iron_warbler 2.0.7.43 → 2.0.7.45

data/app/models/iro/strategy.rb

@@ -1,264 +0,0 @@
-
-class Iro::Strategy
-  include Mongoid::Document
-  include Mongoid::Timestamps
-  include Mongoid::Paranoia
-  store_in collection: 'iro_strategies'
-
-  field :slug
-  validates :slug, presence: true, uniqueness: true
-
-  field :description
-
-  LONG  = 'is_long'
-  SHORT = 'is_short'
-  field     :long_or_short, type: :string
-  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
-
-  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 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
-      put_call = 'CALL'
-    when Iro::Strategy::KIND_SHORT_DEBIT_PUT_SPREAD
-      put_call = 'PUT'
-    when Iro::Strategy::KIND_COVERED_CALL
-      put_call = 'CALL'
-    else
-      throw 'zz9 - this should never happen'
-    end
-  end
-
-  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_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 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
-  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
-  end
-  def breakeven_long_debit_call_spread p
-    p.inner.strike - p.max_gain
-  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_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
-  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_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
-  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 * disallowed for gameui
-    ( p.outer.strike - p.inner.strike - p.outer.begin_price + p.inner.begin_price ) # - 2*0.66
-  end
-
-
-  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
-  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 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_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
-
-
-  ## 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
-
-
-
-  ##
-  ## decisions
-  ##
-
-  def calc_rollp_covered_call p
-
-    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1
-      return [ 0.99, '0 DTE, must exit' ]
-    end
-
-    if ( stock.last - buffer_above_water ) < p.inner.strike
-      return [ 0.98, "Last #{'%.2f' % stock.last} is " +
-          "#{'%.2f' % [p.inner.strike + buffer_above_water - stock.last]} " +
-          "below #{'%.2f' % [p.inner.strike + buffer_above_water]} water" ]
-    end
-
-    if p.inner.end_delta < threshold_delta
-      return [ 0.61, "Delta #{p.inner.end_delta} is lower than #{threshold_delta} threshold." ]
-    end
-
-    if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp
-      return [ 0.51, "made enough #{'%.02f' % [(1.0 - p.inner.end_price/p.inner.begin_price )*100]}% profit." ]
-    end
-
-    return [ 0.33, '-' ]
-  end
-
-  ## @TODO
-  def calc_rollp_long_debit_call_spread p
-
-    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1
-      return [ 0.99, '0 DTE, must exit' ]
-    end
-    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 2
-      return [ 0.99, '1 DTE, must exit' ]
-    end
-
-    if ( stock.last - buffer_above_water ) < p.inner.strike
-      return [ 0.95, "Last #{'%.2f' % stock.last} is " +
-          "#{'%.2f' % [stock.last - p.inner.strike - buffer_above_water]} " +
-          "below #{'%.2f' % [p.inner.strike + buffer_above_water]} water" ]
-    end
-
-    if p.inner.end_delta < threshold_delta
-      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_delta} threshold." ]
-    end
-
-    if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp
-      return [ 0.51, "made enough #{'%.02f' % [(1.0 - p.inner.end_price/p.inner.begin_price )*100]}% profit^" ]
-    end
-
-    return [ 0.33, '-' ]
-  end
-
-  ## @TODO
-  def calc_rollp_short_debit_put_spread p
-
-    if ( p.expires_on.to_date - Time.now.to_date ).to_i <= min_dte
-      return [ 0.99, "< #{min_dte}DTE, must exit" ]
-    end
-
-    if stock.last + buffer_above_water > p.inner.strike
-      return [ 0.98, "Last #{'%.2f' % stock.last} is " +
-          "#{'%.2f' % [stock.last + buffer_above_water - p.inner.strike]} " +
-          "above #{'%.2f' % [p.inner.strike - buffer_above_water]} water" ]
-    end
-
-    if p.inner.end_delta.abs < threshold_delta.abs
-      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_delta} threshold." ]
-    end
-
-    if p.net_percent > threshold_netp
-      return [ 0.51, "made enough #{'%.0f' % [p.net_percent*100]}% > #{"%.2f" % [threshold_netp*100]}% profit," ]
-    end
-
-    return [ 0.33, '-' ]
-  end
-
-
-  ## scopes
-
-  def self.for_ticker ticker
-    where( ticker: ticker )
-  end
-
-
-  def to_s
-    slug
-  end
-  def self.list long_or_short = nil
-    these = long_or_short ? where( long_or_short: long_or_short ) : all
-    [[nil,nil]] + these.map { |ttt| [ ttt, ttt.id ] }
-  end
-end
-

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

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

data/app/views/iro/positions/_gameui_short_debit_put_spread.haml-trash

@@ -1,40 +0,0 @@
-
-- 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() *u}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
-
-        -## these are different
-        - left  = "#{ ( stock.last - pos.outer.strike ) * u}px"
-        - width = "#{ ( pos.outer.strike - pos.inner.strike ) * 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 / 100) * u }px; right: 0" }
-                .label
-                  net
-                  = pp_amount pos.net_amount
-            - else
-              .Net.NetNegative{ style: "width: #{ (-1 * pos.net_amount / 100) * u }px; left: 100%" }
-                .label
-                  net
-                  = pp_amount pos.net_amount
-.c
-

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

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

data/app/views/iro/positions/roll.haml-trash

@@ -1,42 +0,0 @@
-
-
-      -# .StockCoordinatesW
-      -#   .StockCoordinates{ style: "height: #{pos.purse.height}px " }
-
-      -#     .grid-mark.mark0
-      -#       .label= nearest_strike
-      -#     - (1...@n_dollars).each_with_index do |idx|
-      -#       .grid-mark{ class: "mark#{idx}", style: "left: -#{idx * u}px" }
-      -#         .label
-      -#           = nearest_strike + idx
-      -#       .grid-mark{ class: "mark-#{idx}", style: "left: #{idx * u}px" }
-      -#         .label
-      -#           = nearest_strike - idx
-
-      -#     .Origin{ style: "left: #{ ( nearest_strike - stock.last )* u}px" }
-      -#       .label Last: #{pp_amount stock.last}
-      -#       .c
-
-      -#       - left  = "#{ (stock.last - pos.inner_strike) * u}px"
-      -#       - width = "0px"
-      -#       .PositionW{ style: "left: #{left} ; width: #{width} " }
-      -#         .Position
-      -#           .PositionC
-
-      -#           - if pos.net_amount >= 0
-      -#             .Net.NetPositive{ style: "width: #{ (pos.net_amount / 100) * u }px; right: 0" }
-      -#               .label
-      -#                 net
-      -#                 = pp_amount pos.net_amount
-      -#           - else
-      -#             .Net.NetNegative{ style: "width: #{ (-1 * pos.net_amount / 100) * u }px; left: 100%" }
-      -#               .label
-      -#                 net
-      -#                 = pp_amount pos.net_amount
-
-      -#           .Breakeven{ style: "width: #{ pos.begin_inner_price * u }px" }
-      -#             .label
-      -#               Breakeven:
-      -#               = pos.begin_inner_price
-      -#   .c
-