iron_warbler 2.0.7.39 → 2.0.7.41

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 706bc42f34e116f0071a21611468365ac0a6a2b76fc722c812a9d0158380898b
-  data.tar.gz: 670933ff9f081f0c7d31a32a1a99e4af6b933e4d1b019c51b5923d3efd244395
+  metadata.gz: 00d253e5183bd431fc4f47681007d9ce860d7ea71ec825247db81d3f56224d4f
+  data.tar.gz: 8600938ea2f61303da8f2eae2a4775e13b177cb976211a1911a4f5d9d09b1aba
 SHA512:
-  metadata.gz: 7e3039883ab46c0a8231500f29fffba931f2ba8fb45529ea139464246c1657940d97279f1b4f61f9d8a563640384874096c87949cb617c0e96aa34c6e978d946
-  data.tar.gz: b0b80caa5be42c0062836150043e89ef719df3caac02b4535887b17ea8e6b7d180073b2585db7195f83b0adec264ab4421f7f3fcc830fcf2394657081d2fde40
+  metadata.gz: 3867a03b4d259f27256a09eda9047b688f3410301429ea9d8a321875e9d753db9028cadf93fb02f2ea1617e0370ad6e920346d68ae5d673ebaacf8e953c389e2
+  data.tar.gz: 6cdc0b4e80653ae44fa231e18007a829f6216a348b4fb6a5279dbf13f88caa7b50ed8d3053344c20680463f3aa5d2d681c6aa0edea48fd3452b8e916ac6ddaf5

data/app/controllers/iro/api/stocks_controller.rb

@@ -1,6 +1,6 @@
 
 class Iro::Api::StocksController < Iro::ApiController
-  before_action :set_stock, only: [:show, :edit, :update, :destroy]
+  before_action :set_stock, only: [:destroy, :edit, :max_pain, :show, :update ]
 
   def index
     @stocks = Iro::Stock.active
@@ -12,6 +12,21 @@ class Iro::Api::StocksController < Iro::ApiController
     end
   end
 
+  def max_pain
+    authorize! :max_pain, @stock
+
+    hash = Tda::Option.get_chains({ ticker: @stock.ticker })
+    # hash = JSON.parse File.read './trash.json'
+    @max_pain = Iro::Option.max_pain hash
+
+    respond_to do |format|
+      format.html
+      format.json do
+        render layout: false
+      end
+    end
+  end
+
   def show
     authorize! :show, @stock
     end_on = Time.now.to_date.in_time_zone('UTC')

data/app/controllers/iro/api_controller.rb

@@ -49,4 +49,14 @@ class Iro::ApiController < ActionController::Base
     sign_in user
   end
 
+  def set_stock
+    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
+
+
 end

data/app/controllers/iro/stocks_controller.rb

@@ -3,7 +3,7 @@
 ## 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]
+  before_action :set_stock, only: [:destroy, :edit, :show, :update ]
 
   def create
     @stock = Iro::Stock.new(stock_params)
@@ -38,6 +38,8 @@ class Iro::StocksController < Iro::ApplicationController
     end
   end
 
+
+
   def new
     @stock = Iro::Stock.new
     authorize! :new, @stock
@@ -64,6 +66,25 @@ class Iro::StocksController < Iro::ApplicationController
       symbol: @stock.ticker,
     }).order_by({ date: :desc }).limit(100)
 
+    filename = "./data/schwab/#{Time.now.to_date.to_s}-#{@stock.ticker}-chains.json"
+    if File.exists? filename
+      hash = JSON.parse File.read filename
+    else
+      hash = Tda::Option.get_chains({ ticker: @stock.ticker })
+      File.write filename, hash.to_json
+    end
+    @max_pain = Iro::Option.max_pain hash
+    @max_pain_summary = {}
+    @max_pain.each do |date, types|
+      all = types['all']
+      @max_pain_summary[date] = all.keys[0]
+      all.each do |strike, amount|
+        if amount < all[@max_pain_summary[date]]
+          @max_pain_summary[date] = strike
+        end
+      end
+    end
+
     respond_to do |format|
       format.html
       format.json do

data/app/models/iro/datapoint.rb

@@ -18,8 +18,14 @@ class Iro::Datapoint
   KIND_TREASURY = 'TREASURY'
 
   field :symbol ## ticker, but use 'symbol' here
-  SYMBOL_BTC   = 'BTC'
-  SYMBOL_ETH   = 'ETH'
+  ## crypto
+  SYMBOL_BTC = 'BTC'
+  SYMBOL_ETH = 'ETH'
+  ## currencies
+  SYMBOL_JPY = 'JPY'
+  SYMBOL_COP = 'COP'
+  SUMBOL_EUR = 'EUR'
+  ## treasuries
   SYMBOL_T1MO  = 'T1MO'
   SYMBOL_T2MO  = 'T2MO'
   SYMBOL_T3MO  = 'T3MO'

data/app/models/iro/option.rb

@@ -73,6 +73,7 @@ class Iro::Option
     self[:symbol]
   end
 
+  before_save :sync, if: ->() { !Rails.env.test? } ## do not sync in test
   def sync
     out = Tda::Option.get_quote({
       contractType: put_call,
@@ -86,6 +87,53 @@ class Iro::Option
     # self.save
   end
 
-  before_save :sync, if: ->() { !Rails.env.test? } ## do not sync in test
+  def self.max_pain hash
+    outs = {}
+
+    %w| put call |.each do |contractType|
+      dates = hash["#{contractType}ExpDateMap"]
+      dates.each do |_date, strikes| ## _date="2023-02-10:5"
+        date = _date.split(':')[0].to_date.to_s
+        outs[date] ||= {
+          'all'  => {},
+          'put'  => {},
+          'call' => {},
+        }
+
+        strikes.each do |_strike, _v| ## _strike="18.5"
+          strike = _strike.to_f
+
+          ## calls
+          mem_c = 0
+          strikes.keys.reverse.each do |_key|
+            if _key == _strike
+              break
+            end
+            key = _key.to_f
+            tmp = hash["callExpDateMap"][_date][_key][0]['openInterest'] * ( key - strike )
+            mem_c += tmp
+          end
+          outs[date]['call'][_strike] = mem_c
+
+          ## puts
+          mem_p = 0
+          strikes.keys.each do |_key|
+            if _key == _strike
+              break
+            end
+            key = _key.to_f
+            tmp = hash["putExpDateMap"][_date][_key][0]['openInterest'] * ( strike - key )
+            mem_p += tmp
+          end
+          outs[date]['put'][_strike] = mem_p
+          outs[date]['all'][_strike] = mem_c + mem_p
+
+        end
+      end
+    end
+
+    return outs
+  end
+
 
 end

data/app/models/iro/priceitem.rb

@@ -11,6 +11,7 @@ class Iro::Priceitem
   ## PUT, CALL, STOCK
   field :putCall,         type: String ## kind
   field :symbol,          type: String
+  field :description,     type: String
   field :ticker,          type: String
   # belongs_to :stock, inverse_of: :priceitems
 
@@ -33,7 +34,12 @@ class Iro::Priceitem
   field :exchangeName,    type: String
   field :volatility,      type: Float
 
-  field :expires_on, type: :date
+  field :expirationDate, type: :date
+  field :delta,          type: Float
+  field :gamma,          type: Float
+  field :theta,          type: Float
+  field :openInterest,   type: Integer
+  field :strikePrice,    type: Float
 
   def self.my_find props={}
     lookup = { '$lookup': {

data/app/models/tda/option.rb

@@ -35,23 +35,32 @@ class Tda::Option
     }
     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
+    out = out.parsed_response
 
-    byebug
+    # byebug
 
     outs = []
     %w| put call |.each do |contractType|
-      tmp_sym = "#{contractType}ExpDateMap".to_sym
-      _out = out[tmp_sym]
+      _out = out["#{contractType}ExpDateMap"]
       _out.each do |date, vs| ## date="2023-02-10:5"
         vs.each do |strike, _v| ## strike="18.5"
-          v = _v[0] ## v={} many attrs
-          v = v.except( :lastSize, :optionDeliverablesList, :settlementType,
-            :deliverableNote, :pennyPilot, :mini )
+          _v = _v[0] ## weird, keep
+          # puts! _v, '_v'
+
+          v = {
+            putCall: _v['putCall'],
+            symbol:  _v['symbol'],
+            bid: _v['bid'],
+            ask: _v['ask'],
+            last: _v['last'],
+            totalVolume: _v['totalVolume'],
+            openInterest: _v['openInterest'],
+            strikePrice: _v['strikePrice'],
+            expirationDate: _v['expirationDate'],
+          }
           v.each do |k, i|
             if i == 'NaN'
               v[k] = nil
@@ -66,11 +75,13 @@ class Tda::Option
     end
 
     outs.each do |out|
-      opi = ::Iro::PriceItem.create( out )
+      opi = ::Iro::Priceitem.create( out )
       if !opi.persisted?
-        puts! opi.errors.full_messages, "Cannot create OptionPriceItem"
+        puts! opi.errors.full_messages, "Cannot create PriceItem"
       end
     end
+
+    return out
   end
 
   ##

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

@@ -0,0 +1,18 @@
+
+json.ticker @stock.ticker
+json.last   @stock.last
+
+json.max_pain do
+  @max_pain.each do |date, maps|
+    json.set! date do
+      json.all do
+        json.array! maps['all'] do |strike, value|
+          json.strike strike
+          json.value value
+        end
+      end
+    end
+  end
+end
+
+

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

@@ -24,4 +24,6 @@
           %b 1 yr volatility <br />
           = @stock.volatility
 
-      %h4 Max Pain
+      %h4 Max Pain
+      %pre
+        = JSON.pretty_generate @max_pain_summary

data/config/routes.rb

@@ -35,13 +35,14 @@ Iro::Engine.routes.draw do
 
   get 'api/oauth2-redirect.html', to: 'api#oauth2_redirect'
   namespace :api do
-    get 'stocks', to: 'stocks#index'
-    get 'stocks/:ticker',                to: 'stocks#show'
-    get 'stocks/:ticker/period/:period', to: 'stocks#show'
-    get 'stocks/:ticker/from/:begin_on', to: 'stocks#show'
-    get 'stocks/:ticker/begin_on/:begin_on', to: 'stocks#show'
-    get 'stocks/:ticker/from/:begin_on/to/:end_on', to: 'stocks#show'
+    get 'stocks',                                           to: 'stocks#index'
+    get 'stocks/:ticker',                                   to: 'stocks#show'
+    get 'stocks/:ticker/begin_on/:begin_on',                to: 'stocks#show'
     get 'stocks/:ticker/begin_on/:begin_on/end_on/:end_on', to: 'stocks#show'
+    get 'stocks/:ticker/from/:begin_on',                    to: 'stocks#show'
+    get 'stocks/:ticker/from/:begin_on/to/:end_on',         to: 'stocks#show'
+    get 'stocks/:ticker/max-pain',                          to: 'stocks#max_pain'
+    get 'stocks/:ticker/period/:period',                    to: 'stocks#show'
   end
 
 end

data/lib/iron_warbler.rb

@@ -25,6 +25,35 @@ class Iro::Iro
     end
   end
 
+  def self.get_currencies
+    out = HTTParty.get "https://api.currencyfreaks.com/v2.0/rates/latest?apikey=#{CURRENCYFREAKS[:key]}&symbols=COP,EUR,JPY"
+    out = out.parsed_response.deep_symbolize_keys!
+    out[:rates].each do |currency, value|
+
+      # opi = OPI.new({
+      #   putCall:     'CURRENCY',
+      #   symbol:      currency,
+      #   ticker:      currency,
+      #   exchangeName: 'currencyfreaks',
+      #   mark:        value,
+      #   lastPrice:   value,
+      #   timestamp:   Time.now.to_date,
+      # })
+      # opi.save!
+
+      datapoint = Iro::Datapoint.new({
+        date: Time.now.to_date,
+        quote_at: Time.now,
+        kind: Iro::Datapoint::KIND_CURRENCY,
+        symbol: currency,
+        value: value,
+      })
+      datapoint.save!
+
+      print '^'
+    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 })

data/lib/tasks/test_tasks.rake

@@ -1,6 +1,14 @@
 
 namespace :test do
 
+  desc 'max pain'
+  task max_pain: :environment do
+    hash = JSON.parse File.read './trash.json'
+    puts! hash.keys, '+++ +++ parsed hash'
+    outs = Iro::Option.max_pain hash
+    byebug
+  end
+
   desc 'stock#volatility_mo'
   task stock_vol_mo: :environment do
     out = Iro::Stock.find_by( ticker: 'NVDA' ).volatility_from_mo

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: iron_warbler
 version: !ruby/object:Gem::Version
-  version: 2.0.7.39
+  version: 2.0.7.41
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2024-08-09 00:00:00.000000000 Z
+date: 2024-08-21 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: business_time
@@ -260,6 +260,7 @@ files:
 - app/views/iro/alerts/_form.haml
 - app/views/iro/alerts/index.haml
 - app/views/iro/api/stocks/index.json.jbuilder
+- app/views/iro/api/stocks/max_pain.json.jbuilder
 - app/views/iro/api/stocks/show.json.jbuilder
 - app/views/iro/api/stocks/show.json.jbuilder-bk
 - app/views/iro/application/home.haml