iron_warbler 2.0.7.31 → 2.0.7.33

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 77291471aceb0397f44a18ac2432d5441f775253b208943fcfe2209e17f8ef97
-  data.tar.gz: ec2092f62fd8f44ae03cf56224d4e1cc3d1d06ca8b5bc19b3e504d4e588517e4
+  metadata.gz: e4baf29056fb5eea6a152c68d259e00dc77c1b8933038ffa57f7cf26ea57a6c1
+  data.tar.gz: 5cc60160b9be49f2e3521c14de595307d3f4352168c56be8c75be13ee5012af0
 SHA512:
-  metadata.gz: 888704ebb26753c43c23e0097a218b3107633409e2d36cf2797bc07f88baaa86e40a114683b1609162abae1bef315956528239af588fc2b3df1996da96cd7b2a
-  data.tar.gz: c33c87cdd2059215626a470e561e3ed501f10c0e3d1bac33e18a033a198a13f6693e663eed3bd0f75521893c0e61b1dc8ec424bfa19bd495977b2046b4b66706
+  metadata.gz: a494cbf2307b6ab42f76d7db61bb9ca3e729363d015ed3be4456b53f65e2bb4d690a225bdcd16d5c341394ed24b8e4cc098ab243a04302ab544965da125697de
+  data.tar.gz: 67e3fb70e47cabd54f59bb9a592d60ba3b9e549795287b396607e777d04a172ca55838929b8550da6eee85e84ce5b8580bdd87fc6332e85c44d3179ebd72f29f

data/README.txt

@@ -10,7 +10,3 @@ From: https://docs.galpy.org/en/latest/installation.html
 calculator: https://www.omnicalculator.com/finance/black-scholes
 
 From: https://pythoninoffice.com/calculate-black-scholes-option-price-in-python/
-
-= swagger =
-
-* https://developer.schwab.com/products/trader-api--individual

data/app/mailers/iro/alert_mailer.rb

@@ -5,7 +5,7 @@ class Iro::AlertMailer < ActionMailer::Base
 
   def stock_alert id
     @alert = Iro::Alert.find id
-    mail( to: 'poxlovi@gmail.com',
+    mail( to: 'victor@piousbox.com',
      subject: 'Iro::AlertMailer#stock_alert' )
   end
 

data/app/models/iro/position.rb

@@ -138,7 +138,6 @@ class Iro::Position
     save
   end
 
-  ## @TODO: herehere 2024-05-09
   def calc_nxt
     pos = self
 
@@ -154,6 +153,12 @@ class Iro::Position
       out[:bidSize] + out[:askSize] > 0
     end
 
+    if 'CALL' == pos.put_call
+      ;
+    elsif 'PUT' == pos.put_call
+      outs = outs.reverse
+    end
+
     ## next_inner_strike
     outs = outs.select do |out|
       if Iro::Strategy::SHORT == pos.long_or_short
@@ -165,6 +170,7 @@ class Iro::Position
       end
     end
     puts! outs[0][:strikePrice], 'after calc next_inner_strike'
+    puts! outs, 'outs'
 
     ## next_buffer_above_water
     outs = outs.select do |out|
@@ -177,17 +183,30 @@ class Iro::Position
       end
     end
     puts! outs[0][:strikePrice], 'after calc next_buffer_above_water'
+    puts! outs, 'outs'
 
     ## next_inner_delta
     outs = outs.select do |out|
-      out_delta  = out[:delta].abs rescue 0
-      out_delta >= strategy.next_inner_delta.abs
+      if 'CALL' == pos.put_call
+        out_delta  = out[:delta] rescue 1
+        out_delta <= strategy.next_inner_delta
+      elsif 'PUT' == pos.put_call
+        out_delta  = out[:delta] rescue 0
+        out_delta <= strategy.next_inner_delta
+      else
+        raise 'zz5 - this cannot happen'
+      end
     end
     puts! outs[0][:strikePrice], 'after calc next_inner_delta'
+    puts! outs, 'outs'
 
     inner = outs[0]
     outs = outs.select do |out|
-      out[:strikePrice] >= inner[:strikePrice].to_f + strategy.next_spread_amount
+      if 'CALL' == pos.put_call
+        out[:strikePrice] >= inner[:strikePrice].to_f + strategy.next_spread_amount
+      elsif 'PUT' == pos.put_call
+        out[:strikePrice] <= inner[:strikePrice].to_f - strategy.next_spread_amount
+      end
     end
     outer = outs[0]
 

data/app/models/iro/strategy.rb

@@ -16,10 +16,10 @@ class Iro::Strategy
   validates :long_or_short, presence: true
 
 
-  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
+  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_IRON_CONDOR              = 'iron_condor'
@@ -34,11 +34,13 @@ class Iro::Strategy
     KIND_LONG_DEBIT_CALL_SPREAD,
     KIND_SHORT_CREDIT_CALL_SPREAD,
     KIND_SHORT_DEBIT_PUT_SPREAD,
-  ]
+  ];
   field :kind
 
   def put_call
     case kind
+    when Iro::Strategy::KIND_LONG_CREDIT_PUT_SPREAD
+      put_call = 'PUT'
     when Iro::Strategy::KIND_LONG_DEBIT_CALL_SPREAD
       put_call = 'CALL'
     when Iro::Strategy::KIND_SHORT_CREDIT_CALL_SPREAD
@@ -47,6 +49,8 @@ class Iro::Strategy
       put_call = 'PUT'
     when Iro::Strategy::KIND_COVERED_CALL
       put_call = 'CALL'
+    else
+      throw 'zz9 - this should never happen'
     end
   end
 
@@ -70,6 +74,9 @@ class Iro::Strategy
   def begin_delta_covered_call p
     p.inner.begin_delta
   end
+  def begin_delta_long_credit_put_spread p
+    p.inner.begin_delta - p.outer.begin_delta
+  end
   def begin_delta_long_debit_call_spread p
     p.outer.begin_delta - p.inner.begin_delta
   end
@@ -89,6 +96,9 @@ class Iro::Strategy
   def end_delta_covered_call p
     p.inner.end_delta
   end
+  def end_delta_long_credit_put_spread p
+    p.inner.end_delta - p.outer.end_delta
+  end
   def end_delta_long_debit_call_spread p
     p.outer.end_delta - p.inner.end_delta
   end
@@ -99,6 +109,10 @@ class Iro::Strategy
   def max_gain_covered_call p
     p.inner.begin_price * 100 - 0.66 # @TODO: is this *100 really?
   end
+  def max_gain_long_credit_put_spread p
+    ## 100 * disallowed for gameui
+    p.inner.begin_price - p.outer.begin_price
+  end
   def max_gain_long_debit_call_spread p
     ## 100 * disallowed for gameui
     ( p.inner.strike - p.outer.strike - p.outer.begin_price + p.inner.begin_price ) # - 2*0.66
@@ -115,6 +129,9 @@ class Iro::Strategy
   def max_loss_covered_call p
     p.inner.begin_price*10 # just suppose 10,000%
   end
+  def max_loss_long_credit_put_spread p
+    out = p.inner.strike - p.outer.strike
+  end
   def max_loss_long_debit_call_spread p
     out = p.outer.strike - p.inner.strike
   end
@@ -134,6 +151,7 @@ class Iro::Strategy
     inner = p.inner.begin_price - p.inner.end_price
     out = ( outer + inner )
   end
+  alias_method :net_amount_long_credit_put_spread ,   :net_amount_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
 

data/app/models/tda/option.rb

@@ -1,9 +1,18 @@
 
 require 'httparty'
 
+=begin
+class Schwab
+  include HTTParty
+  debug_output $stdout
+  base_uri 'https://api.schwabapi.com/marketdata/v1'
+end
+=end
+
 class Tda::Option
 
   include ::HTTParty
+  debug_output $stdout
   # base_uri 'https://api.tdameritrade.com'
   base_uri 'https://api.schwabapi.com/marketdata/v1'
 
@@ -70,6 +79,8 @@ class Tda::Option
   ##
   def self.get_quotes params
     puts! params, 'Tda::Option#get_quotes'
+
+    profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
     opts = {}
 
     #
@@ -99,18 +110,22 @@ class Tda::Option
     end
 
     query = { }.merge opts
-    # puts! query, 'input opts'
+    puts! query, 'input opts'
 
     headers = {
       accept:    'application/json',
-      Authorization: "Bearer #{::SCHWAB_DATA[:access_token]}",
+      Authorization: "Bearer #{profile[:schwab_access_token]}",
     }
 
-
     path = "/chains"
-    out = self.get path, { headers: headers, query: query }
+    out = self.get path, {
+      # basic_auth: { username: SCHWAB_DATA[:key], password: SCHWAB_DATA[:secret] },
+      headers: headers,
+      query: query,
+    }
+    puts! out, 'out'
     timestamp = DateTime.parse out.headers['date']
-    ## out = HTTParty.get "https://api.tdameritrade.com#{path}", { query: query }
+    # out = HTTParty.get "https://api.tdameritrade.com#{path}", { query: query }
     out = out.parsed_response.deep_symbolize_keys
 
 

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

@@ -0,0 +1,42 @@
+
+- pos   = position
+- stock = pos.stock
+- nearest_strike = stock.last.round
+- u = pos.purse.unit # pixels per dollar
+
+-#
+-# 2024-07-30 I have not verified any of this - copied from long_debit_call_spread.
+-#
+
+.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_long_credit_put_spread.haml

@@ -0,0 +1,4 @@
+
+-#
+-# 2024-07-30 @TODO: copy-paste stuff here.
+-#

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

@@ -1,7 +1,7 @@
 
 .positions--table
 
-  %h5 Positions
+  %h5 Positions (#{positions.length})
   %table.bordered
     %thead
       %tr

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

@@ -3,7 +3,7 @@
 
   .d-flex.flex-wrap
     %label unit
-    = f.number_field :unit
+    = f.number_field :unit, step: 0.1
     .unit px/usd
 
     %label height

data/app/views/iro/strategies/_table.haml

@@ -9,6 +9,8 @@
         %th.actions  
         %th kind
         %th slug
+        %th stock
+        %th long or short
         %th next_inner_delta
         %th.actions  
     %tbody
@@ -20,6 +22,10 @@
               = button_to 'x', strategy_path(sss), method: :delete, data: { confirm: 'Are you sure?' }
           %td= sss.kind
           %td= link_to sss.slug, strategy_path(sss)
+          %td.stock
+            = sss.stock
+          %td.long-or-short
+            = sss.long_or_short
           %td= sss.next_inner_delta
           %td
             = form_tag propose_position_path do

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: iron_warbler
 version: !ruby/object:Gem::Version
-  version: 2.0.7.31
+  version: 2.0.7.33
 platform: ruby
 authors:
 - Victor Pudeyev
@@ -267,6 +267,7 @@ files:
 - app/views/iro/positions/_formpart_4data.haml
 - app/views/iro/positions/_gameui_covered_call.haml
 - app/views/iro/positions/_gameui_covered_call.haml-bk
+- app/views/iro/positions/_gameui_long_credit_put_spread.haml
 - app/views/iro/positions/_gameui_long_debit_call_spread.haml
 - app/views/iro/positions/_gameui_long_debit_call_spread.haml-trash
 - app/views/iro/positions/_gameui_short_credit_call_spread.haml
@@ -274,6 +275,7 @@ files:
 - app/views/iro/positions/_gameui_short_debit_put_spread.haml-trash
 - app/views/iro/positions/_header.haml
 - app/views/iro/positions/_header_covered_call.haml
+- app/views/iro/positions/_header_long_credit_put_spread.haml
 - app/views/iro/positions/_header_long_debit_call_spread.haml
 - app/views/iro/positions/_header_short_credit_call_spread.haml
 - app/views/iro/positions/_header_short_debit_put_spread.haml