ish_models 0.0.33.150 → 0.0.33.154

checksums.yaml

@@ -1,7 +1,7 @@
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metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: ish_models
 version: !ruby/object:Gem::Version
-  version: 0.0.33.150
+  version: 0.0.33.154
 platform: ruby
 authors:
 - piousbox
@@ -156,17 +156,6 @@ files:
 - lib/tag.rb
 - lib/venue.rb
 - lib/video.rb
-- lib/warbler/alphavantage_stockwatcher.rb
-- lib/warbler/ameritrade.rb
-- lib/warbler/covered_call.rb
-- lib/warbler/covered_call_watcher.rb
-- lib/warbler/iron_condor.rb
-- lib/warbler/iron_condor_watcher.rb
-- lib/warbler/option_watch.rb
-- lib/warbler/stock_action.rb
-- lib/warbler/stock_option.rb
-- lib/warbler/stock_watch.rb
-- lib/warbler/yahoo_stockwatcher.rb
 homepage: https://wasya.co
 licenses:
 - Proprietary

data/lib/warbler/alphavantage_stockwatcher.rb

@@ -1,42 +0,0 @@
-
-class AlphavantageStockwatcher
-
-  def initialize
-  end
-
-  # every minute, for alphavantage.co
-  def watch
-    while true
-
-      if Time.now.hour > 14 && Time.now.hours < 21
-
-        stocks = Ish::StockWatch.where( :notification_type => :EMAIL )
-        # puts! stocks.map(&:ticker), "Watching these stocks:"
-        stocks.each do |stock|
-          # puts! stock.ticker, 'stock'
-          r = HTTParty.get "https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=#{stock.ticker}&interval=1min&apikey=X1C5GGH5MZSXMF3O", timeout: 10
-          r2 = JSON.parse( r.body )['Time Series (1min)']
-          r3 = r2[r2.keys.first]['4. close'].to_f
-          if stock.direction == :ABOVE && r3 >= stock.price ||
-             stock.direction == :BELOW && r3 <= stock.price
-            IshManager::ApplicationMailer.stock_alert( stock ).deliver
-
-            ## actions
-            ## exit the position
-            # stock.stock_actions.where( :is_active => true ).each do |action|
-            #   # @TODO: actions
-            # end
-            
-          end
-        end
-        print '.'
-      else
-        print '-'
-      end
-      
-      sleep 60
-
-    end
-  end
-
-end

data/lib/warbler/ameritrade.rb

@@ -1,85 +0,0 @@
-
-require 'httparty'
-
-#
-# * make calls every once in a while
-# * If the option price dips below a threshold, close the position (create the order to buy back the option)
-#
-
-# cron job or service? Well, I've historically done service. Cron is easier tho. The wiring should be for both.
-
-# https://developer.tdameritrade.com/option-chains/apis/get/marketdata/chains
-# FVRR_082021P200
-
-
-module Warbler::Ameritrade
-
-  CONFIG = {
-    underlying_downprice_tolerance: 0.14,
-  }
-
-  ## AKA stop loss
-  def self.main_fvrr_2
-
-    # @TODO: pass the info on the position in here.
-    strike_price = 200
-
-    # What is my risk tolerance here? 14% down movement of the underlying
-    response = ::Warbler::Ameritrade::Api.get_quote({ symbol: 'FVRR' })
-    last_price = response[:lastPrice]
-    tolerable_price = ( strike_price * (1-CONFIG[:underlying_downprice_tolerance]) )
-
-    if last_price < tolerable_price
-      puts! 'LIMIT TRIGGERED, LETS EXIT' # @TODO: send an email
-    end
-  end
-
-end
-
-class ::Warbler::Ameritrade::Api
-  include ::HTTParty
-  base_uri 'https://api.tdameritrade.com'
-  PUT = 'PUT'
-  CALL = 'CALL'
-
-  def self.get_quote opts
-    # validate input
-    %i| symbol |.each do |s|
-      if !opts[s]
-        raise Ish::InputError.new("invalid input, missing #{s}")
-      end
-    end
-
-    path = "/v1/marketdata/#{opts[:symbol]}/quotes"
-    out = self.get path, { query: { apikey: ::TD_AME[:apiKey] } }
-    out = out.parsed_response[out.parsed_response.keys[0]].symbolize_keys
-    out
-  end
-
-  def self.get_option _opts
-    opts = {}
-
-    # validate input
-    validOpts = %i| contractType strike symbol|
-    validOpts.each do |s|
-      if _opts[s]
-        opts[s] = _opts[s]
-      else
-        raise Ish::InputError.new("invalid input, missing #{s}")
-      end
-    end
-    if _opts[:date]
-      opts[:fromDate] = opts[:toDate] = _opts[:date]
-    else
-      raise Ish::InputError.new("invalid input, missing 'date'")
-    end
-
-    query = { apikey: ::TD_AME[:apiKey], strikeCount: 1 }.merge opts
-    path = "/v1/marketdata/chains"
-    out = self.get path, { query: query }
-    out = out.parsed_response.deep_symbolize_keys
-    tmp_sym = "#{opts[:contractType].to_s.downcase}ExpDateMap".to_sym
-    out[tmp_sym].first[1].first[1][0]
-  end
-
-end

data/lib/warbler/covered_call.rb

@@ -1,20 +0,0 @@
-
-class Ish::CoveredCall
-  include Mongoid::Document
-  include Mongoid::Timestamps
-
-  store_in collection: 'ish_covered_call'
-
-  field :expires_on, type: Date
-  validates :expires_on, presence: true
-  field :n_contracts, type: Integer
-  validates :n_contracts, presence: true
-  field :ticker
-  validates :ticker, uniqueness: { scope: :expires_on }
-  validates :ticker, presence: true
-
-  #
-  # Internal, below
-  #
-
-end

data/lib/warbler/covered_call_watcher.rb

@@ -1,78 +0,0 @@
-
-class ::Ish::CoveredCallWatcher
-
-  def initialize
-    @consumer = OAuth::Consumer.new ALLY_CREDS[:consumer_key], ALLY_CREDS[:consumer_secret], { :site => 'https://api.tradeking.com' }
-    @access_token = OAuth::AccessToken.new(@consumer, ALLY_CREDS[:access_token], ALLY_CREDS[:access_token_secret])
-  end
-
-  def new_order
-    ccall = ::Ish::CoveredCall.all.first
-    xml = ccall.new_multileg_order_example
-    print! xml, 'xml'
-    path = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders.xml"
-    # path = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders/preview.xml"
-    response = @access_token.post(path, xml)
-    print! response.body, 'response'
-  end
-
-  def watch_once
-    ccalls = ::Ish::CoveredCall.all
-    ccalls.each do |ccall|
-      puts! ccall.ticker, 'Watching this ccall'
-
-      path = "/v1/market/ext/quotes.json?symbols=#{ccall.ticker}"
-      response = @access_token.get(path, {'Accept' => 'application/json'})
-      json = JSON.parse( response.body ).deep_symbolize_keys
-      bid = json[:response][:quotes][:quote][:bid].to_f
-      ask = json[:response][:quotes][:quote][:ask].to_f
-      natural = ( bid + ask ) / 2
-
-      # puts! [ bid, ask ], 'bid, ask'
-      # puts! [ ccall.upper_panic_threshold, ccall.lower_panic_threshold ], 'upper/lower panic'
-
-      ## upper panic
-      if bid > ccall.upper_panic_threshold
-        xml = ccall.rollup_xml access_token=@access_token, natural=natural
-        print! xml, 'xml'
-
-        IshManager::ApplicationMailer.ccall_followup_alert( ccall, { action: :rollup } ).deliver_later
-        
-        ## place order
-        path_preview = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders/preview.xml"
-        response = @access_token.post( path_preview, xml )
-        print! response.body
-        # path_order   = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders.xml"
-        # response = @access_token.post( path_order, xml )
-        # print! response.body
-      end
-
-      ## lower panic
-      if ask < ccall.lower_panic_threshold
-        xml = ccall.rolldown_xml access_token=@access_token, natural=natural
-        print! xml, 'xml'
-
-        IshManager::ApplicationMailer.ccall_followup_alert( ccall, { action: :rolldown } ).deliver_later
-        
-        ## place order
-        path_preview = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders/preview.xml"
-        response = @access_token.post( path_preview, xml )
-        print! response.body
-        # path_order   = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders.xml"
-        # response = @access_token.post( path_order, xml )
-        # print! response.body
-      end
-
-    end
-  end
-
-end
-
-
-
-
-
-
-
-
-

data/lib/warbler/iron_condor.rb

@@ -1,325 +0,0 @@
-
-=begin
-
-c.update_attributes( call_sell_strike: 242, call_buy_strike: 243, put_sell_strike: 229, put_buy_strike: 228 )
-
-=end
-
-class Ish::IronCondor
-  include Mongoid::Document
-  include Mongoid::Timestamps
-
-  store_in collection: 'ish_iron_condor'
-
-  field :expires_on, type: Date
-  validates :expires_on, presence: true
-  field :n_contracts, type: Integer
-  validates :n_contracts, presence: true
-  field :ticker
-  validates :ticker, uniqueness: { scope: :expires_on }
-  validates :ticker, presence: true
-
-  #
-  # Internal, below
-  #
-
-  def created_on; created_at.to_date; end
-
-  def self.all_filled
-    where( status: :filled )
-  end
-
-  STATUSES = [ :queued, :placed, :filled, :rolling_up, :rolling_down, :rolled_up, :rolled_down, :expired ]
-  field :status
-  field :enter_price,          type: Float
-  field :call_sell_strike,     type: Float
-  field :call_buy_strike,      type: Float
-  field :put_sell_strike,      type: Float
-  field :put_buy_strike,       type: Float
-  field :new_call_sell_strike, type: Float
-  field :new_call_buy_strike,  type: Float
-  field :new_put_sell_strike,  type: Float
-  field :new_put_buy_strike,   type: Float
-
-  field :iv_annual, type: Float
-  def iv_period
-    n_days = created_on.business_days_until expires_on
-    result = iv_annual.to_f / Math.sqrt(252/n_days)
-  end
-  alias_method :period_iv, :iv_period
-
-  ## how close to a sell leg I need to be to take followup action
-  def panic_percentage
-    0.01 # 1% for QQQ
-  end
-
-  def buysell_spread
-    1 # $1 for QQQ
-  end
-
-  def get_call_sell_strike
-    result = enter_price * ( 1 - period_iv/100 )
-    result = result.ceil
-  end
-  def get_call_buy_strike
-    call_sell_strike + buysell_spread
-  end
-
-  def get_put_sell_strike
-    result = enter_price * ( 1 - period_iv/100 )
-    result = result.floor
-  end
-  def get_put_buy_strike
-    put_sell_strike - buysell_spread
-  end
-
-  def upper_panic_threshold
-    result = call_sell_strike * ( 1 - panic_percentage )
-  end
-
-  def lower_panic_threshold
-    result = put_sell_strike * ( 1 + panic_percentage )
-  end
-
-  def new_multileg_order_example_done
-    ticker = 'QQQ'
-    px = 0.08
-    account_id = ALLY_CREDS[:account_id]
-    n_contracts = 1
-    sell_strike = 237.0
-    buy_strike = 237.5
-    expiration = '2020-02-21'.to_date
-
-    tmpl = <<~AOL
-    <FIXML xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
-      <NewOrdMleg TmInForce="0" Px="#{px}" OrdTyp="2" Acct="#{account_id}">
-        <Ord OrdQty="#{n_contracts}" PosEfct="O">
-          <Leg Side="2" Strk="#{sell_strike}" 
-            Mat="#{expiration.strftime('%Y-%m-%d')}T00:00:00.000-05:00" MMY="#{expiration.strftime('%y%m')}" 
-            SecTyp="OPT" CFI="OC" Sym="#{ticker}"/>
-        </Ord>
-        <Ord OrdQty="#{n_contracts}" PosEfct="O">
-          <Leg Side="1" Strk="#{buy_strike}" 
-            Mat="#{expiration.strftime('%Y-%m-%d')}T00:00:00.000-05:00" MMY="#{expiration.strftime('%y%m')}" 
-            SecTyp="OPT" CFI="OC" Sym="#{ticker}"/>
-        </Ord>
-      </NewOrdMleg>
-    </FIXML>
-    AOL
-  end
-
-  def new_purchase_trash
-    ticker = 'AXU'
-    px = 2.06
-    account_id = ALLY_CREDS[:account_id]
-    n_contracts = 1
-    strike = 2.06
-
-    xml = <<~AOL
-      <FIXML xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
-        <Order TmInForce="0" Typ="1" Side="1" Acct="#{account_id}">
-          <Instrmt SecTyp="CS" Sym="#{ticker}"/>
-          <OrdQty Qty="1"/>
-        </Order>
-      </FIXML>
-    AOL
-  end
-
-  ## https://www.ally.com/api/invest/documentation/fixml/
-  ## https://www.ally.com/api/invest/documentation/trading/
-  ## follow up, roll up
-  ## buy call to close
-  ## sell call to close
-  ## sell call to open
-  ## buy call to open
-  def rollup_xml access_token=nil, natural=nil
-    @access_token ||= access_token
-
-    new_call_sell_strike = ( natural * ( 1 + period_iv ) ).ceil
-    new_call_buy_strike = new_call_sell_strike + buysell_spread
-
-    # get the costs of the option first, to compute `Px`
-    ymd = expires_on.strftime('%y%m%d')
-    price8 = (new_call_sell_strike*1000).to_i.to_s.rjust(8, '0')
-    path = "/v1/market/ext/quotes.json?symbols=#{ticker}#{ymd}C#{price8}"
-    puts! path, 'path sell'
-    response = @access_token.post(path, {'Accept' => 'application/json'})
-    json_sell = JSON.parse( response.body ).deep_symbolize_keys
-    json_sell_bid = json_sell[:response][:quotes][:quote][:bid].to_f
-    json_sell_ask = json_sell[:response][:quotes][:quote][:ask].to_f
-    
-    price8 = (new_call_buy_strike*1000).to_s.rjust(8, '0')
-    path = "/v1/market/ext/quotes.json?symbols=#{ticker}#{ymd}C#{price8}"
-    response = @access_token.post(path, {'Accept' => 'application/json'})
-    json_buy = JSON.parse( response.body ).deep_symbolize_keys
-    json_buy_bid = json_buy[:response][:quotes][:quote][:bid].to_f
-    json_buy_ask = json_buy[:response][:quotes][:quote][:ask].to_f
-
-    px_sell = ( json_sell_bid.to_f + json_sell_ask ) / 2
-    px_sell = px_sell # .round 2
-    px_buy = ( json_buy_bid + json_buy_ask )/ 2
-    px_buy = px_buy # .round 2
-    px = px_sell - px_buy
-    px = ( px * 20 ).round.to_f / 20 # down to nearest 0.05
-    
-    json_puts! json_sell, 'json_sell'
-    json_puts! json_buy, 'json_buy'
-    puts! px, '^00 - px'
-
-=begin
-    update( status: :rolling_up, 
-      new_call_sell_strike: new_call_sell_strike, 
-      new_call_buy_strike: new_call_buy_strike )
-=end
-
-    rollup_tmpl =<<~AOL
-      <?xml version="1.0" encoding="UTF-8"?>
-      <FIXML xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
-        <NewOrdMleg
-          OrdTyp="2"
-          Px="#{px}"
-          Acct="#{ALLY_CREDS[:account_id]}" 
-          TmInForce="0"
-        >
-          <Ord OrdQty="#{n_contracts}" PosEfct="C" >
-            <Leg 
-              AcctTyp="5" 
-              Side="1" 
-              Strk="#{call_sell_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00"
-              MMY="#{expires_on.strftime('%Y%m')}"
-              SecTyp="OPT"
-              CFI="OC"
-              Sym="#{ticker}" />
-          </Ord>
-          <Ord OrdQty="#{n_contracts}" PosEfct="C" >
-            <Leg 
-              Side="2" 
-              Strk="#{call_buy_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00" 
-              MMY="#{expires_on.strftime('%Y%m')}" 
-              SecTyp="OPT" 
-              CFI="OC" 
-              Sym="#{ticker}" />
-          </Ord>
-          <Ord OrdQty="#{n_contracts}" PosEfct="O" >
-            <Leg 
-              Side="2" 
-              Strk="#{new_call_sell_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00" 
-              MMY="#{expires_on.strftime('%Y%m')}" 
-              SecTyp="OPT" 
-              CFI="OC" 
-              Sym="#{ticker}" />
-          </Ord>
-          <Ord OrdQty="#{n_contracts}" PosEfct="O" >
-            <Leg 
-              Side="1" 
-              Strk="#{new_call_buy_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00" 
-              MMY="#{expires_on.strftime('%Y%m')}" 
-              SecTyp="OPT" 
-              CFI="OC" 
-              Sym="#{ticker}" />
-          </Ord>
-        </NewOrdMleg>
-      </FIXML>
-    AOL
-  end
-
-  def rolldown_xml access_token=nil, natural=nil
-    @access_token ||= access_token
-
-    new_put_sell_strike = ( natural * ( 1 - period_iv ) ).floor
-    new_put_buy_strike = new_put_sell_strike - buysell_spread
-
-    # get the costs of the option first, to compute `Px`
-    ymd = expires_on.strftime('%y%m%d')
-    price8 = (new_put_sell_strike*1000).to_i.to_s.rjust(8, '0')
-    path = "/v1/market/ext/quotes.json?symbols=#{ticker}#{ymd}C#{price8}"
-    puts! path, 'path sell'
-    response = @access_token.post(path, {'Accept' => 'application/json'})
-    json_sell = JSON.parse( response.body ).deep_symbolize_keys
-    json_sell_bid = json_sell[:response][:quotes][:quote][:bid].to_f
-    json_sell_ask = json_sell[:response][:quotes][:quote][:ask].to_f
-    json_puts! json_sell, 'json_sell'
-
-    price8 = (new_put_buy_strike*1000).to_s.rjust(8, '0')
-    path = "/v1/market/ext/quotes.json?symbols=#{ticker}#{ymd}C#{price8}"
-    puts! path, 'path buy'
-    response = @access_token.post(path, {'Accept' => 'application/json'})
-    json_buy = JSON.parse( response.body ).deep_symbolize_keys
-    json_buy_bid = json_buy[:response][:quotes][:quote][:bid].to_f
-    json_buy_ask = json_buy[:response][:quotes][:quote][:ask].to_f
-    json_puts! json_buy, 'json_buy'
-
-    px_sell = ( json_sell_bid.to_f + json_sell_ask ) / 2
-    px_sell = px_sell # .round 2
-    px_buy = ( json_buy_bid + json_buy_ask )/ 2
-    px_buy = px_buy # .round 2
-    px = px_sell - px_buy
-    px = ( px * 20 ).round.to_f / 20 # down to nearest 0.05
-    puts! px, 'px'
-
-=begin
-    update( status: :rolling_down, 
-      new_put_sell_strike: new_put_sell_strike, 
-      new_put_buy_strike: new_put_buy_strike )
-=end
-
-    rollup_tmpl =<<~AOL
-      <?xml version="1.0" encoding="UTF-8"?>
-      <FIXML xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
-        <NewOrdMleg
-          OrdTyp="2"
-          Px="#{px}"
-          Acct="#{ALLY_CREDS[:account_id]}" 
-          TmInForce="0"
-        >
-          <Ord OrdQty="#{n_contracts}" PosEfct="C" >
-            <Leg 
-              AcctTyp="5" 
-              Side="1" 
-              Strk="#{put_sell_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00"
-              MMY="#{expires_on.strftime('%Y%m')}"
-              SecTyp="OPT"
-              CFI="OP"
-              Sym="#{ticker}" />
-          </Ord>
-          <Ord OrdQty="#{n_contracts}" PosEfct="C" >
-            <Leg 
-              Side="2" 
-              Strk="#{put_buy_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00" 
-              MMY="#{expires_on.strftime('%Y%m')}" 
-              SecTyp="OPT" 
-              CFI="OP" 
-              Sym="#{ticker}" />
-          </Ord>
-          <Ord OrdQty="#{n_contracts}" PosEfct="O" >
-            <Leg 
-              Side="2" 
-              Strk="#{new_put_sell_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00" 
-              MMY="#{expires_on.strftime('%Y%m')}" 
-              SecTyp="OPT" 
-              CFI="OP" 
-              Sym="#{ticker}" />
-          </Ord>
-          <Ord OrdQty="#{n_contracts}" PosEfct="O" >
-            <Leg 
-              Side="1" 
-              Strk="#{new_put_buy_strike}" 
-              Mat="#{expires_on.strftime('%Y-%m-%d')}T00:00:00.000‐05:00" 
-              MMY="#{expires_on.strftime('%Y%m')}" 
-              SecTyp="OPT" 
-              CFI="OP" 
-              Sym="#{ticker}" />
-          </Ord>
-        </NewOrdMleg>
-      </FIXML>
-    AOL
-  end
-
-end

data/lib/warbler/iron_condor_watcher.rb

@@ -1,95 +0,0 @@
-
-# result = @access_token.get('/v1/accounts.json', {'Accept' => 'application/json'})
-# json = JSON.parse result.body
-
-class ::Ish::IronCondorWatcher
-
-  def initialize
-    @consumer = OAuth::Consumer.new ALLY_CREDS[:consumer_key], ALLY_CREDS[:consumer_secret], { :site => 'https://api.tradeking.com' }
-    @access_token = OAuth::AccessToken.new(@consumer, ALLY_CREDS[:access_token], ALLY_CREDS[:access_token_secret])
-  end
-
-  def ally_status_update
-    path = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders.xml"
-    response = @access_token.get( path, {'Accept' => 'application/json'})
-    print! response.body, 'body'
-
-    # have model AllyOrder ?
-    # Then, if the order is filled, adjust the condor (suppose rolled down):
-    # update field :put_sell_strike
-    # update field :put_buy_strike
-    # update field :status => :filled 
-  end
-
-=begin
-  def new_order
-    condor = ::Ish::IronCondor.all.first
-    xml = condor.new_multileg_order_example
-    print! xml, 'xml'
-    path = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders.xml"
-    # path = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders/preview.xml"
-    response = @access_token.post(path, xml)
-    print! response.body, 'response'
-  end
-=end
-
-  def watch_once
-    condors = ::Ish::IronCondor.all_filled
-    condors.each do |condor|
-      puts! condor.ticker, 'Watching this condor'
-
-      path = "/v1/market/ext/quotes.json?symbols=#{condor.ticker}"
-      response = @access_token.get(path, {'Accept' => 'application/json'})
-      json = JSON.parse( response.body ).deep_symbolize_keys
-      bid = json[:response][:quotes][:quote][:bid].to_f
-      ask = json[:response][:quotes][:quote][:ask].to_f
-      natural = ( bid + ask ) / 2
-
-      puts! [ bid, ask ], 'bid, ask'
-      puts! [ condor.upper_panic_threshold, condor.lower_panic_threshold ], 'upper/lower panic'
-
-      ## upper panic
-      if bid > condor.upper_panic_threshold
-        xml = condor.rollup_xml access_token=@access_token, natural=natural
-        print! xml, 'xml'
-
-        IshManager::ApplicationMailer.condor_followup_alert( condor, { action: :rollup } ).deliver_later
-        
-        ## place order
-        path_preview = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders/preview.xml"
-        response = @access_token.post( path_preview, xml )
-        print! response.body
-        # path_order   = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders.xml"
-        # response = @access_token.post( path_order, xml )
-        # print! response.body
-      end
-
-      ## lower panic
-      if ask < condor.lower_panic_threshold
-        xml = condor.rolldown_xml access_token=@access_token, natural=natural
-        print! xml, 'xml'
-
-        IshManager::ApplicationMailer.condor_followup_alert( { action: 'rolldown', condor_id: condor.id } ).deliver_later
-        
-        ## place order
-        path_preview = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders/preview.xml"
-        response = @access_token.post( path_preview, xml )
-        print! response.body
-        # path_order   = "/v1/accounts/#{ALLY_CREDS[:account_id]}/orders.xml"
-        # response = @access_token.post( path_order, xml )
-        # print! response.body
-      end
-
-    end
-  end
-
-end
-
-
-
-
-
-
-
-
-

data/lib/warbler/option_watch.rb

@@ -1,37 +0,0 @@
-
-class Warbler::OptionWatch
-  include Mongoid::Document
-  include Mongoid::Timestamps
-  store_in collection: 'ish_option_watches'
-
-  SLEEP_TIME_SECONDS = 60
-
-  field :ticker # like NVDA
-  validates :ticker, presence: true
-  # field :symbol # like NVDA_021822C230
-
-  ## Strike isn't called price!
-  field :strike, :type => Float
-  validates :strike, presence: true
-
-  field :contractType
-  validates :contractType, presence: true
-
-  field :date
-  validates :date, presence: true
-
-  NOTIFICATION_TYPES = [ :NONE, :EMAIL, :SMS ]
-  ACTIONS            = NOTIFICATION_TYPES
-  NOTIFICATION_NONE  = :NONE
-  NOTIFICATION_EMAIL = :EMAIL
-  NOTIFICATION_SMS   = :SMS
-  field :notification_type, :type => Symbol, :as => :action
-
-  DIRECTIONS      = [ :ABOVE, :BELOW ]
-  DIRECTION_ABOVE = :ABOVE
-  DIRECTION_BELOW = :BELOW
-  field :direction, :type => Symbol
-
-  belongs_to :profile, :class_name => 'Ish::UserProfile'
-
-end

data/lib/warbler/stock_action.rb

@@ -1,18 +0,0 @@
-
-#
-# Stock action. Used to act on the existing inventory (before acting to aquire inventory)
-# _vp_ 20171026
-#
-class Ish::StockAction
-  include Mongoid::Document
-  include Mongoid::Timestamps
-
-  store_in :collection => 'ish_stock_action'
-
-  belongs_to :profile, :class_name => 'Ish::UserProfile'
-  belongs_to :stock_watch, :class_name => 'Ish::StockWatch'
-  has_many :stock_options, :class_name => 'Ish::StockOption'
-
-  field :is_active, :type => Boolean, :default => true # whether anything will be done upon alert trigger
-
-end

data/lib/warbler/stock_option.rb

@@ -1,29 +0,0 @@
-
-#
-# Stock Option. Owned by a person. This is a position that is held (or historical data).
-# _vp_ 20171026
-#
-class Ish::StockOption
-  include Mongoid::Document
-  include Mongoid::Timestamps
-
-  store_in :collection => 'ish_stock_option'
-
-  field :ticker
-  field :expires_on, :type => Date
-  field :strike, :type => Float
-
-  DIRECTIONS = [ :CALL, :PUT ]
-  field :direction, :type => Symbol
-
-  field :quantity, :type => Integer
-  field :is_active, :type => Integer, :default => true # whether this position is current or in the past
-
-  belongs_to :profile,      :class_name => 'Ish::UserProfile'
-  belongs_to :stock_action, :class_name => 'Ish::StockAction', :optional => true
-
-  def to_s
-    "#{self.ticker} #{self.expires_on.to_time.strftime('%b %d %Y')} #{self.strike} (x #{self.quantity})"
-  end
-
-end

data/lib/warbler/stock_watch.rb

@@ -1,27 +0,0 @@
-
-class Warbler::StockWatch
-  include Mongoid::Document
-  include Mongoid::Timestamps
-  store_in collection: 'ish_stock_watches'
-
-  SLEEP_TIME_SECONDS = 60
-
-  field :ticker
-
-  NOTIFICATION_TYPES = [ :NONE, :EMAIL, :SMS ]
-  ACTIONS            = NOTIFICATION_TYPES
-  NOTIFICATION_NONE  = :NONE
-  NOTIFICATION_EMAIL = :EMAIL
-  NOTIFICATION_SMS   = :SMS
-  field :notification_type, :type => Symbol, :as => :action
-
-  field :price, :type => Float
-
-  DIRECTIONS      = [ :ABOVE, :BELOW ]
-  DIRECTION_ABOVE = :ABOVE
-  DIRECTION_BELOW = :BELOW
-  field :direction, :type => Symbol
-
-  belongs_to :profile, :class_name => 'Ish::UserProfile'
-
-end

data/lib/warbler/yahoo_stockwatcher.rb

@@ -1,29 +0,0 @@
-
-class ::YahooStockwatcher
-
-  # For: https://query1.finance.yahoo.com/v7/finance/chart/qqq?interval=1d&indicators=quote
-  def watch_once
-
-    stocks = Ish::StockWatch.where( :notification_type => :EMAIL )
-    # puts! stocks.map(&:ticker), "Watching these stocks"
-    stocks.each do |stock|
-      # puts! stock.ticker, 'ticker'
-      r = HTTParty.get "https://query1.finance.yahoo.com/v7/finance/chart/#{stock.ticker}?interval=1d&indicators=quote", timeout: 10
-      r = JSON.parse( r.body ).deep_symbolize_keys
-      r = r[:chart][:result][0][:meta][:regularMarketPrice]
-      if stock.direction == :ABOVE && r >= stock.price ||
-         stock.direction == :BELOW && r <= stock.price
-        IshManager::ApplicationMailer.stock_alert( stock ).deliver
-
-        ## actions
-        ## exit the position
-        # stock.stock_actions.where( :is_active => true ).each do |action|
-        #   # @TODO: actions
-        # end
-        
-      end
-    end
-      
-  end
-
-end