iron_warbler 2.0.7.50 → 2.0.7.51

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 34e2545b7c9088e737b36b2436c475bd820e1e0f00c507f84166eca1c616421e
-  data.tar.gz: 1e0bb92359a9ebc0c3a0e9cd4dc252e48da5097096f94855a88c2a0dfd41fd10
+  metadata.gz: 27e79457c024254243edfd06b728c5b236da335b03880678f7bffdb72d4fb6b1
+  data.tar.gz: ed9263babe2e1bcff873de6924a0160596aa535675a690b3c96319b4e0b53391
 SHA512:
-  metadata.gz: 3e0ea3ed8e276d87f870f295c61cf5c2119fe9b375d7f12f8b2090a1f161300883361f530d4855949cb2677f4a26d5a43f419efb52bf517d221d6182be2c2f0a
-  data.tar.gz: 5236754132aeee57af308c4c86e73fdb4a39de56770a47a0c125444fcc7f437ca544a525fabc0158c064690eb2b4cb478d8167a627f68298015534ae62f96c78
+  metadata.gz: 7d5a2fbb95f4278e70d0055b591c3f337c257e37112e49f1f34f1ae3ba672ca03abafc5165611a94b20e29d8b0073f70f56db0cad37cca59a3ec66d3e0386ea2
+  data.tar.gz: 78d43e5d0142b8481593e5239c997e9756615307d97a0919dc970be22e645fb3ae2847d08992e28bc0b05a017636bd6ba8756a5411c965f5236eeaba75bc57ba

data/app/assets/stylesheets/iron_warbler/purses_gameui.scss

@@ -1,6 +1,6 @@
 
 .purses-gameuiW {
-  border: 1px solid red;
+  border: 1px solid #333;
   width: 100%;
   // overflow-x: scroll;
   overflow-y: hidden;
@@ -11,12 +11,12 @@
   .divider-expiry {
     height: 5px;
     width: 100%;
-    background: red;
+    background: #333;
   }
   .divider-ticker {
     height: 2px;
     width: 100%;
-    background: red;
+    background: #333;
     margin-bottom: 20px;
   }
 

data/app/controllers/iro/positions_controller.rb

@@ -5,11 +5,48 @@ class Iro::PositionsController < Iro::ApplicationController
     @position = Iro::Position.find params[:id]
     authorize! :check, @position
     outs = Tda::Order.check_status @position.schwab_order_id
-    @position.update({ schwab_status: outs[:status] })
     puts! outs, 'outs'
+
+    if outs[:errors]
+      flash[:alert] = 'need to sync?!'
+      redirect_to request.referrer
+      return
+    end
+
+    attrs = { schwab_status: outs[:status] }
+    if 'FILLED' == outs[:status]
+      attrs[:status] = Iro::Position::STATUS_CLOSED
+      outs[:orderLegCollection].each do |leg|
+        hash = Iro::Option.symbol_to_h leg[:instrument][:symbol]
+        price = outs[:orderActivityCollection][0][:executionLegs].select do |exec_leg|
+          exec_leg[:instrumentId] == leg[:instrument][:instrumentId]
+        end[0][:price]
+        if @position.inner.matches_h( hash )
+          attrs[:inner_attributes] = { end_price: price }
+        end
+        if @position.outer.matches_h( hash )
+          attrs[:outer_attributes] = { end_price: price }
+        end
+      end
+    end
+    puts! attrs,' attrs'
+    @position.update(attrs)
+
     redirect_to request.referrer
   end
 
+  def close_prep2
+    @position = Iro::Position.find params[:id]
+    authorize! :close, @position
+    @position.inner.sync
+    @position.inner.update({ begin_price: @position.inner.end_price })
+    @position.outer.sync
+    @position.outer.update({ begin_price: @position.outer.end_price })
+    @position.update({ pending_price: @position.close_price, intent: Iro::Position::INTENT_CLOSE })
+    @query = Tda::Order.close_credit_spread_q @position
+    @page_title = "Closing #{@position} ..."
+  end
+
   def create
     @position = Iro::Position.new pos_params
     authorize! :create, @position
@@ -121,7 +158,30 @@ class Iro::PositionsController < Iro::ApplicationController
     redirect_to request.referrer
   end
 
+  def place_order
+    @position = Iro::Position.find params[:id]
+    authorize! :place_order, @position
+
+    query = case @position.intent
+    when Iro::Position::INTENT_CLOSE
+      Tda::Order.close_credit_spread_q @position
+    else
+      throw '_TODO: hls - placing order, not implemented'
+    end
+    outs = Tda::Order.place_order!( query )
+
+    flag = @position.update({
+      schwab_order_id: outs[:schwab_order_id],
+      schwab_status: outs[:schwab_status],
+      status: Iro::Position::STATUS_PENDING,
+    })
+
+    flash_notice flag
+    redirect_to controller: :purses, action: :show, template: 'show', view_status: 'pending', id: @position.purse_id
+  end
+
   ## place2 = credit-spread
+  ## should be renamped to open_prep2
   def place2
     @position = Iro::Position.find params[:id]
     authorize! :roll, @position

data/app/controllers/iro/purses_controller.rb

@@ -46,11 +46,12 @@ class Iro::PursesController < Iro::ApplicationController
       ).order_by( expires_on: :asc, ticker: :asc, long_or_short: :asc, inner_strike: :asc )
 
     if 'all' == params[:view_status]
-      @positions = @positions.unscope( where: :status )
+      @positions = @positions.where( :status.in => Iro::Position::STATUSES )
     end
 
     calc_summary
 
+    @page_title = @purse.to_s
     render params[:template]
   end
 

data/app/controllers/iro/stocks_controller.rb

@@ -12,20 +12,37 @@ class Iro::StocksController < Iro::ApplicationController
     if @stock.save
       flash_notice @stock
     else
+      @stock = Iro::Stock.unscoped.find_by ticker: stock_params[:ticker]
+      flag = @stock.update( deleted_at: nil, options_price_increment: stock_params[:options_price_increment] )
       flash_alert @stock
     end
     redirect_to action: :index
   end
 
   def destroy
+    authorize! :destroy, @stock
     @stock.destroy
-    redirect_to stocks_url, notice: 'Stock was successfully destroyed.'
+    redirect_to stocks_url, notice: 'Stock was destroyed.'
   end
 
   def edit
     authorize! :edit, @stock
   end
 
+  def get_historic_data
+    authorize! :show, Iro::Stock
+    @stock = Iro::Stock.find params[:id]
+    @stock.get_historic_data( params[:date_from].to_date )
+    redirect_to action: :show, id: params[:id]
+  end
+
+  def recompute_volatility
+    authorize! :show, Iro::Stock
+    @stock = Iro::Stock.find params[:id]
+    @stock.volatility( recompute: true )
+    redirect_to action: :show, id: params[:id]
+  end
+
   def index
     @all_stocks = Iro::Stock.all
     authorize! :index, Iro::Stock

data/app/views/iro/positions/close_prep2.haml

@@ -0,0 +1,24 @@
+
+- pos = @position
+
+.positions-close-prep2.maxwidth
+
+  %ul
+    %li= link_to '[table]', iro.purse_path(pos.purse)
+    %li= link_to '[gameUI]', iro.purse_gameui_path(pos.purse)
+
+  %ul
+    %li Intent: #{@position.intent}
+
+  %ul
+    %li
+      buy to close
+      = pos.inner
+    %li
+      sell to close
+      = pos.outer
+    %li
+      Query 2
+      %pre= JSON.pretty_generate( @query )
+
+  = button_to 'Place Order', position_place_order_path(@position), data: { confirm: 'Are you sure?' }

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

@@ -20,7 +20,7 @@
         .col-12
           %ul
             -# %li <b>Balance:</b> #{pp_amount purse.balance}
-            %li <b>Available:</b> #{pp_amount purse.available}
+            %li <b>Available:</b> #{pp_amount purse.available_amount}
 
           .strategies--list
             %label strategies:
@@ -42,7 +42,7 @@
       .d-flex
         %h5 view_status
         = form_tag purse_path( @purse ), method: :get do
-          = select_tag :view_status, options_for_select([ :all, :active, :proposed, :pending ], selected: params[:view_status] )
+          = select_tag :view_status, options_for_select(Iro::Position::STATUSES, selected: params[:view_status] )
           = hidden_field_tag :template, params[:template]
           = submit_tag '>'
 

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

@@ -3,28 +3,36 @@
   .maxwidth
     %h5 Stocks
 
-  %table.bordered.padded
+  %table.bordered.data-table
     %thead
       %tr
         %td Ticker
         %td last price
         %td n priceitems
-        %td volatility
+        %td volatility annual
+        %td volatility monthly
+        %td volatility daily
         %td strategies
         %td descr
     %tbody
       - @all_stocks.each do |stock|
         %tr
-          %td.actions
-            = link_to '[~]', edit_stock_path(stock)
-            = link_to '[api]', stock_path(stock, format: :json)
-            <b>#{link_to stock.ticker, stock_path(stock)}</b>
+          %td.actions{ style: 'min-width: 180px;' }
+            .d-flex
+              = link_to '[~]', edit_stock_path(stock)
+              = link_to '[api]', stock_path(stock, format: :json)
+              <b>#{link_to stock.ticker, stock_path(stock)}</b>&nbsp;
+              .d-inline= button_to 'x', stock_path(stock), method: :delete, data: { confirm: 'Are you sure?' }
           %td.last
             #{pp_amount stock.last}
           %td.priceitems
             = stock.priceitems.length
           %td.volatility
-            = stock.volatility rescue nil
+            = stock.volatility_annual.round(4) rescue '___'
+          %td.volatility-monthly
+            = stock.volatility_monthly.round(4) rescue '___'
+          %td.volatility-daily
+            = stock.volatility_daily.round(4) rescue '___'
           %td.strategies
             %ul
               - stock.strategies.each do |s|

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

@@ -4,12 +4,34 @@
     %h3.title
       = select_tag :stock_selector, options_for_select( @stocks_list, selected: @stock.ticker ), class: 'select2'
 
+  = form_tag stock_get_historic_data_path(@stock) do
+    get historic data:
+    = text_field_tag :date_from
+    = submit_tag 'Go'
+
   .row
+
     .col-md-6
-      %h4 Strategies [+]
+      %hr
+      = button_to 'recompute', stock_recompute_volatility_path(@stock)
       %ul
-        - @stock.strategies.each do |st|
-          %li= link_to st, strategy_path(st)
+        %li
+          %b 1 yr volatility <br />
+          = @stock.volatility_annual
+
+        %li
+          %b monthly <br />
+          = @stock.volatility_monthly
+        %li
+          %b daily <br />
+          = @stock.volatility_daily
+
+
+    -# .col-md-6
+    -#   %h4 Strategies [+]
+    -#   %ul
+    -#     - @stock.strategies.each do |st|
+    -#       %li= link_to st, strategy_path(st)
 
   .row
     -#
@@ -41,7 +63,7 @@
         - start_date = @datapoints.last.date
         - today = Date.today
         - (start_date..today).group_by { |d| d.beginning_of_month }.each do |month, days|
-          %div
+          %div.bordered
             %h5= month.strftime("%B %Y")
             %ol.no-dot
               - days.each do |_day|
@@ -51,12 +73,8 @@
                   - elsif _day.saturday? || _day.sunday?
                     S
                   - else
-                    .red .
-
-
-    .col-md-9
-      %ul
-        %li
-          %b 1 yr volatility <br />
-          = @stock.volatility
+                    - if _day.workday?
+                      .red .
+                    - else
+                      h
 

data/config/routes.rb

@@ -11,20 +11,21 @@ Iro::Engine.routes.draw do
 
   resources :option_watches
 
-  match 'positions/:id/close',     to: 'positions#close',    as: :close_position, via: [ :get, :post ]
-  get   'positions/:id/duplicate', to: 'positions#new',      as: :duplicate_position
-  post  'positions/propose',       to: 'positions#propose',  as: :propose_position
-  get   'positions/:id/prepare',   to: 'positions#prepare',  as: :position_prepare_to_roll, defaults: { template: 'gameui' }
-  match 'positions/:id/prepare2',  to: 'positions#prepare2', as: :prepare2_position,        defaults: { template: 'gameui' }, via: [ :get, :post ]
-  match 'positions/:id/prepare3',  to: 'positions#prepare3', as: :prepare3_position,        defaults: { template: 'gameui' }, via: [ :get, :post ]
-  post  'positions/:id/roll',      to: 'positions#do_roll',  as: :roll_position
-  get   'positions/:id/sync',      to: 'positions#sync',     as: :sync_position
-  get   'positions/:id/eval',      to: 'positions#eval',     as: :position_eval
-  match 'positions/:id/place2',    to: 'positions#place2',   as: :place2_position, via: [ :get, :post ]
-  post  'positions/:id/place3',    to: 'positions#place3',   as: :place3_position
-  post  'positions/:id/reprice',   to: 'positions#reprice',  as: :reprice_position
-  delete 'positions', to: 'positions#destroy_multi'
-  get 'positions/:id/check', to: 'positions#check', as: :check_position
+  match  'positions/:id/close',       to: 'positions#close_prep2', as: :close_position, via: [ :get, :post ]
+  get    'positions/:id/duplicate',   to: 'positions#new',         as: :duplicate_position
+  post   'positions/propose',         to: 'positions#propose',     as: :propose_position
+  get    'positions/:id/prepare',     to: 'positions#prepare',     as: :position_prepare_to_roll, defaults: { template: 'gameui' }
+  match  'positions/:id/prepare2',    to: 'positions#prepare2',    as: :prepare2_position,        defaults: { template: 'gameui' }, via: [ :get, :post ]
+  match  'positions/:id/prepare3',    to: 'positions#prepare3',    as: :prepare3_position,        defaults: { template: 'gameui' }, via: [ :get, :post ]
+  post   'positions/:id/roll',        to: 'positions#do_roll',     as: :roll_position
+  get    'positions/:id/sync',        to: 'positions#sync',        as: :sync_position
+  get    'positions/:id/eval',        to: 'positions#eval',        as: :position_eval
+  match  'positions/:id/place2',      to: 'positions#place2',      as: :place2_position, via: [ :get, :post ]
+  post   'positions/:id/place3',      to: 'positions#place3',      as: :place3_position
+  post   'positions/:id/reprice',     to: 'positions#reprice',     as: :reprice_position
+  delete 'positions',                 to: 'positions#destroy_multi'
+  get    'positions/:id/check',       to: 'positions#check',       as: :check_position
+  post   'positions/:id/place-order', to: 'positions#place_order',  as: :position_place_order
   resources :positions
   resources :profiles
 
@@ -38,10 +39,10 @@ Iro::Engine.routes.draw do
   get 'schwab/sync_exec', to: 'application#schwab_sync_exec', as: :schwab_sync_exec
 
   get 'stocks/sync', to: 'stocks#sync', as: :sync_stocks
+  match 'stocks/:id/get-historic-data', to: 'stocks#get_historic_data', as: :stock_get_historic_data, via: [ :get, :post ]
+  match 'stocks/:id/recompute-volatility', to: 'stocks#recompute_volatility', as: :stock_recompute_volatility, via: [ :get, :post ]
   resources :stocks
 
-  # get 'strategies/new-spread', to: 'strategies#new', as: :new_spread_strategy, defaults: { kind: 'spread' }
-  # get 'strategies/new-wheel',  to: 'strategies#new', as: :new_wheel_strategy,  defaults: { kind: 'wheel' }
   resources :strategies
 
   get 'api/oauth2-redirect.html',      to: 'api#oauth2_redirect'

data/lib/iron_warbler.rb

@@ -3,6 +3,7 @@ require 'business_time'
 require 'haml'
 require 'mongoid'
 require 'httparty'
+require 'holidays'
 
 require "iro/engine"
 
@@ -228,3 +229,12 @@ class Iro::Iro
 
 
 end
+
+Holidays.between(Date.civil(2015, 1, 1), 2.years.from_now, :us, :observed).map do |holiday|
+  BusinessTime::Config.holidays << holiday[:date]
+  # Implement long weekends if they apply to the region, eg:
+  # BusinessTime::Config.holidays << holiday[:date].next_week if !holiday[:date].weekday?
+end
+BusinessTime::Config.holidays << '2025-04-18'.to_date
+BusinessTime::Config.holidays << '2026-04-03'.to_date
+# puts! 'all the holidays'

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: iron_warbler
 version: !ruby/object:Gem::Version
-  version: 2.0.7.50
+  version: 2.0.7.51
 platform: ruby
 authors:
 - Victor Pudeyev
@@ -24,6 +24,20 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: holidays
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: cancancan
   requirement: !ruby/object:Gem::Requirement
@@ -277,6 +291,7 @@ files:
 - app/views/iro/positions/_table_tr_covered_call.haml
 - app/views/iro/positions/_table_tr_long_credit_put_spread.haml
 - app/views/iro/positions/_table_tr_short_credit_call_spread.haml
+- app/views/iro/positions/close_prep2.haml
 - app/views/iro/positions/done/_gameui_covered_call.haml-bk
 - app/views/iro/positions/done/_gameui_long_credit_put_spread.haml
 - app/views/iro/positions/done/_gameui_long_debit_call_spread.haml