mytradewizard 0.0.2 → 0.0.3

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data/.rvmrc

@@ -6,7 +6,7 @@
 # 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"
+environment_id="ruby-1.9.3-p448"
 
 # 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

data/LICENSE

@@ -1,6 +1,6 @@
 The MIT License (MIT)
 
-Copyright (c) 2013 mytradewizard
+Copyright (c) 2013 My Trade Wizard LLC
 
 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

data/README.md

@@ -1,6 +1,6 @@
-# MyTradeWizard
+# mytradewizard gem
 
-TODO: Write a gem description
+This gem provides a Ruby and Command Line Interface for the Interactive Brokers API.
 
 ## Installation
 
@@ -18,7 +18,38 @@ Or install it yourself as:
 
 ## Usage
 
-TODO: Write usage instructions here
+By default, mytradewizard assumes that the Interactive Brokers Trader Workstation is running on localhost port 7496.  To configure hostname and/or port:
+
+    $ mtw configure [-- host HOST] [-- port PORT]
+
+You can always display current configuration:
+
+    $ mtw config
+
+To begin, it is recommended that you test the connection:
+
+    $ mtw connect
+
+Then you can display a list of accounts:
+
+    $ mtw accounts
+
+Determine front month Crude:
+
+    $ mtw CL
+
+Or Mini-Crude:
+
+    $ mtw QM
+
+To do the same from a ruby program:
+
+    require 'mytradewizard'
+    ib = MyTradeWizard::InteractiveBrokers.new
+    ib.connect(60) # optional 60 second timeout
+    ib.accounts
+    ib.front_month(:CL)
+    ib.front_month(:QM)
 
 ## Contributing
 

data/lib/mytradewizard.rb

@@ -1,6 +1,12 @@
 require 'mytradewizard/version'
 require 'mytradewizard/interactive_brokers'
 require 'mytradewizard/cme'
+require 'mytradewizard/yahoo'
+require 'mytradewizard/ohlc'
+require 'mytradewizard/stock'
+require 'mytradewizard/watch_list'
+require 'mytradewizard/technical_indicator'
+require 'mytradewizard/trading_system'
 
 module MyTradeWizard
 end

data/lib/mytradewizard/ohlc.rb

@@ -0,0 +1,19 @@
+module MyTradeWizard
+  class OHLC
+    def initialize(hash)
+      @hash = hash
+    end
+    def open
+      @hash['Open']
+    end
+    def high
+      @hash['High']
+    end
+    def low
+      @hash['Low']
+    end
+    def close
+      @hash['Close']
+    end
+  end
+end

data/lib/mytradewizard/stock.rb

@@ -0,0 +1,15 @@
+require 'ib'
+
+module MyTradeWizard
+  class Stock
+
+    attr_reader :symbol
+    attr_reader :contract
+
+    def initialize(symbol)
+      @symbol = symbol
+      @contract = IB::Contract.new(:sec_type => :stock, :symbol => symbol, :currency => "USD")
+    end
+
+  end
+end

data/lib/mytradewizard/technical_indicator.rb

@@ -0,0 +1,17 @@
+module MyTradeWizard
+  module TechnicalIndicator
+    class << self
+
+      def SMA(bars)
+        x = 0
+        n = 0
+        bars.each do |bar|
+          x += bar.close
+          n += 1
+        end
+        return x / n
+      end
+
+    end
+  end
+end

data/lib/mytradewizard/trading_system.rb

@@ -0,0 +1,4 @@
+module MyTradeWizard
+  class TradingSystem
+  end
+end

data/lib/mytradewizard/version.rb

@@ -1,3 +1,3 @@
 module MyTradeWizard
-  VERSION = "0.0.2"
+  VERSION = "0.0.3"
 end

data/lib/mytradewizard/watch_list.rb

@@ -0,0 +1,23 @@
+module MyTradeWizard
+  class WatchList
+
+    attr_accessor :stocks
+
+    def initialize
+      @stocks = []
+    end
+
+    def <<(x)
+      if x.is_a?(MyTradeWizard::Stock)
+        @stocks << x
+      elsif x.is_a?(Array) && x.first.is_a?(MyTradeWizard::Stock)
+        x.each { |stock| @stocks << stock }
+      elsif x.is_a?(String)
+        @stocks << MyTradeWizard::Stock.new(x)
+      elsif x.is_a?(Array) && x.first.is_a?(String)
+        x.each { |symbol| @stocks << MyTradeWizard::Stock.new(symbol) }
+      end
+    end
+
+  end
+end

data/lib/mytradewizard/yahoo.rb

@@ -0,0 +1,55 @@
+require 'open-uri'
+require 'csv'
+require 'active_support/time'
+
+module MyTradeWizard
+  class Yahoo
+    class << self
+
+      def OHLC(symbol, days, end_date = Date.today)
+        sd = start_date(end_date, days)
+        u = url(symbol, sd.month - 1, sd.day, sd.year, end_date.month, end_date.day, end_date.year, 'd')
+        csv = CSV.parse(open(u))
+        header = csv.first
+        if (Date.parse(csv[1][0]) == end_date)
+          day = 0
+        else
+          day = -1
+        end
+        row = 1
+        bars = Hash.new
+        while (bars.length < days)
+          bar = Hash.new
+          csv[row].each_with_index do |col, i|
+            name = header[i]
+            value = csv[row][i]
+            if name == "Date"
+              value = Date.parse(value)
+            elsif ["Open", "High", "Low", "Close", "Adj Close"].include?(name)
+              value = value.to_f
+            elsif name == "Volume"
+              value = value.to_i
+            end
+            bar[name] = value
+          end
+          bars[day] = MyTradeWizard::OHLC.new(bar)
+          row += 1
+          day -= 1
+        end
+        bars
+      end
+
+    private
+      
+      def start_date(end_date, n)
+        end_date - (2*n+1).days
+      end
+      
+      def url(symbol, start_month, start_day, start_year, end_month, end_day, end_year, frequency)
+        query_string = "?s=#{symbol}&a=#{start_month}&b#{start_day}&c=#{start_year}&d=#{end_month}&e=#{end_day}&f=#{end_year}&g=#{frequency}"
+        url = 'http://ichart.finance.yahoo.com/table.csv' + query_string
+      end
+
+    end
+  end
+end

data/mytradewizard.gemspec

@@ -8,7 +8,7 @@ Gem::Specification.new do |gem|
   gem.version       = MyTradeWizard::VERSION
   gem.authors       = ["mytradewizard"]
   gem.email         = ["zack@mytradewizard.com"]
-  gem.description   = "Helpers for CME Group and Interactive Brokers"
+  gem.description   = "Helpers for CME Group, Interactive Brokers, and Yahoo Finance"
   gem.summary       = "My Trade Wizard"
   gem.homepage      = ""
   

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: mytradewizard
 version: !ruby/object:Gem::Version
-  version: 0.0.2
+  version: 0.0.3
 platform: ruby
 authors:
 - mytradewizard
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-07-31 00:00:00.000000000 Z
+date: 2013-08-28 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rspec
@@ -164,7 +164,7 @@ dependencies:
     - - ! '>='
       - !ruby/object:Gem::Version
         version: '0'
-description: Helpers for CME Group and Interactive Brokers
+description: Helpers for CME Group, Interactive Brokers, and Yahoo Finance
 email:
 - zack@mytradewizard.com
 executables:
@@ -191,7 +191,13 @@ files:
 - lib/mytradewizard/generators/config/interactive_brokers.rb
 - lib/mytradewizard/generators/interactive_brokers.rb
 - lib/mytradewizard/interactive_brokers.rb
+- lib/mytradewizard/ohlc.rb
+- lib/mytradewizard/stock.rb
+- lib/mytradewizard/technical_indicator.rb
+- lib/mytradewizard/trading_system.rb
 - lib/mytradewizard/version.rb
+- lib/mytradewizard/watch_list.rb
+- lib/mytradewizard/yahoo.rb
 - mytradewizard.gemspec
 - spec/cme_spec.rb
 - spec/interactive_brokers_spec.rb