mytradewizard 0.0.1 → 0.0.2

checksums.yaml

@@ -1,7 +1,7 @@
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data/.rspec

@@ -0,0 +1,2 @@
+--color
+--format documentation

data/.rvmrc

@@ -0,0 +1,62 @@
+#!/usr/bin/env bash
+
+# This is an RVM Project .rvmrc file, used to automatically load the ruby
+# development environment upon cd'ing into the directory
+
+# First we specify our desired <ruby>[@<gemset>], the @gemset name is optional,
+# Only full ruby name is supported here, for short names use:
+#     echo "rvm use 1.9.2" > .rvmrc
+environment_id="ruby-2.0.0-p247"
+
+# Uncomment the following lines if you want to verify rvm version per project
+# rvmrc_rvm_version="1.21.14 (stable)" # 1.10.1 seems like a safe start
+# eval "$(echo ${rvm_version}.${rvmrc_rvm_version} | awk -F. '{print "[[ "$1*65536+$2*256+$3" -ge "$4*65536+$5*256+$6" ]]"}' )" || {
+#   echo "This .rvmrc file requires at least RVM ${rvmrc_rvm_version}, aborting loading."
+#   return 1
+# }
+
+# First we attempt to load the desired environment directly from the environment
+# file. This is very fast and efficient compared to running through the entire
+# CLI and selector. If you want feedback on which environment was used then
+# insert the word 'use' after --create as this triggers verbose mode.
+if [[ -d "${rvm_path:-$HOME/.rvm}/environments"
+  && -s "${rvm_path:-$HOME/.rvm}/environments/$environment_id" ]]
+then
+  \. "${rvm_path:-$HOME/.rvm}/environments/$environment_id"
+  for __hook in "${rvm_path:-$HOME/.rvm}/hooks/after_use"*
+  do
+    if [[ -f "${__hook}" && -x "${__hook}" && -s "${__hook}" ]]
+    then \. "${__hook}" || true
+    fi
+  done
+  unset __hook
+  if (( ${rvm_use_flag:=1} >= 2 )) # display only when forced
+  then
+    if [[ $- == *i* ]] # check for interactive shells
+    then printf "%b" "Using: \E[32m$GEM_HOME\E[0m
+" # show the user the ruby and gemset they are using in green
+    else printf "%b" "Using: $GEM_HOME
+" # don't use colors in non-interactive shells
+    fi
+  fi
+else
+  # If the environment file has not yet been created, use the RVM CLI to select.
+  rvm --create  "$environment_id" || {
+    echo "Failed to create RVM environment '${environment_id}'."
+    return 1
+  }
+fi
+
+# If you use bundler, this might be useful to you:
+if [[ -s Gemfile ]] && {
+  ! builtin command -v bundle >/dev/null ||
+  builtin command -v bundle | GREP_OPTIONS= \grep $rvm_path/bin/bundle >/dev/null
+}
+then
+  printf "%b" "The rubygem 'bundler' is not installed. Installing it now.\n"
+  gem install bundler
+fi
+if [[ -s Gemfile ]] && builtin command -v bundle >/dev/null
+then
+  bundle install | GREP_OPTIONS= \grep -vE '^Using|Your bundle is complete'
+fi

data/Gemfile

@@ -1,4 +1,4 @@
 source 'https://rubygems.org'
 
-# Specify your gem's dependencies in mytradewizard.gemspec
+# Specify gem dependencies in mytradewizard.gemspec
 gemspec

data/LICENSE

@@ -0,0 +1,20 @@
+The MIT License (MIT)
+
+Copyright (c) 2013 mytradewizard
+
+Permission is hereby granted, free of charge, to any person obtaining a copy of
+this software and associated documentation files (the "Software"), to deal in
+the Software without restriction, including without limitation the rights to
+use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
+the Software, and to permit persons to whom the Software is furnished to do so,
+subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
+FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
+COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
+IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
+CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

@@ -1,4 +1,4 @@
-# Mytradewizard
+# MyTradeWizard
 
 TODO: Write a gem description
 

data/Rakefile

@@ -1 +1 @@
-require "bundler/gem_tasks"
+require 'bundler/gem_tasks'

data/bin/mtw

@@ -0,0 +1,4 @@
+#!/usr/bin/env ruby
+require 'mytradewizard/cli'
+
+MyTradeWizard::CLI.start

data/config/interactive_brokers.rb

@@ -0,0 +1,12 @@
+module MyTradeWizard
+  class InteractiveBrokers
+    class << self
+      def host
+        "localhost"
+      end
+      def port
+        7496
+      end
+    end
+  end
+end

data/features/cme.feature

@@ -0,0 +1 @@
+Feature: CME

data/features/generator.feature

@@ -0,0 +1,16 @@
+Feature: Interactive Brokers configuration
+	In order to generate and display Interactive Brokers configuration
+	As a CLI
+	I want My Trade Wizard to create and use a config file
+	
+	Scenario: Generate Interactive Brokers configuration
+		When I run `mtw configure localhost 7496`
+		Then the following files should exist:
+			| ../../config/interactive_brokers.rb |
+		Then the file "../../config/interactive_brokers.rb" should contain "localhost"
+		Then the file "../../config/interactive_brokers.rb" should contain "7496"
+
+	Scenario: Display Interactive Brokers configuration
+		When I run `mtw config`
+		Then the output should contain "Host:"
+		Then the output should contain "Port:"

data/features/interactive_brokers.feature

@@ -0,0 +1,12 @@
+Feature: Interactive Brokers
+	In order to determine the front month Crude future contract
+	As a CLI
+	I want to use the CME Group product calendar and verify with Interactive Brokers
+
+	Scenario: CL
+		When I run `mtw CL`
+		Then the output should contain "Front month:"
+
+	Scenario: QM
+		When I run `mtw QM`
+		Then the output should contain "Front month:"

data/features/support/setup.rb

@@ -0,0 +1,5 @@
+require 'aruba/cucumber'
+
+Before do
+  @aruba_timeout_seconds = 10
+end

data/lib/mytradewizard.rb

@@ -1,7 +1,6 @@
-require "mytradewizard/version"
-require "mytradewizard/interactive_brokers"
-require "mytradewizard/cme"
+require 'mytradewizard/version'
+require 'mytradewizard/interactive_brokers'
+require 'mytradewizard/cme'
 
 module MyTradeWizard
-  # Your code goes here...
 end

data/lib/mytradewizard/cli.rb

@@ -0,0 +1,48 @@
+require 'thor'
+require 'mytradewizard'
+require 'mytradewizard/generators/interactive_brokers'
+
+module MyTradeWizard
+  class CLI < Thor
+
+    desc "configure [-- host HOST] [-- port PORT]", "Generate Interactive Brokers configuration"
+    method_options :host => :string, :port => :numeric
+    def configure
+      MyTradeWizard::Generators::InteractiveBrokers.start([options[:host] || "localhost", options[:port] || 7496])
+    end
+
+    desc "config", "Display Interactive Brokers configuration"
+    def config
+      puts "Host: " + MyTradeWizard::InteractiveBrokers.host
+      puts "Port: " + MyTradeWizard::InteractiveBrokers.port.to_s
+    end
+
+    desc "connect", "Connects to Interactive Brokers"
+    def connect
+      ib = MyTradeWizard::InteractiveBrokers.new
+      ib.connect
+    end
+
+    desc "accounts", "Lists Interactive Brokers accounts"
+    def accounts
+      ib = MyTradeWizard::InteractiveBrokers.new
+      ib.connect
+      puts "Accounts: " + ib.accounts.join(", ")
+    end
+
+    desc "CL", "Determines the front month Crude future contract"
+    def CL
+      ib = MyTradeWizard::InteractiveBrokers.new
+      ib.connect
+      puts "Front month: " + ib.front_month(:CL)
+    end
+
+    desc "QM", "Determines the front month Mini-Crude future contract"
+    def QM
+      ib = MyTradeWizard::InteractiveBrokers.new
+      ib.connect
+      puts "Front month: " + ib.front_month(:QM)
+    end
+
+  end
+end

data/lib/mytradewizard/cme.rb

@@ -0,0 +1,65 @@
+require 'nokogiri'
+require 'open-uri'
+
+module MyTradeWizard
+  class CME
+    class << self
+
+      def first_month(symbol)
+        product_calendar(symbol, 3)
+      end
+
+      def second_month(symbol)
+        product_calendar(symbol, 4)
+      end
+
+    private
+
+      def product_calendar(symbol, row)
+        if symbol == :CL
+          url = 'http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_product_calendar_futures.html'
+        elsif symbol == :QM
+          url = 'http://www.cmegroup.com/trading/energy/crude-oil/emini-crude-oil_product_calendar_futures.html'
+        end
+      
+        doc = Nokogiri::HTML(open(url))
+
+        mmm_yyyy = doc.xpath("//table[@class='ProductTable']/tr[#{row}]/td[1]/text()").to_s
+        yyyy = mmm_yyyy[-4,4]
+        mmm = mmm_yyyy[0,3]
+
+        case mmm
+        when 'JAN'
+          mm = '01'
+        when 'FEB'
+          mm = '02'
+        when 'MAR'
+          mm = '03'
+        when 'APR'
+          mm = '04'
+        when 'MAY'
+          mm = '05'
+        when 'JUN'
+          mm = '06'
+        when 'JUL'
+          mm = '07'
+        when 'AUG'
+          mm = '08'
+        when 'SEP'
+          mm = '09'
+        when 'OCT'
+          mm = '10'
+        when 'NOV'
+          mm = '11'
+        when 'DEC'
+          mm = '12'
+        else
+          raise "Invalid month"
+        end
+
+        yyyy + mm
+      end
+
+    end
+  end
+end

data/lib/mytradewizard/generators/config/interactive_brokers.rb

@@ -0,0 +1,12 @@
+module MyTradeWizard
+  class InteractiveBrokers
+    class << self
+      def host
+        "<%= host %>"
+      end
+      def port
+        <%= port %>
+      end
+    end
+  end
+end

data/lib/mytradewizard/generators/interactive_brokers.rb

@@ -0,0 +1,26 @@
+require 'thor/group'
+
+module MyTradeWizard
+  module Generators
+    class InteractiveBrokers < Thor::Group
+
+      include Thor::Actions
+      
+      argument :host, :type => :string
+      argument :port, :type => :numeric
+      
+      def create_config
+        empty_directory("config")
+      end
+      
+      def copy_config
+        template("interactive_brokers.rb", "config/interactive_brokers.rb", {force: true})
+      end
+      
+      def self.source_root
+        File.dirname(__FILE__) + "/config"
+      end
+
+    end
+  end
+end

data/lib/mytradewizard/interactive_brokers.rb

@@ -0,0 +1,81 @@
+require 'ib'
+require_relative '../../config/interactive_brokers'
+
+module MyTradeWizard
+  class InteractiveBrokers
+
+    def connect(timeout = nil)
+      start_time = Time.now
+      exception = nil
+      while (timeout.nil? || Time.now - start_time <= timeout)
+        begin
+          @ib = IB::Connection.new :host => self.class.host, :port => self.class.port
+          subscribe_to_alerts
+          return @ib
+        rescue Exception => exception
+          puts exception
+          sleep 10
+        end
+      end
+      raise exception
+    end
+
+    def accounts
+      a = nil
+      @ib.subscribe(:ManagedAccounts) { |msg| a = msg.accounts_list.split(',') }
+      while a.nil?
+        sleep 1
+      end
+      a
+    end
+
+    def front_month(symbol)
+      expiry = MyTradeWizard::CME.first_month(symbol)
+      if invalid contract(symbol, expiry)
+        expiry = MyTradeWizard::CME.second_month(symbol)
+        if invalid contract(symbol, expiry)
+          raise ErrorDeterminingFrontMonth
+        end
+      end
+      expiry
+    end
+
+  private
+
+    def subscribe_to_alerts
+      @ib.subscribe(:Alert, :ReceiveFA, :OpenOrder, :OrderStatus, :ExecutionData, :CommissionReport, :ManagedAccounts) do |msg|
+        #puts msg.to_human unless msg.to_human.include?("No security definition has been found for the request")
+      end
+    end
+
+    def CL(expiry)
+      IB::Contract.new(:symbol => "CL", :expiry => expiry, :exchange => "NYMEX", :currency => "USD", :sec_type => :future, :description => "Crude future")
+    end
+
+    def QM(expiry)
+      IB::Contract.new(:symbol => "QM", :expiry => expiry, :exchange => "NYMEX", :currency => "USD", :sec_type => :future, :description => "Mini-Crude future")
+    end
+
+    def contract(symbol, expiry)
+      if symbol == :CL
+        CL(expiry)
+      elsif symbol == :QM
+        QM(expiry)
+      end
+    end
+
+    def valid(contract)
+      valid = false
+      @ib.subscribe(:ContractData, :ContractDataEnd) { |msg| valid = true }
+      @ib.send_message :RequestContractData, :id => 1, :contract => contract
+      @ib.wait_for :ContractDataEnd, 5
+      @ib.clear_received :ContractDataEnd
+      valid
+    end
+
+    def invalid(contract)
+      !valid(contract)
+    end
+
+  end
+end

data/lib/mytradewizard/version.rb

@@ -1,3 +1,3 @@
 module MyTradeWizard
-  VERSION = "0.0.1"
+  VERSION = "0.0.2"
 end

data/mytradewizard.gemspec

@@ -17,7 +17,11 @@ Gem::Specification.new do |gem|
   gem.add_development_dependency "aruba"
   
   gem.add_dependency "ib-ruby", "~> 0.9"
-  gem.add_dependency "activesupport", "~> 3.2"
+  gem.add_dependency "activesupport", "3.2.14"
+  gem.add_dependency "activemodel", "3.2.14"
+  gem.add_dependency "builder", "~> 3.0.0"
+  gem.add_dependency "arel", "~> 3.0.2"
+  gem.add_dependency "tzinfo", "~> 0.3.29"
   gem.add_dependency "nokogiri"
   gem.add_dependency "thor"
 

data/spec/cme_spec.rb

@@ -0,0 +1,22 @@
+require 'mytradewizard'
+require 'spec_helper'
+
+describe MyTradeWizard::CME do
+
+  it "returns the first tradable month for Crude according to the CME Group product calendar" do
+    [month(0), month(1), month(2)].should include MyTradeWizard::CME.first_month(:CL)
+  end
+
+  it "returns the second tradable month for Crude according to the CME Group product calendar" do
+    [month(1), month(2), month(3)].should include MyTradeWizard::CME.second_month(:CL)
+  end
+
+  it "returns the first tradable month for Mini-Crude according to the CME Group product calendar" do
+    [month(0), month(1), month(2)].should include MyTradeWizard::CME.first_month(:QM)
+  end
+
+  it "returns the second tradable month for Mini-Crude according to the CME Group product calendar" do
+    [month(1), month(2), month(3)].should include MyTradeWizard::CME.second_month(:QM)
+  end
+
+end

data/spec/interactive_brokers_spec.rb

@@ -0,0 +1,10 @@
+require 'mytradewizard'
+
+describe MyTradeWizard::InteractiveBrokers do
+
+  it "connects to Interactive Brokers" do
+    ib = MyTradeWizard::InteractiveBrokers.new
+    expect { ib.connect(60) }.to_not raise_error
+  end
+
+end

data/spec/spec_helper.rb

@@ -0,0 +1,3 @@
+def month(from_now)
+  (Date.today >> from_now).strftime('%Y%m')
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: mytradewizard
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.2
 platform: ruby
 authors:
 - mytradewizard
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-07-30 00:00:00.000000000 Z
+date: 2013-07-31 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rspec
@@ -68,18 +68,74 @@ dependencies:
         version: '0.9'
 - !ruby/object:Gem::Dependency
   name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 3.2.14
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 3.2.14
+- !ruby/object:Gem::Dependency
+  name: activemodel
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 3.2.14
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 3.2.14
+- !ruby/object:Gem::Dependency
+  name: builder
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.0.0
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.0.0
+- !ruby/object:Gem::Dependency
+  name: arel
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.0.2
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.0.2
+- !ruby/object:Gem::Dependency
+  name: tzinfo
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '3.2'
+        version: 0.3.29
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '3.2'
+        version: 0.3.29
 - !ruby/object:Gem::Dependency
   name: nokogiri
   requirement: !ruby/object:Gem::Requirement
@@ -111,18 +167,35 @@ dependencies:
 description: Helpers for CME Group and Interactive Brokers
 email:
 - zack@mytradewizard.com
-executables: []
+executables:
+- mtw
 extensions: []
 extra_rdoc_files: []
 files:
 - .gitignore
+- .rspec
+- .rvmrc
 - Gemfile
-- LICENSE.txt
+- LICENSE
 - README.md
 - Rakefile
+- bin/mtw
+- config/interactive_brokers.rb
+- features/cme.feature
+- features/generator.feature
+- features/interactive_brokers.feature
+- features/support/setup.rb
 - lib/mytradewizard.rb
+- lib/mytradewizard/cli.rb
+- lib/mytradewizard/cme.rb
+- lib/mytradewizard/generators/config/interactive_brokers.rb
+- lib/mytradewizard/generators/interactive_brokers.rb
+- lib/mytradewizard/interactive_brokers.rb
 - lib/mytradewizard/version.rb
 - mytradewizard.gemspec
+- spec/cme_spec.rb
+- spec/interactive_brokers_spec.rb
+- spec/spec_helper.rb
 homepage: ''
 licenses: []
 metadata: {}
@@ -146,4 +219,11 @@ rubygems_version: 2.0.6
 signing_key: 
 specification_version: 4
 summary: My Trade Wizard
-test_files: []
+test_files:
+- features/cme.feature
+- features/generator.feature
+- features/interactive_brokers.feature
+- features/support/setup.rb
+- spec/cme_spec.rb
+- spec/interactive_brokers_spec.rb
+- spec/spec_helper.rb

data/LICENSE.txt

@@ -1,22 +0,0 @@
-Copyright (c) 2013 gatherandgift
-
-MIT License
-
-Permission is hereby granted, free of charge, to any person obtaining
-a copy of this software and associated documentation files (the
-"Software"), to deal in the Software without restriction, including
-without limitation the rights to use, copy, modify, merge, publish,
-distribute, sublicense, and/or sell copies of the Software, and to
-permit persons to whom the Software is furnished to do so, subject to
-the following conditions:
-
-The above copyright notice and this permission notice shall be
-included in all copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
-EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
-MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
-NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
-LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
-OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
-WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.