iron_warbler 2.0.7.25 → 2.0.7.27

data/app/controllers/iro/positions_controller.rb

@@ -2,35 +2,24 @@
 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
     authorize! :create, @position
 
-    @position.sync
+    o_attrs = {
+      expires_on: pos.expires_on,
+      put_call: pos.put_call, # I need this. _vp_ 2024-04-26
+      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 )
 
     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
 
@@ -47,73 +36,75 @@ 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
-
-    @purse = Iro::Purse.find params[:purse_id]
+  def new
+    strategy    = Iro::Strategy.find params[:position][:strategy_id]
+    @position   = strategy.next_position
+    @position ||= Iro::Position.new( params[:position].permit!.merge({
+      status:   Iro::Position::STATUS_PROPOSED,
+      # inner:    Iro::Option.new,
+      # outer:    Iro::Option.new,
+      stock_id: strategy.stock_id,
+    }) )
+    authorize! :new, @posision
 
-    ## 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
+    @position.calc_nxt
 
-    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'
-    end
-    redirect_to request.referrer
+    # if params[:id]
+    #   old = Iro::Position.find params[:id]
+    #   old = old.attributes
+    #   old.delete :_id
+    #   puts! old, 'old'
+    #   @position = Iro::Position.new old
+    # end
   end
 
-  def refresh
-    @position = pos = Iro::Position.find params[:id]
-    authorize! :refresh, @position
+  def prepare
+    @position = Iro::Position.find params[:id]
+    authorize! :roll, @position
 
-    @position.sync
-    @position.calc_rollp
+    @prev  = @position
+    @purse = @position.purse
+    @stock = @position.stock
+    @n_dollars = 100
 
-    redirect_to request.referrer || purse_path( @position.purse )
+    ## dealing with too many strikes in the chain
+    while true
+      @nn = ( @position.purse.n_next_positions/2 ).ceil
+      upper = Tda::Option.get_quote({
+        contractType: @position.inner.put_call,
+        strike: @prev.inner.strike + @nn*@stock.options_price_increment,
+        expirationDate: @prev.next_expires_on,
+        ticker: @stock.ticker,
+      })
+      if !upper.symbol
+        puts! 'too high'
+        flash_alert 'too high'
+        @purse.n_next_positions = @purse.n_next_positions - 1
+        @purse.n_next_positions = 1 if @purse.n_next_positions < 1
+        @purse.save!
+        next
+      end
+      lower = Tda::Option.get_quote({
+        contractType: @position.inner.put_call,
+        strike: @prev.inner.strike - @nn*@stock.options_price_increment,
+        expirationDate: @prev.next_expires_on,
+        ticker: @stock.ticker,
+      })
+      if !lower.symbol
+        puts! 'too low'
+        flash_alert 'too low'
+        @purse.n_next_positions = @purse.n_next_positions - 1
+        @purse.n_next_positions = 1 if @purse.n_next_positions < 1
+        @purse.save!
+        next
+      end
+      break
+    end
+
+    self.send("_prepare_#{@position.strategy.kind}")
   end
 
-  -## long debit call spread
+  ## long debit call spread
   def prepare2
     @position = Iro::Position.find params[:id]
     authorize! :roll, @position
@@ -121,119 +112,83 @@ class Iro::PositionsController < Iro::ApplicationController
     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",
+      orderType: price > 0 ? "NET_CREDIT" : "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.
+        ## 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: q,
+          quantity: pos.q,
           instrument: {
-            symbol: outer.symbol,
+            symbol: pos.outer.symbol,
             assetType: "OPTION",
           },
         },
         {
           instruction: "SELL_TO_OPEN",
-          quantity: q,
+          quantity: pos.q,
           instrument: {
-            symbol: inner.symbol,
+            symbol: pos.inner.symbol,
             assetType: "OPTION",
           },
         },
       ],
     }
+    puts! @query, '@query'
   end
 
-  -## long debit call spread
+  ## long debit call spread
   def prepare3
-    out = Tda::Option.roll_long_debit_call_spread( position )
-  end
+    pos = @position = Iro::Position.find params[:id]
+    authorize! :place_order, @position
 
-  def prepare
-    @position = Iro::Position.find params[:id]
-    authorize! :roll, @position
+    # out = Tda::Option.roll_long_debit_call_spread( position )
 
-    @prev  = @position
-    @purse = @position.purse
-    @stock = @position.stock
-    @n_dollars = 100
+    ## @TODO: it's pending here, the order has not been placed.
 
-    ## 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
+    flags = []
 
-    ## 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,
-        ticker: @stock.ticker,
-      })
-      if !upper.symbol
-        puts! 'too high'
-        flash_alert 'too high'
-        @purse.n_next_positions = @purse.n_next_positions - 1
-        @purse.n_next_positions = 1 if @purse.n_next_positions < 1
-        @purse.save!
-        next
-      end
-      lower = Tda::Option.get_quote({
-        contractType: 'CALL',
-        strike: @prev.inner_strike - @nn*@stock.options_price_increment,
-        expirationDate: @next_expires_on,
-        ticker: @stock.ticker,
-      })
-      if !lower.symbol
-        puts! 'too low'
-        flash_alert 'too low'
-        @purse.n_next_positions = @purse.n_next_positions - 1
-        @purse.n_next_positions = 1 if @purse.n_next_positions < 1
-        @purse.save!
-        next
-      end
-      break
-    end
+    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,
+    })
 
-    self.send("_prepare_#{@position.strategy.kind}")
+    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,
@@ -242,8 +197,6 @@ 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
@@ -252,63 +205,81 @@ class Iro::PositionsController < Iro::ApplicationController
     @positions = []
     (-@nn..@nn).each do |idx|
       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,
-        expires_on:   @next_expires_on,
+        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,
-        prev_id:      @prev.id,
+        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_.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
+      next_.outer.begin_price = next_.outer.end_price
+      next_.outer.begin_delta = next_.outer.end_delta
+
+      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
-      puts! next_, 'next_'
-      puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
       @positions.push next_
     end
     @positions = @positions.reverse
   end
+  alias_method :_prepare_short_debit_put_spread, :_prepare_long_debit_call_spread
+  alias_method :_prepare_short_credit_call_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,
+      }
+      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
@@ -317,14 +288,32 @@ class Iro::PositionsController < Iro::ApplicationController
     end
   end
 
+
+
   ##
   ## private
   ##
   private
 
+  def pos_params
+    params[:position].permit( :begin_on,
+      :expires_on,
+      :long_or_short,
+      :purse_id,
+      :quantity,
+      :status, :stock_id, :strategy_id,
+    )
+  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

@@ -20,11 +20,19 @@ class Iro::StocksController < Iro::ApplicationController
   end
 
   def edit
+    authorize! :edit, @stock
   end
 
   def index
     @stocks = Iro::Stock.all
     authorize! :index, Iro::Stock
+
+    respond_to do |format|
+      format.html
+      format.json do
+        render layout: false
+      end
+    end
   end
 
   def new
@@ -32,18 +40,29 @@ 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
 
   def show
+    authorize! :show, @stock
+
+    @priceitems = Iro::PriceItem.where({
+      ticker: @stock.ticker,
+    })
+
+    respond_to do |format|
+      format.json do
+        render layout: false
+      end
+    end
   end
 
   def update

data/app/models/iro/datapoint.rb

@@ -9,7 +9,7 @@ class Iro::Datapoint
   validates :kind, presence: true
   index({ kind: -1 })
 
-  field :symbol ## ticker, but use 'symbol' ONLY
+  field :symbol ## ticker, but use 'symbol' here
 
   field :date, type: Date ## @obsolete, use quote_at
   index({ kind: -1, date: -1 })