iron_warbler 2.0.7.22 → 2.0.7.24

data/lib/tasks/test_tasks.rake

@@ -0,0 +1,54 @@
+
+namespace :test do
+
+  desc 'stock#volatility_mo'
+  task stock_vol_mo: :environment do
+    out = Iro::Stock.find_by( ticker: 'NVDA' ).volatility_from_mo
+    puts! out, 'out'
+  end
+
+  desc 'stock#volatility_yr'
+  task stock_vol_yr: :environment do
+    out = Iro::Stock.find_by( ticker: 'NVDA' ).volatility_from_yr
+    puts! out, 'out'
+  end
+
+  desc 'option#call_price'
+  task option_call_price: :environment do
+    stock      = Iro::Stock.find_by( ticker: 'NVDA' )
+    stock.last = 884
+
+    option = Iro::Option.new({
+      stock:      stock,
+      strike:     910,
+      expires_on: '2024-03-22',
+      # delta:      0.41,
+    })
+    out = option.put_price
+    puts! out, 'out'
+  end
+
+  desc 'place order'
+  task place_order: :environment do
+    stock = Iro::Stock.f 'GME'
+    outer = Iro::Option.new({
+      stock:      stock,
+      put_call:  'CALL',
+      strike:     15.5,
+      expires_on: '2024-03-22',
+    })
+    inner = Iro::Option.new({
+      stock:      stock,
+      put_call:  'CALL',
+      strike:     17.0,
+      expires_on: '2024-03-22',
+    })
+    out = Tda::Option.create_credit_call( inner: inner, outer: outer, q: 1, price: 0.01 )
+    puts! out, 'out'
+  end
+
+end
+
+
+
+

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: iron_warbler
 version: !ruby/object:Gem::Version
-  version: 2.0.7.22
+  version: 2.0.7.24
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2024-03-16 00:00:00.000000000 Z
+date: 2024-03-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: business_time
@@ -192,20 +192,37 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: 1.0.1
+- !ruby/object:Gem::Dependency
+  name: distribution
+  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: A stocks and Options Trading Bot.
 email: victor@wasya.co
 executables: []
 extensions: []
 extra_rdoc_files: []
 files:
+- README.txt
 - Rakefile
 - app/assets/config/iron_warbler_manifest.js
 - app/assets/javascript/iron_warbler/application.js
 - app/assets/javascript/iron_warbler/gameui.js
 - app/assets/stylesheets/iron_warbler/application.css
 - app/assets/stylesheets/iron_warbler/positions.scss
+- app/assets/stylesheets/iron_warbler/positions_gameui.scss
 - app/assets/stylesheets/iron_warbler/purses_gameui.scss
 - app/assets/stylesheets/iron_warbler/purses_gameui.scss-bk
+- app/assets/stylesheets/iron_warbler/purses_summary.scss
 - app/assets/stylesheets/iron_warbler/utils.scss
 - app/controllers/iro/alerts_controller.rb
 - app/controllers/iro/api/stocks_controller.rb
@@ -230,8 +247,6 @@ files:
 - app/models/iro/purse.rb
 - app/models/iro/stock.rb
 - app/models/iro/strategy.rb
-- app/models/iro/trash/position_covered_call.rb
-- app/models/iro/trash/position_debit_spread.rb
 - app/models/tda/option.rb
 - app/models/tda/stock.rb
 - app/views/iro/_analytics.erb
@@ -251,15 +266,20 @@ files:
 - app/views/iro/positions/_header_covered_call.haml
 - app/views/iro/positions/_header_long_debit_call_spread.haml
 - app/views/iro/positions/_header_short_debit_put_spread.haml
+- app/views/iro/positions/_prepare_covered_call.haml
+- app/views/iro/positions/_prepare_long_debit_call_spread.haml
+- app/views/iro/positions/_prepare_short_debit_put_spread.haml
 - app/views/iro/positions/_reasons.haml
 - app/views/iro/positions/_table.haml
 - app/views/iro/positions/edit.haml
 - app/views/iro/positions/new.haml
-- app/views/iro/positions/roll.haml
-- app/views/iro/positions/trash/_header_short_debit_put_spread.haml
+- app/views/iro/positions/prepare.haml
+- app/views/iro/positions/roll-cc.haml-bk
+- app/views/iro/positions/roll.haml-trash
 - app/views/iro/purses/_form.haml
 - app/views/iro/purses/_form_extra_fields.haml
 - app/views/iro/purses/_header.haml
+- app/views/iro/purses/_summary.haml
 - app/views/iro/purses/edit.haml
 - app/views/iro/purses/gameui.haml
 - app/views/iro/purses/gameui.haml-bk
@@ -277,6 +297,7 @@ files:
 - app/views/iro/strategies/edit.haml
 - app/views/iro/strategies/index.haml
 - app/views/iro/strategies/new.haml
+- app/views/iro/strategies/show.haml
 - app/views/layouts/iro/application.haml
 - config/initializers/assets.rb
 - config/routes.rb
@@ -285,6 +306,7 @@ files:
 - lib/tasks/db_tasks.rake
 - lib/tasks/iro_tasks.rake
 - lib/tasks/iro_tasks.rake-old
+- lib/tasks/test_tasks.rake
 homepage: https://wasya.co
 licenses:
 - Proprietary

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

@@ -1,4 +0,0 @@
-
-class Iro::PositionCoveredCall < Iro::Position
-
-end

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

@@ -1,251 +0,0 @@
-
-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/views/iro/positions/roll.haml

@@ -1,83 +0,0 @@
-
-- u        = @purse.unit # 50 ## pixels per dollar
-- strategy = @position.strategy
-
-.purses-gameui.padded
-  = render '/iro/purses/header', purse: @position.purse
-
-  .a
-    - position = @position
-    - stock = position.stock
-    %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...@n_dollars).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
-
-
-          .PositionW{ style: "width: #{ position.begin_inner_price * u}px; left: #{ (stock.last - position.inner_strike - position.begin_inner_price) * u}px" }
-
-            .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
-  .c
-
-  - @positions.each do |position|
-    .reviewing
-      - stock = position.stock
-      - nearest_strike = stock.last.round
-      .StockCoordinatesW
-        .StockCoordinates
-          .grid-mark.mark0
-            .label= nearest_strike
-          - (1...@n_dollars).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
-            - amnt = position.gain_loss_amount
-            - border = amnt >= 0 ? "#{amnt * u}px solid green" : "#{amnt * -1 * u}px solid red"
-            .PositionW{ style: "width: #{ position.begin_inner_price * u}px; left: #{ (stock.last - position.inner_strike - position.begin_inner_price) * u}px; border: #{border}; border-bottom-width: 2px" }
-              .Position
-    .c
-
-
-
-
-%br
-%br

data/app/views/iro/positions/trash/_header_short_debit_put_spread.haml

@@ -1,9 +0,0 @@
-
-.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;
-      <b>max gain:</b> #{pp_amount pos.max_gain}
-    %li <b>Net:</b> #{pp_amount pos.net_amount} &nbsp;&nbsp; <i>#{pp_percent pos.net_percent}</i>