iron_warbler 2.0.7.35 → 2.0.7.36

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Files changed (6) hide show
  1. checksums.yaml +4 -4
  2. data/app/models/iro/datapoint.rb +16 -0
  3. data/app/views/iro/datapoints/index.haml +2 -0
  4. data/lib/iron_warbler.rb +109 -0
  5. data/lib/tasks/iro_tasks.rake +10 -0
  6. metadata +1 -1
checksums.yaml CHANGED
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- data.tar.gz: c17dbf154ed517eb8f12a9381f4f95b3eda24790d5551028434ecaf8b9c9df80
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+ metadata.gz: e02502f06973a985d527d3680e497c074e092c5fe65ec30b0bf83343b3678234
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+ data.tar.gz: d0007bb285275c621e4d07ce2628a3aa7ecc5d1965bdc532c9a27ea2efbaabb0
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  SHA512:
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- metadata.gz: 11aeb5d8617e158e6a4e592dd401b59650f226e60100c31a8a2b48fe8cf3d7ba101ea7c404ad24ada2933bf8abbc38c8fac5bea075d3694e0e7bf15712c8dc32
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- data.tar.gz: d250b26d4f5be51875ec567c4a50da88eef68609bec3936a50fcec52a519ebc21131c3c427a4f42564f8d921009c868c5268bc564566891a55799c0263ce7b9c
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+ metadata.gz: a2f370d2954d01f2aea2cefd07d87b8d298fca8216d2f4b4f7ceb1de6de03d4af453ed0c0eb3fe10451360f9691f76e25a152e12a1314de2b77064b40ad5e4e3
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+ data.tar.gz: e00471b9403ad26c509d4eb6e761f6967e121892269514b89aa147e81ab1c9dbdc46661cd28b1b5108e001cba7db602bcda7b168dca8d47a3d0efc9242d92f73
data/app/models/iro/datapoint.rb CHANGED
@@ -12,8 +12,24 @@ class Iro::Datapoint
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  KIND_STOCK = 'STOCK'
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  KIND_OPTION = 'OPTION' ## but not PUT or CALL
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  KIND_CURRENCY = 'CURRENCY'
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+ KIND_TREASURY = 'TREASURY'
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  field :symbol ## ticker, but use 'symbol' here
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+ SYMBOL_BTC = 'BTC'
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+ SYMBOL_ETH = 'ETH'
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+ SYMBOL_T1MO = 'T1MO'
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+ SYMBOL_T2MO = 'T2MO'
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+ SYMBOL_T3MO = 'T3MO'
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+ SYMBOL_T4MO = 'T4MO'
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+ SYMBOL_T6MO = 'T6MO'
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+ SYMBOL_T1YR = 'T1YR'
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+ SYMBOL_T2YR = 'T2YR'
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+ SYMBOL_T3YR = 'T3YR'
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+ SYMBOL_T5YR = 'T5YR'
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+ SYMBOL_T7YR = 'T7YR'
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+ SYMBOL_T10YR = 'T10YR'
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+ SYMBOL_T20YR = 'T20YR'
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+ SYMBOL_T30YR = 'T30YR'
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  field :date, type: Date ## @obsolete, use quote_at
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  index({ kind: -1, date: -1 })
data/app/views/iro/datapoints/index.haml CHANGED
@@ -5,10 +5,12 @@
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  %table.bordered.padded
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  %thead
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+ %th date
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  %th quote_at
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  %th value
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  %tbody
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  - @datapoints.each do |point|
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  %tr
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+ %td= pp_date point.date
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  %td= pp_datetime point.quote_at
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  %td= point.value
data/lib/iron_warbler.rb CHANGED
@@ -14,6 +14,7 @@ class Iro::Iro
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  out = out.parsed_response.deep_symbolize_keys
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  out[:data].each do |k, item|
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  opi = Iro::Datapoint.new({
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+ date: Time.now.to_date,
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  kind: Iro::Datapoint::KIND_CRYPTO,
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  symbol: item[:symbol],
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  quote_at: item[:quote][:USD][:last_updated],
@@ -24,4 +25,112 @@ class Iro::Iro
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  end
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  end
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+ def self.get_treasuries
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+ response = HTTParty.get( "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/all/#{Time.now.strftime('%Y%m')}?type=daily_treasury_yield_curve&field_tdr_date_value_month=#{Time.now.strftime('%Y%m')}&page&_format=csv")
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+ outs = CSV.parse( response.body, { headers: true })
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+ out = outs[0]
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+ date = Date.strptime(out['Date'], '%m/%d/%Y')
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+ {
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+ '1 Mo' => Iro::Datapoint::SYMBOL_T1MO,
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+ '2 Mo' => Iro::Datapoint::SYMBOL_T2MO,
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+ '3 Mo' => Iro::Datapoint::SYMBOL_T3MO,
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+ '4 Mo' => Iro::Datapoint::SYMBOL_T4MO,
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+ '6 Mo' => Iro::Datapoint::SYMBOL_T6MO,
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+ '1 Yr' => Iro::Datapoint::SYMBOL_T1YR,
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+ '2 Yr' => Iro::Datapoint::SYMBOL_T2YR,
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+ '3 Yr' => Iro::Datapoint::SYMBOL_T3YR,
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+ '5 Yr' => Iro::Datapoint::SYMBOL_T5YR,
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+ '7 Yr' => Iro::Datapoint::SYMBOL_T7YR,
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+ '10 Yr' => Iro::Datapoint::SYMBOL_T10YR,
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+ '20 Yr' => Iro::Datapoint::SYMBOL_T20YR,
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+ '30 Yr' => Iro::Datapoint::SYMBOL_T30YR,
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+ }.each do |k, v|
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+ opi = Iro::Datapoint.new({
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+ date: date,
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+ quote_at: date,
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+ kind: Iro::Datapoint::KIND_TREASURY,
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+ symbol: v,
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+ value: out[k],
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+ })
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+ opi.save!
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+ print '^'
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+ end
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+ end
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+
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+ def self.import_1990_2023_treasuries
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+ outs = CSV.parse( File.read( Rails.root.join('data', 'treasuries', '1990..23 daily-treasury-rates.csv') ), { headers: true })
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+ outs.each do |out|
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+ date = Date.strptime(out['Date'], '%m/%d/%y')
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+ {
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+ '1 Mo' => Iro::Datapoint::SYMBOL_T1MO,
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+ '2 Mo' => Iro::Datapoint::SYMBOL_T2MO,
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+ '3 Mo' => Iro::Datapoint::SYMBOL_T3MO,
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+ '4 Mo' => Iro::Datapoint::SYMBOL_T4MO,
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+ '6 Mo' => Iro::Datapoint::SYMBOL_T6MO,
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+ '1 Yr' => Iro::Datapoint::SYMBOL_T1YR,
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+ '2 Yr' => Iro::Datapoint::SYMBOL_T2YR,
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+ '3 Yr' => Iro::Datapoint::SYMBOL_T3YR,
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+ '5 Yr' => Iro::Datapoint::SYMBOL_T5YR,
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+ '7 Yr' => Iro::Datapoint::SYMBOL_T7YR,
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+ '10 Yr' => Iro::Datapoint::SYMBOL_T10YR,
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+ '20 Yr' => Iro::Datapoint::SYMBOL_T20YR,
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+ '30 Yr' => Iro::Datapoint::SYMBOL_T30YR,
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+ }.each do |k, v|
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+ if out[k]
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+ opi = Iro::Datapoint.new({
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+ date: date,
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+ quote_at: date,
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+ kind: Iro::Datapoint::KIND_TREASURY,
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+ symbol: v,
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+ value: out[k],
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+ })
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+ begin
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+ opi.save!
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+ rescue Mongoid::Errors::Validations => err
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+ puts! err, 'err'
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+ end
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+ print '^'
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+ end
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+ end
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+ end
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+ end
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+
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+ def self.import_2024_treasuries
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+ outs = CSV.parse( File.read( Rails.root.join('data', 'treasuries', '2024 daily-treasury-rates.csv') ), { headers: true })
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+ outs.each do |out|
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+ date = Date.strptime(out['Date'], '%m/%d/%Y')
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+ {
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+ '1 Mo' => Iro::Datapoint::SYMBOL_T1MO,
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+ '2 Mo' => Iro::Datapoint::SYMBOL_T2MO,
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+ '3 Mo' => Iro::Datapoint::SYMBOL_T3MO,
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+ '4 Mo' => Iro::Datapoint::SYMBOL_T4MO,
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+ '6 Mo' => Iro::Datapoint::SYMBOL_T6MO,
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+ '1 Yr' => Iro::Datapoint::SYMBOL_T1YR,
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+ '2 Yr' => Iro::Datapoint::SYMBOL_T2YR,
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+ '3 Yr' => Iro::Datapoint::SYMBOL_T3YR,
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+ '5 Yr' => Iro::Datapoint::SYMBOL_T5YR,
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+ '7 Yr' => Iro::Datapoint::SYMBOL_T7YR,
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+ '10 Yr' => Iro::Datapoint::SYMBOL_T10YR,
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+ '20 Yr' => Iro::Datapoint::SYMBOL_T20YR,
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+ '30 Yr' => Iro::Datapoint::SYMBOL_T30YR,
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+ }.each do |k, v|
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+ if out[k]
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+ opi = Iro::Datapoint.new({
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+ date: date,
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+ quote_at: date,
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+ kind: Iro::Datapoint::KIND_TREASURY,
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+ symbol: v,
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+ value: out[k],
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+ })
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+ begin
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+ opi.save!
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+ rescue Mongoid::Errors::Validations => err
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+ puts! err, 'err'
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+ end
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+ print '^'
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+ end
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+ end
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+ end
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+ end
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+
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  end
data/lib/tasks/iro_tasks.rake CHANGED
@@ -32,6 +32,16 @@ namespace :iro do
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  print '^'
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  end
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+ desc 'import historic treasuries'
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+ task :import_1990_2023_treasuries => :environment do
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+ ::Iro::Iro.import_1990_2023_treasuries
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+ end
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+
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+ desc 'import 2024 treasuries'
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+ task :import_2024_treasuries => :environment do
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+ ::Iro::Iro.import_2024_treasuries
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+ end
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+
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  desc 'recommend position actions'
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  task recommend_position_actions: :environment do
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  Iro::Position.active.where({ kind: 'covered_call' }).map &:should_roll?
metadata CHANGED
@@ -1,7 +1,7 @@
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  --- !ruby/object:Gem::Specification
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  name: iron_warbler
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  version: !ruby/object:Gem::Version
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- version: 2.0.7.35
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+ version: 2.0.7.36
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  platform: ruby
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  authors:
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  - Victor Pudeyev