iron_warbler 2.0.7.37 → 2.0.7.39

checksums.yaml

@@ -1,7 +1,7 @@
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-  data.tar.gz: 4a2663f019822b6c6fded27cd41dcd23beb7cf12818e10d4f6057e8620449a6e
+  metadata.gz: 706bc42f34e116f0071a21611468365ac0a6a2b76fc722c812a9d0158380898b
+  data.tar.gz: 670933ff9f081f0c7d31a32a1a99e4af6b933e4d1b019c51b5923d3efd244395
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-  data.tar.gz: 0d5183d3b41c67afbb4dfdc3a9fade2ec65400483aacb2b71439d88f630b0e9f570755884d7d316d3feba71ad70c9d2cccd6d5c4e2b8676b028d1a0c78fa210d
+  metadata.gz: 7e3039883ab46c0a8231500f29fffba931f2ba8fb45529ea139464246c1657940d97279f1b4f61f9d8a563640384874096c87949cb617c0e96aa34c6e978d946
+  data.tar.gz: b0b80caa5be42c0062836150043e89ef719df3caac02b4535887b17ea8e6b7d180073b2585db7195f83b0adec264ab4421f7f3fcc830fcf2394657081d2fde40

data/README.txt

@@ -10,3 +10,8 @@ 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/
+
+= schwab =
+== swagger ==
+
+* https://developer.schwab.com/products/trader-api--individual

data/app/assets/javascript/iron_warbler/application.js

@@ -1,5 +1,9 @@
 
 //= require ./gameui
+//= require ./stock
 
 // console.log('Loaded iron_warbler/application.js')
 
+const appRouter = {
+  showStockPath: (symbol) => `/trading/stocks/${symbol}`,
+}

data/app/assets/javascript/iron_warbler/stock.js

@@ -0,0 +1,9 @@
+
+$(document).ready(() => {
+
+$('select[name="stock_selector"]').on('change', (ev) => {
+  // logg(ev, 'ev')
+  window.location = appRouter.showStockPath(ev.target.value)
+})
+
+})

data/app/controllers/iro/application_controller.rb

@@ -34,7 +34,7 @@ class Iro::ApplicationController < Wco::ApplicationController
       },
     })
     out = out.parsed_response
-    puts! out, 'out'
+    # puts! out, 'out'
 
     attrs = {
       schwab_access_token:  out['access_token'],
@@ -43,10 +43,12 @@ class Iro::ApplicationController < Wco::ApplicationController
     }
     # puts! attrs, 'attrs'
 
-    profile.update(attrs)
-    profile.save!
+    if attrs[:schwab_refresh_token]
+      profile.update(attrs)
+      profile.save!
+    end
 
-    render json: { status: :ok }
+    render json: { attrs: attrs, out: out }
   end
 
   ##

data/app/controllers/iro/stocks_controller.rb

@@ -1,4 +1,7 @@
 
+##
+## https://www.macrotrends.net/stocks/charts/META/meta-platforms/stock-price-history
+##
 class Iro::StocksController < Iro::ApplicationController
   before_action :set_stock, only: [:show, :edit, :update, :destroy]
 
@@ -57,6 +60,9 @@ class Iro::StocksController < Iro::ApplicationController
     @priceitems = ::Iro::Priceitem.where({
       ticker: @stock.ticker,
     })
+    @datapoints = Iro::Datapoint.where({
+      symbol: @stock.ticker,
+    }).order_by({ date: :desc }).limit(100)
 
     respond_to do |format|
       format.html
@@ -84,7 +90,12 @@ class Iro::StocksController < Iro::ApplicationController
   private
 
   def set_stock
-    @stock = Iro::Stock.find(params[:id])
+    begin
+      @stock = Iro::Stock.find(params[:id])
+    rescue Mongoid::Errors::DocumentNotFound => e
+      @stock = Iro::Stock.find_by ticker: params[:id]
+    end
+    @stocks_list = Iro::Stock.tickers_list
   end
 
   def stock_params

data/app/models/iro/datapoint.rb

@@ -1,5 +1,8 @@
 
-
+##
+## Datapoints are at most daily!
+## See Priceitem for intra-day data
+##
 class Iro::Datapoint
   include Mongoid::Document
   include Mongoid::Timestamps
@@ -31,25 +34,23 @@ class Iro::Datapoint
   SYMBOL_T20YR = 'T20YR'
   SYMBOL_T30YR = 'T30YR'
 
-  field :date, type: Date ## @obsolete, use quote_at
+  field :date, type: Date
   index({ kind: -1, date: -1 })
+  validates :date, uniqueness: { scope: [ :symbol ] }
 
   field :quote_at, type: DateTime
   index({ kind: -1, quote_at: -1 })
-  validates :quote_at, uniqueness: { scope: [ :kind, :symbol ] }
+  validates :quote_at, uniqueness: { scope: [ :kind, :symbol ] } ## scope-by-kind is unnecessary here? _vp_ 2024-08-08
 
   field :open, type: Float
   field :high, type: Float
   field :low, type: Float
+  def close;    value;    end
+  def close= a; value= a; end
 
   field :value, type: Float
   validates :value, presence: true
-  def close
-    value
-  end
-  def close= a
-    value= a
-  end
+
 
   field :volume, type: Integer
 
@@ -156,7 +157,7 @@ class Iro::Datapoint
     csv = CSV.read(path, headers: true)
     csv.each do |row|
       flag = create({
-        kind:    KIND_STOCK,
+        kind:     KIND_STOCK,
         symbol:   symbol,
         date:     row['Date'],
         quote_at: row['Date'],
@@ -168,7 +169,11 @@ class Iro::Datapoint
         low:   row['Low'],
         value: row['Close'],
       })
-      print '.' if flag.persisted?
+      if flag.persisted?
+        print '^'
+      else
+        puts flag.errors.messages
+      end
     end
     puts 'ok'
   end

data/app/models/iro/priceitem.rb

@@ -1,6 +1,7 @@
 
 ##
-## specifically Option or Stock priceitem?
+## Specifically Option or Stock priceitem?
+## Priceitems are intra-day! See Datapoint for daily data
 ##
 class Iro::Priceitem
   include Mongoid::Document
@@ -8,7 +9,7 @@ class Iro::Priceitem
   store_in collection: 'iro_price_items'
 
   ## PUT, CALL, STOCK
-  field :putCall,         type: String
+  field :putCall,         type: String ## kind
   field :symbol,          type: String
   field :ticker,          type: String
   # belongs_to :stock, inverse_of: :priceitems
@@ -24,6 +25,7 @@ class Iro::Priceitem
   field :highPrice,       type: Float
   field :closePrice,      type: Float
 
+  field :quote_at, type: DateTime
   field :quoteTimeInLong, type: Integer
   field :timestamp,       type: Integer
   field :totalVolume,     type: Integer
@@ -31,6 +33,8 @@ class Iro::Priceitem
   field :exchangeName,    type: String
   field :volatility,      type: Float
 
+  field :expires_on, type: :date
+
   def self.my_find props={}
     lookup = { '$lookup': {
       'from':         'iro_price_items',

data/app/models/iro/stock.rb

@@ -1,6 +1,9 @@
 include Math
 require 'business_time'
 
+##
+## https://www.macrotrends.net/stocks/charts/META/meta-platforms/stock-price-history
+##
 class Iro::Stock
   include Mongoid::Document
   include Mongoid::Timestamps
@@ -18,6 +21,8 @@ class Iro::Stock
   field :ticker
   validates :ticker, uniqueness: true, presence: true
   index({ ticker: -1 }, { unique: true })
+  def symbol;    ticker;     end
+  def symbol= a; ticker = a; end
 
   field :last, type: :float
   field :options_price_increment, type: :float
@@ -30,6 +35,8 @@ class Iro::Stock
   has_many :options,    class_name: 'Iro::Option',   inverse_of: :stock
   has_many :priceitems, inverse_of: :stock
 
+  default_scope { order_by({ ticker: :asc }) }
+
   ## my_find
   def self.f ticker
     self.find_by ticker: ticker
@@ -55,7 +62,14 @@ class Iro::Stock
   stock.volatility_from_yr
 
 =end
-  def volatility duration:
+  field :volatility, type: :float
+  def volatility duration: 1.year, recompute: false
+    if self[:volatility]
+      if !recompute
+        return self[:volatility]
+      end
+    end
+
     stock = self
     begin_on = Time.now - duration - 1.day
     points = Iro::Datapoint.where( kind: 'STOCK', symbol: stock.ticker,
@@ -86,6 +100,7 @@ class Iro::Stock
     adjustment = 2.0
     out = out * adjustment
     puts! out, 'volatility (adjusted)'
+    self.update volatility: out
     return out
   end
 

data/app/models/tda/option.rb

@@ -18,18 +18,30 @@ class Tda::Option
 
 
   ##
-  ## 2023-02-05 _vp_ :: Gets the entire chain
+  ## Get entire chains for a ticker
+  ## params: { ticker, }
   ##
-  def self.get_chain params
-    opts = { symbol: params[:ticker] } ## use 'GME' as symbol here even though a symbol is eg 'GME_021023P2.5'
-    query = { apikey: ::TD_AMERITRADE[:apiKey] }.merge opts
-    puts! query, 'input opts'
+  ## 2024-08-09 :: Continue
+  ##
+  def self.get_chains params
+    profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
 
-    path = "/v1/marketdata/chains"
-    out = self.get path, { query: query }
+    query = { symbol: params[:ticker] } ## use 'GME' as symbol here even though a symbol is eg 'GME_021023P2.5'
+    puts! query, 'query'
+
+    headers = {
+      accept:        'application/json',
+      Authorization: "Bearer #{profile[:schwab_access_token]}",
+    }
+    path = "/chains"
+    out = self.get path, {
+      basic_auth: { username: SCHWAB_DATA[:key], password: SCHWAB_DATA[:secret] },
+      headers: headers,
+      query: query }
     timestamp = DateTime.parse out.headers['date']
     out = out.parsed_response.deep_symbolize_keys
 
+    byebug
 
     outs = []
     %w| put call |.each do |contractType|
@@ -53,8 +65,8 @@ class Tda::Option
       end
     end
 
-    outs.each do |x|
-      opi = ::Iro::OptionPriceItem.create( x )
+    outs.each do |out|
+      opi = ::Iro::PriceItem.create( out )
       if !opi.persisted?
         puts! opi.errors.full_messages, "Cannot create OptionPriceItem"
       end
@@ -125,7 +137,6 @@ class Tda::Option
     }
     puts! out, 'out'
     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/views/iro/stocks/index.haml

@@ -9,17 +9,20 @@
         %td Ticker
         %td last price
         %td n priceitems
+        %td volatility
     %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>
+            <b>#{link_to stock.ticker, stock_path(stock)}</b>
           %td
             #{pp_amount stock.last}
           %td
             = stock.priceitems.length
+          %td
+            = stock.volatility rescue nil
 
   %hr
   = render 'iro/stocks/form', stock: Iro::Stock.new

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

@@ -1,5 +1,27 @@
 
 .stocks-show.maxwidth
-  %h4= @stock
+  .header
+    %h3.title
+      = select_tag :stock_selector, options_for_select( @stocks_list, selected: @stock.ticker ), class: 'select2'
 
-  %h5 Max Pain
+  .row
+    .col-md-3
+      %h4 Datapoints
+      %table.bordered
+        %thead
+          %td Date
+          %td Value
+        %tbody
+          - @datapoints.each do |pt|
+            %tr
+              %td= pt.date
+              %td= pt.value
+
+
+    .col-md-9
+      %ul
+        %li
+          %b 1 yr volatility <br />
+          = @stock.volatility
+
+      %h4 Max Pain

data/lib/tasks/iro_tasks.rake

@@ -38,6 +38,21 @@ namespace :iro do
     print '^'
   end
 
+  ## Expected headers: Date, Open, High, Low, Close
+  desc 'import_stock stock=<stock> path=<path>'
+  task :import_stock => :environment do
+    # puts! ARGV, 'ARGV'
+    # puts! ENV, 'ENV'
+    if ARGV.length != 3
+      puts! ''
+      puts! "Usage: import_stock <stock> <path>"
+      puts! 'Expected headers: Date, Open, High, Low, Close'
+      puts! ''
+      exit 0
+    end
+    Iro::Datapoint.import_stock symbol: ENV['stock'], path: ENV['path']
+  end
+
   desc 'import historic treasuries'
   task :import_1990_2023_treasuries => :environment do
     ::Iro::Iro.import_1990_2023_treasuries

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: iron_warbler
 version: !ruby/object:Gem::Version
-  version: 2.0.7.37
+  version: 2.0.7.39
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2024-07-31 00:00:00.000000000 Z
+date: 2024-08-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: business_time
@@ -217,6 +217,7 @@ files:
 - app/assets/config/iron_warbler_manifest.js
 - app/assets/javascript/iron_warbler/application.js
 - app/assets/javascript/iron_warbler/gameui.js
+- app/assets/javascript/iron_warbler/stock.js
 - app/assets/stylesheets/iron_warbler/Card.scss
 - app/assets/stylesheets/iron_warbler/alerts.scss
 - app/assets/stylesheets/iron_warbler/application.css