iron_warbler 2.0.7.26 → 2.0.7.27

checksums.yaml

@@ -1,7 +1,7 @@
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 SHA256:
-  metadata.gz: 4afc65383198cc16143683cc82db6ee65604f14a8d13d4d7bc262210ceb14940
-  data.tar.gz: 04c7d9a3585dd1036c8f227a1cbbe38fbc6e7d71f68977f3183ac07bdbaba3cf
+  metadata.gz: 817fe321c59fe077810b34daaf097462c339ccbf7a2944845f1f460f3bff72cc
+  data.tar.gz: 10a0379b148bd595b730d63ab5b63cf624c4c3039c5586309981f840ad0869bd
 SHA512:
-  metadata.gz: a905e844e0542aa1f7500c1c1bc25a234f2698bc8bfb1e75d83fb7ab2ba24dcc28ed261a876f1add4d9dec80decb32cb84ed1694ac3b8e3657be48f8a36b86bc
-  data.tar.gz: d9478f1d454dbcbee3b6fc703233f7d72049ac128f1ad2e550e38286483ccc51a863e8ace598511c2c28a6ce8a26240215d97ff2d524e5a3e03dcbdc5fb1eb40
+  metadata.gz: 015ce7410f643ea640082ccfc7f231009d527b287a24206eb5b3340a1571b477c95f2da9a9eaed8e7b2f0a1d0162a59f553029a57746a324be560083cbf92f5a
+  data.tar.gz: cabc439b34662c94886d6893138a51c4be2ace1b8a97fdc7a8fa0859bbea4178fca944043c50365a5b04093269688a95d1d8ce3e1e3c8d52293dac12d3f345c0

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

@@ -0,0 +1,31 @@
+
+.purses--form-extra-fields {
+  background: rgba(255,255,255, 0.5);
+  padding: 0.3em 0;
+  margin-bottom: 0.5em;
+
+  line-height: 1.5em;
+  input {
+    height: 1.5em;
+  }
+
+  > div {
+    margin-bottom: 0.3em;
+  }
+
+  .unit {
+    min-width: 5em;
+    padding-left: 0.3em;
+  }
+
+  label {
+    min-width: 9em;
+    text-align: right;
+    padding-right: 0.3em;
+  }
+
+  input {
+    width: 4em;
+  }
+
+}

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

@@ -32,6 +32,11 @@
 
 /* F */
 
+.field {
+  min-width: 100px;
+  margin-right: 1em;
+}
+
 .flex-row {
   display: flex;
   margin-bottom: 0.4em;
@@ -43,11 +48,23 @@
   position: relative;
   background: white;
 }
-.field {
-  min-width: 100px;
-  margin-right: 1em;
+
+/**
+ * 2024-05-09
+ * label tightly above input
+**/
+.formrow-v1 {
+  display: flex;
+  align-items: flex-end;
+  label {
+    margin-bottom: 0;
+  }
+  > * {
+    margin-right: 0.3em;
+  }
 }
 
+
 /* H */
 
 /* M */
@@ -78,6 +95,14 @@
 
 }
 
+/* P */
+
+table.padded {
+  td {
+    padding: 0.5em;
+  }
+}
+
 
 
 /* W */

data/app/controllers/iro/api/stocks_controller.rb

@@ -3,12 +3,12 @@ class Iro::Api::StocksController < Iro::ApiController
   before_action :set_stock, only: [:show, :edit, :update, :destroy]
 
   def index
+    @stocks = Iro::Stock.active
     authorize! :index, Iro::Stock
 
     respond_to do |format|
-      format.json do
-        render
-      end
+      format.html
+      format.json
     end
   end
 
@@ -16,6 +16,7 @@ class Iro::Api::StocksController < Iro::ApiController
     authorize! :show, @stock
     end_on = Time.now.to_date.in_time_zone('UTC')
 
+    begin_on = ( Time.now - 1.year ).to_date.in_time_zone('UTC')
     begin_on = params[:begin_on].to_date.in_time_zone('UTC') if params[:begin_on]
     end_on   = params[:end_on].to_date.in_time_zone('UTC')   if params[:end_on]
 
@@ -29,12 +30,14 @@ class Iro::Api::StocksController < Iro::ApiController
     when '1-yr'
       begin_on = ( Time.now - 1.year ).to_date.in_time_zone('UTC')
       # end_on   = Time.now.to_date.in_time_zone('UTC')
+    when '5-yr'
+      begin_on = ( Time.now - 5.years ).to_date.in_time_zone('UTC')
     end
 
     @datapoints = Iro::Datapoint.where({
       :quote_at.gte => begin_on,
       :quote_at.lte => end_on,
-      symbol: params[:ticker],
+      symbol:          params[:ticker],
     }).order_by({ quote_at: :asc })
   end
 

data/app/controllers/iro/positions_controller.rb

@@ -4,14 +4,15 @@ class Iro::PositionsController < Iro::ApplicationController
 
   def create
     pos = @position = Iro::Position.new pos_params
+    authorize! :create, @position
+
     o_attrs = {
       expires_on: pos.expires_on,
-      put_call: pos.put_call,
+      put_call: pos.put_call, # I need this. _vp_ 2024-04-26
       stock_id: pos.stock_id,
     }
     pos.inner = Iro::Option.new params[:inner].permit!.merge( o_attrs )
     pos.outer = Iro::Option.new params[:outer].permit!.merge( o_attrs )
-    authorize! :create, @position
 
     if @position.save
       flash_notice @position
@@ -36,22 +37,25 @@ class Iro::PositionsController < Iro::ApplicationController
   end
 
   def new
-    strategy = Iro::Strategy.find params[:position][:strategy_id]
-    @position = Iro::Position.new( params[:position].permit!.merge({
-      status: :active,
-      inner:  Iro::Option.new,
-      outer:  Iro::Option.new,
-      stock_id:  strategy.stock_id,
+    strategy    = Iro::Strategy.find params[:position][:strategy_id]
+    @position   = strategy.next_position
+    @position ||= Iro::Position.new( params[:position].permit!.merge({
+      status:   Iro::Position::STATUS_PROPOSED,
+      # inner:    Iro::Option.new,
+      # outer:    Iro::Option.new,
+      stock_id: strategy.stock_id,
     }) )
     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
+    @position.calc_nxt
+
+    # if params[:id]
+    #   old = Iro::Position.find params[:id]
+    #   old = old.attributes
+    #   old.delete :_id
+    #   puts! old, 'old'
+    #   @position = Iro::Position.new old
+    # end
   end
 
   def prepare
@@ -67,7 +71,7 @@ class Iro::PositionsController < Iro::ApplicationController
     while true
       @nn = ( @position.purse.n_next_positions/2 ).ceil
       upper = Tda::Option.get_quote({
-        contractType: @position.put_call,
+        contractType: @position.inner.put_call,
         strike: @prev.inner.strike + @nn*@stock.options_price_increment,
         expirationDate: @prev.next_expires_on,
         ticker: @stock.ticker,
@@ -81,7 +85,7 @@ class Iro::PositionsController < Iro::ApplicationController
         next
       end
       lower = Tda::Option.get_quote({
-        contractType: @position.put_call,
+        contractType: @position.inner.put_call,
         strike: @prev.inner.strike - @nn*@stock.options_price_increment,
         expirationDate: @prev.next_expires_on,
         ticker: @stock.ticker,
@@ -246,6 +250,7 @@ class Iro::PositionsController < Iro::ApplicationController
     @positions = @positions.reverse
   end
   alias_method :_prepare_short_debit_put_spread, :_prepare_long_debit_call_spread
+  alias_method :_prepare_short_credit_call_spread, :_prepare_long_debit_call_spread
 
 
   def sync
@@ -271,8 +276,6 @@ class Iro::PositionsController < Iro::ApplicationController
     if @position.update pos_params
       o_attrs = {
         expires_on: pos.expires_on,
-        put_call: pos.put_call,
-        stock_id: pos.stock_id,
       }
       pos.inner.update params[:inner].permit!.merge( o_attrs )
       pos.outer.update params[:outer].permit!.merge( o_attrs )
@@ -293,9 +296,12 @@ class Iro::PositionsController < Iro::ApplicationController
   private
 
   def pos_params
-    params[:position].permit( :purse_id, :status, :stock_id,
-      :strategy_id, :expires_on, :quantity, :begin_on,
+    params[:position].permit( :begin_on,
+      :expires_on,
       :long_or_short,
+      :purse_id,
+      :quantity,
+      :status, :stock_id, :strategy_id,
     )
   end
 

data/app/controllers/iro/stocks_controller.rb

@@ -20,11 +20,19 @@ class Iro::StocksController < Iro::ApplicationController
   end
 
   def edit
+    authorize! :edit, @stock
   end
 
   def index
     @stocks = Iro::Stock.all
     authorize! :index, Iro::Stock
+
+    respond_to do |format|
+      format.html
+      format.json do
+        render layout: false
+      end
+    end
   end
 
   def new
@@ -44,6 +52,17 @@ class Iro::StocksController < Iro::ApplicationController
   end
 
   def show
+    authorize! :show, @stock
+
+    @priceitems = Iro::PriceItem.where({
+      ticker: @stock.ticker,
+    })
+
+    respond_to do |format|
+      format.json do
+        render layout: false
+      end
+    end
   end
 
   def update

data/app/models/iro/datapoint.rb

@@ -9,7 +9,7 @@ class Iro::Datapoint
   validates :kind, presence: true
   index({ kind: -1 })
 
-  field :symbol ## ticker, but use 'symbol' ONLY
+  field :symbol ## ticker, but use 'symbol' here
 
   field :date, type: Date ## @obsolete, use quote_at
   index({ kind: -1, date: -1 })

data/app/models/iro/option.rb

@@ -27,15 +27,27 @@ class Iro::Option
 
   field :expires_on, type: :date
   validates :expires_on, presence: true
-  def self.expirations_list full: false
-    [
-      [ nil, nil ],
-      [ 'Mar 22', '2024-03-22'.to_date ],
-      [ 'Mar 28', '2024-03-28'.to_date ],
-      [ 'Apr 5',  '2024-04-05'.to_date ],
-      [ 'Mar 12', '2024-03-12'.to_date ],
-      [ 'Mar 19', '2024-03-19'.to_date ],
-    ]
+  def self.expirations_list full: false, n: 5
+    out = [[nil,nil]]
+    day = Date.today - 5.days
+    n.times do
+      next_exp = day.next_occurring(:thursday).next_occurring(:friday)
+      if !next_exp.workday?
+        next_exp = Time.previous_business_day( next_exp )
+      end
+
+      out.push([ next_exp.strftime('%b %e'), next_exp.strftime('%Y-%m-%d') ])
+      day = next_exp
+    end
+    return out
+    # [
+    #   [ nil, nil ],
+    #   [ 'Mar 22', '2024-03-22'.to_date ],
+    #   [ 'Mar 28', '2024-03-28'.to_date ],
+    #   [ 'Apr 5',  '2024-04-05'.to_date ],
+    #   [ 'Mar 12', '2024-03-12'.to_date ],
+    #   [ 'Mar 19', '2024-03-19'.to_date ],
+    # ]
   end
 
   field :begin_price, type: :float
@@ -70,10 +82,10 @@ class Iro::Option
     })
     puts! out, 'option sync'
     self.end_price = ( out.bid + out.ask ) / 2 rescue 0
-    self.end_delta = out.delta
+    self.end_delta = out.delta if out.delta
     # self.save
   end
 
-  before_save :sync
+  before_save :sync, if: ->() { !Rails.env.test? } ## do not sync in test
 
 end

data/app/models/iro/position.rb

@@ -12,11 +12,13 @@ class Iro::Position
     out += inner.begin_price - outer.begin_price
   end
 
+
   STATUS_ACTIVE   = 'active'
-  STATUS_PROPOSED = 'proposed'
   STATUS_CLOSED   = 'closed'
-  STATUS_PENDING  = 'pending'
-  STATUSES = [ nil, STATUS_ACTIVE, STATUS_PROPOSED, STATUS_CLOSED, STATUS_PENDING ]
+  STATUS_PROPOSED = 'proposed'
+  ## one more, 'selected' after proposed?
+  STATUS_PENDING  = 'pending' ## 'working'
+  STATUSES = [ nil, STATUS_CLOSED, STATUS_ACTIVE, STATUS_PROPOSED, STATUS_PENDING ]
   field :status
   validates :status, presence: true
   scope :active, ->{ where( status: 'active' ) }
@@ -28,29 +30,26 @@ class Iro::Position
   delegate :ticker, to: :stock
 
   belongs_to :strategy, class_name: 'Iro::Strategy', inverse_of: :positions
-  field :long_or_short
-
-  def put_call
-    case strategy.kind
-    when Iro::Strategy::KIND_LONG_DEBIT_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'
-    end
-  end
+  delegate :put_call,      to: :strategy
+  delegate :long_or_short, to: :strategy
+
+  belongs_to :next_strategy, class_name: 'Iro::Strategy', inverse_of: :next_position, optional: true
 
-  belongs_to :prev, class_name: 'Iro::Position', inverse_of: :nxt, optional: true
+
+  belongs_to :prev, class_name: 'Iro::Position', inverse_of: :nxts, optional: true
   belongs_to :autoprev, class_name: 'Iro::Position', inverse_of: :autonxt, optional: true
   ## there are many of these, for viewing on the 'roll' view
-  has_many :nxt,     class_name: 'Iro::Position', inverse_of: :prev
+  has_many :nxts,     class_name: 'Iro::Position', inverse_of: :prev
   has_one :autonxt, class_name: 'Iro::Position', inverse_of: :autoprev
 
   ## Options
 
   belongs_to :inner, class_name: 'Iro::Option', inverse_of: :inner
+  validates_associated :inner
+
   belongs_to :outer, class_name: 'Iro::Option', inverse_of: :outer
+  validates_associated :outer
+
   accepts_nested_attributes_for :inner, :outer
 
   field     :outer_strike, type: :float
@@ -139,6 +138,7 @@ class Iro::Position
     save
   end
 
+  ## @TODO: herehere 2024-05-09
   def calc_nxt
     pos = self
 
@@ -150,37 +150,37 @@ class Iro::Position
     })
     outs_bk = outs.dup
 
-    # byebug
-
-    ## strike price
     outs = outs.select do |out|
-      out[:bidSize]+out[:askSize] > 0
+      out[:bidSize] + out[:askSize] > 0
     end
+
+    ## next_inner_strike
     outs = outs.select do |out|
       if Iro::Strategy::SHORT == pos.long_or_short
-        out[:strikePrice] > strategy.next_buffer_above_water + strategy.stock.last
+        out[:strikePrice] >= strategy.next_inner_strike
       elsif Iro::Strategy::LONG == pos.long_or_short
-        out[:strikePrice] < strategy.stock.last - strategy.next_buffer_above_water
+        out[:strikePrice] <= strategy.next_inner_strike
       else
-        throw 'zz4 - this cannot happen'
+        raise 'zz3 - this cannot happen'
       end
     end
-    puts! outs[0][:strikePrice], 'after calc next_buffer_above_water'
+    puts! outs[0][:strikePrice], 'after calc next_inner_strike'
 
+    ## next_buffer_above_water
     outs = outs.select do |out|
       if Iro::Strategy::SHORT == pos.long_or_short
-        out[:strikePrice] > strategy.next_inner_strike
+        out[:strikePrice] > strategy.next_buffer_above_water + strategy.stock.last
       elsif Iro::Strategy::LONG == pos.long_or_short
-        out[:strikePrice] < strategy.next_inner_strike
+        out[:strikePrice] < strategy.stock.last - strategy.next_buffer_above_water
       else
-        throw 'zz3 - this cannot happen'
+        raise 'zz4 - this cannot happen'
       end
     end
-    puts! outs[0][:strikePrice], 'after calc next_inner_strike'
+    puts! outs[0][:strikePrice], 'after calc next_buffer_above_water'
 
-    ## delta
+    ## next_inner_delta
     outs = outs.select do |out|
-      out_delta = out[:delta].abs rescue 0
+      out_delta  = out[:delta].abs rescue 0
       out_delta >= strategy.next_inner_delta.abs
     end
     puts! outs[0][:strikePrice], 'after calc next_inner_delta'
@@ -191,8 +191,6 @@ class Iro::Position
     end
     outer = outs[0]
 
-    # byebug
-
     if inner && outer
       o_attrs = {
         expires_on: next_expires_on,
@@ -203,37 +201,37 @@ class Iro::Position
         strike:        inner[:strikePrice],
         begin_price: ( inner[:bid] + inner[:ask] )/2,
         begin_delta:   inner[:delta],
-        end_price: ( inner[:bid] + inner[:ask] )/2,
-        end_delta:   inner[:delta],
+        end_price:   ( inner[:bid] + inner[:ask] )/2,
+        end_delta:     inner[:delta],
       }))
       outer_ = Iro::Option.new(o_attrs.merge({
         strike:        outer[:strikePrice],
         begin_price: ( outer[:bid] + outer[:ask] )/2,
         begin_delta:   outer[:delta],
-        end_price: ( outer[:bid] + outer[:ask] )/2,
-        end_delta:   outer[:delta],
+        end_price:   ( outer[:bid] + outer[:ask] )/2,
+        end_delta:     outer[:delta],
       }))
       pos.autonxt ||= Iro::Position.new
       pos.autonxt.update({
         prev_gain_loss_amount: 'a',
-        status: 'proposed',
-        stock: strategy.stock,
-        inner: inner_,
-        outer: outer_,
+        status:       'proposed',
+        stock:        strategy.stock,
+        inner:        inner_,
+        outer:        outer_,
         inner_strike: inner_.strike,
         outer_strike: outer_.strike,
-        begin_on: Time.now.to_date,
-        expires_on: next_expires_on,
-        purse: purse,
-        strategy: strategy,
-        quantity: 1,
-        autoprev: pos,
+        begin_on:     Time.now.to_date,
+        expires_on:   next_expires_on,
+        purse:        purse,
+        strategy:     strategy,
+        quantity:     1,
+        autoprev:     pos,
       })
 
-      # byebug
-
-      autonxt.sync
-      autonxt.save!
+      pos.autonxt.sync
+      pos.autonxt.save!
+      pos.save
+      return pos
 
     else
       throw 'zmq - should not happen'
@@ -246,7 +244,7 @@ class Iro::Position
   def next_expires_on
     out = expires_on.to_datetime.next_occurring(:monday).next_occurring(:friday)
     if !out.workday?
-      out = Time.previous_business_day(out )
+      out = Time.previous_business_day(out)
     end
     return out
   end
@@ -262,7 +260,7 @@ class Iro::Position
   end
 
   def to_s
-    out = "#{stock} (#{q}) #{expires_on.to_datetime.strftime('%b %d')} #{strategy.kind_short} ["
+    out = "#{stock} (#{q}) #{expires_on.to_datetime.strftime('%b %d')} #{strategy.long_or_short} ["
     if Iro::Strategy::LONG == long_or_short
       if outer.strike
         out = out + "$#{outer.strike}->"

data/app/models/iro/{price_item.rb → priceitem.rb}

@@ -1,5 +1,8 @@
 
-class Iro::PriceItem
+##
+## specifically Option or Stock priceitem?
+##
+class Iro::Priceitem
   include Mongoid::Document
   include Mongoid::Timestamps
   store_in collection: 'iro_price_items'
@@ -8,6 +11,7 @@ class Iro::PriceItem
   field :putCall,         type: String
   field :symbol,          type: String
   field :ticker,          type: String
+  # belongs_to :stock, inverse_of: :priceitems
 
   field :bid,             type: Float
   field :bidSize,         type: Integer

data/app/models/iro/purse.rb

@@ -30,6 +30,13 @@ class Iro::Purse
   field :n_next_positions, type: :integer, default: 5
 
   field :available_amount, type: :float
+  def available
+    available_amount
+  end
+
+  def balance
+    0.01
+  end
 
   def delta_wt_avg( begin_end, long_short, inner_outer )
     max_loss_total = 0
@@ -38,9 +45,9 @@ class Iro::Purse
       max_loss_total += pos.max_loss * pos.q
       pos.max_loss * pos.q * pos.send( inner_outer ).send( "#{begin_end}_delta" )
     end
-    puts! out, 'delta_wt_avg 1'
+    # puts! out, 'delta_wt_avg 1'
     out = out.reduce( &:+ ) / max_loss_total rescue 0
-    puts! out, 'delta_wt_avg 2'
+    # puts! out, 'delta_wt_avg 2'
     return out
   end
   ## delta to plot percentage

data/app/models/iro/stock.rb

@@ -28,7 +28,9 @@ class Iro::Stock
   has_many :strategies, class_name: 'Iro::Strategy', inverse_of: :stock
   has_many :purses,     class_name: 'Iro::Purse',    inverse_of: :stock
   has_many :options,    class_name: 'Iro::Option',   inverse_of: :stock
+  has_many :priceitems, inverse_of: :stock
 
+  ## my_find
   def self.f ticker
     self.find_by ticker: ticker
   end