iron_warbler 2.0.7.22 → 2.0.7.23

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
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-  data.tar.gz: 1856079c227ee3f079da067a2ef9b47c8f6c3f617b483527a5616192d0c95754
+  metadata.gz: f64245aea1af513cc312b8c87be3ccfb2a81dbdd8d65842800dc88a29b264bab
+  data.tar.gz: c0034386ae09bead5e5273e9d344a7fd8c85985d8687d588cb23e7fa251a9087
 SHA512:
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-  data.tar.gz: 9586d7277cf4174e4515922849c0e4b7a5a385da8bebaf5ebc87d76c4e1c111ff7a89800d7eaaf6de30b4e708f22cee04afb2b51c9b8c90f53f762553d0023b1
+  metadata.gz: 98dcf54902ba16226374f047be14008e280ae241591fa9182ca248d27c55a4328d8a2811de56d569ce7f9b0df24aaf88281a07f5c55edc99e665a1841cfbdc51
+  data.tar.gz: ce86ed7930411a2aef0c45b1f0299b329246c9b04058b8a8817ebf7ac0092e58c241901d89f4adaf092f58120c8faf47f580924ef7456b427c4b8152dec8901b

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

@@ -27,3 +27,15 @@ html {
 /* body {
   color: red !important;
 } */
+
+.iro--main-header {
+  li {
+    margin-bottom: 0.2em;
+
+    a {
+      background: white;
+      padding: 0 0.2em;
+    }
+  }
+}
+

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

@@ -64,3 +64,5 @@
 
   }
 }
+
+

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

@@ -0,0 +1,11 @@
+
+.positions--prepare {
+  .RollGuide {
+    height: 100vh;
+    border: 1px dashed gray;
+    position: absolute;
+    right: 0;
+    overflow: hidden;
+  }
+}
+

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

@@ -31,6 +31,9 @@
       z-index: 2;
     }
   }
+  .PositionW.short_debit_put_spread {
+    background: rgba(255,153,0, 0.25);
+  }
   .PositionW {
     top: 0;
     border: 2px solid black;
@@ -47,13 +50,14 @@
 
   .Position {
     position: absolute;
-    background: rgba(0,255,255, 0.25);
     width: 100%;
     height: 90%;
 
     left: 0;
     top: 0;
   }
+
+
   /* only for covered calls */
   .PositionC {
     background: rgba(255,153,51, 0.5);
@@ -72,7 +76,7 @@
     position: absolute;
     right: 0;
     bottom: -10%;
-    border: 2px solid green;
+    border: 2px dotted green;
     background: rgba(0,255,0, 0.5);
     height: 10%;
   }

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

@@ -0,0 +1,98 @@
+
+.PurseSummaryW {
+  position: relative;
+  background: rgba(255,255,255, 0.75);
+  height: 400px;
+  width: 100%;
+  z-index: 5;
+}
+.PurseSummary {
+  position: absolute;
+  top: 200px;
+
+  display: flex;
+
+  width: 100%;
+  height: 0;
+  border-bottom: 1px dotted black;
+
+  .legendW {
+    position: relative;
+    // margin-top: 50%;
+
+    .legend {
+      margin-top: -50%;
+
+      // position: absolute;
+      // top: -200px;
+      // width: 400px;
+      // height: 400px;
+
+      background: white;
+      padding: 0.5em;
+    }
+  }
+
+
+  /*
+   * summary amount and delta
+  **/
+  .summary-amount {
+    position: relative;
+    width: 100px;
+
+    .net-gl {
+      width: 100%;
+      background: rgba(0,0,0, 0.5);
+    }
+  }
+  .summary-delta {
+    position: relative;
+    margin-right: 1em;
+    width: 1em;
+
+    > div {
+      border: 1px dotted yellow;
+    }
+    .begin {
+      width: 1em;
+
+      background: black;
+    }
+    .end {
+      width: .5em;
+      left: .25em;
+
+      background: rgba(255,0,0, 0.5);
+    }
+  }
+  .loss {
+  }
+  .gain {
+  }
+  .max-gl {
+    position: absolute;
+    width: 100%;
+  }
+  .max-gl.long {
+    background: rgba(255,0,0, 0.5);
+  }
+  .max-gl-short {
+    background: rgba(255,153,0, 0.5);
+  }
+  .long {
+    position: absolute;
+    top: 0;
+
+    background: rgba(255,0,0, 0.5);
+    border: 1px solid red;
+    bottom: 0;
+  }
+  .short {
+    background: rgba(255,153,0, 0.5);
+    border: 1px solid orange;
+
+    position: absolute;
+    bottom: 0;
+  }
+}

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

@@ -52,6 +52,10 @@
 
 /* M */
 
+.mini-inputs {
+  background: rgba(255,255,255, 0.25);
+}
+
 .modal-absolute {
   border: 1px solid green;
   border-radius: 5px;

data/app/controllers/iro/alerts_controller.rb

@@ -42,6 +42,8 @@ class Iro::AlertsController < Iro::ApplicationController
   private
 
   def set_lists
+    super
+
     # @profiles_list = Wco::Profile.list
     @stocks_list = Iro::Stock.list
     puts! @stocks_list, '@stocks_list'

data/app/controllers/iro/application_controller.rb

@@ -3,8 +3,21 @@
 class Iro::ApplicationController < Wco::ApplicationController
   layout 'iro/application'
 
+  before_action :set_lists
+
   def home
     authorize! :home, Iro
   end
 
+  ##
+  ## private
+  ##
+  private
+
+  def set_lists
+    @purses = Iro::Purse.all
+    @strategies = Iro::Strategy.all
+  end
+
+
 end

data/app/controllers/iro/positions_controller.rb

@@ -3,14 +3,28 @@ class Iro::PositionsController < Iro::ApplicationController
   before_action :set_lists
 
   def new
-    @position = Iro::Position.new purse_id: params[:purse_id]
+    @position = Iro::Position.new
     authorize! :new, @posision
+
+    if params[:id]
+      old = Iro::Position.find params[:id]
+      old = old.attributes
+      old.delete :_id
+      puts! old, 'old'
+      @position = Iro::Position.new old
+    end
+    if params[:purse_id]
+      @position.purse_id = params[:purse_id]
+    end
+
   end
 
   def create
     @position = Iro::Position.new params[:position].permit!
     authorize! :create, @position
 
+    @position.sync
+
     if @position.save
       flash_notice @position
       redirect_to controller: :purses, action: :show, id: @position.purse_id.to_s
@@ -33,38 +47,195 @@ class Iro::PositionsController < Iro::ApplicationController
     authorize! :edit, @position
   end
 
+  def propose
+    @strategy = Iro::Strategy.find params[:strategy_id]
+    authorize! :show, @strategy
+
+    @purse = Iro::Purse.find params[:purse_id]
+
+    ## short debit put spread
+    outs = Tda::Option.get_quotes({
+      contractType:   'PUT',
+      expirationDate: '2024-03-28',
+      ticker:         @strategy.stock.ticker,
+    })
+    outs = outs.select do |out|
+      out[:bidSize]+out[:askSize] > 0
+    end
+    outs = outs.select do |out|
+      out[:strikePrice] > @strategy.buffer_above_water + @strategy.stock.last
+    end
+    outs = outs.select do |out|
+      out[:strikePrice] > @strategy.next_inner_strike
+    end
+    outs = outs.select do |out|
+      out[:delta] < @strategy.next_inner_delta
+    end
+
+    inner = outs[0]
+    outs = outs.select do |out|
+      out[:strikePrice] >= inner[:strikePrice] + @strategy.next_spread_amount
+    end
+    outer = outs[0]
+
+    if inner && outer
+      next_position = Iro::Position.new({
+        status: 'proposed',
+        stock: @strategy.stock,
+        inner_strike: inner[:strikePrice],
+        outer_strike: outer[:strikePrice],
+        begin_outer_price: outer[:last],
+        begin_outer_delta: outer[:delta],
+        begin_inner_price: inner[:last],
+        begin_inner_delta: inner[:delta],
+        begin_on: Time.now.to_date,
+        expires_on: '2024-03-28',
+        purse: @purse,
+        strategy: @strategy,
+        quantity: 1,
+      })
+      next_position.sync
+      next_position.save
+    else
+      flash_alert 'cannot propose a new one'
+    end
+    redirect_to request.referrer
+  end
+
   def refresh
     @position = pos = Iro::Position.find params[:id]
     authorize! :refresh, @position
 
-    ## covered call
-    out = Tda::Option.get_quote({
-      contractType: 'CALL',
-      strike: pos.inner_strike,
-      expirationDate: pos.expires_on,
-      ticker: pos.stock.ticker,
-    })
-    puts! out, 'out'
-    @position.update({
-      end_inner_price: ( out.bid + out.ask ) / 2,
-      end_inner_delta: out.delta,
-    })
+    @position.sync
+    @position.calc_rollp
+
     redirect_to request.referrer || purse_path( @position.purse )
   end
 
-  def roll
+  def prepare
     @position = Iro::Position.find params[:id]
     authorize! :roll, @position
 
-    stock = @position.stock
+    @prev  = @position
+    @purse = @position.purse
+    @stock = @position.stock
+    @n_dollars = 100
+
+    ## holiday schedule
+    @next_expires_on = @prev.expires_on.to_datetime.next_occurring(:monday).next_occurring(:friday)
+    if !@next_expires_on.workday?
+      @next_expires_on = Time.previous_business_day( @next_expires_on )
+    end
+
+    ## dealing with too many strikes in the chain
+    while true
+      @nn = ( @position.purse.n_next_positions/2 ).ceil
+      upper = Tda::Option.get_quote({
+        contractType: 'CALL',
+        strike: @prev.inner_strike + @nn*@stock.options_price_increment,
+        expirationDate: @next_expires_on,
+        ticker: @stock.ticker,
+      })
+      if !upper.symbol
+        puts! 'too high'
+        flash_alert 'too high'
+        @purse.n_next_positions = @purse.n_next_positions - 1
+        @purse.n_next_positions = 1 if @purse.n_next_positions < 1
+        @purse.save!
+        next
+      end
+      lower = Tda::Option.get_quote({
+        contractType: 'CALL',
+        strike: @prev.inner_strike - @nn*@stock.options_price_increment,
+        expirationDate: @next_expires_on,
+        ticker: @stock.ticker,
+      })
+      if !lower.symbol
+        puts! 'too low'
+        flash_alert 'too low'
+        @purse.n_next_positions = @purse.n_next_positions - 1
+        @purse.n_next_positions = 1 if @purse.n_next_positions < 1
+        @purse.save!
+        next
+      end
+      break
+    end
 
-    @positions = [
-      Iro::Position.new({ stock: stock, begin_inner_price: 5.21, inner_strike: 91, expires_on: '2024-04-05', gain_loss_amount: -1.25 }),
-      Iro::Position.new({ stock: stock, begin_inner_price: 5.77, inner_strike: 90, expires_on: '2024-04-05', gain_loss_amount: -0.7 }),
-      Iro::Position.new({ stock: stock, begin_inner_price: 6.4, inner_strike: 89, expires_on: '2024-04-05', gain_loss_amount: -0.03 }),
-      Iro::Position.new({ stock: stock, begin_inner_price: 6.85, inner_strike: 88, expires_on: '2024-04-05', gain_loss_amount: 0.6 }),
-      Iro::Position.new({ stock: stock, begin_inner_price: 7.07, inner_strike: 87, expires_on: '2024-04-05', gain_loss_amount: 1.22 }),
-    ]
+    self.send("_prepare_#{@position.strategy.kind}")
+  end
+
+  def _prepare_covered_call
+    @positions = []
+    (-@nn..@nn).each do |idx|
+      next_ = Iro::Position.new({
+        stock: @stock,
+        inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
+        expires_on: @next_expires_on,
+        purse: @position.purse,
+        strategy: @position.strategy,
+        quantity: @position.quantity,
+      })
+      next_.sync
+      next_.begin_inner_price = next_.end_inner_price
+      next_.begin_inner_delta = next_.end_inner_delta
+      next_.next_gain_loss_amount  = next_.begin_inner_price  - @prev.end_inner_price
+      puts! next_, 'next_'
+      puts! next_.next_gain_loss_amount, 'amount'
+      @positions.push next_
+    end
+  end
+
+  def _prepare_long_debit_call_spread
+    @positions = []
+    (-@nn..@nn).each do |idx|
+      next_ = Iro::Position.new({
+        stock: @stock,
+        inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
+        outer_strike: @prev.outer_strike - idx*@stock.options_price_increment,
+        expires_on:   @next_expires_on,
+        purse:        @position.purse,
+        strategy:     @position.strategy,
+        quantity:     @position.quantity,
+      })
+      next_.sync
+      next_.begin_inner_price = next_.end_inner_price
+      next_.begin_inner_delta = next_.end_inner_delta
+
+      next_.begin_outer_price = next_.end_outer_price
+      next_.begin_outer_delta = next_.end_outer_delta
+      next_.next_gain_loss_amount  = @prev.end_outer_price   - @prev.end_inner_price
+      next_.next_gain_loss_amount += next_.begin_inner_price - next_.begin_outer_price
+      puts! next_, 'next_'
+      puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
+      @positions.push next_
+    end
+    @positions = @positions.reverse
+  end
+
+  def _prepare_short_debit_put_spread
+    @positions = []
+    (-@nn..@nn).each do |idx|
+      next_ = Iro::Position.new({
+        stock: @stock,
+        inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
+        outer_strike: @prev.outer_strike - idx*@stock.options_price_increment,
+        expires_on:   @next_expires_on,
+        purse:        @position.purse,
+        strategy:     @position.strategy,
+        quantity:     @position.quantity,
+      })
+      next_.sync
+      next_.begin_inner_price = next_.end_inner_price
+      next_.begin_inner_delta = next_.end_inner_delta
+
+      next_.begin_outer_price = next_.end_outer_price
+      next_.begin_outer_delta = next_.end_outer_delta
+      next_.next_gain_loss_amount  = @prev.end_outer_price - @prev.end_inner_price
+      next_.next_gain_loss_amount += next_.begin_inner_price - next_.begin_outer_price
+      puts! next_, 'next_'
+      puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
+      @positions.push next_
+    end
   end
 
   def update
@@ -86,8 +257,11 @@ class Iro::PositionsController < Iro::ApplicationController
   private
 
   def set_lists
+    super
+
+    @purses_list     = Iro::Purse.list
     @strategies_list = Iro::Strategy.list(params[:long_or_short])
-    @stocks_list    = Iro::Stock.list
+    @stocks_list     = Iro::Stock.list
   end
 
 end

data/app/controllers/iro/purses_controller.rb

@@ -7,10 +7,11 @@ class Iro::PursesController < Iro::ApplicationController
     @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
+      flash_alert @purse
     end
+    redirect_to action: :index
   end
 
   def destroy
@@ -34,13 +35,15 @@ class Iro::PursesController < Iro::ApplicationController
     @purse = Iro::Purse.find(params[:id])
     authorize! :show, @purse
 
-    @positions = @purse.positions.includes( :strategy
-      ).order({ expires_on: :desc })
+    @positions = @purse.positions.where( status: 'active' ).includes( :strategy
+      ).order({ expires_on: :desc, stock: :desc })
 
     @unit      = @purse.unit # 12  ## pixels per dollar
     @height    = @purse.height # 100  ## pixels
     @n_dollars = 100 ## dollars to each side of origin
 
+    calc_summary
+
     render params[:template]
   end
 
@@ -49,7 +52,7 @@ class Iro::PursesController < Iro::ApplicationController
     authorize! :update, @purse
     if @purse.update params[:purse].permit!
       flash[:notice] = 'ok'
-      redirect_to purse_path(@purse)
+      redirect_to request.referrer # purse_path(@purse)
     else
       flash_alert @purse
       render :edit
@@ -61,9 +64,60 @@ class Iro::PursesController < Iro::ApplicationController
   ##
   private
 
+  ## for one stock only!
+  def calc_summary
+    @max_loss_long  = 0
+    @max_loss_short = 0
+
+    @max_gain_long  = 0
+    @max_gain_short = 0
+
+    @gain_long  = 0
+    @gain_short = 0
+
+    @begin_delta_long  = 0
+    @begin_delta_short = 0
+    @end_delta_long  = 0
+    @end_delta_short = 0
+
+    @positions.each do |pos|
+      if Iro::Strategy::LONG == pos.strategy.long_or_short
+        @max_loss_long += pos.max_loss * pos.q * 100
+        @max_gain_long += pos.max_gain * pos.q * 100
+        @gain_long     += pos.net_amount * pos.q * 100
+
+        @begin_delta_long += pos.begin_delta * pos.q
+        @end_delta_long   += pos.end_delta * pos.q
+      end
+      if Iro::Strategy::SHORT == pos.strategy.long_or_short
+        @max_loss_short += pos.max_loss * pos.q * 100
+        @max_gain_short += pos.max_gain * pos.q * 100
+        @gain_short     += pos.net_amount * pos.q * 100
+
+        @begin_delta_short += pos.begin_delta * pos.q
+        @end_delta_short   += pos.end_delta * pos.q
+      end
+    end
+    # @max_loss_long *= -1
+    # @max_loss_short *= -1
+    @begin_delta_short *= -1
+    @end_delta_short *= -1
+    if @gain_long < 0
+      @loss_long = @gain_long
+      @gain_long = nil
+    end
+    if @gain_short < 0
+      @loss_short = @gain_short
+      @gain_short = nil
+    end
+  end
+
   def set_lists
+    super
+
     # @profiles_list = Wco::Profile.list
-    @stocks_list = [[nil,nil]] + Iro::Stock.active.map { |s| [ s.ticker, s.ticker ] }
+    # @tickers_list = [[nil,nil]] + Iro::Stock.active.map { |s| [ s.ticker, s.ticker ] }
+    @stocks_list = Iro::Stock.list
 
   end
 

data/app/controllers/iro/stocks_controller.rb

@@ -2,32 +2,48 @@
 class Iro::StocksController < Iro::ApplicationController
   before_action :set_stock, only: [:show, :edit, :update, :destroy]
 
+  def create
+    @stock = Iro::Stock.new(stock_params)
+    authorize! :create, @stock
+
+    if @stock.save
+      flash_notice @stock
+    else
+      flash_alert @stock
+    end
+    redirect_to action: :index
+  end
+
+  def destroy
+    @stock.destroy
+    redirect_to stocks_url, notice: 'Stock was successfully destroyed.'
+  end
+
+  def edit
+  end
+
   def index
     @stocks = Iro::Stock.all
     authorize! :index, Iro::Stock
   end
 
-  def show
-  end
-
   def new
     @stock = Iro::Stock.new
     authorize! :new, @stock
   end
 
-  def edit
+  def refresh
+    authorize! :refresh, Iro::Stock
+    tickers = Iro::Stock.all.map { |s| s.ticker }.join(',')
+    outs = Tda::Stock.get_quotes tickers
+    outs.map do |out|
+      Iro::Stock.where( ticker: out[:symbol] ).update( last: out[:last] )
+    end
+    flash_notice 'ok'
+    redirect_to request.referrer
   end
 
-  def create
-    @stock = Iro::Stock.new(stock_params)
-    authorize! :create, @stock
-
-    if @stock.save
-      flash_notice @stock
-    else
-      flash_alert @stock
-    end
-    redirect_to action: :index
+  def show
   end
 
   def update
@@ -41,10 +57,6 @@ class Iro::StocksController < Iro::ApplicationController
     redirect_to request.referrer
   end
 
-  def destroy
-    @stock.destroy
-    redirect_to stocks_url, notice: 'Stock was successfully destroyed.'
-  end
 
   ##
   ## private

data/app/controllers/iro/strategies_controller.rb

@@ -32,6 +32,7 @@ class Iro::StrategiesController < Iro::ApplicationController
   def index
     authorize! :index, Iro::Strategy
     @strategies = Iro::Strategy.all
+
     # render '_table'
   end
 
@@ -40,6 +41,13 @@ class Iro::StrategiesController < Iro::ApplicationController
     authorize! :new, @posision
   end
 
+  def show
+    @strategy = Iro::Strategy.find params[:id]
+    authorize! :show, @strategy
+  end
+
+
+
   def update
     @strategy = Iro::Strategy.find params[:id]
     authorize! :update, @strategy
@@ -59,8 +67,11 @@ class Iro::StrategiesController < Iro::ApplicationController
   private
 
   def set_lists
+    super
+
+    @purses_list     = Iro::Purse.list
     @strategies_list = Iro::Strategy.list
-    @tickers_list    = Iro::Stock.list
+    @stocks_list     = Iro::Stock.list
   end
 
 end

data/app/models/iro/alert.rb

@@ -2,6 +2,7 @@
 class Iro::Alert
   include Mongoid::Document
   include Mongoid::Timestamps
+  include Mongoid::Paranoia
   store_in collection: 'iro_alerts'
 
   # SLEEP_TIME_SECONDS = Rails.env.production? ? 60 : 15