts! params, 'Tda::Option#get_quotes'
     opts = {}
 
     #
@@ -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 }
@@ -120,18 +120,114 @@ class Tda::Option
       end
     end
 
-    puts! outs, 'outs'
+    # puts! outs, 'outs'
     return outs
   end
 
 
+  def self.close_credit_call
+  end
+  def self.close_long_debit_call_spread
+  end
+  def self.close_short_debit_put_spread
+  end
+
+  def self.get_token
+    opts = {
+      grant_type: 'authorization_code',
+      access_type: 'offline',
+      code: ::TD_AMERITRADE[:code],
+    }
+  end
+
+  def self.create_credit_call outer:, inner:, q:, price:
+    query = {
+      orderType: "NET_DEBIT",
+      session: "NORMAL",
+      price: price,
+      duration: "DAY",
+      orderStrategyType: "SINGLE",
+      orderLegCollection: [
+        {
+          instruction: "BUY_TO_OPEN",
+          quantity: q,
+          instrument: {
+            symbol: outer.symbol,
+            assetType: "OPTION",
+          },
+        },
+        {
+          instruction: "SELL_TO_OPEN",
+          quantity: q,
+          instrument: {
+            symbol: inner.symbol,
+            assetType: "OPTION",
+          },
+        },
+      ],
+    }
+    File.write('tmp/query.json', JSON.pretty_generate( query ))
+    puts! query, 'query'
+
+    return
+
+    headers = {
+      Authorize: "Bearer #{::TD_AMERITRADE[:access_token]}",
+    }
+
+    path = "/v1/accounts/#{::TD_AMERITRADE[:accountId]}/orders"
+    puts! path, 'path'
+    out = self.post path, { query: query, headers: headers }
+    timestamp = DateTime.parse out.headers['date']
+    out = out.parsed_response.deep_symbolize_keys
+    puts! out, 'created credit call?'
+  end
+  def self.create_long_debit_call_spread
+  end
+  def self.create_short_debit_put_spread
+  end
+
+  def self.roll_credit_call
+  end
+  def self.roll_long_debit_call_spread
+  end
+  def self.roll_short_debit_put_spread
+  end
+
+
 end
 
+##
+## From: https://developer.tdameritrade.com/content/place-order-samples
+## Buy Limit: Vertical Call Spread
+##
 =begin
+{
+  "orderType": "NET_DEBIT",
+  "session": "NORMAL",
+  "price": "1.20",
+  "duration": "DAY",
+  "orderStrategyType": "SINGLE",
+  "orderLegCollection": [
+    {
+      "instruction": "BUY_TO_OPEN",
+      "quantity": 10,
+      "instrument": {
+        "symbol": "XYZ_011516C40",
+        "assetType": "OPTION"
+      }
+    },
+    {
+      "instruction": "SELL_TO_OPEN",
+      "quantity": 10,
+      "instrument": {
+        "symbol": "XYZ_011516C42.5",
+        "assetType": "OPTION"
+      }
+    }
+  ]
+}
+=end
+
 
-outs = Tda::Option.get_quotes({
-  contractType: 'CALL', strike: 20.0, expirationDate: '2024-01-12',
-  ticker: 'GME',
-})
 
-=end

data/app/views/iro/_main_header.haml

@@ -1,24 +1,35 @@
 
-.application-main-header.main-header
+.application--main-header.main-header.iro--main-header{ class: "#{ENV['RAILS_ENV']} #{ENV['RAILS_ENV'][0...3]=="dev" ? "development" : ''}" }
   .maxwidth
 
     %i.fa.fa-compress.collapse-expand#collapseHeaderTrading
-      Iron Warbler
+      Wco Trading
+    .a
+      .d-flex
+        %ul{ style: "margin-top: 2em;" }
+          %li
+            = link_to "Stocks (#{Iro::Stock.all.length})", stocks_path
+            = link_to '[re]', refresh_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'
 
-    -# .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'
+        .a
+          = link_to 'Purses', purses_path
+          %ul
+            - @purses.each do |p|
+              %li= link_to p, purse_path(p)
+        .a
+          = link_to 'Strategies', strategies_path
+          %ul
+            - @strategies.each do |s|
+              %li
+                = link_to s, strategy_path(s)
+                = link_to '[~]', edit_strategy_path(s)
 
 

data/app/views/iro/application/home.haml

@@ -1,2 +1,7 @@
 
-Hello, Iro Wor!
+.maxwidth
+  Hello, Iro Wor!
+
+  %br
+  %br
+  %br

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

@@ -7,8 +7,7 @@
     .d-flex
       .field
         %label Purse
-        -# = f.select :purse_id, options_for_select( @
-        = f.text_field :purse_id
+        = f.select :purse_id, options_for_select( @purses_list, selected: position.purse_id )
 
         %label Status
         = f.select :status, options_for_select( Iro::Position::STATUSES, selected: position.status )

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

@@ -2,7 +2,7 @@
 - pos   = position
 - stock = pos.stock
 - nearest_strike = stock.last.round
-- u = @unit # pixels per dollar
+- u = pos.purse.unit # pixels per dollar
 
 .collapse-expand.d-flex{ id: "gameui-pos-#{pos.id}" }
   [<>]
@@ -10,32 +10,29 @@
 .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
+    .StockCoordinates{ style: "height: #{pos.q() * u}px " }
+      .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
 
       .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} " }
+        .PositionW{ class: pos.strategy.kind, style: "left: #{left} ; width: #{width} " }
           .Position
+            .RollGuide
             .PositionC
 
-            - if position.net_amount >= 0
-              .Net.NetPositive{ style: "width: #{ (position.net_amount / 100) * u }px; right: 0" }
+            - if pos.net_amount >= 0
+              .Net.NetPositive{ style: "width: #{ (pos.net_amount / 100) * u }px; right: 0" }
                 .label
                   net
-                  = pp_amount position.net_amount
+                  = pp_amount pos.net_amount
             - else
-              .Net.NetNegative{ style: "width: #{ (-1 * position.net_amount / 100) * u }px; left: 100%" }
+              .Net.NetNegative{ style: "width: #{ (-1 * pos.net_amount / 100) * u }px; left: 100%" }
                 .label
                   net
-                  = pp_amount position.net_amount
+                  = pp_amount pos.net_amount
 
             .Breakeven{ style: "width: #{ pos.begin_inner_price * u }px" }
               .label

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

@@ -1,4 +1,12 @@
 
+
+-## Good, remove trash, leave as implemented.
+-# - left  = "#{ (stock.last - pos.inner_strike - pos.begin_inner_price) * u}px"
+-# - width = "#{ pos.begin_inner_price * u}px"
+
+
+
+
 - unit = u = 50 # pixels per dollar
 - grid_size = 100 # dollars to each side of origin
 .purses-gameui.padded

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

@@ -2,7 +2,7 @@
 - pos   = position
 - stock = pos.stock
 - nearest_strike = stock.last.round
-- u = @purse.unit # pixels per dollar
+- u = pos.purse.unit # pixels per dollar
 
 .collapse-expand.d-flex{ id: "gameui-pos-#{pos.id}" }
   [<>]
@@ -10,8 +10,8 @@
 .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
+    .StockCoordinates{ style: "height: #{pos.q() *u}px " }
+      .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
 
       .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }
         .label Last: #{pp_amount stock.last}
@@ -19,9 +19,10 @@
 
         - left  = "#{ ( pos.outer_strike - stock.last ) * u}px"
         - width = "#{ ( pos.inner_strike - pos.outer_strike ) * u}px"
-        .PositionW{ style: "left: #{left}; width: #{width}; " }
+        .PositionW{ class: pos.strategy.kind, style: "left: #{left}; width: #{width}; " }
           .Position
             .MaxGain{ style: "width: #{pos.max_gain * u}px" }
+            .RollGuide
 
             - if pos.net_amount >= 0
               .Net.NetPositive{ style: "width: #{ (pos.net_amount / 100) * u }px; right: 0" }

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

@@ -2,7 +2,7 @@
 - pos   = position
 - stock = pos.stock
 - nearest_strike = stock.last.round
-- u = @unit # pixels per dollar
+- u = pos.purse.unit # pixels per dollar
 
 
 .collapse-expand.d-flex{ id: "gameui-pos-#{pos.id}" }
@@ -11,8 +11,8 @@
 .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
+    .StockCoordinates{ style: "height: #{pos.q() *u}px " }
+      .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
 
       .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }
         .label Last: #{pp_amount stock.last}
@@ -21,9 +21,10 @@
         -## 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}; " }
+        .PositionW{ class: pos.strategy.kind, style: "left: #{left}; width: #{width}; " }
           .Position
             .MaxGain{ style: "width: #{pos.max_gain * u}px" }
+            .RollGuide
 
             - if pos.net_amount >= 0
               .Net.NetPositive{ style: "width: #{ (pos.net_amount / 100) * u }px; right: 0" }

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

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

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

@@ -1,6 +1,12 @@
 
-%i.fa.fa-expand.collapse-expand.floaty-collapse{ id: "gameui-pos-detail-#{pos.id}" }
+- collapse_key ||= pos.id
+%i.fa.fa-expand.collapse-expand.floaty-collapse{ id: "gameui-pos-detail-#{collapse_key}" }
 .maxwidth
   %ul.m-0.p-0
+    - if !pos.persisted?
+      %li <b>expires_on:</b> #{pos.expires_on}
+      %li <b>inner_strike:</b> #{pp_amount pos.inner_strike}
+      %li <b>next_gain_loss_amount:</b> #{pp_amount pos.next_gain_loss_amount}
+
     %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

@@ -1,14 +1,32 @@
 
 
 -## Same file for the spreads
-%i.fa.fa-expand.collapse-expand.floaty-collapse{ id: "gameui-pos-detail-#{pos.id}" }
+- collapse_key ||= pos.id
+%i.fa.fa-expand.collapse-expand.floaty-collapse{ id: "gameui-pos-detail-#{collapse_key}" }
 .maxwidth
   %ul.m-0.p-0
+    - if !pos.persisted?
+      %li <b>expires_on:</b> #{pos.expires_on}
+      %li <b>outer,inner_strike:</b> #{pp_amount pos.outer_strike} -> #{pp_amount pos.inner_strike}
+      %li
+        <b>next_gain_loss_amount:</b> #{pp_amount pos.next_gain_loss_amount}
+        \:: #{pp_amount pos.next_gain_loss_amount * 100 * pos.q}
+        &nbsp;&nbsp; <i>#{pp_percent pos.next_gain_loss_amount/pos.max_loss*-1}</i>
+
     %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}
+    %li
+      <b>end_outer,inner_price:</b> #{pp_amount pos.end_outer_price} -> #{pp_amount pos.end_inner_price}
+      &nbsp;&nbsp;
+      -## yes *100
+      <b>max loss:</b> #{pp_amount pos.max_loss} :: #{pp_amount pos.max_loss * 100 * pos.q}
+    %li
+      <b>Exposure:</b> #{pp_amount pos.max_loss() *-1*100*pos.q()}
+    %li
+      <b>Breakeven:</b> #{pp_amount pos.max_gain}
     - ## 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>

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

@@ -0,0 +1,25 @@
+
+
+- u              = pos.purse.unit # 50 ## pixels per dollar
+- strategy       = pos.strategy
+- nearest_strike = pos.stock.last.round
+- stock          = pos.stock
+
+
+.StockCoordinatesW
+  .StockCoordinates{ style: "height: #{@position.purse.height}px " }
+
+    .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
+
+    .Origin{ style: "left: #{ ( nearest_strike - pos.stock.last )* u}px" }
+      .label
+        Last:
+        = pos.stock.last
+      - amnt   = pos.next_gain_loss_amount
+      -# - byebug
+      - border = amnt >= 0 ? "#{amnt * u}px solid green" : "#{amnt * -1 * u}px solid red"
+      - width  = "#{ pos.begin_inner_price * u}px"
+      - left   = "#{ (pos.stock.last - pos.inner_strike - pos.begin_inner_price) * u}px"
+      .PositionW{ style: "width: #{width}; left: #{left}; border-right: #{border};" }
+        .Position
+    .c

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

@@ -0,0 +1,23 @@
+
+- u              = pos.purse.unit # 50 ## pixels per dollar
+- strategy       = pos.strategy
+- nearest_strike = pos.stock.last.round
+- stock          = pos.stock
+
+
+.StockCoordinatesW
+  .StockCoordinates{ style: "height: #{@position.purse.height}px " }
+
+    .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
+
+    .Origin{ style: "left: #{ ( nearest_strike - pos.stock.last )* u}px" }
+      .label Last: #{pos.stock.last }
+
+      - amnt   = pos.next_gain_loss_amount
+      - border = amnt >= 0 ? "#{amnt * u}px solid green" : "#{amnt * -1 * u}px solid red"
+      - width  = "#{ ( pos.inner_strike - pos.outer_strike ) * u}px"
+      - left   = "#{ ( pos.outer_strike - pos.stock.last ) * u}px"
+      .PositionW{ style: "width: #{width}; left: #{left}; border-right: #{border};" }
+        .Position
+          .MaxGain{ style: "width: #{pos.max_gain * u}px" }
+    .c