iron_warbler 2.0.7.26 → 2.0.7.28

data/app/models/iro/strategy.rb

@@ -8,56 +8,74 @@ class Iro::Strategy
   field :slug
   validates :slug, presence: true, uniqueness: true
 
-  LONG = 'is_long'
+  field :description
+
+  LONG  = 'is_long'
   SHORT = 'is_short'
   field     :long_or_short, type: :string
   validates :long_or_short, presence: true
 
-  field :description
-
-  has_many :positions, class_name: 'Iro::Position', inverse_of: :strategy
 
+  has_many :positions,     class_name: 'Iro::Position', inverse_of: :strategy
+  has_one  :next_position, class_name: 'Iro::Position', inverse_of: :next_strategy
   belongs_to :stock, class_name: 'Iro::Stock', inverse_of: :strategies
   has_and_belongs_to_many :purses, class_name: 'Iro::Purse', inverse_of: :strategies
 
-  KIND_COVERED_CALL = 'covered_call'
-  KIND_LONG_DEBIT_CALL_SPREAD = 'long_debit_call_spread'
-  KIND_SHORT_DEBIT_PUT_SPREAD = 'short_debit_put_spread'
+  KIND_COVERED_CALL             = 'covered_call'
+  KIND_IRON_CONDOR              = 'iron_condor'
+  KIND_LONG_CREDIT_PUT_SPREAD   = 'long_credit_put_spread'
+  KIND_LONG_DEBIT_CALL_SPREAD   = 'long_debit_call_spread'
+  KIND_SHORT_CREDIT_CALL_SPREAD = 'short_credit_call_spread'
+  KIND_SHORT_DEBIT_PUT_SPREAD   = 'short_debit_put_spread'
   KINDS = [ nil,
     KIND_COVERED_CALL,
+    KIND_IRON_CONDOR,
+    KIND_LONG_CREDIT_PUT_SPREAD,
     KIND_LONG_DEBIT_CALL_SPREAD,
+    KIND_SHORT_CREDIT_CALL_SPREAD,
     KIND_SHORT_DEBIT_PUT_SPREAD,
   ]
   field :kind
 
-  def kind_short
+  def put_call
     case kind
-    when KIND_COVERED_CALL
-      'cc'
-    when KIND_LONG_DEBIT_CALL_SPREAD
-      'long-spread'
-    when KIND_SHORT_DEBIT_PUT_SPREAD
-      'short-spread'
-    else
-      '@TODO-zez'
+    when Iro::Strategy::KIND_LONG_DEBIT_CALL_SPREAD
+      put_call = 'CALL'
+    when Iro::Strategy::KIND_SHORT_CREDIT_CALL_SPREAD
+      put_call = 'CALL'
+    when Iro::Strategy::KIND_SHORT_DEBIT_PUT_SPREAD
+      put_call = 'PUT'
+    when Iro::Strategy::KIND_COVERED_CALL
+      put_call = 'CALL'
     end
   end
 
-  field :buffer_above_water, type: :float
-  field :threshold_delta,    type: :float
-  field :threshold_netp,     type: :float
-  field :min_dte,            type: :integer, default: 0
+  field :threshold_buffer_above_water, type: :float
+  field :threshold_delta,              type: :float
+  field :threshold_netp,               type: :float
+  field :threshold_dte,                type: :integer, default: 1
 
-  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
+  field :next_inner_delta,        type: :float
+  field :next_inner_strike,       type: :float
+  field :next_outer_delta,        type: :float
+  field :next_outer_strike,       type: :float
+  field :next_spread_amount,      type: :float # e.g. $20 for a $2000 NVDA spread
   field :next_buffer_above_water, type: :float
 
-  def self.for_ticker ticker
-    where( ticker: ticker )
+
+
+
+
+
+  def begin_delta_covered_call p
+    p.inner.begin_delta
   end
+  def begin_delta_long_debit_call_spread p
+    p.outer.begin_delta - p.inner.begin_delta
+  end
+  alias_method :begin_delta_short_debit_put_spread,   :begin_delta_long_debit_call_spread
+  alias_method :begin_delta_short_credit_call_spread, :begin_delta_long_debit_call_spread
+
 
   def breakeven_covered_call p
     p.inner.strike + p.inner.begin_price
@@ -67,27 +85,32 @@ class Iro::Strategy
   end
   alias_method :breakeven_short_debit_put_spread, :breakeven_long_debit_call_spread
 
+
+  def end_delta_covered_call p
+    p.inner.end_delta
+  end
+  def end_delta_long_debit_call_spread p
+    p.outer.end_delta - p.inner.end_delta
+  end
+  alias_method :end_delta_short_debit_put_spread,   :end_delta_long_debit_call_spread
+  alias_method :end_delta_short_credit_call_spread, :end_delta_long_debit_call_spread
+
+
   def max_gain_covered_call p
     p.inner.begin_price * 100 - 0.66 # @TODO: is this *100 really?
   end
   def max_gain_long_debit_call_spread p
-    ## 100 * disalloed for gameui
+    ## 100 * disallowed for gameui
     ( p.inner.strike - p.outer.strike - p.outer.begin_price + p.inner.begin_price ) # - 2*0.66
   end
+  def max_gain_short_credit_call_spread p
+    p.inner.begin_price - p.outer.begin_price
+  end
   def max_gain_short_debit_put_spread p
-    ## 100 * disalloed for gameui
+    ## 100 * disallowed for gameui
     ( p.outer.strike - p.inner.strike - p.outer.begin_price + p.inner.begin_price ) # - 2*0.66
   end
 
-  def net_amount_covered_call p
-    ( p.inner.begin_price - p.inner.end_price )
-  end
-  def net_amount_long_debit_call_spread p
-    outer = p.outer.end_price   - p.outer.begin_price
-    inner = p.inner.begin_price - p.inner.end_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
     p.inner.begin_price*10 # just suppose 10,000%
@@ -98,22 +121,31 @@ class Iro::Strategy
   def max_loss_short_debit_put_spread p # different
     out = p.inner.strike - p.outer.strike
   end
+  def max_loss_short_credit_call_spread p
+    out = p.outer.strike - p.inner.strike
+  end
 
-  def begin_delta_covered_call p
-    p.inner.begin_delta
+
+  def net_amount_covered_call p
+    ( p.inner.begin_price - p.inner.end_price )
   end
-  def begin_delta_long_debit_call_spread p
-    p.outer.begin_delta - p.inner.begin_delta
+  def net_amount_long_debit_call_spread p
+    outer = p.outer.end_price   - p.outer.begin_price
+    inner = p.inner.begin_price - p.inner.end_price
+    out = ( outer + inner )
   end
-  alias_method :begin_delta_short_debit_put_spread, :begin_delta_long_debit_call_spread
+  alias_method :net_amount_short_credit_call_spread , :net_amount_long_debit_call_spread
+  alias_method :net_amount_short_debit_put_spread,    :net_amount_long_debit_call_spread
 
-  def end_delta_covered_call p
-    p.inner.end_delta
-  end
-  def end_delta_long_debit_call_spread p
-    p.outer.end_delta - p.inner.end_delta
+
+  ## 2024-05-09 @TODO
+  def next_inner_strike_on expires_on
+    outs = Tda::Option.get_quotes({
+      contractType: put_call,
+      expirationDate: expires_on,
+      ticker: stock.ticker,
+    })
   end
-  alias_method :end_delta_short_debit_put_spread, :end_delta_long_debit_call_spread
 
 
 
@@ -196,10 +228,15 @@ class Iro::Strategy
   end
 
 
+  ## scopes
+
+  def self.for_ticker ticker
+    where( ticker: ticker )
+  end
 
 
   def to_s
-    "#{stock} #{kind_short} #{slug}"
+    slug
   end
   def self.list long_or_short = nil
     these = long_or_short ? where( long_or_short: long_or_short ) : all

data/app/models/tda/option.rb

@@ -4,7 +4,8 @@ require 'httparty'
 class Tda::Option
 
   include ::HTTParty
-  base_uri 'https://api.tdameritrade.com'
+  # base_uri 'https://api.tdameritrade.com'
+  base_uri 'https://api.schwabapi.com/marketdata/v1'
 
 
   ##
@@ -68,7 +69,7 @@ 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 = {}
 
     #
@@ -100,8 +101,13 @@ class Tda::Option
     query = { apikey: ::TD_AMERITRADE[:apiKey] }.merge opts
     # puts! query, 'input opts'
 
-    path = "/v1/marketdata/chains"
-    out = self.get path, { query: query }
+    headers = {
+      Authorize: "Bearer #{::TD_AMERITRADE[:access_token]}",
+    }
+
+
+    path = "/chains"
+    out = self.get path, { headers: headers, query: query }
     timestamp = DateTime.parse out.headers['date']
     ## out = HTTParty.get "https://api.tdameritrade.com#{path}", { query: query }
     out = out.parsed_response.deep_symbolize_keys

data/app/models/tda/stock.rb

@@ -3,7 +3,7 @@ require 'httparty'
 
 class Tda::Stock
   include ::HTTParty
-  base_uri 'https://api.tdameritrade.com'
+  base_uri 'https://api.schwabapi.com/marketdata/v1'
 
   ## alias
   def self.get_quote which
@@ -13,9 +13,15 @@ class Tda::Stock
   ## tickers = "GME"
   ## tickers = "NVDA,GME"
   def self.get_quotes tickers
-    path = "/v1/marketdata/quotes"
-    inns = self.get path, { query: { apikey: ::TD_AMERITRADE[:apiKey], symbol: tickers } }
+    path = "/quotes"
+    headers = {
+      accept:    'application/json',
+      Authorization: "Bearer #{::SCHWAB_DATA[:access_token]}",
+    }
+    inns = self.get path, { headers: headers, query: { symbols: tickers } }
     inns = inns.parsed_response
+    # puts! inns, 'parsed response'
+
     if [ NilClass, String ].include?( inns.class )
       return []
     end
@@ -23,8 +29,9 @@ class Tda::Stock
       inns[k] = v.deep_symbolize_keys
     end
     outs = []
-    inns.each do |symbol, obj|
-      outs.push ::Iro::PriceItem.create!({
+    inns.each do |symbol, _obj|
+      obj = _obj[:quote]
+      outs.push ::Iro::Priceitem.create!({
         putCall:        'STOCK',
         symbol:          symbol,
         ticker:          symbol,
@@ -37,8 +44,7 @@ class Tda::Stock
         closePrice:      obj[:closePrice],
         highPrice:       obj[:highPrice],
         lowPrice:        obj[:lowPrice],
-        quoteTimeInLong: obj[:quoteTimeInLong],
-        timestamp:       Time.at( obj[:quoteTimeInLong]/1000 ),
+        timestamp:       Time.at( obj[:quoteTime]/1000 ),
         totalVolume:     obj[:totalVolume],
         mark:            obj[:mark],
         exchangeName:    obj[:exchangeName],

data/app/views/iro/_main_header.haml

@@ -4,9 +4,9 @@
 
     %i.fa.fa-compress.collapse-expand#collapseHeaderTrading
       Wco Trading
-    .a
-      .d-flex
-        %ul{ style: "margin-top: 2em;" }
+    .W
+      .d-flex.flex-wrap
+        %ul
           %li
             = link_to "Stocks (#{Iro::Stock.all.length})", stocks_path
             = link_to '[sync]', sync_stocks_path
@@ -26,6 +26,7 @@
               %li
                 = link_to p, purse_path(p)
                 = link_to '[ui]', purse_gameui_path(p)
+
         .a
           = link_to 'Strategies', strategies_path
           %ul

data/app/views/iro/api/stocks/index.json.jbuilder

@@ -0,0 +1,5 @@
+
+json.stocks @stocks do |stock|
+  json.status stock.status
+  json.ticker stock.ticker
+end

data/app/views/iro/api/stocks/show.json.jbuilder

@@ -0,0 +1,11 @@
+
+json.ticker @stock.ticker
+json.last   @stock.last
+
+json.datapoints @datapoints do |p|
+  json.quote_at  Time.at(p.quote_at).strftime('%Y-%m-%d')
+  # json.timestamp p.timestamp
+  json.value      p.value
+end
+
+

data/app/views/iro/api/stocks/show.json.jbuilder-bk

@@ -0,0 +1,12 @@
+
+json.priceitems do
+  json.array! @datapoints do |p|
+    json.date     p[:quote_at].in_time_zone('UTC').to_date
+    json.quote_at p[:quote_at]
+    json.open     p[:open]
+    json.high     p[:high]
+    json.low      p[:low]
+    json.close    p[:value]
+    json.volume   p[:volume]
+  end
+end

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

@@ -1,5 +1,7 @@
 
-.positions--form{ class: params[:long_or_short] || position.strategy&.long_or_short }
+- long_or_short = position.long_or_short || position.strategy&.long_or_short || params[:long_or_short]
+
+.positions--form{ class: params[:long_or_short] || long_or_short }
   = form_for position do |f|
     .actions
       = f.submit
@@ -18,7 +20,7 @@
 
     .field
       %label long or short?
-      = f.select :long_or_short, options_for_select([nil, Iro::Strategy::LONG, Iro::Strategy::SHORT], selected: position.long_or_short || params[:long_or_short] )
+      = f.select :long_or_short, options_for_select([nil, Iro::Strategy::LONG, Iro::Strategy::SHORT], selected: long_or_short )
 
     %label Strategy
     = f.select :strategy_id, options_for_select( @strategies_list, selected: position.strategy_id )

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

@@ -0,0 +1,38 @@
+
+- pos   = position
+- stock = pos.stock
+- nearest_strike = stock.last.round
+- u = pos.purse.unit # pixels per dollar
+
+.collapse-expand.d-flex{ id: "gameui-pos-#{pos.id}" }
+  [<>]
+  .maxwidth= render "/iro/positions/header", pos: pos
+.a
+  = render "/iro/positions/header_#{pos.strategy.kind}", pos: pos
+  .StockCoordinatesW
+    .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" }
+        .label Last: #{pp_amount stock.last}
+        .c
+
+        - left  = "#{ ( pos.outer.strike - stock.last ).abs() *-1*u}px"
+        - width = "#{ ( pos.inner.strike - pos.outer.strike ).abs() *u}px"
+        .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) * u }px; right: 0" }
+                .label
+                  net
+                  = pp_amount pos.net_amount
+            - else
+              .Net.NetNegative{ style: "width: #{ (-1 * pos.net_amount) * u }px; left: 100%" }
+                .label
+                  net
+                  = pp_amount pos.net_amount
+.c
+

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

@@ -0,0 +1,50 @@
+
+-##
+-## Same file for the spreads
+-##
+
+- collapse_key ||= pos.id
+%i.fa.fa-expand.collapse-expand.floaty-collapse{ id: "gameui-pos-detail-#{collapse_key}" }
+.maxwidth
+
+  %table.bordered{ class: pos.long_or_short }
+    %tbody.long-or-short-item
+      %tr
+        %td <b>#{pp_amount pos.outer.strike}</b>
+        %td= pp_amount pos.outer.begin_price
+        %td= pos.outer.begin_delta
+        %td &nbsp;-&nbsp;
+        %td= pp_amount pos.outer.end_price
+        %td= pp_delta pos.outer.end_delta
+      %tr
+        %td <b>#{pp_amount pos.inner.strike}</b>
+        %td= pp_amount pos.inner.begin_price
+        %td= pp_delta pos.inner.begin_delta
+        %td &nbsp;-&nbsp;
+        %td= pp_amount pos.inner.end_price
+        %td= pp_delta pos.inner.end_delta
+
+  .header.d-flex
+    %ul.mb-0
+      %li
+        -## 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() *100*pos.q()}
+      %li
+        <b>Breakeven:</b> #{pp_amount pos.inner.strike + pos.max_gain()}
+      - ## no *100
+      %li <b>Net:</b> #{pp_amount pos.net_amount} :: #{pp_amount pos.net_amount() *100*pos.q} &nbsp;&nbsp; <i>#{pp_percent pos.net_percent}</i>
+
+    - if 'prepare' == pos.status
+      %ul.mb-0
+        %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>

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

@@ -0,0 +1,23 @@
+
+.d-flex
+  .Card
+    = form_for Iro::Position.new(strategy: Iro::Strategy.new), url: new_position_path, method: :get do |f|
+      = hidden_field_tag 'position[purse_id]', purse.id
+
+      .formrow-v1
+        .label +Position
+
+        .d-flex.flex-column
+          %label Strategy
+          = f.select :strategy_id, options_for_select(@strategies_list)
+
+        .d-flex.flex-column
+          %label Expires on
+          = f.select :expires_on, options_for_select( Iro::Option.expirations_list )
+
+        .d-flex.flex-column
+          %label Q
+          = f.text_field :quantity, class: 'w-3em'
+
+        = f.submit '>'
+

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

@@ -0,0 +1 @@
+app/views/iro/positions/_prepare_short_debit_put_spread.haml

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

@@ -1,30 +1,26 @@
 
-.d-flex.flex-wrap
-  %label unit
-  = f.number_field :unit
-  px/usd
-    
-  %label height
-  = f.number_field :height
-  px/q
-    
+.purses--form-extra-fields
 
-  %label summary_unit
-  = f.number_field :summary_unit, step: 0.000001, style: "width: 120px"
-  px/usd
-    
+  .d-flex.flex-wrap
+    %label unit
+    = f.number_field :unit
+    .unit px/usd
 
+    %label height
+    = f.number_field :height
+    .unit px/q
 
+    %label summary_unit
+    = f.number_field :summary_unit, step: 0.000001
+    .unit px/usd
 
-  %label mark_every_n_usd
-  = f.number_field :mark_every_n_usd, step: 0.01
-    
+  .d-flex.flex-wrap
+    %label mark_every_n_usd
+    = f.number_field :mark_every_n_usd, step: 0.01
+    .unit
 
-  %label n_next_positions
-  = f.number_field :n_next_positions
-    
-
-
-    
+    %label n_next_positions
+    = f.number_field :n_next_positions
+    .unit
 
 

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

@@ -4,30 +4,21 @@
 .header
   %h5.title
     Purse `#{purse.slug}`
+    -# (#{purse.positions.length})
+     
     = link_to '[~]', edit_purse_path(purse)
     = link_to '[table]', purse_path(purse)
     = link_to '[gameUI]', purse_gameui_path(purse)
-    (#{purse.positions.length})
 
-.d-flex
+%ul
+  %li <b>Total:</b> #{pp_amount purse.balance}
+  %li <b>Available:</b> #{pp_amount purse.available}
 
-  .Card.d-flex
-    = form_for Iro::Position.new(strategy: Iro::Strategy.new), url: new_position_path, method: :get do |f|
-      .a +Position
-      = hidden_field_tag 'position[purse_id]', purse.id
-      .field
-        = f.select :strategy_id, options_for_select(@strategies_list)
-      -# .field
-      -#   = f.radio_button :long_or_short, :long
-      -#   %label long
-      -#   = f.radio_button :long_or_short, :short
-      -#   %label short
-      = f.submit 'Go'
-    -# = link_to '[+position]', new_position_path({ purse_id: purse.id })
-    -# = link_to '[+short]',    new_position_path({ purse_id: purse.id, long_or_short: Iro::Strategy::SHORT })
 
+= render '/iro/positions/new', purse: purse
 
-- if true || params[:template] == 'gameui'
+
+- if true # params[:template] == 'gameui'
   .mini-inputs
     = form_for purse, html: { class: 'd-flex' } do |f|
       = render '/iro/purses/form_extra_fields', f: f

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

@@ -1,8 +1,9 @@
 
 .purses-show.padded
-  .row
-    .col-md-6
+  .row.no-gutters
+    .col-md-6.pr-3
       = render '/iro/purses/header', purse: @purse
     .col-md-6
       = render '/iro/purses/summary', purse: @purse, collapse_key: 'views-show'
+
   = render '/iro/positions/table', positions: @positions

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

@@ -7,14 +7,15 @@
         - if stock.new_record?
           %label New
         - else
+          %label status
           = f.select :status, options_for_select([ Iro::Stock::STATUS_ACTIVE, Iro::Stock::STATUS_INACTIVE ], selected: stock.status)
       .field
         = f.label :ticker
         = f.text_field :ticker
 
-      .field
-        %label Last
-        = f.number_field :last, placeholder: '80.0', step: 0.01
+      -# .field
+      -#   %label Last
+      -#   = f.number_field :last, placeholder: '80.0', step: 0.01
 
       .field
         %label options price increment

data/app/views/iro/stocks/edit.haml

@@ -0,0 +1,4 @@
+
+.stocks-edit.maxwidth
+
+  = render 'form', stock: @stock

data/app/views/iro/stocks/index.haml

@@ -1,10 +1,25 @@
 
-.stocks--index.padded
+.stocks-index.maxwidth
   .maxwidth
     %h5 Stocks
 
-  %ul
-    - @stocks.each do |stock|
-      %li
-        = render 'iro/stocks/form', stock: stock
-    %li= render 'iro/stocks/form', stock: Iro::Stock.new
+  %table.bordered.padded
+    %thead
+      %tr
+        %td Ticker
+        %td last price
+        %td n priceitems
+    %tbody
+      - @stocks.each do |stock|
+        %tr
+          %td
+            = link_to '[~]', edit_stock_path(stock)
+            = link_to '[api]', stock_path(stock, format: :json)
+            <b>#{stock.ticker}</b>
+          %td
+            #{pp_amount stock.last}
+          %td
+            = stock.priceitems.length
+
+  %hr
+  = render 'iro/stocks/form', stock: Iro::Stock.new

data/app/views/iro/stocks/show.haml

@@ -0,0 +1,5 @@
+
+.stocks-show.maxwidth
+  %h4= @stock
+
+  %h5 Max Pain