iron_warbler 2.0.7.8 → 2.0.7.9

checksums.yaml

@@ -1,7 +1,7 @@
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-  data.tar.gz: cf46d95a353f1097a78aa1009a9ffe17d6b305810def2cb440782fa46e59ac8a
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+  data.tar.gz: e0800a507ec076cb0f819838c83a01d4ba75130b81fd4c86fe1e2fa1acdc905c
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-  data.tar.gz: 84c43a18c988669e34f19ecd961cebfe971795e1cc3ca628405d8a1c487b7805c8e443a38dd4a1b05f1c37c2cab304e8e412c98604cb6ff0e27d296deaa9c539
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+  data.tar.gz: 29772fd02c33118fb73797a981a4b03d0bbe561ab645623c4fd5abb0dc7fa0f2a6e9c7fd1bcb5cd918c873751d05210574ff38281e1ebfa72656357970dcb468

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

@@ -0,0 +1,47 @@
+
+.positions--table {
+
+  table {
+    td {
+      text-align: center;
+    }
+    td.actions,
+    td.next_position,
+    td.strategy,
+    ._ {
+      text-align: left;
+    }
+    th {
+      border: 1px solid red;
+
+      > * {
+        border: 1px solid yellow;
+        // background: #ddd;
+
+        transform-origin: 0 0;
+        rotate: -40deg;
+
+        padding: .4em 0;
+        width: 120px;
+
+      }
+
+    }
+
+    th.begin_price {
+      > div {
+        background: cyan;
+      }
+    }
+
+    th.end_delta {
+      width: 50px;
+    }
+    th.next_position {
+      width: 160px;
+    }
+    th.next_symbol {
+      width: 120px;
+    }
+  }
+}

data/app/assets/stylesheets/iron_warbler/utils.css

@@ -0,0 +1,44 @@
+
+/* F */
+
+.flex-row {
+  display: flex;
+  margin-bottom: 0.4em;
+}
+.field {
+  min-width: 100px;
+  margin-right: 1em;
+}
+
+/* M */
+
+.modal-absolute {
+  border: 1px solid green;
+  border-radius: 5px;
+  box-shadow: 2px 2px;
+
+  padding: 0.5em;
+
+  position: absolute;
+
+  min-width: 200px;
+  width: 400px;
+
+  min-height: 200px;
+  height: 300px;
+  /* overflow: auto; */
+
+  background: white;
+
+  z-index: 2;
+
+}
+
+
+
+/* W */
+
+.w-min-50px {
+  min-width: 50px;
+}
+

data/app/controllers/iro/alerts_controller.rb

@@ -4,7 +4,8 @@ class Iro::AlertsController < Iro::ApplicationController
   before_action :set_lists
 
   def create
-    @alert = Iro::Alert.new(alert_params)
+    @alert = Iro::Alert.new params[:alert].permit!
+    authorize! :create, @alert
     if @alert.save
       redirect_to action: :index, notice: 'Alert was successfully created.'
     else
@@ -14,17 +15,20 @@ class Iro::AlertsController < Iro::ApplicationController
 
   def destroy
     @alert = Iro::Alert.find(params[:id])
+    authorize! :destroy, @alert
     @alert.destroy
     redirect_to action: :index, notice: 'Alert was successfully destroyed.'
   end
 
   def index
     @alerts = Iro::Alert.all
+    authorize! :index, Iro::Alert
   end
 
   def update
     @alert = Iro::Alert.find(params[:id])
-    if @alert.update(alert_params)
+    authorize! :update, @alert
+    if @alert.update params[:alert].permit!
       redirect_to action: :index, notice: 'Alert was successfully updated.'
     else
       render :edit
@@ -36,10 +40,6 @@ class Iro::AlertsController < Iro::ApplicationController
   ##
   private
 
-  def alert_params
-    params.require(:alert).permit(:class_name, :kind, :symbol, :direction, :strike, :profile_id)
-  end
-
   def set_lists
     # @profiles_list = Wco::Profile.list
     @stocks_list = [[nil,nil]] + Iro::Stock.active.map { |s| [ s.ticker, s.ticker ] }

data/app/controllers/iro/datapoints_controller.rb

@@ -1,6 +1,4 @@
 
-# require_dependency "iro/application_controller"
-
 class Iro::DatapointsController < Iro::ApplicationController
 
   ## params: d, k, v

data/app/controllers/iro/positions_controller.rb

@@ -0,0 +1,62 @@
+
+class Iro::PositionsController < Iro::ApplicationController
+
+  before_action :set_lists
+
+  def new
+    @position = Iro::Position.new purse_id: params[:purse_id]
+    authorize! :new, @posision
+  end
+
+  def create
+    @position = Iro::Position.new params[:position].permit!
+    authorize! :create, @position
+
+    if @position.save
+      flash_notice @position
+      redirect_to controller: :purses, action: :show, id: @position.purse_id.to_s
+    else
+      flash_alert @position
+      redirect_to request.referrer
+    end
+  end
+
+  def destroy
+    @position = Iro::Position.find params[:id]
+    authorize! :destroy, @position
+    @position.delete
+    flash_notice "Probably ok"
+    redirect_to request.referrer
+  end
+
+  def edit
+    @position = Iro::Position.find params[:id]
+    authorize! :edit, @position
+
+    @strategies_list = Iro::Strategy.for_ticker( @position.ticker ).list
+  end
+
+  def update
+    @position = Iro::Position.find params[:id]
+    authorize! :update, @position
+
+    if @position.update params[:position].permit!
+      flash_notice @position
+      redirect_to controller: :purses, action: :show, id: @position.purse_id.to_s
+    else
+      flash_alert @position
+      redirect_to request.referrer
+    end
+  end
+
+  ##
+  ## private
+  ##
+  private
+
+  def set_lists
+    @strategies_list = Iro::Strategy.list
+    @tickers_list = Iro::Stock.tickers_list
+  end
+
+end

data/app/controllers/iro/profiles_controller.rb

@@ -1,6 +1,4 @@
 
-# require_dependency "iro/application_controller"
-
 class Iro::ProfilesController < Iro::ApplicationController
   before_action :set_profile, only: [:show, :edit, :update, :destroy]
 

data/app/controllers/iro/purses_controller.rb

@@ -0,0 +1,65 @@
+
+class Iro::PursesController < Iro::ApplicationController
+
+  before_action :set_lists
+
+  def create
+    @purse = Iro::Purse.new params[:purse].permit!
+    authorize! :create, @purse
+    if @purse.save
+      redirect_to action: :index, notice: 'Purse was successfully created.'
+    else
+      render :new
+    end
+  end
+
+  def destroy
+    @purse = Iro::Purse.find(params[:id])
+    authorize! :destroy, @purse
+    @purse.destroy
+    redirect_to action: :index, notice: 'Purse was successfully destroyed.'
+  end
+
+  def edit
+    @purse = Iro::Purse.find(params[:id])
+    authorize! :edit, @purse
+
+
+  end
+
+  def index
+    @purses = Iro::Purse.all
+    authorize! :index, Iro::Purse
+  end
+
+  def show
+    @purse = Iro::Purse.find(params[:id])
+    authorize! :show, @purse
+
+    @positions = Iro::Position.all
+  end
+
+  def update
+    @purse = Iro::Purse.find(params[:id])
+    authorize! :update, @purse
+    if @purse.update params[:purse].permit!
+      redirect_to action: :index, notice: 'Purse was successfully updated.'
+    else
+      render :edit
+    end
+  end
+
+  ##
+  ## private
+  ##
+  private
+
+  def set_lists
+    # @profiles_list = Wco::Profile.list
+    @stocks_list = [[nil,nil]] + Iro::Stock.active.map { |s| [ s.ticker, s.ticker ] }
+
+  end
+
+
+end
+

data/app/controllers/iro/stocks_controller.rb

@@ -12,6 +12,7 @@ class Iro::StocksController < Iro::ApplicationController
 
   def new
     @stock = Iro::Stock.new
+    authorize! :new, @stock
   end
 
   def edit
@@ -19,20 +20,25 @@ class Iro::StocksController < Iro::ApplicationController
 
   def create
     @stock = Iro::Stock.new(stock_params)
+    authorize! :create, @stock
 
     if @stock.save
-      redirect_to action: :index, notice: 'Stock was successfully created.'
+      flash_notice @stock
     else
-      render :new
+      flash_alert @stock
     end
+    redirect_to action: :index
   end
 
   def update
+    @stock = Iro::Stock.find params[:id]
+    authorize! :update, @stock
     if @stock.update(stock_params)
-      redirect_to @stock, notice: 'Stock was successfully updated.'
+      flash_notice @stock
     else
-      render :edit
+      flash_alert @stock
     end
+    redirect_to request.referrer
   end
 
   def destroy

data/app/controllers/iro/strategies_controller.rb

@@ -0,0 +1,66 @@
+
+class Iro::StrategiesController < Iro::ApplicationController
+
+  before_action :set_lists
+
+  def new
+    @strategy = Iro::Strategy.new
+    authorize! :new, @posision
+  end
+
+  def create
+    @strategy = Iro::Strategy.new params[:strategy].permit!
+    authorize! :create, @strategy
+
+    if @strategy.save
+      flash_notice @strategy
+    else
+      flash_alert @strategy
+    end
+
+    redirect_to action: :index
+  end
+
+  def destroy
+    @strategy = Iro::Strategy.find params[:id]
+    authorize! :destroy, @strategy
+    @strategy.delete
+    flash_notice "Probably ok"
+    redirect_to request.referrer
+  end
+
+  def edit
+    @strategy = Iro::Strategy.find params[:id]
+    authorize! :edit, @strategy
+  end
+
+  def index
+    authorize! :index, Iro::Strategy
+    @strategies = Iro::Strategy.all
+    render '_table'
+  end
+
+  def update
+    @strategy = Iro::Strategy.find params[:id]
+    authorize! :update, @strategy
+
+    if @strategy.update params[:strategy].permit!
+      flash_notice @strategy
+    else
+      flash_alert @strategy
+    end
+
+    redirect_to action: :index
+  end
+
+  ##
+  ## private
+  ##
+  private
+
+  def set_lists
+    @strategies_list = Iro::Strategy.list
+    @tickers_list = Iro::Stock.tickers_list
+  end
+
+end

data/app/models/iro/option.rb

@@ -5,13 +5,6 @@ class Iro::Option
   include Mongoid::Timestamps
   store_in collection: 'iro_options'
 
-  # STATUS_ACTIVE   = 'active'
-  # STATUS_INACTIVE = 'inactive'
-  # STATUSES        = [ 'active', 'inactive' ]
-  # def self.active
-  #   where( status: STATUS_ACTIVE )
-  # end
-
   # field :ticker
   # validates :ticker, uniqueness: true, presence: true
 

data/app/models/iro/position.rb

@@ -0,0 +1,222 @@
+
+class Iro::Position
+  include Mongoid::Document
+  include Mongoid::Timestamps
+  store_in collection: 'iro_positions'
+
+  STATUS_ACTIVE   = 'active'
+  STATUS_PROPOSED = 'proposed'
+  STATUSES = [ nil, 'active', 'inactive', 'proposed' ]
+  field :status
+  validates :status, presence: true
+  scope :active, ->{ where( status: 'active' ) }
+
+  belongs_to :purse,    class_name: 'Iro::Purse',    inverse_of: :positions
+  belongs_to :strategy, class_name: 'Iro::Strategy', inverse_of: :positions
+
+  field :ticker
+  validates :ticker, presence: true
+  index({ purse_id: 1, ticker: 1 })
+
+  KINDS = [ nil, 'covered_call', 'credit_put_spread', 'credit_call_spread' ]
+  field :kind
+
+  field :strike, type: :float
+  validates :strike, presence: true
+
+  field :expires_on
+  validates :expires_on, presence: true
+
+  field :quantity, type: :integer
+  validates :quantity, presence: true
+
+  field :begin_on
+  field :begin_price, type: :float
+  field :begin_delta, type: :float
+
+  field :end_on
+  field :end_price, type: :float
+  field :end_delta, type: :float
+
+  field :net_amount
+  field :net_percent
+
+  def current_underlying_strike
+    Iro::Stock.find_by( ticker: ticker ).last
+  end
+
+  def refresh
+    out = Tda::Option.get_quote({
+      contractType:   'CALL',
+      strike:         strike,
+      expirationDate: expires_on,
+      ticker:         ticker,
+    })
+    update({
+      end_delta: out[:delta],
+      end_price: out[:last],
+    })
+    print '_'
+  end
+
+
+  field :next_delta, type: :float
+  field :next_outcome, type: :float
+  field :next_symbol
+  field :next_mark
+  field :next_reasons, type: :array, default: []
+  field :should_rollp, type: :float
+
+  def should_roll?
+    puts! 'shold_roll?'
+
+    update({
+      next_reasons: [],
+      next_symbol: nil,
+      next_delta: nil,
+    })
+
+    if must_roll?
+      out = 1.0
+    elsif can_roll?
+
+      if end_delta < strategy.threshold_delta
+        next_reasons.push "delta is lower than threshold"
+        out = 0.91
+      elsif 1 - end_price/begin_price > strategy.threshold_netp
+        next_reasons.push "made enough percent profit (dubious)"
+        out = 0.61
+      else
+        next_reasons.push "neutral"
+        out = 0.33
+      end
+
+    else
+      out = 0.0
+    end
+
+    update({
+      next_delta:   next_position[:delta],
+      next_outcome: next_position[:mark] - end_price,
+      next_symbol:  next_position[:symbol],
+      next_mark:    next_position[:mark],
+      should_rollp: out,
+      # status:       Iro::Position::STATE_PROPOSED,
+    })
+
+    puts! next_reasons, 'next_reasons'
+    puts! out, 'out'
+    return out > 0.5
+  end
+
+
+  ## expires_on = cc.expires_on ; nil
+  def can_roll?
+    ## only if less than 7 days left
+    ( expires_on.to_date - Time.now.to_date ).to_i < 7
+  end
+
+  ## If I'm near below water
+  ##
+  ## expires_on = cc.expires_on ; strategy = cc.strategy ; strike = cc.strike ; nil
+  def must_roll?
+    if ( current_underlying_strike + strategy.buffer_above_water ) > strike
+      return true
+    end
+    ## @TODO: This one should not happen, I should log appropriately. _vp_ 2023-03-19
+    if ( expires_on.to_date - Time.now.to_date ).to_i < 1
+      return true
+    end
+  end
+
+  ## strike = cc.strike ; strategy = cc.strategy ; nil
+  def near_below_water?
+    strike < current_underlying_strike + strategy.buffer_above_water
+  end
+
+
+
+  ## 2023-03-18 _vp_ Continue.
+  ## 2023-03-19 _vp_ Continue.
+  ## 2023-08-05 _vp_ an Important method
+  ##
+  ## expires_on = cc.expires_on ; strategy = cc.strategy ; ticker = cc.ticker ; end_price = cc.end_price ; next_expires_on = cc.next_expires_on ; nil
+  ##
+  ## out.map { |p| [ p[:strikePrice], p[:delta] ] }
+  ##
+  def next_position
+    return @next_position if @next_position
+    return {} if ![ STATUS_ACTIVE, STATUS_PROPOSED ].include?( status )
+
+    ## 7 days ahead - not configurable so far
+    out = Tda::Option.get_quotes({
+      ticker: ticker,
+      expirationDate: next_expires_on,
+      contractType: 'CALL',
+    })
+
+    ## above_water
+    if strategy.buffer_above_water.present?
+      out = out.select do |i|
+        i[:strikePrice] > current_underlying_strike + strategy.buffer_above_water
+      end
+      # next_reasons.push "buffer_above_water above #{current_underlying_strike + strategy.buffer_above_water}"
+    end
+
+    if near_below_water?
+      msg = "Panic! climb at a loss. Skip the rest of the calculation."
+      next_reasons.push msg
+      ## @TODO: if not enough money in the purse, cannot roll? 2023-03-19
+
+      # byebug
+
+      ## Take a small loss here.
+      prev = nil
+      out.each_with_index do |i, idx|
+        next if idx == 0
+        if i[:last] < end_price
+          prev ||= i
+        end
+      end
+      out = [ prev ]
+
+    else
+      ## Normal flow, making money.
+      ## @TODO: test! _vp_ 2023-03-19
+
+      ## next_min_strike
+      if strategy.next_min_strike.present?
+        out = out.select do |i|
+          i[:strikePrice] >= strategy.next_min_strike
+        end
+        # next_reasons.push "next_min_strike above #{strategy.next_min_strike}"
+      end
+      # json_puts! out.map { |p| [p[:delta], p[:symbol]] }, 'next_min_strike'
+
+      ## max_delta
+      if strategy.next_max_delta.present?
+        out = out.select do |i|
+          i[:delta] = 0.0 if i[:delta] == "NaN"
+          i[:delta] <= strategy.next_max_delta
+        end
+        # next_reasons.push "next_max_delta below #{strategy.next_max_delta}"
+      end
+      # json_puts! out.map { |p| [p[:delta], p[:symbol]] }, 'next_max_delta'
+    end
+
+    @next_position = out[0] || {}
+  end
+
+  ## @TODO: Test this. _vp_ 2023-04-01
+  def next_expires_on
+    out = expires_on.to_time + 7.days
+    while !out.friday?
+      out = out + 1.day
+    end
+    while !out.workday?
+      out = out - 1.day
+    end
+    return out
+  end
+
+end

data/app/models/iro/purse.rb

@@ -0,0 +1,17 @@
+
+class Iro::Purse
+  include Mongoid::Document
+  include Mongoid::Timestamps
+  store_in collection: 'iro_purses'
+
+  field :slug
+  validates :slug, presence: true, uniqueness: true
+  index({ slug: -1 }, { unique: true })
+
+  has_many :positions, class_name: 'Iro::Position', inverse_of: :purse
+
+  def to_s
+    slug
+  end
+
+end

data/app/models/iro/stock.rb

@@ -1,5 +1,4 @@
 
-
 class Iro::Stock
   include Mongoid::Document
   include Mongoid::Timestamps
@@ -7,13 +6,24 @@ class Iro::Stock
 
   STATUS_ACTIVE   = 'active'
   STATUS_INACTIVE = 'inactive'
-  STATUSES        = [ 'active', 'inactive' ]
+  STATUSES        = [ nil, 'active', 'inactive' ]
   def self.active
     where( status: STATUS_ACTIVE )
   end
+  field :status
 
   field :ticker
   validates :ticker, uniqueness: true, presence: true
 
+  field :last, type: :float
+
+  def self.list
+  end
+
+  def self.tickers_list
+    [nil] + all.map( &:ticker )
+  end
+
+  # has_many :strategies, class_name: 'Iro::Strategy', inverse_of: :stock
 
 end