wco_models 3.1.0.217 → 3.1.0.219

checksums.yaml

@@ -1,7 +1,7 @@
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data/app/controllers/wco/office_actions_controller.rb

@@ -26,6 +26,14 @@ class Wco::OfficeActionsController < Wco::ApplicationController
     redirect_to action: :index
   end
 
+  def do_run
+    @oa = OA.find params[:id]
+    authorize! :do_run, @oa
+    out = @oa.do_run
+    puts! out, 'do_run office action'
+    redirect_to request.referrer
+  end
+
   def edit
     @oa = OA.find params[:id]
     authorize! :edit, @oa

data/app/models/iro/option.rb

@@ -3,7 +3,7 @@ class Iro::Option
   include Mongoid::Document
   include Mongoid::Timestamps
   include Mongoid::Paranoia
-  include Iro::OptionBlackScholes
+  # include Iro::OptionBlackScholes
   store_in collection: 'iro_options'
 
   attr_accessor :recompute

data/app/models/iro/{option_black_scholes.rb → option_black_scholes.rb-bk}

@@ -1,4 +1,9 @@
 
+##
+## This doesn't work because gems gsl, rb-gsl are messing up
+## I'd prefer to write this in python, and restfully integrate.
+##
+
 require 'distribution'
 N = Distribution::Normal
 

data/app/models/iro/position.rb

@@ -30,7 +30,12 @@ class Iro::Position
   delegate :ticker, to: :stock
 
   belongs_to :strategy, class_name: 'Iro::Strategy', inverse_of: :positions
-  delegate :put_call,        to: :strategy
+
+  ## no: the strategy can be wheel, and position is put-spread.
+  # delegate :put_call,        to: :strategy
+  field :put_call, type: :string
+  validates :put_call, presence: true
+
   delegate :long_or_short,   to: :strategy
   delegate :credit_or_debit, to: :strategy
 
@@ -103,8 +108,13 @@ class Iro::Position
     net_amount / max_gain
   end
   def net_amount # each
-    strategy.send("net_amount_#{strategy.kind}", self)
+    self.send("net_amount_#{strategy.kind}")
   end
+  ## 2025-10-14 tested
+  def net_amount_long_credit_put_spread ## each
+    inner.begin_price - outer.begin_price + outer.end_price - inner.end_price
+  end
+
   def max_gain # each
     strategy.send("max_gain_#{strategy.kind}", self)
   end
@@ -159,6 +169,7 @@ class Iro::Position
     elsif 'PUT' == pos.put_call
       outs = outs.reverse
     end
+    puts! outs, '#calc_nxt.outs -> 2'
 
     ## next_inner_strike
     outs = outs.select do |out|
@@ -171,7 +182,7 @@ class Iro::Position
           out[:strikePrice] <= strategy.next_inner_strike
         end
       else
-        raise 'zz3 - @TODO: implement, debit spreads'
+        raise 'zt3 - @TODO: implement, debit spreads'
       end
     end
     puts! outs[0][:strikePrice], 'after calc next_inner_strike'
@@ -184,7 +195,7 @@ class Iro::Position
       elsif Iro::Strategy::LONG == pos.long_or_short
         out[:strikePrice] < strategy.stock.last - strategy.next_buffer_above_water
       else
-        raise 'zz4 - this cannot happen'
+        raise 'zt4 - this cannot happen'
       end
     end
     puts! outs[0][:strikePrice], 'after calc next_buffer_above_water'
@@ -199,7 +210,7 @@ class Iro::Position
         out_delta  = out[:delta] rescue 0
         out_delta <= strategy.next_inner_delta
       else
-        raise 'zz5 - this cannot happen'
+        raise 'zt5 - this cannot happen'
       end
     end
     puts! outs[0][:strikePrice], 'after calc next_inner_delta'
@@ -238,7 +249,8 @@ class Iro::Position
       pos.autonxt ||= Iro::Position.new
       pos.autonxt.update({
         prev_gain_loss_amount: 'a',
-        status:       'proposed',
+        put_call:     pos.put_call,
+        status:      'proposed',
         stock:        strategy.stock,
         inner:        inner_,
         outer:        outer_,

data/app/models/iro/purse.rb

@@ -1,6 +1,6 @@
 
-require 'distribution'
-N = Distribution::Normal
+# require 'distribution'
+# N = Distribution::Normal
 
 class Iro::Purse
   include Mongoid::Document

data/app/models/iro/stock.rb

@@ -4,7 +4,7 @@ require 'business_time'
 ##
 ## https://www.macrotrends.net/stocks/charts/META/meta-platforms/stock-price-history
 ##
-class Iro::Stock
+class ::Iro::Stock
   include Mongoid::Document
   include Mongoid::Timestamps
   include Mongoid::Paranoia
@@ -29,10 +29,10 @@ class Iro::Stock
 
   field :stdev, type: :float
 
-  has_many :positions,  class_name: 'Iro::Position', inverse_of: :stock
-  has_many :strategies, class_name: 'Iro::Strategy', inverse_of: :stock
-  # has_many :purses,     class_name: 'Iro::Purse',    inverse_of: :stock
-  has_many :options,    class_name: 'Iro::Option',   inverse_of: :stock
+  has_many :positions,  class_name: '::Iro::Position', inverse_of: :stock
+  has_many :strategies, class_name: '::Iro::Strategy', inverse_of: :stock
+  # has_many :purses,     class_name: '::Iro::Purse',    inverse_of: :stock
+  has_many :options,    class_name: '::Iro::Option',   inverse_of: :stock
   has_many :priceitems, inverse_of: :stock
 
   belongs_to :profile, class_name: 'Wco::Profile', optional: true
@@ -79,7 +79,7 @@ class Iro::Stock
 
     stock = self
     begin_on = Time.now - duration - 1.day
-    points = Iro::Datapoint.where( kind: 'STOCK', symbol: stock.ticker,
+    points = ::Iro::Datapoint.where( kind: 'STOCK', symbol: stock.ticker,
       :date.gte => begin_on,
     ).order_by( date: :asc )
 

data/app/models/iro/strategy.rb

@@ -17,45 +17,48 @@ class Iro::Strategy
 
   CREDIT = 'credit'
   DEBIT  = 'debit'
-  field     :credit_or_debit, type: :string
+  field     :credit_or_debit, type: :string, default: 'credit'
   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_many :positions,     class_name: 'Iro::Position', inverse_of: :strategy,     dependent: :destroy
+  has_one  :next_position, class_name: 'Iro::Position', inverse_of: :next_strategy ## _TODO: makes no sense...
+  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'
+  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'
+  ## these are too simple and deprecated:
+  KIND_SPREAD = 'spread' ## @deprecated, be specific
+  KIND_WHEEL  = 'wheel'  ## @deprecated, be specific
+  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,
+    KIND_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_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
@@ -63,20 +66,20 @@ class Iro::Strategy
         elsif long_or_short == SHORT
           'CALL'
         else
-          throw 'zz5 - should never happen'
+          throw 'zq5 - should never happen'
         end
       else
-        throw 'zz6 - debit spreads are not implemented'
+        throw 'zq6 - debit spreads are not implemented'
       end
-    when Iro::Strategy::KIND_WHEEL
-      'CALL'
     else
-      throw 'zz9 - this should never happen'
+      # put_call = 'zq9-ERROR'
+      throw 'zq9 - this should never happen'
     end
   end
 
-  field :threshold_buffer_above_water, type: :float
-  field :threshold_delta,              type: :float
+  field :buffer_above_water, type: :float
+  field :threshold_pos_delta,              type: :float # best-case scenario: roll b/c markets are going my way
+  field :threshold_neg_delta, type: :float # nightmare scenario: defensively rolling
   field :threshold_netp,               type: :float
   field :threshold_dte,                type: :integer, default: 1
 
@@ -88,16 +91,15 @@ class Iro::Strategy
   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 begin_delta_long_credit_put_spread p
+    begin_delta_spread p
+  end
 
 
   def breakeven_covered_call p
@@ -115,26 +117,29 @@ class Iro::Strategy
   def end_delta_spread p
     p.inner.end_delta - p.outer.end_delta
   end
+  def end_delta_long_credit_put_spread p
+    end_delta_spread p
+  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_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
@@ -144,21 +149,21 @@ class Iro::Strategy
   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_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
@@ -171,15 +176,20 @@ class Iro::Strategy
   def net_amount_spread p
     p.inner.begin_price - p.inner.end_price
   end
+  def net_amount_long_credit_put_spread p
+    p.inner.begin_price - p.inner.end_price
+  end
 
 
   ## 2024-05-09 @TODO
+  ## 2025-10-11 _TODO
   def next_inner_strike_on expires_on
-    outs = Tda::Option.get_quotes({
+    outs = ::Tda::Option.get_quotes({
       contractType: put_call,
       expirationDate: expires_on,
       ticker: stock.ticker,
     })
+    puts! outs, 'next_inner_strike_on -> outs'
   end
 
 
@@ -200,8 +210,8 @@ class Iro::Strategy
           "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." ]
+    if p.inner.end_delta < threshold_pos_delta
+      return [ 0.61, "Delta #{p.inner.end_delta} is lower than #{threshold_pos_delta} threshold." ]
     end
 
     if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp
@@ -227,8 +237,39 @@ class Iro::Strategy
           "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." ]
+    if p.inner.end_delta < threshold_pos_delta
+      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_pos_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
+
+  ## 2025-10-12 _TODO
+  def calc_rollp_long_credit_put_spread p
+    # puts! p, '#calc_rollp_long_credit_put_spread'
+    # puts! p.inner, 'p.inner'
+    puts! stock, 'stock'
+    puts! attributes, 'strategy attributes'
+
+    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_pos_delta
+      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_pos_delta} threshold." ]
     end
 
     if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp
@@ -251,8 +292,8 @@ class Iro::Strategy
           "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." ]
+    if p.inner.end_delta.abs < threshold_pos_delta.abs
+      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_pos_delta} threshold." ]
     end
 
     if p.net_percent > threshold_netp

data/app/models/tda/option.rb

@@ -0,0 +1,283 @@
+
+require 'httparty'
+
+=begin
+class Schwab
+  include HTTParty
+  debug_output $stdout
+  base_uri 'https://api.schwabapi.com/marketdata/v1'
+end
+=end
+
+class Tda::Option
+
+  include ::HTTParty
+  debug_output $stdout
+  # base_uri 'https://api.tdameritrade.com'
+  base_uri 'https://api.schwabapi.com/marketdata/v1'
+
+
+  ##
+  ## Get entire chains for a ticker
+  ## params: { ticker, force }
+  ##
+  ## 2024-08-09 :: Continue
+  ## 2024-08-21 :: Continue : )
+  ##
+  def self.get_chains params
+    filename = "./data/schwab/#{Time.now.to_date.to_s}-#{params[:ticker]}-chains.json"
+    if !params[:force] && File.exists?(filename)
+      return JSON.parse File.read filename
+
+    else
+      profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
+      query = { symbol: params[:ticker] } ## use 'GME' as symbol here even though a symbol is eg 'GME_021023P2.5'
+      # puts! query, 'query'
+
+      headers = {
+        accept:        'application/json',
+        Authorization: "Bearer #{profile[:schwab_access_token]}",
+      }
+      path = "/chains"
+      out = self.get path, {
+        headers: headers,
+        query: query }
+      timestamp = DateTime.parse out.headers['date']
+      out = out.parsed_response
+      puts! out, 'outs'
+
+      outs = []
+      %w| put call |.each do |contractType|
+        _out = out["#{contractType}ExpDateMap"]
+        _out.each do |date, vs| ## date="2023-02-10:5"
+          vs.each do |strike, _v| ## strike="18.5"
+            _v = _v[0] ## weird, keep
+            # puts! _v, '_v'
+
+            v = {
+              putCall: _v['putCall'],
+              symbol:  _v['symbol'],
+              bid: _v['bid'],
+              ask: _v['ask'],
+              last: _v['last'],
+              totalVolume: _v['totalVolume'],
+              openInterest: _v['openInterest'],
+              strikePrice: _v['strikePrice'],
+              expirationDate: _v['expirationDate'],
+            }
+            v.each do |k, i|
+              if i == 'NaN'
+                v[k] = nil
+              end
+            end
+
+            v[:timestamp] = timestamp
+            v[:ticker] = params[:ticker]
+            outs.push( v )
+          end
+        end
+      end
+
+      outs.each do |out|
+        opi = ::Iro::Priceitem.create( out )
+        if !opi.persisted?
+          puts! opi.errors.full_messages, "Cannot create PriceItem"
+        end
+      end
+
+      File.write filename, out.to_json
+      return out
+    end
+  end
+
+  ##
+  ## 2023-03-18 _vp_ This is what I should be using to check if a position should be rolled.
+  ##
+  def self.get_quote params
+    OpenStruct.new ::Tda::Option.get_quotes(params)[0]
+  end
+
+  ##
+  ## params: contractType, strike, expirationDate, ticker
+  ##
+  ## ow = { contractType: 'PUT', ticker: 'GME', date: '2022-12-09' }
+  ## query = {:apikey=>"<>", :toDate=>"2022-12-09", :fromDate=>"2022-12-09", :symbol=>"GME"}
+  ##
+  ## 2023-02-04 _vp_ :: Too specific, but I want the entire chain, every 1-min
+  ## 2023-02-06 _vp_ :: Continue.
+  ##
+  def self.get_quotes params
+    puts! params, 'Tda::Option#get_quotes'
+
+    profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
+    opts = {}
+
+    #
+    # Validate input ???
+    #
+    validOpts = %i| contractType |
+    validOpts.each do |s|
+      if params[s]
+        opts[s] = params[s]
+      else
+        raise Iro::InputError.new("Invalid input, missing '#{s}'.")
+      end
+    end
+    if params[:expirationDate]
+      opts[:fromDate] = opts[:toDate] = params[:expirationDate].to_s[0...10]
+    else
+      raise Iro::InputError.new("Invalid input, missing 'expirationDate'.")
+    end
+    if params[:ticker]
+      opts[:symbol] = params[:ticker].upcase
+    else
+      raise Iro::InputError.new("Invalid input, missing 'ticker'.")
+    end
+
+    if params[:strike]
+      opts[:strike] = params[:strike]
+    end
+
+    query = { }.merge opts
+    puts! query, 'input opts'
+
+    headers = {
+      accept:        'application/json',
+      Authorization: "Bearer #{profile[:schwab_access_token]}",
+    }
+
+    path = "/chains"
+    out = self.get path, {
+      # basic_auth: { username: SCHWAB_DATA[:key], password: SCHWAB_DATA[:secret] },
+      headers: headers,
+      query: query,
+    }
+    puts! out, 'out'
+    timestamp = DateTime.parse out.headers['date']
+    out = out.parsed_response.deep_symbolize_keys
+
+
+    tmp_sym = "#{opts[:contractType].to_s.downcase}ExpDateMap".to_sym
+    outs = []
+    out = out[tmp_sym]
+    out.each do |date, vs|
+      vs.each do |strike, _v|
+        v = _v[0]
+        v = v.except( :lastSize, :optionDeliverablesList, :settlementType,
+          :deliverableNote, :pennyPilot, :mini )
+        v[:timestamp] = timestamp
+        outs.push( v )
+      end
+    end
+
+    # puts! outs, 'outs'
+    return outs
+  end
+
+
+  def self.close_credit_call
+  end
+  def self.close_long_debit_call_spread
+  end
+  def self.close_short_debit_put_spread
+  end
+
+  def self.get_token
+    opts = {
+      grant_type: 'authorization_code',
+      access_type: 'offline',
+      code: ::TD_AMERITRADE[:code],
+    }
+  end
+
+  def self.create_credit_call outer:, inner:, q:, price:
+    query = {
+      orderType: "NET_DEBIT",
+      session: "NORMAL",
+      price: price,
+      duration: "DAY",
+      orderStrategyType: "SINGLE",
+      orderLegCollection: [
+        {
+          instruction: "BUY_TO_OPEN",
+          quantity: q,
+          instrument: {
+            symbol: outer.symbol,
+            assetType: "OPTION",
+          },
+        },
+        {
+          instruction: "SELL_TO_OPEN",
+          quantity: q,
+          instrument: {
+            symbol: inner.symbol,
+            assetType: "OPTION",
+          },
+        },
+      ],
+    }
+    File.write('tmp/query.json', JSON.pretty_generate( query ))
+    puts! query, 'query'
+
+    return
+
+    headers = {
+      Authorize: "Bearer #{::TD_AMERITRADE[:access_token]}",
+    }
+
+    path = "/v1/accounts/#{::TD_AMERITRADE[:accountId]}/orders"
+    puts! path, 'path'
+    out = self.post path, { query: query, headers: headers }
+    timestamp = DateTime.parse out.headers['date']
+    out = out.parsed_response.deep_symbolize_keys
+    puts! out, 'created credit call?'
+  end
+  def self.create_long_debit_call_spread
+  end
+  def self.create_short_debit_put_spread
+  end
+
+  def self.roll_credit_call
+  end
+  def self.roll_long_debit_call_spread
+  end
+  def self.roll_short_debit_put_spread
+  end
+
+
+end
+
+##
+## From: https://developer.tdameritrade.com/content/place-order-samples
+## Buy Limit: Vertical Call Spread
+##
+=begin
+{
+  "orderType": "NET_DEBIT",
+  "session": "NORMAL",
+  "price": "1.20",
+  "duration": "DAY",
+  "orderStrategyType": "SINGLE",
+  "orderLegCollection": [
+    {
+      "instruction": "BUY_TO_OPEN",
+      "quantity": 10,
+      "instrument": {
+        "symbol": "XYZ_011516C40",
+        "assetType": "OPTION"
+      }
+    },
+    {
+      "instruction": "SELL_TO_OPEN",
+      "quantity": 10,
+      "instrument": {
+        "symbol": "XYZ_011516C42.5",
+        "assetType": "OPTION"
+      }
+    }
+  ]
+}
+=end
+
+
+

data/app/models/tda/stock.rb

@@ -0,0 +1,59 @@
+
+require 'httparty'
+
+class Tda::Stock
+  include ::HTTParty
+  base_uri 'https://api.schwabapi.com/marketdata/v1'
+
+  ## alias
+  def self.get_quote which
+    self.get_quotes( which )[0]
+  end
+
+  ## tickers = "GME"
+  ## tickers = "NVDA,GME"
+  def self.get_quotes tickers
+    profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
+
+    path = "/quotes"
+    headers = {
+      accept:    'application/json',
+      Authorization: "Bearer #{profile.schwab_access_token}",
+    }
+    inns = self.get path, { headers: headers, query: { symbols: tickers } }
+    inns = inns.parsed_response
+    puts! inns, 'parsed response'
+
+    if [ NilClass, String ].include?( inns.class )
+      return []
+    end
+    inns.each do |k, v|
+      inns[k] = v.deep_symbolize_keys
+    end
+    outs = []
+    inns.each do |symbol, _obj|
+      obj = _obj[:quote]
+      outs.push ::Iro::Priceitem.create!({
+        putCall:        'STOCK',
+        symbol:          symbol,
+        ticker:          symbol,
+        bid:             obj[:bidPrice],
+        bidSize:         obj[:bidSize],
+        ask:             obj[:askPrice],
+        askSize:         obj[:askSize],
+        last:            obj[:lastPrice],
+        openPrice:       obj[:openPrice],
+        closePrice:      obj[:closePrice],
+        highPrice:       obj[:highPrice],
+        lowPrice:        obj[:lowPrice],
+        timestamp:       Time.at( obj[:quoteTime]/1000 ),
+        totalVolume:     obj[:totalVolume],
+        mark:            obj[:mark],
+        exchangeName:    obj[:exchangeName],
+        volatility:      obj[:volatility],
+      })
+    end
+    return outs
+  end
+
+end

data/app/models/wco/leadset.rb

@@ -35,7 +35,7 @@ class Wco::Leadset
 
 
   has_many :appliances,      class_name: '::WcoHosting::Appliance',   inverse_of: :leadset
-  has_many :appliance_tmpls, class_name: 'Wco::Price', inverse_of: :leadset
+  has_many :appliance_tmpl_prices, class_name: 'Wco::Price', inverse_of: :leadset
 
   has_many :environments,  class_name: '::WcoHosting::Environment', inverse_of: :leadset
   has_many :invoices,      class_name: 'Wco::Invoice'

data/app/models/wco_email/message_stub.rb

@@ -227,7 +227,6 @@ class WcoEmail::MessageStub
         else
           @message.apply_filter( filter )
         end
-
       end
     end
 

data/app/views/wco/office_actions/_index.haml

@@ -3,11 +3,13 @@
 %ul
   - oas.each do |oa|
     %li.d-flex
+      = button_to 'x', office_action_path(oa), method: :delete, data: { confirm: 'Are you sure?' }
+       
       = link_to '[~]', edit_office_action_path(oa)
        
       = link_to oa.slug, office_action_path(oa)
        
-      = button_to 'x', office_action_path(oa), method: :delete, data: { confirm: 'Are you sure?' }
+      = button_to 'do run', run_office_action_path(oa), data: { confirm: 'Are you sure?' }
       %ul
         %li
           .gray.mini= oa.id

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

@@ -23,7 +23,7 @@
 
     .field
       %label leadset
-      = f.select :leadset, options_for_select(Wco::Leadset.list, selected: profile.leadset )
+      = f.select :leadset, options_for_select(Wco::Leadset.list, selected: profile.leadset_id )
 
     .actions
       = f.submit 'Go'

data/config/initializers/08_integrations.rb

@@ -7,3 +7,18 @@ Stripe.api_version = '2020-08-27'
 
 PI_DRUP_PROD_USERNAME ||= 'test-1@piousbox.com'
 PI_DRUP_PROD_PASSWD   ||= 'KSUisl321,'
+
+SCHWAB_DATA = {
+  # key: 'epK2snmDATP8Rt8Z61drW7pp7bbA0Jxd', ## exec
+  # secret: 'GaIGXzwxsEc69S4w',              ## exec
+
+  key: 'AytEXpTMmzmAHaKDlcvu5uYjqQvdHinz', ## market data
+  secret: '9zYIcBxPLzDFqEhN',              ## market data
+
+  access_token: 'I0.b2F1dGgyLmNkYy5zY2h3YWIuY29t.ZOtBvya0gEzxBQAjbaFoABoYhRsrvEEWPF3yswUVuZg@',
+  # redirect_url: 'https://email.wasya.co/trading/api/oauth2-redirect.html',
+  redirect_url: 'http://email.local:3002/trading/api/oauth2-redirect.html',
+}
+
+TEST_SCHWAB_ACCESS_TOKEN = "I0.b2F1dGgyLmJkYy5zY2h3YWIuY29t.mf4P-9r_E8x6sm4-lkoWRfBB8n0hXYv7O-O08t21f2s@"
+

data/config/routes.rb

@@ -48,6 +48,8 @@ Wco::Engine.routes.draw do
   post 'office_action_templates/:id/perform', to: 'office_action_templates#perform', as: :oat_perform
   get  'office_action_templates/:id/perform', to: 'office_action_templates#perform'
   resources :office_action_templates
+
+  post 'office_actions/:id/run', to: 'office_actions#do_run', as: :run_office_action
   resources :office_actions
 
   resources :prices

data/lib/wco_models.rb

@@ -30,6 +30,8 @@ ACTIVE   = 'active'
 INACTIVE = 'inactive'
 STATUSES = [ nil, ACTIVE, INACTIVE ]
 
+module Iro; end
+module Tda; end
 module Wco; end
 
 module WcoEmail

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: wco_models
 version: !ruby/object:Gem::Version
-  version: 3.1.0.217
+  version: 3.1.0.219
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2025-09-24 00:00:00.000000000 Z
+date: 2025-12-12 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ahoy_matey
@@ -464,12 +464,14 @@ files:
 - 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/option_black_scholes.rb-bk
 - 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/tda/option.rb
+- app/models/tda/stock.rb
 - app/models/wco/asset.rb
 - app/models/wco/gallery.rb
 - app/models/wco/headline.rb