iron_warbler 2.0.7.24 → 2.0.7.26

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 1b73ac7c5b7ca0d29fe20cd0db0dcdca4713a710790bff2cffe8c30c3a18d2d2
-  data.tar.gz: daef47e2b8841f0253e55d19a8c8703c7aff086c53711b52db3dfdb470a97a78
+  metadata.gz: 4afc65383198cc16143683cc82db6ee65604f14a8d13d4d7bc262210ceb14940
+  data.tar.gz: 04c7d9a3585dd1036c8f227a1cbbe38fbc6e7d71f68977f3183ac07bdbaba3cf
 SHA512:
-  metadata.gz: e59a49397b934c8537abe40eb23eba846aa770956e02168722b2eb5fd6a1e19581388dc43d3ecb6e211e90cffec5cf8b02ef5eaa6efdcb1f40b4599c4125c8e8
-  data.tar.gz: 8f10a4503e57e02d17ca0dd7a310fc73489dfd22fb23e23f16a79de72f3a589790c09e9facbfb2441daf3fcef2b93456bcac12ce7a767c35ce7e29c2ccffc48f
+  metadata.gz: a905e844e0542aa1f7500c1c1bc25a234f2698bc8bfb1e75d83fb7ab2ba24dcc28ed261a876f1add4d9dec80decb32cb84ed1694ac3b8e3657be48f8a36b86bc
+  data.tar.gz: d9478f1d454dbcbee3b6fc703233f7d72049ac128f1ad2e550e38286483ccc51a863e8ace598511c2c28a6ce8a26240215d97ff2d524e5a3e03dcbdc5fb1eb40

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

@@ -0,0 +1,6 @@
+
+.Card {
+  background: white;
+}
+
+

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

@@ -21,7 +21,7 @@
 
       > * {
         transform-origin: 0 0;
-        rotate: -40deg;
+        // rotate: -40deg;
 
         padding: .4em 0;
         width: 120px;

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

@@ -52,7 +52,7 @@
   .Position {
     position: absolute;
     width: 100%;
-    height: 90%;
+    height: 100%;
 
     left: 0;
     top: 0;
@@ -64,8 +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;
@@ -76,7 +74,7 @@
   .Breakeven {
     position: absolute;
     right: 0;
-    bottom: -10%;
+    bottom: 0;
     border: 2px dotted green;
     background: rgba(0,255,0, 0.5);
     height: 0.5em;

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

@@ -40,32 +40,38 @@
   .summary-amount {
     position: relative;
     width: 100px;
+    margin-right: 2em;
 
     .net-gl {
       width: 100%;
       background: rgba(0,0,0, 0.5);
     }
-  }
-  .summary-delta {
-    position: relative;
-    margin-right: 1em;
-    width: 1em;
 
-    > div {
-      border: 1px dotted yellow;
-    }
-    .begin {
-      width: 1em;
+    .delta {
+      position: absolute;
+      left: 100px;
+      height: 100%;
 
-      background: black;
-    }
-    .end {
-      width: .5em;
-      left: .25em;
+      > div {
+        border: 1px dotted yellow;
+        width: 0.5em;
+      }
+      .begin {
+        width: 1em;
 
-      background: rgba(255,0,0, 0.5);
+        background: black;
+      }
+      .end {
+        width: .5em;
+        left: .25em;
+
+        background: rgba(255,0,0, 0.5);
+      }
     }
+
   }
+
+
   .loss {
   }
   .gain {
@@ -73,12 +79,18 @@
   .max-gl {
     position: absolute;
     width: 100%;
+
+    label {
+      position: absolute;
+    }
+
+
   }
   .max-gl.long {
-    background: rgba(255,0,0, 0.5);
   }
-  .max-gl-short {
-    background: rgba(255,153,0, 0.5);
+  .max-gl.short {
+    display: flex;
+    flex-direction: column-reverse;
   }
   .long {
     position: absolute;

data/app/controllers/iro/application_controller.rb

@@ -1,4 +1,9 @@
 
+Pu  ||= Iro::Purse
+Str ||= Iro::Strategy
+Po  ||= Iro::Position
+O   ||= Iro::Option
+Sto ||= Iro::Stock
 
 class Iro::ApplicationController < Wco::ApplicationController
   layout 'iro/application'
@@ -17,6 +22,7 @@ class Iro::ApplicationController < Wco::ApplicationController
   def set_lists
     @purses = Iro::Purse.all
     @strategies = Iro::Strategy.all
+    @strategies_list = Iro::Strategy.list
   end
 
 

data/app/controllers/iro/positions_controller.rb

@@ -2,35 +2,23 @@
 class Iro::PositionsController < Iro::ApplicationController
   before_action :set_lists
 
-  def new
-    @position = Iro::Position.new
-    authorize! :new, @posision
-
-    if params[:id]
-      old = Iro::Position.find params[:id]
-      old = old.attributes
-      old.delete :_id
-      puts! old, 'old'
-      @position = Iro::Position.new old
-    end
-    if params[:purse_id]
-      @position.purse_id = params[:purse_id]
-    end
-
-  end
-
   def create
-    @position = Iro::Position.new params[:position].permit!
+    pos = @position = Iro::Position.new pos_params
+    o_attrs = {
+      expires_on: pos.expires_on,
+      put_call: pos.put_call,
+      stock_id: pos.stock_id,
+    }
+    pos.inner = Iro::Option.new params[:inner].permit!.merge( o_attrs )
+    pos.outer = Iro::Option.new params[:outer].permit!.merge( o_attrs )
     authorize! :create, @position
 
-    @position.sync
-
     if @position.save
       flash_notice @position
       redirect_to controller: :purses, action: :show, id: @position.purse_id.to_s
     else
       flash_alert @position
-      redirect_to request.referrer
+      render action: :new # redirect_to request.referrer
     end
   end
 
@@ -47,69 +35,23 @@ class Iro::PositionsController < Iro::ApplicationController
     authorize! :edit, @position
   end
 
-  def propose
-    @strategy = Iro::Strategy.find params[:strategy_id]
-    authorize! :show, @strategy
-
-    @purse = Iro::Purse.find params[:purse_id]
-
-    ## short debit put spread
-    outs = Tda::Option.get_quotes({
-      contractType:   'PUT',
-      expirationDate: '2024-03-28',
-      ticker:         @strategy.stock.ticker,
-    })
-    outs = outs.select do |out|
-      out[:bidSize]+out[:askSize] > 0
-    end
-    outs = outs.select do |out|
-      out[:strikePrice] > @strategy.buffer_above_water + @strategy.stock.last
-    end
-    outs = outs.select do |out|
-      out[:strikePrice] > @strategy.next_inner_strike
-    end
-    outs = outs.select do |out|
-      out[:delta] < @strategy.next_inner_delta
-    end
+  def new
+    strategy = Iro::Strategy.find params[:position][:strategy_id]
+    @position = Iro::Position.new( params[:position].permit!.merge({
+      status: :active,
+      inner:  Iro::Option.new,
+      outer:  Iro::Option.new,
+      stock_id:  strategy.stock_id,
+    }) )
+    authorize! :new, @posision
 
-    inner = outs[0]
-    outs = outs.select do |out|
-      out[:strikePrice] >= inner[:strikePrice] + @strategy.next_spread_amount
-    end
-    outer = outs[0]
-
-    if inner && outer
-      next_position = Iro::Position.new({
-        status: 'proposed',
-        stock: @strategy.stock,
-        inner_strike: inner[:strikePrice],
-        outer_strike: outer[:strikePrice],
-        begin_outer_price: outer[:last],
-        begin_outer_delta: outer[:delta],
-        begin_inner_price: inner[:last],
-        begin_inner_delta: inner[:delta],
-        begin_on: Time.now.to_date,
-        expires_on: '2024-03-28',
-        purse: @purse,
-        strategy: @strategy,
-        quantity: 1,
-      })
-      next_position.sync
-      next_position.save
-    else
-      flash_alert 'cannot propose a new one'
+    if params[:id]
+      old = Iro::Position.find params[:id]
+      old = old.attributes
+      old.delete :_id
+      puts! old, 'old'
+      @position = Iro::Position.new old
     end
-    redirect_to request.referrer
-  end
-
-  def refresh
-    @position = pos = Iro::Position.find params[:id]
-    authorize! :refresh, @position
-
-    @position.sync
-    @position.calc_rollp
-
-    redirect_to request.referrer || purse_path( @position.purse )
   end
 
   def prepare
@@ -121,19 +63,13 @@ class Iro::PositionsController < Iro::ApplicationController
     @stock = @position.stock
     @n_dollars = 100
 
-    ## holiday schedule
-    @next_expires_on = @prev.expires_on.to_datetime.next_occurring(:monday).next_occurring(:friday)
-    if !@next_expires_on.workday?
-      @next_expires_on = Time.previous_business_day( @next_expires_on )
-    end
-
     ## dealing with too many strikes in the chain
     while true
       @nn = ( @position.purse.n_next_positions/2 ).ceil
       upper = Tda::Option.get_quote({
-        contractType: 'CALL',
-        strike: @prev.inner_strike + @nn*@stock.options_price_increment,
-        expirationDate: @next_expires_on,
+        contractType: @position.put_call,
+        strike: @prev.inner.strike + @nn*@stock.options_price_increment,
+        expirationDate: @prev.next_expires_on,
         ticker: @stock.ticker,
       })
       if !upper.symbol
@@ -145,9 +81,9 @@ class Iro::PositionsController < Iro::ApplicationController
         next
       end
       lower = Tda::Option.get_quote({
-        contractType: 'CALL',
-        strike: @prev.inner_strike - @nn*@stock.options_price_increment,
-        expirationDate: @next_expires_on,
+        contractType: @position.put_call,
+        strike: @prev.inner.strike - @nn*@stock.options_price_increment,
+        expirationDate: @prev.next_expires_on,
         ticker: @stock.ticker,
       })
       if !lower.symbol
@@ -164,13 +100,91 @@ class Iro::PositionsController < Iro::ApplicationController
     self.send("_prepare_#{@position.strategy.kind}")
   end
 
+  ## long debit call spread
+  def prepare2
+    @position = Iro::Position.find params[:id]
+    authorize! :roll, @position
+
+    pos   = @position
+    stock = @position.stock
+
+    @query = {
+      orderType: price > 0 ? "NET_CREDIT" : "NET_DEBIT",
+      session: "NORMAL",
+      price: price,
+      duration: "DAY",
+      orderStrategyType: "SINGLE",
+      orderLegCollection: [
+        ## close
+        {
+          instruction: "BUY_TO_CLOSE",
+          quantity: pos.q,
+          instrument: {
+            symbol: pos.autoprev.inner.symbol,
+            assetType: "OPTION",
+          },
+        },
+        {
+          instruction: "SELL_TO_CLOSE",
+          quantity: pos.q,
+          instrument: {
+            symbol: pos.autoprev.outer.symbol,
+            assetType: "OPTION",
+          },
+        },
+
+        ## open
+        {
+          instruction: "BUY_TO_OPEN",
+          quantity: pos.q,
+          instrument: {
+            symbol: pos.outer.symbol,
+            assetType: "OPTION",
+          },
+        },
+        {
+          instruction: "SELL_TO_OPEN",
+          quantity: pos.q,
+          instrument: {
+            symbol: pos.inner.symbol,
+            assetType: "OPTION",
+          },
+        },
+      ],
+    }
+    puts! @query, '@query'
+  end
+
+  ## long debit call spread
+  def prepare3
+    pos = @position = Iro::Position.find params[:id]
+    authorize! :place_order, @position
+
+    # out = Tda::Option.roll_long_debit_call_spread( position )
+
+    ## @TODO: it's pending here, the order has not been placed.
+
+    flags = []
+
+    flags.push pos.prev.update({ status: Iro::Position::STATUS_CLOSED })
+    flags.push pos.update({ status: Iro::Position::STATUS_ACTIVE })
+    flags.push pos.purse.update({
+      available_amount: pos.purse.available_amount + price + pos.q*100,
+    })
+
+    flash_notice flags
+    redirect_to controller: :purses, action: :show, template: :gameui, id: pos.purse_id
+  end
+
+
+
   def _prepare_covered_call
     @positions = []
     (-@nn..@nn).each do |idx|
       next_ = Iro::Position.new({
         stock: @stock,
-        inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
-        expires_on: @next_expires_on,
+        inner_strike: @prev.inner.strike - idx*@stock.options_price_increment,
+        expires_on: @prev.next_expires_on,
         purse: @position.purse,
         strategy: @position.strategy,
         quantity: @position.quantity,
@@ -179,8 +193,6 @@ class Iro::PositionsController < Iro::ApplicationController
       next_.begin_inner_price = next_.end_inner_price
       next_.begin_inner_delta = next_.end_inner_delta
       next_.next_gain_loss_amount  = next_.begin_inner_price  - @prev.end_inner_price
-      puts! next_, 'next_'
-      puts! next_.next_gain_loss_amount, 'amount'
       @positions.push next_
     end
   end
@@ -188,61 +200,83 @@ class Iro::PositionsController < Iro::ApplicationController
   def _prepare_long_debit_call_spread
     @positions = []
     (-@nn..@nn).each do |idx|
-      next_ = Iro::Position.new({
-        stock: @stock,
-        inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
-        outer_strike: @prev.outer_strike - idx*@stock.options_price_increment,
-        expires_on:   @next_expires_on,
+      next_ = Iro::Position.find_or_create_by({
+        expires_on:   @prev.next_expires_on,
+        inner_strike: @prev.inner.strike - idx*@stock.options_price_increment,
+        outer_strike: @prev.outer.strike - idx*@stock.options_price_increment,
+        prev_id:      @prev.id,
         purse:        @position.purse,
-        strategy:     @position.strategy,
         quantity:     @position.quantity,
+        status:       'prepare',
+        stock:        @stock,
+        strategy:     @position.strategy,
+      })
+      pos = next_
+      next_.inner ||= Iro::Option.new({
+        # begin_price: pos[:begin_inner_price],
+        # begin_delta: pos[:begin_inner_delta],
+        expires_on: pos[:expires_on],
+        inner:      pos,
+        put_call:   pos.put_call,
+        stock_id:   pos[:stock_id],
+        strike:     pos[:inner_strike],
       })
+      next_.outer ||= Iro::Option.new({
+        # begin_price: pos[:begin_inner_price],
+        # begin_delta: pos[:begin_inner_delta],
+        expires_on: pos[:expires_on],
+        outer:      pos,
+        put_call:   pos.put_call,
+        stock_id:   pos[:stock_id],
+        strike:     pos[:outer_strike],
+      })
+
       next_.sync
-      next_.begin_inner_price = next_.end_inner_price
-      next_.begin_inner_delta = next_.end_inner_delta
+      next_.inner.begin_price = next_.inner.end_price
+      next_.inner.begin_delta = next_.inner.end_delta
+
+      next_.outer.begin_price = next_.outer.end_price
+      next_.outer.begin_delta = next_.outer.end_delta
 
-      next_.begin_outer_price = next_.end_outer_price
-      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
-      puts! next_, 'next_'
-      puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
+      next_.next_gain_loss_amount  = @prev.outer.end_price   - @prev.inner.end_price
+      next_.next_gain_loss_amount += next_.inner.begin_price - next_.outer.begin_price
+      next_.save
       @positions.push next_
     end
     @positions = @positions.reverse
   end
+  alias_method :_prepare_short_debit_put_spread, :_prepare_long_debit_call_spread
 
-  def _prepare_short_debit_put_spread
-    @positions = []
-    (-@nn..@nn).each do |idx|
-      next_ = Iro::Position.new({
-        stock: @stock,
-        inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
-        outer_strike: @prev.outer_strike - idx*@stock.options_price_increment,
-        expires_on:   @next_expires_on,
-        purse:        @position.purse,
-        strategy:     @position.strategy,
-        quantity:     @position.quantity,
-      })
-      next_.sync
-      next_.begin_inner_price = next_.end_inner_price
-      next_.begin_inner_delta = next_.end_inner_delta
 
-      next_.begin_outer_price = next_.end_outer_price
-      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
-      puts! next_, 'next_'
-      puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
-      @positions.push next_
+  def sync
+    @position = pos = Iro::Position.find params[:id]
+    authorize! :refresh, @position
+
+    @position.sync
+    @position.calc_rollp
+    if true # @position.rollp > 0.5
+      @position.calc_nxt
     end
+
+    redirect_to request.referrer || purse_path( @position.purse )
   end
 
+  ##
+  ## only updates some attributes
+  ##
   def update
-    @position = Iro::Position.find params[:id]
+    pos = @position = Iro::Position.find params[:id]
     authorize! :update, @position
 
-    if @position.update params[:position].permit!
+    if @position.update pos_params
+      o_attrs = {
+        expires_on: pos.expires_on,
+        put_call: pos.put_call,
+        stock_id: pos.stock_id,
+      }
+      pos.inner.update params[:inner].permit!.merge( o_attrs )
+      pos.outer.update params[:outer].permit!.merge( o_attrs )
+
       flash_notice @position
       redirect_to controller: :purses, action: :show, id: @position.purse_id.to_s
     else
@@ -251,14 +285,29 @@ class Iro::PositionsController < Iro::ApplicationController
     end
   end
 
+
+
   ##
   ## private
   ##
   private
 
+  def pos_params
+    params[:position].permit( :purse_id, :status, :stock_id,
+      :strategy_id, :expires_on, :quantity, :begin_on,
+      :long_or_short,
+    )
+  end
+
+  def price
+    pos = @position
+    out = pos.autoprev.outer.end_price - pos.autoprev.inner.end_price + pos.inner.begin_price - pos.outer.begin_price
+    return out
+  end
+
+
   def set_lists
     super
-
     @purses_list     = Iro::Purse.list
     @strategies_list = Iro::Strategy.list(params[:long_or_short])
     @stocks_list     = Iro::Stock.list

data/app/controllers/iro/purses_controller.rb

@@ -35,8 +35,10 @@ class Iro::PursesController < Iro::ApplicationController
     @purse = Iro::Purse.find(params[:id])
     authorize! :show, @purse
 
+
     @positions = @purse.positions.where( status: 'active' ).includes( :strategy
-      ).order({ expires_on: :desc, stock: :desc })
+      ).order( expires_on: :asc, ticker: :desc, long_or_short: :asc, inner_strike: :asc )
+
 
     @unit      = @purse.unit # 12  ## pixels per dollar
     @height    = @purse.height # 100  ## pixels

data/app/controllers/iro/stocks_controller.rb

@@ -32,14 +32,14 @@ class Iro::StocksController < Iro::ApplicationController
     authorize! :new, @stock
   end
 
-  def refresh
+  def sync
     authorize! :refresh, Iro::Stock
     tickers = Iro::Stock.all.map { |s| s.ticker }.join(',')
     outs = Tda::Stock.get_quotes tickers
     outs.map do |out|
       Iro::Stock.where( ticker: out[:symbol] ).update( last: out[:last] )
     end
-    flash_notice 'ok'
+    flash_notice 'refreshed stocks'
     redirect_to request.referrer
   end