wco_models 3.1.0.184 → 3.1.0.188

data/app/models/iro/strategy.rb

@@ -0,0 +1,284 @@
+
+class Iro::Strategy
+  include Mongoid::Document
+  include Mongoid::Timestamps
+  include Mongoid::Paranoia
+  store_in collection: 'iro_strategies'
+
+  # field :slug
+  # validates :slug, presence: true, uniqueness: true
+
+  field :description
+
+  LONG  = 'long'
+  SHORT = 'short'
+  field     :long_or_short, type: :string
+  validates :long_or_short, presence: true
+
+  CREDIT = 'credit'
+  DEBIT  = 'debit'
+  field     :credit_or_debit, type: :string
+  validates :credit_or_debit, presence: true
+
+
+  has_many :positions,             class_name: 'Iro::Position', inverse_of: :strategy
+  has_one  :next_position,         class_name: 'Iro::Position', inverse_of: :next_strategy
+  belongs_to :stock,               class_name: 'Iro::Stock',    inverse_of: :strategies
+  # has_and_belongs_to_many :purses, class_name: 'Iro::Purse',    inverse_of: :strategies
+
+  # KIND_COVERED_CALL             = 'covered_call'
+  # KIND_IRON_CONDOR              = 'iron_condor'
+  # KIND_LONG_CREDIT_PUT_SPREAD   = 'long_credit_put_spread'
+  # KIND_LONG_DEBIT_CALL_SPREAD   = 'long_debit_call_spread'
+  # KIND_SHORT_CREDIT_CALL_SPREAD = 'short_credit_call_spread'
+  # KIND_SHORT_DEBIT_PUT_SPREAD   = 'short_debit_put_spread'
+  # KINDS = [ nil,
+  #   KIND_COVERED_CALL,
+  #   KIND_IRON_CONDOR,
+  #   KIND_LONG_CREDIT_PUT_SPREAD,
+  #   KIND_LONG_DEBIT_CALL_SPREAD,
+  #   KIND_SHORT_CREDIT_CALL_SPREAD,
+  #   KIND_SHORT_DEBIT_PUT_SPREAD,
+  # ];
+  KIND_SPREAD = 'spread'
+  KIND_WHEEL  = 'wheel'
+  field :kind
+
+  def put_call
+    case kind
+    # when Iro::Strategy::KIND_LONG_CREDIT_PUT_SPREAD
+    #   put_call = 'PUT'
+    # when Iro::Strategy::KIND_LONG_DEBIT_CALL_SPREAD
+    #   put_call = 'CALL'
+    # when Iro::Strategy::KIND_SHORT_CREDIT_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'
+    when Iro::Strategy::KIND_SPREAD
+      if credit_or_debit == CREDIT
+        if long_or_short == LONG
+          'PUT'
+        elsif long_or_short == SHORT
+          'CALL'
+        else
+          throw 'zz5 - should never happen'
+        end
+      else
+        throw 'zz6 - debit spreads are not implemented'
+      end
+    when Iro::Strategy::KIND_WHEEL
+      'CALL'
+    else
+      throw 'zz9 - this should never happen'
+    end
+  end
+
+  field :threshold_buffer_above_water, type: :float
+  field :threshold_delta,              type: :float
+  field :threshold_netp,               type: :float
+  field :threshold_dte,                type: :integer, default: 1
+
+  field :next_inner_delta,        type: :float
+  field :next_inner_strike,       type: :float
+  field :next_outer_delta,        type: :float
+  field :next_outer_strike,       type: :float
+  field :next_spread_amount,      type: :float # e.g. $20 for a $2000 NVDA spread
+  field :next_buffer_above_water, type: :float
+
+
+
+
+
+
+  def begin_delta_wheel p
+    p.inner.begin_delta
+  end
+  def begin_delta_spread p
+    p.inner.begin_delta - p.outer.begin_delta
+  end
+
+
+  def breakeven_covered_call p
+    p.inner.strike + p.inner.begin_price
+  end
+  def breakeven_long_debit_call_spread p
+    p.inner.strike - p.max_gain
+  end
+  alias_method :breakeven_short_debit_put_spread, :breakeven_long_debit_call_spread
+
+
+  def end_delta_wheel p
+    p.inner.end_delta
+  end
+  def end_delta_spread p
+    p.inner.end_delta - p.outer.end_delta
+  end
+
+
+  # def max_gain_covered_call p
+  #   p.inner.begin_price * 100 - 0.66 # @TODO: is this *100 really?
+  # end
+  # # def max_gain_long_credit_put_spread p
+  #   ## 100 * disallowed for gameui
+  #   p.inner.begin_price - p.outer.begin_price
+  # end
+  # def max_gain_long_debit_call_spread p
+  #   ## 100 * disallowed for gameui
+  #   ( p.inner.strike - p.outer.strike - p.outer.begin_price + p.inner.begin_price ) # - 2*0.66
+  # end
+  # def max_gain_short_credit_call_spread p
+  #   p.inner.begin_price - p.outer.begin_price
+  # end
+  # def max_gain_short_debit_put_spread p
+  #   ## 100 * disallowed for gameui
+  #   ( p.outer.strike - p.inner.strike - p.outer.begin_price + p.inner.begin_price ) # - 2*0.66
+  # end
+  def max_gain_spread p
+    ## 100 * disallowed for gameui
+    ( p.outer.strike - p.inner.strike ).abs - p.outer.begin_price + p.inner.begin_price # - 2*0.66
+  end
+  def max_gain_wheel p
+    p.inner.begin_price * 100 - 0.66 # @TODO: is this *100 really?
+  end
+
+
+  # def max_loss_covered_call p
+  #   p.inner.begin_price*10 # just suppose 10,000%
+  # end
+  # def max_loss_long_credit_put_spread p
+  #   out = p.inner.strike - p.outer.strike
+  # end
+  # def max_loss_long_debit_call_spread p
+  #   out = p.outer.strike - p.inner.strike
+  # end
+  # def max_loss_short_debit_put_spread p # different
+  #   out = p.inner.strike - p.outer.strike
+  # end
+  # def max_loss_short_credit_call_spread p
+  #   out = p.outer.strike - p.inner.strike
+  # end
+  def max_loss_spread p
+    ( p.outer.strike - p.inner.strike ).abs
+  end
+  def max_loss_wheel p
+    p.inner.begin_price*10 # just suppose 10,000%
+  end
+
+
+
+  def net_amount_spread p
+    p.inner.begin_price - p.inner.end_price
+  end
+
+
+  ## 2024-05-09 @TODO
+  def next_inner_strike_on expires_on
+    outs = Tda::Option.get_quotes({
+      contractType: put_call,
+      expirationDate: expires_on,
+      ticker: stock.ticker,
+    })
+  end
+
+
+
+  ##
+  ## decisions
+  ##
+
+  def calc_rollp_covered_call p
+
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1
+      return [ 0.99, '0 DTE, must exit' ]
+    end
+
+    if ( stock.last - buffer_above_water ) < p.inner.strike
+      return [ 0.98, "Last #{'%.2f' % stock.last} is " +
+          "#{'%.2f' % [p.inner.strike + buffer_above_water - stock.last]} " +
+          "below #{'%.2f' % [p.inner.strike + buffer_above_water]} water" ]
+    end
+
+    if p.inner.end_delta < threshold_delta
+      return [ 0.61, "Delta #{p.inner.end_delta} is lower than #{threshold_delta} threshold." ]
+    end
+
+    if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp
+      return [ 0.51, "made enough #{'%.02f' % [(1.0 - p.inner.end_price/p.inner.begin_price )*100]}% profit." ]
+    end
+
+    return [ 0.33, '-' ]
+  end
+
+  ## @TODO
+  def calc_rollp_long_debit_call_spread p
+
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1
+      return [ 0.99, '0 DTE, must exit' ]
+    end
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i < 2
+      return [ 0.99, '1 DTE, must exit' ]
+    end
+
+    if ( stock.last - buffer_above_water ) < p.inner.strike
+      return [ 0.95, "Last #{'%.2f' % stock.last} is " +
+          "#{'%.2f' % [stock.last - p.inner.strike - buffer_above_water]} " +
+          "below #{'%.2f' % [p.inner.strike + buffer_above_water]} water" ]
+    end
+
+    if p.inner.end_delta < threshold_delta
+      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_delta} threshold." ]
+    end
+
+    if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp
+      return [ 0.51, "made enough #{'%.02f' % [(1.0 - p.inner.end_price/p.inner.begin_price )*100]}% profit^" ]
+    end
+
+    return [ 0.33, '-' ]
+  end
+
+  ## @TODO
+  def calc_rollp_short_debit_put_spread p
+
+    if ( p.expires_on.to_date - Time.now.to_date ).to_i <= min_dte
+      return [ 0.99, "< #{min_dte}DTE, must exit" ]
+    end
+
+    if stock.last + buffer_above_water > p.inner.strike
+      return [ 0.98, "Last #{'%.2f' % stock.last} is " +
+          "#{'%.2f' % [stock.last + buffer_above_water - p.inner.strike]} " +
+          "above #{'%.2f' % [p.inner.strike - buffer_above_water]} water" ]
+    end
+
+    if p.inner.end_delta.abs < threshold_delta.abs
+      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_delta} threshold." ]
+    end
+
+    if p.net_percent > threshold_netp
+      return [ 0.51, "made enough #{'%.0f' % [p.net_percent*100]}% > #{"%.2f" % [threshold_netp*100]}% profit," ]
+    end
+
+    return [ 0.33, '-' ]
+  end
+
+
+  ## scopes
+
+  def self.for_ticker ticker
+    where( ticker: ticker )
+  end
+
+
+  def slug
+    "#{long_or_short} #{credit_or_debit} #{kind} #{stock}"
+  end
+  def to_s
+    slug
+  end
+  def self.list long_or_short = nil
+    these = long_or_short ? where( long_or_short: long_or_short ) : all
+    [[nil,nil]] + these.map { |ttt| [ ttt, ttt.id ] }
+  end
+end
+

data/app/models/wco/profile.rb

@@ -24,6 +24,9 @@ class Wco::Profile
   has_many :newsitems, class_name: 'Wco::Newsitem'
   has_and_belongs_to_many :shared_galleries, class_name: 'Wco::Gallery', inverse_of: :shared_profiles
 
+  field :sentiment, default: Iro::Stock::LONG_OR_SHORT
+  field :sentiment_num, default: 0 # 1 is very long, -1 is very short
+
   ROLE_ADMIN = 'admin'
   ROLE_GUY   = 'guy'
   ROLES      = [ ROLE_ADMIN, ROLE_GUY ]

data/app/models/wco_email/message_stub.rb

@@ -42,16 +42,13 @@ class WcoEmail::MessageStub
   AOL
 
   def do_process
-    @client ||= Aws::S3::Client.new({
-      region:            ::S3_CREDENTIALS[:region_ses],
-      access_key_id:     ::S3_CREDENTIALS[:access_key_id_ses],
-      secret_access_key: ::S3_CREDENTIALS[:secret_access_key_ses],
-    })
+    @client ||= Aws::S3::Client.new(::SES_S3_CREDENTIALS)
     stub = self
 
     raw      = @client.get_object( bucket: stub.bucket, key: stub.object_key ).body.read
     raw      = raw.encode('utf-8', invalid: :replace, undef: :replace, replace: '_' )
     the_mail = Mail.new( raw )
+    puts! the_mail, 'the_mail'
 
     message_id         = the_mail.header['message-id']&.decoded
     message_id       ||= "#{the_mail.date&.iso8601}::#{the_mail.from}"

data/app/views/wco/profiles/_form.haml

@@ -9,5 +9,15 @@
       %label role
       = f.select :role, options_for_select(Wco::Profile.roles_list, selected: profile.role )
 
+    .field
+      %label schwab_access_token
+      = f.text_field :schwab_access_token
+    .field
+      %label schwab_refresh_token
+      = f.text_field :schwab_refresh_token
+    .field
+      %label schwab_access_token
+      = f.text_field :schwab_id_token
+
     .actions
       = f.submit 'Go'

data/config/initializers/00_s3.rb

@@ -0,0 +1,13 @@
+::S3_CREDENTIALS ||= {
+  ## user:
+  access_key_id: "",
+  secret_access_key: "",
+  bucket: "wco-email-development",
+  region: 'us-east-1',
+}
+
+::SES_S3_CREDENTIALS ||= {
+  endpoint: "http://localhost:4566/",
+  force_path_style: true,
+}
+::SES_S3_BUCKET ||= "wco-email-ses-development"

data/config/initializers/00_s3.rb-example

@@ -0,0 +1,13 @@
+::S3_CREDENTIALS ||= {
+  ## user:
+  access_key_id: "",
+  secret_access_key: "",
+  bucket: "wco-email-development",
+  region: 'us-east-1',
+}
+
+::SES_S3_CREDENTIALS ||= {
+  endpoint: "http://localhost:4566/",
+  force_path_style: true,
+}
+::SES_S3_BUCKET ||= "wco-email-ses-development"

data/config/initializers/08_integrations.rb

@@ -0,0 +1,9 @@
+
+STRIPE_PK = 'pk_test_qr1QPmSpLdBFt1F7itdWJOj3'
+STRIPE_SK = 'sk_test_ARuaXffdANoXLKAwUXDcp0v0'
+
+Stripe.api_key = ::STRIPE_SK
+Stripe.api_version = '2020-08-27'
+
+PI_DRUP_PROD_USERNAME ||= 'test-1@piousbox.com'
+PI_DRUP_PROD_PASSWD   ||= 'KSUisl321,'

data/config/initializers/08_integrations.rb-example

@@ -0,0 +1,6 @@
+
+STRIPE_PK = ''
+STRIPE_SK = ''
+
+Stripe.api_key = ::STRIPE_SK
+Stripe.api_version = '2020-08-27'

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: wco_models
 version: !ruby/object:Gem::Version
-  version: 3.1.0.184
+  version: 3.1.0.188
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2024-11-05 00:00:00.000000000 Z
+date: 2024-11-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ahoy_matey
@@ -458,6 +458,16 @@ files:
 - app/models/ability.rb
 - app/models/ahoy/event.rb
 - app/models/ahoy/visit.rb
+- app/models/iro/alert.rb
+- app/models/iro/datapoint.rb
+- app/models/iro/date.rb
+- app/models/iro/option.rb
+- app/models/iro/option_black_scholes.rb
+- app/models/iro/position.rb
+- app/models/iro/priceitem.rb
+- app/models/iro/purse.rb
+- app/models/iro/stock.rb
+- app/models/iro/strategy.rb
 - app/models/wco/asset.rb
 - app/models/wco/gallery.rb
 - app/models/wco/headline.rb
@@ -700,6 +710,10 @@ files:
 - app/views/wco_hosting/ecs_task_definitions/hw1.json
 - app/views/wco_hosting/scripts/create_volume.erb
 - app/views/wco_hosting/scripts/nginx_site.conf.erb
+- config/initializers/00_s3.rb
+- config/initializers/00_s3.rb-example
+- config/initializers/08_integrations.rb
+- config/initializers/08_integrations.rb-example
 - config/initializers/ahoy.rb
 - config/initializers/assets.rb
 - config/routes.rb