iron_warbler 2.0.7.34 → 2.0.7.36

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 3aec6ab45a677eba7e1467fd0088a5e46b87eb91dad52002df219bad56c26429
-  data.tar.gz: adf78ae8f2550592040dda80481438a9a6e60504097e572485d9f2aa5fbd7537
+  metadata.gz: e02502f06973a985d527d3680e497c074e092c5fe65ec30b0bf83343b3678234
+  data.tar.gz: d0007bb285275c621e4d07ce2628a3aa7ecc5d1965bdc532c9a27ea2efbaabb0
 SHA512:
-  metadata.gz: a2347d585dfd6e7b425c6592e8a8c6d56ec241101489942e00bcac026dad091770003bbb9e03d28d80d0ed8ce7f6f06227efaf8233fb4953ac92c67e3354aaca
-  data.tar.gz: df2ba85e9ad79a6ecb16adb1da5d2b548750dfd7d403f3bafc4718a47cdf0f5c80b5d4af6ac829e18071da0a9a3987afa26a2a0b1ab83b36a511d1aeee755653
+  metadata.gz: a2f370d2954d01f2aea2cefd07d87b8d298fca8216d2f4b4f7ceb1de6de03d4af453ed0c0eb3fe10451360f9691f76e25a152e12a1314de2b77064b40ad5e4e3
+  data.tar.gz: e00471b9403ad26c509d4eb6e761f6967e121892269514b89aa147e81ab1c9dbdc46661cd28b1b5108e001cba7db602bcda7b168dca8d47a3d0efc9242d92f73

data/app/controllers/iro/datapoints_controller.rb

@@ -17,23 +17,9 @@ class Iro::DatapointsController < Iro::ApplicationController
   end
 
   def index
-    # from = '2023-12-20'
-    # to = '2023-12-01'
-    # points = Iro::Datapoint.where( k: params[:k] ).joins( :dates )
-
-    sql = "SELECT
-      dps.k, dps.v, d.date
-    FROM
-      iro_datapoints as dps
-      RIGHT JOIN dates d ON d.date = dps.d WHERE d.date BETWEEN '2023-12-01' AND '2023-12-31'
-    ORDER BY
-      d.date;"
-
-    # outs = ActiveRecord::Base.connection.execute(sql)
-    # puts! outs, 'outs'
-
-    render json: outs
-
+    authorize! :datapoints_index, Iro
+    @symbol = params[:symbol] || params[:q]
+    @datapoints = Iro::Datapoint.where( symbol: @symbol ).order_by( quote_at: :desc ).limit(100)
   end
 
 end

data/app/models/iro/datapoint.rb

@@ -12,8 +12,24 @@ class Iro::Datapoint
   KIND_STOCK    = 'STOCK'
   KIND_OPTION   = 'OPTION' ## but not PUT or CALL
   KIND_CURRENCY = 'CURRENCY'
+  KIND_TREASURY = 'TREASURY'
 
   field :symbol ## ticker, but use 'symbol' here
+  SYMBOL_BTC   = 'BTC'
+  SYMBOL_ETH   = 'ETH'
+  SYMBOL_T1MO  = 'T1MO'
+  SYMBOL_T2MO  = 'T2MO'
+  SYMBOL_T3MO  = 'T3MO'
+  SYMBOL_T4MO  = 'T4MO'
+  SYMBOL_T6MO  = 'T6MO'
+  SYMBOL_T1YR  = 'T1YR'
+  SYMBOL_T2YR  = 'T2YR'
+  SYMBOL_T3YR  = 'T3YR'
+  SYMBOL_T5YR  = 'T5YR'
+  SYMBOL_T7YR  = 'T7YR'
+  SYMBOL_T10YR = 'T10YR'
+  SYMBOL_T20YR = 'T20YR'
+  SYMBOL_T30YR = 'T30YR'
 
   field :date, type: Date ## @obsolete, use quote_at
   index({ kind: -1, date: -1 })

data/app/views/iro/_main_header.haml

@@ -37,5 +37,11 @@
               %li
                 = link_to s, strategy_path(s)
                 = link_to '[~]', edit_strategy_path(s)
+        .a
+          %ul
+            %li
+              Datapoints
+              = form_tag datapoints_by_symbol_path, method: :get do
+                = text_field_tag :q
 
 

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

@@ -0,0 +1,16 @@
+
+.datapoints-index.maxwidth
+  .header
+    %h3.title= @symbol
+
+  %table.bordered.padded
+    %thead
+      %th date
+      %th quote_at
+      %th value
+    %tbody
+      - @datapoints.each do |point|
+        %tr
+          %td= pp_date point.date
+          %td= pp_datetime point.quote_at
+          %td= point.value

data/config/routes.rb

@@ -6,6 +6,8 @@ Iro::Engine.routes.draw do
 
   post 'datapoints', to: '/iro/datapoints#create'
   get  'datapoints', to: '/iro/datapoints#index'
+  get  'datapoints/by-symbol', to: '/iro/datapoints#index'
+  get  'datapoints/by-symbol/:symbol', to: '/iro/datapoints#index'
 
   resources :option_watches
 

data/lib/iron_warbler.rb

@@ -14,6 +14,7 @@ class Iro::Iro
     out = out.parsed_response.deep_symbolize_keys
     out[:data].each do |k, item|
       opi = Iro::Datapoint.new({
+        date:     Time.now.to_date,
         kind:     Iro::Datapoint::KIND_CRYPTO,
         symbol:   item[:symbol],
         quote_at: item[:quote][:USD][:last_updated],
@@ -24,4 +25,112 @@ class Iro::Iro
     end
   end
 
+  def self.get_treasuries
+    response = HTTParty.get( "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/all/#{Time.now.strftime('%Y%m')}?type=daily_treasury_yield_curve&field_tdr_date_value_month=#{Time.now.strftime('%Y%m')}&page&_format=csv")
+    outs = CSV.parse( response.body, { headers: true })
+    out = outs[0]
+    date = Date.strptime(out['Date'], '%m/%d/%Y')
+    {
+      '1 Mo'  => Iro::Datapoint::SYMBOL_T1MO,
+      '2 Mo'  => Iro::Datapoint::SYMBOL_T2MO,
+      '3 Mo'  => Iro::Datapoint::SYMBOL_T3MO,
+      '4 Mo'  => Iro::Datapoint::SYMBOL_T4MO,
+      '6 Mo'  => Iro::Datapoint::SYMBOL_T6MO,
+      '1 Yr'  => Iro::Datapoint::SYMBOL_T1YR,
+      '2 Yr'  => Iro::Datapoint::SYMBOL_T2YR,
+      '3 Yr'  => Iro::Datapoint::SYMBOL_T3YR,
+      '5 Yr'  => Iro::Datapoint::SYMBOL_T5YR,
+      '7 Yr'  => Iro::Datapoint::SYMBOL_T7YR,
+      '10 Yr' => Iro::Datapoint::SYMBOL_T10YR,
+      '20 Yr' => Iro::Datapoint::SYMBOL_T20YR,
+      '30 Yr' => Iro::Datapoint::SYMBOL_T30YR,
+    }.each do |k, v|
+      opi = Iro::Datapoint.new({
+        date:     date,
+        quote_at: date,
+        kind:     Iro::Datapoint::KIND_TREASURY,
+        symbol:   v,
+        value:    out[k],
+      })
+      opi.save!
+      print '^'
+    end
+  end
+
+  def self.import_1990_2023_treasuries
+    outs = CSV.parse( File.read( Rails.root.join('data', 'treasuries', '1990..23 daily-treasury-rates.csv') ), { headers: true })
+    outs.each do |out|
+      date = Date.strptime(out['Date'], '%m/%d/%y')
+      {
+        '1 Mo'  => Iro::Datapoint::SYMBOL_T1MO,
+        '2 Mo'  => Iro::Datapoint::SYMBOL_T2MO,
+        '3 Mo'  => Iro::Datapoint::SYMBOL_T3MO,
+        '4 Mo'  => Iro::Datapoint::SYMBOL_T4MO,
+        '6 Mo'  => Iro::Datapoint::SYMBOL_T6MO,
+        '1 Yr'  => Iro::Datapoint::SYMBOL_T1YR,
+        '2 Yr'  => Iro::Datapoint::SYMBOL_T2YR,
+        '3 Yr'  => Iro::Datapoint::SYMBOL_T3YR,
+        '5 Yr'  => Iro::Datapoint::SYMBOL_T5YR,
+        '7 Yr'  => Iro::Datapoint::SYMBOL_T7YR,
+        '10 Yr' => Iro::Datapoint::SYMBOL_T10YR,
+        '20 Yr' => Iro::Datapoint::SYMBOL_T20YR,
+        '30 Yr' => Iro::Datapoint::SYMBOL_T30YR,
+      }.each do |k, v|
+        if out[k]
+          opi = Iro::Datapoint.new({
+            date:     date,
+            quote_at: date,
+            kind:     Iro::Datapoint::KIND_TREASURY,
+            symbol:   v,
+            value:    out[k],
+          })
+          begin
+            opi.save!
+          rescue Mongoid::Errors::Validations => err
+            puts! err, 'err'
+          end
+          print '^'
+        end
+      end
+    end
+  end
+
+  def self.import_2024_treasuries
+    outs = CSV.parse( File.read( Rails.root.join('data', 'treasuries', '2024 daily-treasury-rates.csv') ), { headers: true })
+    outs.each do |out|
+      date = Date.strptime(out['Date'], '%m/%d/%Y')
+      {
+        '1 Mo'  => Iro::Datapoint::SYMBOL_T1MO,
+        '2 Mo'  => Iro::Datapoint::SYMBOL_T2MO,
+        '3 Mo'  => Iro::Datapoint::SYMBOL_T3MO,
+        '4 Mo'  => Iro::Datapoint::SYMBOL_T4MO,
+        '6 Mo'  => Iro::Datapoint::SYMBOL_T6MO,
+        '1 Yr'  => Iro::Datapoint::SYMBOL_T1YR,
+        '2 Yr'  => Iro::Datapoint::SYMBOL_T2YR,
+        '3 Yr'  => Iro::Datapoint::SYMBOL_T3YR,
+        '5 Yr'  => Iro::Datapoint::SYMBOL_T5YR,
+        '7 Yr'  => Iro::Datapoint::SYMBOL_T7YR,
+        '10 Yr' => Iro::Datapoint::SYMBOL_T10YR,
+        '20 Yr' => Iro::Datapoint::SYMBOL_T20YR,
+        '30 Yr' => Iro::Datapoint::SYMBOL_T30YR,
+      }.each do |k, v|
+        if out[k]
+          opi = Iro::Datapoint.new({
+            date:     date,
+            quote_at: date,
+            kind:     Iro::Datapoint::KIND_TREASURY,
+            symbol:   v,
+            value:    out[k],
+          })
+          begin
+            opi.save!
+          rescue Mongoid::Errors::Validations => err
+            puts! err, 'err'
+          end
+          print '^'
+        end
+      end
+    end
+  end
+
 end

data/lib/tasks/iro_tasks.rake

@@ -32,6 +32,16 @@ namespace :iro do
     print '^'
   end
 
+  desc 'import historic treasuries'
+  task :import_1990_2023_treasuries => :environment do
+    ::Iro::Iro.import_1990_2023_treasuries
+  end
+
+  desc 'import 2024 treasuries'
+  task :import_2024_treasuries => :environment do
+    ::Iro::Iro.import_2024_treasuries
+  end
+
   desc 'recommend position actions'
   task recommend_position_actions: :environment do
     Iro::Position.active.where({ kind: 'covered_call' }).map &:should_roll?

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: iron_warbler
 version: !ruby/object:Gem::Version
-  version: 2.0.7.34
+  version: 2.0.7.36
 platform: ruby
 authors:
 - Victor Pudeyev
@@ -262,6 +262,7 @@ files:
 - app/views/iro/api/stocks/show.json.jbuilder
 - app/views/iro/api/stocks/show.json.jbuilder-bk
 - app/views/iro/application/home.haml
+- app/views/iro/datapoints/index.haml
 - app/views/iro/options/_show_mini.haml
 - app/views/iro/positions/_form.haml
 - app/views/iro/positions/_formpart_4data.haml