iron_warbler 2.0.7.8 → 2.0.7.9

data/app/models/iro/strategy.rb

@@ -0,0 +1,38 @@
+
+class Iro::Strategy
+  include Mongoid::Document
+  include Mongoid::Timestamps
+  store_in collection: 'iro_strategies'
+
+  field :slug
+  validates :slug, presence: true, uniqueness: true
+
+  has_many :positions, class_name: 'Iro::Position', inverse_of: :strategy
+
+  ## multiple strategies per ticker
+  field :ticker
+  validates :ticker, presence: true
+  index({ ticker: 1 })
+  # belongs_to :stock, class_name: 'Iro::Stock', inverse_of: :strategies
+
+
+  field :buffer_above_water, type: :float
+  field :next_max_delta, type: :float
+  field :next_min_strike, type: :float
+  field :threshold_delta, type: :float
+  field :threshold_netp, type: :float
+
+  def self.for_ticker ticker
+    where( ticker: ticker )
+  end
+
+
+  def to_s
+    slug
+  end
+
+  def self.list
+    [[nil,nil]] + all.map { |ttt| [ ttt.slug, ttt.id ] }
+  end
+
+end

data/app/models/tda/option.rb

@@ -0,0 +1,137 @@
+
+require 'httparty'
+
+class Tda::Option
+
+  include ::HTTParty
+  base_uri 'https://api.tdameritrade.com'
+
+
+  ##
+  ## 2023-02-05 _vp_ :: Gets the entire chain
+  ##
+  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'
+
+    path = "/v1/marketdata/chains"
+    out = self.get path, { query: query }
+    timestamp = DateTime.parse out.headers['date']
+    out = out.parsed_response.deep_symbolize_keys
+
+
+    outs = []
+    %w| put call |.each do |contractType|
+      tmp_sym = "#{contractType}ExpDateMap".to_sym
+      _out = out[tmp_sym]
+      _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.each do |k, i|
+            if i == 'NaN'
+              v[k] = nil
+            end
+          end
+
+          v[:timestamp] = timestamp
+          v[:ticker] = params[:ticker]
+          outs.push( v )
+        end
+      end
+    end
+
+    outs.each do |x|
+      opi = ::Iro::OptionPriceItem.create( x )
+      if !opi.persisted?
+        puts! opi.errors.full_messages, "Cannot create OptionPriceItem"
+      end
+    end
+  end
+
+  ##
+  ## 2023-03-18 _vp_ This is what I should be using to check if a position should be rolled.
+  ##
+  def self.get_quote params
+    ::Tda::Option.get_quotes(params)[0]
+  end
+
+  ##
+  ## params: contractType, strike, expirationDate, ticker
+  ##
+  ## ow = { contractType: 'PUT', ticker: 'GME', date: '2022-12-09' }
+  ## query = {:apikey=>"<>", :toDate=>"2022-12-09", :fromDate=>"2022-12-09", :symbol=>"GME"}
+  ##
+  ## 2023-02-04 _vp_ :: Too specific, but I want the entire chain, every 1-min
+  ## 2023-02-06 _vp_ :: Continue.
+  ##
+  def self.get_quotes params
+    puts! params, 'Tda::Option#get_quotes'
+    opts = {}
+
+    #
+    # Validate input ???
+    #
+    validOpts = %i| contractType |
+    validOpts.each do |s|
+      if params[s]
+        opts[s] = params[s]
+      else
+        raise Iwa::InputError.new("Invalid input, missing '#{s}'.")
+      end
+    end
+    if params[:expirationDate]
+      opts[:fromDate] = opts[:toDate] = params[:expirationDate]
+    else
+      raise Iwa::InputError.new("Invalid input, missing 'date'.")
+    end
+    if params[:ticker]
+      opts[:symbol] = params[:ticker].upcase
+    else
+      raise Iwa::InputError.new("Invalid input, missing 'ticker'.")
+    end
+
+    if params[:strike]
+      opts[:strike] = params[:strike]
+    end
+
+    query = { apikey: ::TD_AMERITRADE[:apiKey] }.merge opts
+    # puts! query, 'input opts'
+
+    path = "/v1/marketdata/chains"
+    out = self.get path, { query: query }
+    timestamp = DateTime.parse out.headers['date']
+    ## out = HTTParty.get "https://api.tdameritrade.com#{path}", { query: query }
+    out = out.parsed_response.deep_symbolize_keys
+
+
+    tmp_sym = "#{opts[:contractType].to_s.downcase}ExpDateMap".to_sym
+    outs = []
+    out = out[tmp_sym]
+    out.each do |date, vs|
+      vs.each do |strike, _v|
+        v = _v[0]
+        v = v.except( :lastSize, :optionDeliverablesList, :settlementType,
+          :deliverableNote, :pennyPilot, :mini )
+        v[:timestamp] = timestamp
+        outs.push( v )
+      end
+    end
+
+    # puts! outs, 'outs'
+    return outs
+  end
+
+
+end
+
+=begin
+
+outs = Tda::Option.get_quotes({
+  contractType: 'CALL', strike: 20.0, expirationDate: '2024-01-12',
+  ticker: 'GME',
+})
+
+=end

data/app/views/iro/_main_header.haml

@@ -1,13 +1,23 @@
 
+.main-header.maxwidth
 
+  %i.fa.fa-compress.collapse-expand#collapseHeaderEmail
+    Iron Warbler
+
+  -# .header.collapse-expand#IroMenu
+  -#   %h5.title Iron Warbler
 
-.main-menu
-  %h5 Main Menu
   %ul
-    %li= link_to 'Home - Dashboard', root_path
-    %li= link_to 'Stocks', stocks_path
+    %li= link_to 'ROOT', root_path
+    %li
+      = link_to "Stocks (#{Iro::Stock.all.length})", stocks_path
     -# %li= link_to 'Options', options_path
-    %li Max Pain
-    %li= link_to 'Alerts', alerts_path
+    -# %li Max Pain
+    %li
+      = link_to "Alerts (#{Iro::Alert.all.length})", alerts_path
+    %li
+      = link_to "Purses (#{Iro::Purse.all.length})", purses_path
+    %li
+      = render '/iro/strategies/header'
 
 

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

@@ -1,5 +1,5 @@
 
-.iro-alerts--index
+.iro-alerts--index.maxwidth
   %h5 Iro Alerts
 
   %ul

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

@@ -0,0 +1,59 @@
+
+.positions--form
+  = form_for position do |f|
+    .actions
+      = f.submit
+
+    .field
+      %label Purse
+      -# = f.select :purse_id, options_for_select( @
+      = f.text_field :purse_id
+
+      %label Status
+      = f.select :status, options_for_select( Iro::Position::STATUSES, selected: position.status )
+
+    %br
+    %br
+
+    .field
+      %label Ticker
+      = f.select :ticker, options_for_select( @tickers_list, selected: position.ticker )
+
+
+      %label Kind
+      = f.select :kind, options_for_select( Iro::Position::KINDS, selected: position.kind )
+      %label Strategy
+      = f.select :strategy_id, options_for_select( @strategies_list, selected: position.strategy_id )
+
+
+      %label Strike
+      = f.text_field :strike
+
+    .field
+      %label Expires on
+      = f.text_field :expires_on
+
+
+      %label Quantity
+      = f.text_field :quantity
+
+    %br
+    %br
+
+    .flex-row
+      %label Begin on
+      = f.text_field :begin_on
+      %label Begin price
+      = f.text_field :begin_price
+      %label Begin delta
+      = f.text_field :begin_delta
+    .flex-row
+      %label End on
+      = f.text_field :end_on
+      %label End price
+      = f.text_field :end_price
+      %label End delta
+      = f.text_field :end_delta
+
+    .actions
+      = f.submit

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

@@ -0,0 +1,4 @@
+
+%ul.positions--reasons.modal-absolute.hide
+  - reasons.each do |nnn|
+    %li= nnn

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

@@ -0,0 +1,137 @@
+
+.positions--table
+
+  %h5 Positions
+  %table.bordered
+    %tr
+      %th  
+      %th
+        .status
+          Status
+          %br
+          Strategy
+      %th.ticker
+        .a Ticker
+      %th
+        .kind
+          Kind
+          -# covered call (mounted elephant),
+          -# reckless defence (credit put spread) (spearman)
+          -# reckless re-defence (soaring eagle)
+      %th.strike
+        .a Strike
+      %th
+        .expires_on Expires On
+      %th
+        .end_n_days End N Days
+      %th
+        .quantity Q
+
+      %th
+        .begin_on begin_on
+      %th.begin_price
+        .a Begin price
+      %th.to_open
+        .a To open
+      %th
+        .begin_delta begin_delta
+
+      %th
+        .end_price End Price
+      %th
+        .net_amount Net Amount
+      %th
+        .net_percent Net %
+      %th.end_delta
+        .a end_delta
+      -# %th
+      -#   .end_n_days End n days
+      -# %th
+      -#   .end_on End on
+      %th.should_rollp
+        .a should_rollp
+      %th.next_position
+        .a
+          next_symbol
+          %br
+          next_delta
+          %br
+          next_outcome
+
+    - positions.each_with_index do |position, idx|
+      - if idx > 0
+        - prev_position = positions[idx-1]
+      - if prev_position && position[:expires_on] != prev_position[:expires_on]
+        %tr
+          %td{ colspan: 18 }
+            %hr
+
+      %tr
+        %td.actions
+          .flex-row
+            = button_to 'x', position_path(position), method: :delete, data: { confirm: 'Are you sure?' }
+            = link_to '[~]', edit_position_path(position)
+            - if position.next_reasons.present? && position.should_rollp && position.should_rollp > 0.5
+              = button_to 'Roll', roll_position_path(position)
+          - if position.next_reasons.present?
+            .collapse-expand{ id: "ce-p-#{position.id}" } [Reasons]
+            = render '/iro/positions/reasons', reasons: position.next_reasons
+
+
+        %td.status.strategy
+          = position.status
+          -# %br
+          -# = link_to "[~ #{position.strategy}]", edit_strategy_path(position.strategy)
+          .collapse-expand{ id: "ce-pos-reasons-#{position.id}" }
+            [#{position.strategy}]
+          = render '/iro/strategies/show', strategy: position.strategy
+
+        %td.ticker
+          = position.ticker
+          %br
+          = pp_amount position.current_underlying_strike
+        %td.kind.mini
+          = position.kind
+        %td.strike
+          = pp_amount position.strike
+        %td.expires_on.mini
+          = position.expires_on rescue nil
+        %td.end_n_days
+          -# = ( position.expires_on.to_date - position.begin_on.to_date ).to_i
+          %b= ( position.expires_on.to_date - Time.now.to_date ).to_i
+        %td= position.quantity
+
+        %td.begin_on.mini
+          = position.begin_on rescue nil
+        %td.begin_price
+          = pp_amount position.begin_price
+        %td.to_open
+          = pp_amount( position.begin_price * 100 * position.quantity )
+        %td= position.begin_delta
+
+        %td.end_price
+          = pp_amount position.end_price
+        %td.net_amount
+          = pp_amount ( position.begin_price - position.end_price ) * 100 * position.quantity rescue nil
+        %td.net_percent
+          = pp_percent( ( position.begin_price - position.end_price ) / position.begin_price ) rescue nil
+        %td.end_delta= position.end_delta
+        -# %td.end_n_days  
+        -# %td.end_on  
+
+        %td.should_rollp
+          = pp_percent position.should_rollp rescue nil
+        %td.next_position.mini
+          .a= position.next_symbol
+          .a= position.next_delta
+          .a
+            = pp_amount position.next_mark
+            \=>
+            = pp_amount position.next_outcome * 100 * position.quantity rescue nil
+
+
+
+
+
+
+

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

@@ -0,0 +1,4 @@
+
+.positions-edit.maxwidth
+
+  = render 'form', position: @position

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

@@ -0,0 +1,4 @@
+
+.positions-new.maxwidth
+  %h5 New Position
+  = render 'form', position: @position

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

@@ -0,0 +1,9 @@
+
+.iro-purses--form
+  = form_for purse do |f|
+    .flex-row
+      .field
+        %label Slug
+        = f.text_field :slug
+    .actions
+      = f.submit

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

@@ -0,0 +1,3 @@
+
+.purses-edit.maxwidth
+  = render 'form', purse: @purse

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

@@ -0,0 +1,11 @@
+
+.iro-purses--index.maxwidth
+  %h5 Iro Purses
+
+  %ul
+    - @purses.each do |purse|
+      %li
+        = link_to '[~]', edit_purse_path(purse)
+        = link_to purse.slug, purse_path(purse)
+
+    %li= render 'iro/purses/form', purse: Iro::Purse.new

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

@@ -0,0 +1,10 @@
+
+.purses-show.padded
+
+  .maxwidth
+    .header
+      %h5.title Purse `#{@purse.slug}` (#{@purse.positions.length})
+    %ul.menu-secondary
+      %li= link_to '[+position]', new_position_path({ purse_id: @purse.id })
+
+  = render '/iro/positions/table', positions: @purse.positions

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

@@ -11,5 +11,9 @@
       .field
         = f.label :ticker
         = f.text_field :ticker
+
+      .field
+        %label Last
+        = f.number_field :last, placeholder: '80.0', step: 0.01
       .actions
         = f.submit

data/app/views/iro/strategies/_form.haml

@@ -0,0 +1,37 @@
+
+.strategies--form
+  = form_for strategy do |f|
+    .actions
+      = f.submit
+
+    .field
+      %label Ticker
+      = f.select :ticker, options_for_select( @tickers_list, selected: strategy.ticker )
+
+    .field
+      %label slug
+      = f.text_field :slug
+
+    .field
+      = f.label :buffer_above_water
+      = f.number_field :buffer_above_water, placeholder: "0.49", step: 0.01
+    .field
+      = f.label :next_max_delta
+      = f.number_field :next_max_delta, placeholder: "0.25", step: 0.01
+    .field
+      = f.label :next_min_strike
+      = f.number_field :next_min_strike, placeholder: "20.0", step: 0.01
+    .field
+      = f.label :threshold_delta
+      = f.number_field :threshold_delta, placeholder: "0.14", step: 0.01
+    .field
+      = f.label :threshold_netp
+      = f.number_field :threshold_netp, placeholder: "0.69", step: 0.01
+    -# .field
+    -#   = f.label :current_underlying_strike
+    -#   = f.number_field :current_underlying_strike, placeholder: "16.66", step: 0.01
+
+    .actions
+      = f.submit
+
+

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

@@ -0,0 +1,8 @@
+
+= link_to "Strategies (#{Iro::Strategy.all.length})", strategies_path
+.inline-search
+  = form_tag strategies_path, method: :get do
+    = text_field_tag :q
+= link_to '[+]', new_strategy_path
+
+

data/app/views/iro/strategies/_show.haml

@@ -0,0 +1,18 @@
+
+.strategies--show.modal-absolute.hide
+  .header
+    Strategy
+    = link_to '[~]', edit_strategy_path(strategy)
+    = strategy
+  %ul
+    %li <b>ticker:</b> #{strategy.ticker}
+    %li <b>slug:</b> #{strategy.slug}
+
+    %li <b>buffer_above_water:</b> #{strategy.buffer_above_water}
+
+    %li <b>next_max_delta:</b> #{strategy.next_max_delta}
+    %li <b>next_min_strike:</b> #{strategy.next_min_strike}
+
+    %li <b>threshold_delta:</b> #{strategy.threshold_delta}
+    %li <b>threshold_netp:</b> #{strategy.threshold_netp}
+

data/app/views/iro/strategies/_table.haml

@@ -0,0 +1,18 @@
+
+- strategies ||= @strategies
+
+.strategies--table
+
+  %table.bordered
+    %tr
+      %th  
+      %th ticker
+      %th slug
+      %th next_max_delta
+    - strategies.each do |sss|
+      %tr
+        %td= link_to '[~]', edit_strategy_path(sss)
+        %td= sss.ticker
+        %td= sss.slug
+        %td= sss.next_max_delta
+

data/app/views/iro/strategies/edit.haml

@@ -0,0 +1,3 @@
+
+.strategies-edit.maxwidth
+  = render 'form', strategy: @strategy

data/app/views/iro/strategies/new.haml

@@ -0,0 +1,3 @@
+
+.maxwidth
+  = render 'form', strategy: @strategy

data/config/routes.rb

@@ -8,7 +8,13 @@ Iro::Engine.routes.draw do
   get  'datapoints', to: '/iro/datapoints#index'
 
   resources :option_watches
+
+  post 'positions/:id/roll', to: 'positions#roll', as: :roll_position
+  resources :positions
   resources :profiles
+  resources :purses
+
   resources :stocks
+  resources :strategies
 
 end

data/lib/iron_warbler.rb

@@ -1,4 +1,8 @@
 
+require 'business_time'
+
 require 'haml'
+
 require 'mongoid'
+
 require "iro/engine"

data/lib/tasks/iro_tasks.rake

@@ -1,6 +1,41 @@
 
 namespace :iro do
 
+  desc 'recommend position actions'
+  task recommend_position_actions: :environment do
+    Iro::Position.active.where({ kind: 'covered_call' }).map &:should_roll?
+  end
+
+  desc 'refresh positions'
+  task refresh_positions: :environment do
+    Iro::Position.active.where({ kind: 'covered_call' }).map &:refresh
+  end
+
+  desc 'watch positions'
+  task watch_positions: :environment do
+    while true
+      if in_business
+
+        positions = Iro::Position.active.where({ kind: 'covered_call' })
+        positions.each do |position|
+          out = Tda::Option.get_quote({
+            contractType:   'CALL',
+            strike:         position.strike,
+            expirationDate: position.expires_on,
+            ticker:         position.ticker,
+          })
+          position.update({
+            end_delta: out[:delta],
+            end_price: out[:last],
+          })
+        end
+
+        print '.'
+      end
+      sleep 60 # seconds
+    end
+  end
+
   desc 'watch stocks'
   task watch_stocks: :environment do
     while true