iron_warbler 2.0.7.23 → 2.0.7.25

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: f64245aea1af513cc312b8c87be3ccfb2a81dbdd8d65842800dc88a29b264bab
-  data.tar.gz: c0034386ae09bead5e5273e9d344a7fd8c85985d8687d588cb23e7fa251a9087
+  metadata.gz: 8184e7abf0df5faad6e8d99504be22235e0fa846801be7bd2869e7f81631349b
+  data.tar.gz: ac0dab40337f109eadccd06b943203e19c507abc9a05cc3e66f0f453b8275d82
 SHA512:
-  metadata.gz: 98dcf54902ba16226374f047be14008e280ae241591fa9182ca248d27c55a4328d8a2811de56d569ce7f9b0df24aaf88281a07f5c55edc99e665a1841cfbdc51
-  data.tar.gz: ce86ed7930411a2aef0c45b1f0299b329246c9b04058b8a8817ebf7ac0092e58c241901d89f4adaf092f58120c8faf47f580924ef7456b427c4b8152dec8901b
+  metadata.gz: e892adf76bb1fecaf319f614bb4249689bd5b761e46b234f5e27b89d3640b0f6fcfb7f9cfba5ecd25873b8c9af40ab7d9e8e706293d09879447c7188ae47303d
+  data.tar.gz: e037e728a1a2beb3f4f07ec46f5c40c188514960bd961570fb603e5a73842377a01268c9e1ff8538e8c7bc1afc213dc4df5a73fd826be9209838318f2aaee65b

data/README.txt

@@ -0,0 +1,19 @@
+
+= Install =
+
+From: https://docs.galpy.org/en/latest/installation.html
+
+  brew install gsl
+
+= Use =
+
+calculator: https://www.omnicalculator.com/finance/black-scholes
+
+From: https://pythoninoffice.com/calculate-black-scholes-option-price-in-python/
+
+-=---
+
+
+https://api.tdameritrade.com/v1/accounts/232718838/orders/13597943085
+
+

data/app/assets/stylesheets/iron_warbler/positions_gameui.scss

@@ -9,3 +9,11 @@
   }
 }
 
+.select {
+  position: absolute;
+  z-index: 5;
+
+  right: -100px;
+  text-align: left;
+  width: calc(100px - 1em);
+}

data/app/assets/stylesheets/iron_warbler/purses_gameui.scss

@@ -2,7 +2,8 @@
 .purses-gameuiW {
   border: 1px solid red;
   width: 100%;
-  overflow: scroll;
+  // overflow-x: scroll;
+  overflow-y: hidden;
 }
 
 .purses-gameui {
@@ -51,7 +52,7 @@
   .Position {
     position: absolute;
     width: 100%;
-    height: 90%;
+    height: 100%;
 
     left: 0;
     top: 0;
@@ -63,8 +64,6 @@
     background: rgba(255,153,51, 0.5);
     position: absolute;
 
-    /* HEREHERE: either left, or right 0, this orange strip flips. */
-    // left: 0;
     right: 0;
 
     width: 10000px;
@@ -75,10 +74,10 @@
   .Breakeven {
     position: absolute;
     right: 0;
-    bottom: -10%;
+    bottom: 0;
     border: 2px dotted green;
     background: rgba(0,255,0, 0.5);
-    height: 10%;
+    height: 0.5em;
   }
 
   .sprite {
@@ -142,32 +141,6 @@
       background: rgba(255,0,0, 0.75);
     }
 
-
-    // .grid-mark:nth-child(4n + 1) {
-    //   border: 1px solid red;
-    //   display: none;
-    // }
-    // .grid-mark:nth-child(4n) {
-    //   border: 1px solid red;
-    //   display: none;
-    // }
-    // .grid-mark:nth-child(6n + 1) {
-    //   border: 1px solid red;
-    //   display: none;
-    // }
-    // .grid-mark:nth-child(6n) {
-    //   border: 1px solid red;
-    //   display: none;
-    // }
-    // .grid-mark:nth-child(3n + 1) {
-    //   border: 1px solid red;
-    //   display: none;
-    // }
-    // .grid-mark:nth-child(3n) {
-    //   border: 1px solid red;
-    //   display: none;
-    // }
-
     .grid-mark {
       // border: 1px solid red;
 
@@ -206,8 +179,8 @@
         .labelC {
           background: white;
           position: absolute;
-          top: 1.5em;
-          left: -1.5em;
+          bottom: -1em;
+          right: 0;
         }
       }
     }

data/app/controllers/iro/positions_controller.rb

@@ -47,6 +47,7 @@ class Iro::PositionsController < Iro::ApplicationController
     authorize! :edit, @position
   end
 
+  ## this is auto-driven
   def propose
     @strategy = Iro::Strategy.find params[:strategy_id]
     authorize! :show, @strategy
@@ -112,6 +113,68 @@ class Iro::PositionsController < Iro::ApplicationController
     redirect_to request.referrer || purse_path( @position.purse )
   end
 
+  -## long debit call spread
+  def prepare2
+    @position = Iro::Position.find params[:id]
+    authorize! :roll, @position
+
+    pos   = @position
+    stock = @position.stock
+
+    next_outer = @position.outer || Iro::Option.create({
+      stock: stock,
+      strike: pos.outer_strike,
+      expires_on: pos.expires_on,
+      position: pos,
+      last: pos.begin_outer_price,
+    })
+
+    next_inner = @position.inner || Iro::Option.create({
+      stock: stock,
+      strike: pos.inner_strike,
+      expires_on: pos.expires_on,
+      position: pos,
+      last: pos.begin_inner_price,
+    })
+
+    prev_outer = pos.prev.outer
+    prev_inner = pos.prev.inner
+
+    price = pos.prev.outer.last - pos.prev.inner.last + pos.nxt.inner.last - pos.nxt.outer.last
+
+    @query = {
+      orderType: "NET_DEBIT",
+      session: "NORMAL",
+      price: price,
+      duration: "DAY",
+      orderStrategyType: "SINGLE",
+      orderLegCollection: [
+        ## @TODO: this is only entering the next position, need to also close out the previous.
+        {
+          instruction: "BUY_TO_OPEN",
+          quantity: q,
+          instrument: {
+            symbol: outer.symbol,
+            assetType: "OPTION",
+          },
+        },
+        {
+          instruction: "SELL_TO_OPEN",
+          quantity: q,
+          instrument: {
+            symbol: inner.symbol,
+            assetType: "OPTION",
+          },
+        },
+      ],
+    }
+  end
+
+  -## long debit call spread
+  def prepare3
+    out = Tda::Option.roll_long_debit_call_spread( position )
+  end
+
   def prepare
     @position = Iro::Position.find params[:id]
     authorize! :roll, @position
@@ -188,7 +251,8 @@ class Iro::PositionsController < Iro::ApplicationController
   def _prepare_long_debit_call_spread
     @positions = []
     (-@nn..@nn).each do |idx|
-      next_ = Iro::Position.new({
+      next_ = Iro::Position.find_or_create_by({
+        status: 'prepare',
         stock: @stock,
         inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
         outer_strike: @prev.outer_strike - idx*@stock.options_price_increment,
@@ -196,6 +260,7 @@ class Iro::PositionsController < Iro::ApplicationController
         purse:        @position.purse,
         strategy:     @position.strategy,
         quantity:     @position.quantity,
+        prev_id:      @prev.id,
       })
       next_.sync
       next_.begin_inner_price = next_.end_inner_price
@@ -205,6 +270,7 @@ class Iro::PositionsController < Iro::ApplicationController
       next_.begin_outer_delta = next_.end_outer_delta
       next_.next_gain_loss_amount  = @prev.end_outer_price   - @prev.end_inner_price
       next_.next_gain_loss_amount += next_.begin_inner_price - next_.begin_outer_price
+      next_.save
       puts! next_, 'next_'
       puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
       @positions.push next_

data/app/models/iro/datapoint.rb

@@ -138,15 +138,15 @@ class Iro::Datapoint
       flag = create({
         kind:    'STOCK',
         symbol:   symbol,
-        date:     row['date'],
-        quote_at: row['date'],
+        date:     row['Date'],
+        quote_at: row['Date'],
 
-        volume: row['volume'],
+        volume: row['Volume'],
 
-        open:  row['open'],
-        high:  row['high'],
-        low:   row['low'],
-        value: row['close'],
+        open:  row['Open'],
+        high:  row['High'],
+        low:   row['Low'],
+        value: row['Close'],
       })
       print '.' if flag.persisted?
     end

data/app/models/iro/option.rb

@@ -1,4 +1,7 @@
-
+require 'distribution'
+N = Distribution::Normal
+# include Math
+# require 'business_time'
 
 class Iro::Option
   include Mongoid::Document
@@ -6,11 +9,183 @@ class Iro::Option
   include Mongoid::Paranoia
   store_in collection: 'iro_options'
 
-  # field :ticker
-  # validates :ticker, uniqueness: true, presence: true
+  attr_accessor :recompute
+
+  field :ticker
+  validates :ticker, presence: true
 
   field :symbol
   validates :symbol, uniqueness: true, presence: true
 
+  field :put_call, type: :string
+  validates :put_call, presence: true
+
+  field :delta, type: :float
+
+  field :strike, type: :float
+  validates :strike, presence: true
+
+  field :expires_on, type: :date
+  validates :expires_on, presence: true
+
+  belongs_to :stock, class_name: 'Iro::Stock', inverse_of: :strategies
+
+  has_one :outer, class_name: 'Iro::Position', invese_of: :outer
+  has_one :inner, class_name: 'Iro::Position', invese_of: :inner
+
+  field :last, type: :float
+
+  def symbol
+    if !self[:symbol]
+      p_c_ = put_call == 'PUT' ? 'P' : 'C'
+      strike_ = strike.to_i == strike ? strike.to_i : strike
+      sym = "#{stock.ticker}_#{expires_on.strftime("%m%d%y")}#{p_c_}#{strike_}" # XYZ_011819P45
+      self[:symbol] = sym
+      save
+    end
+    self[:symbol]
+  end
+
+  ##
+  ## black-scholes pricing
+  ##
+
+=begin
+  ##
+  ##
+  ##
+  annual to daily:
+
+  AR = ((DR + 1)^365 – 1) x 100
+
+  ##
+  ##
+  ##
+  From: https://www.investopedia.com/articles/optioninvestor/07/options_beat_market.asp
+
+  K :: strike price
+  S_t :: last
+  r :: risk-free rate
+  t :: time to maturity
+
+  C = S_t N( d1 ) - K e^-rt N( d2 )
+
+  d1 = ln( St / K ) + (r + theta**2 /  2 )t
+    /{ theta_s * sqrt( t ) }
+
+  d2 = d1 - theta_s sqrt( t )
+
+  ##
+  ## From: https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model
+  ##
+
+  D  ::  e^(rt)    # discount factor
+  F  ::  e^(rt) S  # forward price of underlying
+
+  C(F,t) = D[ N(d1)F - N(d2)K ]
+
+  d1 = ln(F/K) + stdev**2 t / 2
+    /{ stdev sqrt(t) }
+  d2 = d1 - stdev sqrt(t)
+
+  ##
+  ## From: https://www.daytrading.com/options-pricing-models
+  ##
+  C0 = S0N(d1) – Xe-rtN(d2)
+
+  C0 = current call premium
+  S0 = current stock price
+  N(d1) = the probability that a value in a normal distribution will be less than d
+  N(d2) = the probability that the option will be in the money by expiration
+  X = strike price of the option
+  T = time until expiration (expressed in years)
+  r = risk-free interest rate
+  e = 2.71828, the base of the natural logarithm
+  ln = natural logarithm function
+  σ = standard deviation of the stock’s annualized rate of return (compounded continuously)
+  d1 = ln(S0/X) + (r + σ2/2)Tσ√T
+
+  d2 = d1 – σ√T
+
+  Note that:
+
+  Xe-rt = X/ert = the present value of the strike price using a continuously compounded interest rate
+
+  ##
+  ## From: https://www.wallstreetmojo.com/black-scholes-model/
+  ##
+
+
+  ## init
+  require 'distribution'
+  N = Distribution::Normal
+  stock = Iro::Stock.find_by ticker: 'NVDA'
+  strike = 910.0
+  r = Iro::Option.rate_daily
+  stdev = 91.0
+  t = 7.0
+  expires_on = '2024-03-22'
+
+=end
+  def d1
+    last   = stock.last
+    r      = self.class.rate_annual
+
+    out = Math.log( last / strike ) + ( r + stdev**2 / 2 ) * t
+    out = out /( stdev * Math.sqrt(t) )
+    return out
+  end
+  def d2
+    last   = stock.last
+    r      = self.class.rate_annual
+
+    out = d1 - stdev * Math.sqrt( t )
+    return out
+  end
+  def t
+    # t      = 1.0 / 365 * Date.today.business_days_until( expires_on )
+    t      = 1.0 / 365 * (expires_on - Date.today).to_i
+  end
+  def stdev
+    recompute = nil
+    stock.stdev( recompute: recompute )
+  end
+  def call_price
+    last   = stock.last
+    r      = self.class.rate_annual
+
+    out = N.cdf( d1 ) * last - N.cdf( d2 ) * strike * Math::E**( -1 * r * t )
+    return out
+  end
+
+  def put_price
+    last   = stock.last
+    r      = self.class.rate_annual
+
+    out = N.cdf(-d2) * strike * exp(-r*t) - N.cdf(-d1) * last
+    return out
+  end
+
+
+  def self.rate_annual
+    0.05
+  end
+
+=begin
+  # test
+
+  inn = 100
+  n.times { inn = inn*(1.0+out) }
+  inn
+
+=end
+  def self.rate_daily
+    n = 250.0 # days
+    # n = 12 # months
+
+    out = (1.0+self.rate_annual)**(1.0/n) - 1.0
+    puts! out, 'rate_daily'
+    return out
+  end
 
 end

data/app/models/iro/position.rb

@@ -17,6 +17,9 @@ class Iro::Position
   belongs_to :purse,    class_name: 'Iro::Purse',    inverse_of: :positions
   index({ purse_id: 1, ticker: 1 })
 
+  belongs_to :prev,    class_name: 'Iro::Position',    inverse_of: :nxt
+  has_one :nxt, class_name: 'Iro::Position', inverse_of: :prev
+
   belongs_to :stock,   class_name: 'Iro::Stock',    inverse_of: :positions
   def ticker
     stock&.ticker || '-'
@@ -27,6 +30,9 @@ class Iro::Position
   # field :ticker
   # validates :ticker, presence: true
 
+  belongs_to :outer, class_name: 'Iro::Option', inverse_of: :outer
+  belongs_to :inner, class_name: 'Iro::Option', inverse_of: :inner
+
   field     :outer_strike, type: :float
   # validates :outer_strike, presence: true
 

data/app/models/iro/purse.rb

@@ -14,7 +14,10 @@ class Iro::Purse
   belongs_to :stock, class_name: 'Iro::Stock', inverse_of: :strategies
 
   field :unit,             type: :integer, default: 10
-  # field :height,           type: :integer, default: 100
+
+  ## for rolling only:
+  field :height,           type: :integer, default: 100
+
   field :mark_every_n_usd, type: :float, default: 1
   field :n_next_positions, type: :integer, default: 5
   ## with unit 10, sum_scale .001

data/app/models/iro/stock.rb

@@ -1,3 +1,5 @@
+include Math
+require 'business_time'
 
 class Iro::Stock
   include Mongoid::Document
@@ -20,9 +22,16 @@ class Iro::Stock
   field :last, type: :float
   field :options_price_increment, type: :float
 
+  field :stdev, type: :float
+
   has_many :positions,  class_name: 'Iro::Position', inverse_of: :stock
   has_many :strategies, class_name: 'Iro::Strategy', inverse_of: :stock
   has_many :purses,     class_name: 'Iro::Purse',    inverse_of: :stock
+  has_many :options,    class_name: 'Iro::Option',   inverse_of: :stock
+
+  def self.f ticker
+    self.find_by ticker: ticker
+  end
 
   def to_s
     ticker
@@ -33,4 +42,76 @@ class Iro::Stock
   def self.tickers_list
     [[nil,nil]] + all.map { |sss| [ sss.ticker, sss.ticker ] }
   end
+
+=begin
+  stock = Iro::Stock.find_by( ticker: 'NVDA' )
+
+  duration = 1.month
+  stock.volatility_from_mo
+
+  duration = 1.year
+  stock.volatility_from_yr
+
+=end
+  def volatility duration:
+    stock = self
+    begin_on = Time.now - duration - 1.day
+    points = Iro::Datapoint.where( kind: 'STOCK', symbol: stock.ticker,
+      :date.gte => begin_on,
+    ).order_by( date: :asc )
+
+    puts! [points.first.date, points.last.date], "from,to"
+
+    points_p = []
+    points.each_with_index do |p, idx|
+      next if idx == 0
+      prev = points[idx-1]
+
+      out = p.value / prev.value - 1
+      points_p.push out
+    end
+    n = points_p.length
+
+    avg = points_p.reduce(&:+) / n
+    _sum_of_sq = []
+    points_p.map do |p|
+      _sum_of_sq.push( ( p - avg )*( p - avg ) )
+    end
+    sum_of_sq = _sum_of_sq.reduce( &:+ ) / n
+
+    # n_periods = begin_on.to_date.business_days_until( Date.today )
+    out = Math.sqrt( sum_of_sq )*sqrt( n )
+    adjustment = 2.0
+    out = out * adjustment
+    puts! out, 'volatility (adjusted)'
+    return out
+  end
+
+  def volatility_from_mo
+    volatility( duration: 1.month )
+  end
+  def volatility_from_yr
+    volatility( duration: 1.year )
+  end
+  def stdev recompute: nil
+    if !self[:stdev] || recompute
+      out = volatility_from_yr
+      self[:stdev] = out
+      save( validate: false )
+      return out
+    else
+      self[:stdev]
+    end
+  end
+
+  ## stdev
+  ## From: https://stackoverflow.com/questions/19484891/how-do-i-find-the-standard-deviation-in-ruby
+  # contents = [1,2,3,4,5,6,7,8,9]
+  # n = contents.size             # => 9
+  # contents.map!(&:to_f)         # => [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0]
+  # mean = contents.reduce(&:+)/n # => 5.0
+  # sum_sqr = contents.map {|x| x * x}.reduce(&:+) # => 285.0
+  # std_dev = Math.sqrt((sum_sqr - n * mean * mean)/(n-1)) # => 2.7386127875258306
+
+
 end

data/app/models/tda/option.rb

@@ -125,13 +125,109 @@ class Tda::Option
   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/positions/_gameui_covered_call.haml

@@ -10,7 +10,7 @@
 .a
   = render "/iro/positions/header_#{pos.strategy.kind}", pos: pos
   .StockCoordinatesW
-    .StockCoordinates{ style: "height: #{pos.q() * u}px " }
+    .StockCoordinates{ style: "height: #{pos.q() * pos.purse.height}px " }
       .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
 
       .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }

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

@@ -10,7 +10,7 @@
 .a
   = render "/iro/positions/header_#{pos.strategy.kind}", pos: pos
   .StockCoordinatesW
-    .StockCoordinates{ style: "height: #{pos.q() *u}px " }
+    .StockCoordinates{ style: "height: #{pos.q() *pos.purse.height}px " }
       .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
 
       .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }

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

@@ -6,7 +6,7 @@
 
 
 .StockCoordinatesW
-  .StockCoordinates{ style: "height: #{@position.purse.height}px " }
+  .StockCoordinates{ style: "height: #{@position.q * @position.purse.height}px " }
 
     .grid= render "/iro/stocks/grid_#{pos.strategy.long_or_short}", stock: stock, position: pos
 
@@ -17,7 +17,9 @@
       - 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" }
+      .PositionW{ style: "width: #{width}; left: #{left}; " }
+        .Position{ style: " border-right: #{border}; " }
+        .MaxGain{ style: "width: #{pos.max_gain * u}px" }
+
+        .select= button_to 'select', prepare2_position_path(pos.id)
     .c

data/app/views/iro/positions/prepare2.haml

@@ -0,0 +1,11 @@
+
+- pos = @position
+
+-## long call spread
+%ul
+  %li
+    buy to close
+    = pos.prev.outer
+  %li sell to close
+  %li buy to open
+  %li sell to open

data/app/views/iro/purses/_form_extra_fields.haml

@@ -5,10 +5,10 @@
   px/usd
     
 
-  -# %label height
-  -# = f.number_field :height
-  -# px
-  -#   
+  %label height
+  = f.number_field :height
+  px/q
+    
 
   %label mark_every_n_usd
   = f.number_field :mark_every_n_usd, step: 0.01
@@ -19,7 +19,7 @@
     
 
   %label summary_scale
-  = f.number_field :summary_scale, step: 0.0001, style: "width: 120px"
+  = f.number_field :summary_scale, step: 0.000001, style: "width: 120px"
 
     
 

data/app/views/iro/purses/gameui.haml

@@ -2,7 +2,8 @@
 - u = @purse.unit
 
 .purses--gameui
-  .row
+
+  .row.padded
     .col-md-6
       = render '/iro/purses/header', purse: @purse
     .col-md-6

data/config/routes.rb

@@ -9,11 +9,12 @@ Iro::Engine.routes.draw do
 
   resources :option_watches
 
-  get  'positions/duplicate/:id', to: 'positions#new',   as: :duplicate_position
-  post 'positions/propose', to: 'positions#propose',     as: :propose_position
-  get  'positions/:id/prepare', to: 'positions#prepare', as: :prepare_to_roll_position, defaults: { template: 'gameui' }
-  post 'positions/:id/roll', to: 'positions#do_roll',    as: :roll_position
-  get  'positions/:id/refresh', to: 'positions#refresh', as: :refresh_position
+  get  'positions/duplicate/:id', to: 'positions#new',    as: :duplicate_position
+  post 'positions/propose', to: 'positions#propose',      as: :propose_position
+  get  'positions/:id/prepare', to: 'positions#prepare',  as: :prepare_to_roll_position, defaults: { template: 'gameui' }
+  match  'positions/:id/prepare2', to: 'positions#prepare2', as: :prepare2_position, defaults: { template: 'gameui' }, via: [ :get, :post ]
+  post 'positions/:id/roll', to: 'positions#do_roll',     as: :roll_position
+  get  'positions/:id/refresh', to: 'positions#refresh',  as: :refresh_position
   resources :positions
   resources :profiles
 

data/lib/tasks/db_tasks.rake

@@ -1,7 +1,7 @@
 
 namespace :db do
 
-  ## date, volume, open, high, low, close
+  ## Date, Volume, Open, High, Low, Close
   desc 'import_stock symbol=GME path=./data/GME-test.csv'
   task import_stock: :environment do
     Iro::Datapoint.import_stock( symbol: ENV['symbol'], path: ENV['path'] )

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: 2.0.7.23
+  version: 2.0.7.25
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2024-03-18 00:00:00.000000000 Z
+date: 2024-03-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: business_time
@@ -192,12 +192,27 @@ 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
@@ -232,8 +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
@@ -261,6 +274,7 @@ files:
 - app/views/iro/positions/edit.haml
 - app/views/iro/positions/new.haml
 - app/views/iro/positions/prepare.haml
+- app/views/iro/positions/prepare2.haml
 - app/views/iro/positions/roll-cc.haml-bk
 - app/views/iro/positions/roll.haml-trash
 - app/views/iro/purses/_form.haml
@@ -293,6 +307,7 @@ 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