wco_models 3.1.0.264 → 3.1.0.266

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 06f4f98ee3c36e42af419ef0778c2b1dcef99b45b6950a0b8e0847e4f122ab84
-  data.tar.gz: 3156138556995606ce6c338af1fc675b678da32a6c4a2996e3c1c6c6fc8096e8
+  metadata.gz: d52ff07afe73ec8c7240fbfb85a78a1cd4bf66c9db7c49fd69d5e7c3c56114aa
+  data.tar.gz: 33592a3dd04ab62d82c36d77070323735112bdb5966f8ba3009ff182c593f51e
 SHA512:
-  metadata.gz: 3fdab086ab82d058301d86f1b85fac771df0fbedac5418ff503218b04d960cd09ca2a73bebee5aaee4a57f9a910b259b0ea046d5224a62790286108370c863ee
-  data.tar.gz: 82e604c3c74303c03b7db2a007f1ddb0e6725d77957c86355ca0e749af9b7dadd7d6e6e15d2f2d3528e22d72ddd5f2387e6e9b5a061118801810955613215e2f
+  metadata.gz: 88fc66fef4da9de8509ff2a46088229c73ea4041aa2aee67c1cd2771dbec93bafa164b6a6d39b7e312e3f86000b36cfc554fb33f9677b495fde357df60ed1739
+  data.tar.gz: 816df1b774e34f02dea1d1f23176a1ba5e0c00f84a1c04afb40084cd79af2671d1e28194b70ce8f90db6c239b672cc352ae8d27a00b9ac49e5f60977d49fad06

data/app/assets/stylesheets/wco/application.scss

@@ -37,9 +37,6 @@ $enable-important-utilities: false;
   border-bottom: 1px solid gray;
   border-left: 1px solid gray;
 
-  // border-top: 2px solid white;
-  // border-left: 2px solid white;
-
   display: flex;
 
   margin-top: 1em;

data/app/assets/stylesheets/wco/main.scss

@@ -70,16 +70,6 @@ table.bordered {
   }
 }
 
-table.sticky thead,
-table thead.sticky {
-  background: #ccc;
-
-  th {
-    position: sticky;
-    top: 0;
-    z-index: 10;
-  }
-}
 
 /* C */
 
@@ -93,6 +83,11 @@ textarea.monospace {
   padding: 0.6em;
 }
 
+.crossed,
+.crossout {
+  text-decoration: line-through;
+}
+
 /* D */
 
 .d-flex {
@@ -250,10 +245,36 @@ label.required {
 
 
 /* S */
+
 .spacer-small {
   height: 20px;
 }
 
+div.sticky,
+h2.sticky,
+h3.sticky,
+h4.sticky,
+h5.sticky {
+  position: sticky;
+  top: 0.5em;
+  z-index: 10;
+
+  border-radius: 0.5em;
+  padding: 0.5em;
+  background: rgba(255,255,255, 0.5);
+}
+
+table.sticky thead,
+table thead.sticky {
+  background: #ccc;
+
+  th {
+    position: sticky;
+    top: 0;
+    z-index: 10;
+  }
+}
+
 /* T */
 
 .title {

data/app/helpers/wco/application_helper.rb

@@ -34,8 +34,8 @@ module Wco::ApplicationHelper
   end
 
   def pp_amount a, config = { precision: 2 }
-    return '-' if !a
-    return '-' if a.class == String
+    return '___' if !a
+    return '___' if a.class == String
     return number_to_currency a, precision: config[:precision]
     # "$#{'%.2f' % a}"
   end

data/app/models/iro/option.rb

@@ -10,17 +10,10 @@ class Iro::Option
 
   belongs_to :stock, class_name: 'Iro::Stock', inverse_of: :strategies
   def ticker; stock.ticker; end
-  # field :ticker
-  # validates :ticker, presence: true
 
   CALL = 'CALL'
   PUT  = 'PUT'
 
-  ## for now, recompute every time
-  # field :symbol
-  ## each option can be a leg in a position, no uniqueness
-  # validates :symbol, uniqueness: true, presence: true
-
   field :put_call, type: :string # 'PUT' or 'CALL'
   validates :put_call, presence: true
 
@@ -29,11 +22,6 @@ class Iro::Option
   field :strike, type: :float
   validates :strike, presence: true
 
-  def to_s
-    "#{symbol} :: #{expires_on.strftime('%Y-%m-%d')} #{put_call} #{strike}"
-  end
-
-
   field :expires_on, type: :date
   validates :expires_on, presence: true
   def self.expirations_list full: false, n: 5
@@ -70,38 +58,13 @@ class Iro::Option
 
   field :last, type: :float
 
-  ## for TDA
-  ## "COST_030626C1030"
-  def symbol_old
-    if !self[:symbol]
-      p_c_ = put_call == 'PUT' ? 'P' : 'C'
-      strike_ = strike.to_i == strike ? strike.to_i : strike
-      sym = "#{stock.ticker}_#{expires_on.strftime("%m%d%y")}#{p_c_}#{strike_}" # XYZ_011819P45
-      self[:symbol] = sym
-      save
-    end
-    self[:symbol]
-  end
-
-  ## for schwab
+  ## for schwab, eg:
   ## "COST  260306C01030000"
   def symbol
     p_c_ = put_call == 'PUT' ? 'P' : 'C'
     strike_ = format("%08d", (strike.to_f * 1000).round)
     sym = "#{stock.ticker.ljust(6)}#{expires_on.strftime("%y%m%d")}#{p_c_}#{strike_}"
   end
-=begin
-  def symbol_trash ## it persists - which I dont do right now
-    if !self[:symbol]
-      p_c_ = put_call == 'PUT' ? 'P' : 'C'
-      strike_ = format("%08d", (strike.to_f * 1000).round)
-      sym = "#{stock.ticker.ljust(6)}#{expires_on.strftime("%y%m%d")}#{p_c_}#{strike_}"
-      self[:symbol] = sym
-      save
-    end
-    self[:symbol]
-  end
-=end
 
   # before_save :sync, if: ->() { !Rails.env.test? } ## do not sync in test
   def sync
@@ -117,65 +80,7 @@ class Iro::Option
     self.save! ## 2026-02-19 this must be present.
   end
 
-  def self.max_pain hash
-    outs = {}
-
-    %w| put call |.each do |contractType|
-      dates = hash["#{contractType}ExpDateMap"]
-      dates.each do |_date, strikes| ## _date="2023-02-10:5"
-        date = _date.split(':')[0].to_date.to_s
-        outs[date] ||= {
-          'all'  => {},
-          'call' => {},
-          'put'  => {},
-          'summary' => {},
-        }
-
-        strikes.each do |_strike, _v| ## _strike="18.5"
-          strike = _strike.to_f
-
-          ## calls
-          mem_c = 0
-          strikes.keys.reverse.each do |_key|
-            if _key == _strike
-              break
-            end
-            key = _key.to_f
-            tmp = hash["callExpDateMap"][_date][_key][0]['openInterest'] * ( key - strike )
-            mem_c += tmp
-          end
-          outs[date]['call'][_strike] = mem_c
-
-          ## puts
-          mem_p = 0
-          strikes.keys.each do |_key|
-            if _key == _strike
-              break
-            end
-            key = _key.to_f
-            tmp = hash["putExpDateMap"][_date][_key][0]['openInterest'] * ( strike - key )
-            mem_p += tmp
-          end
-          outs[date]['put'][_strike] = mem_p
-          outs[date]['all'][_strike] = mem_c + mem_p
-
-        end
-      end
-    end
-
-    ## compute summary
-    outs.each do |date, types|
-      all = types['all']
-      outs[date]['summary'] = { 'value' => all.keys[0] }
-      all.each do |strike, amount|
-        if amount < all[ outs[date]['summary']['value'] ]
-          outs[date]['summary']['value'] = strike
-        end
-      end
-    end
-
-    return outs
+  def to_s
+    "#{symbol} :: #{expires_on.strftime('%Y-%m-%d')} #{put_call} #{strike}"
   end
-
-
 end

data/app/models/iro/option.rb-bk

@@ -0,0 +1,62 @@
+
+
+  def self.max_pain hash
+    outs = {}
+
+    %w| put call |.each do |contractType|
+      dates = hash["#{contractType}ExpDateMap"]
+      dates.each do |_date, strikes| ## _date="2023-02-10:5"
+        date = _date.split(':')[0].to_date.to_s
+        outs[date] ||= {
+          'all'  => {},
+          'call' => {},
+          'put'  => {},
+          'summary' => {},
+        }
+
+        strikes.each do |_strike, _v| ## _strike="18.5"
+          strike = _strike.to_f
+
+          ## calls
+          mem_c = 0
+          strikes.keys.reverse.each do |_key|
+            if _key == _strike
+              break
+            end
+            key = _key.to_f
+            tmp = hash["callExpDateMap"][_date][_key][0]['openInterest'] * ( key - strike )
+            mem_c += tmp
+          end
+          outs[date]['call'][_strike] = mem_c
+
+          ## puts
+          mem_p = 0
+          strikes.keys.each do |_key|
+            if _key == _strike
+              break
+            end
+            key = _key.to_f
+            tmp = hash["putExpDateMap"][_date][_key][0]['openInterest'] * ( strike - key )
+            mem_p += tmp
+          end
+          outs[date]['put'][_strike] = mem_p
+          outs[date]['all'][_strike] = mem_c + mem_p
+
+        end
+      end
+    end
+
+    ## compute summary
+    outs.each do |date, types|
+      all = types['all']
+      outs[date]['summary'] = { 'value' => all.keys[0] }
+      all.each do |strike, amount|
+        if amount < all[ outs[date]['summary']['value'] ]
+          outs[date]['summary']['value'] = strike
+        end
+      end
+    end
+
+    return outs
+  end
+

data/app/models/iro/position.rb

@@ -5,12 +5,6 @@ class Iro::Position
   include Mongoid::Paranoia
   store_in collection: 'iro_positions'
 
-  ## @trash, use next_gain_loss_amount instead
-  # field :prev_gain_loss_amount, type: :float
-  # def prev_gain_loss_amount
-  #   out  = autoprev.outer.end_price - autoprev.inner.end_price
-  #   out += inner.begin_price - outer.begin_price
-  # end
   field :next_gain_loss_amount, type: :float
 
 
@@ -23,14 +17,22 @@ class Iro::Position
   STATUSES = [ nil, STATUS_CLOSED, STATUS_ACTIVE, STATUS_PREPARE, STATUS_PROPOSED, STATUS_PENDING ]
   field :status
   validates :status, presence: true
-  scope :active, ->{ where( status: 'active' ) }
-  field :schwab_status
+  scope :active,   ->{ where( status: 'active' ) }
+  scope :proposed, ->{ where( status: 'proposed' ) }
+
 
   belongs_to :purse, class_name: 'Iro::Purse',    inverse_of: :positions
   index({ purse_id: 1, ticker: 1 })
 
   belongs_to :stock, class_name: 'Iro::Stock',    inverse_of: :positions
-  delegate :ticker, to: :stock
+  field :ticker
+  def ticker
+    if !self[:ticker]
+      self[:ticker] = stock.ticker
+      self.save
+    end
+    self[:ticker]
+  end
 
   belongs_to :strategy, class_name: 'Iro::Strategy', inverse_of: :positions
   delegate :long_or_short,   to: :strategy
@@ -83,6 +85,7 @@ class Iro::Position
   field :end_on
 
   field :schwab_order_id, type: :integer
+  field :schwab_status
 
   def begin_delta
     strategy.send("begin_delta_#{strategy.kind}", self)
@@ -132,6 +135,16 @@ class Iro::Position
     print '^'
   end
 
+
+  field :pending_price
+
+  ## place2 = credit-spread
+  def place2_price
+    pos = self
+    out = pos.inner.begin_price - pos.outer.begin_price
+    return out.round(2)
+  end
+
   def roll_price
     pos = self
     out = pos.autoprev.outer.end_price - pos.autoprev.inner.end_price + pos.inner.begin_price - pos.outer.begin_price
@@ -231,33 +244,35 @@ class Iro::Position
     # puts! outs, '#calc_nxt.outs -> 2'
 
     ## next_inner_strike
-    outs = outs.select do |out|
-      if Iro::Strategy::CREDIT == pos.credit_or_debit
-        if Iro::Strategy::SHORT == pos.long_or_short
-          ## short credit call
-          out[:strikePrice] >= strategy.next_inner_strike
-        elsif Iro::Strategy::LONG == pos.long_or_short
-          ## long credit put
-          out[:strikePrice] <= strategy.next_inner_strike
+    if strategy.next_inner_strike.present?
+      outs = outs.select do |out|
+        if Iro::Strategy::CREDIT == pos.credit_or_debit
+          if Iro::Strategy::SHORT == pos.long_or_short
+            ## short credit call
+            out[:strikePrice] >= strategy.next_inner_strike
+          elsif Iro::Strategy::LONG == pos.long_or_short
+            ## long credit put
+            out[:strikePrice] <= strategy.next_inner_strike
+          end
+        else
+          raise 'zt3 - @TODO: implement, debit spreads'
         end
-      else
-        raise 'zt3 - @TODO: implement, debit spreads'
       end
+      puts! outs[0][:strikePrice], 'after calc next_inner_strike'
+      # puts! outs, 'outs'
     end
-    puts! outs[0][:strikePrice], 'after calc next_inner_strike'
-    # puts! outs, 'outs'
 
-    ## next_buffer_above_water
+    ## next_usd_above_mark
     outs = outs.select do |out|
       if Iro::Strategy::SHORT == pos.long_or_short
-        out[:strikePrice] > strategy.next_buffer_above_water + strategy.stock.last
+        out[:strikePrice] > strategy.next_usd_above_mark + strategy.stock.last
       elsif Iro::Strategy::LONG == pos.long_or_short
-        out[:strikePrice] < strategy.stock.last - strategy.next_buffer_above_water
+        out[:strikePrice] < strategy.stock.last - strategy.next_usd_above_mark
       else
         raise 'zt4 - this cannot happen'
       end
     end
-    puts! outs[0][:strikePrice], 'after calc next_buffer_above_water'
+    puts! outs[0][:strikePrice], 'after calc next_usd_above_mark'
     puts! outs, 'outs'
 
     ## next_inner_delta
@@ -310,7 +325,9 @@ class Iro::Position
         status:      'proposed',
         stock:        strategy.stock,
         inner_strike: inner_attrs[:strike],
+        inner_attributes: inner_attrs,
         outer_strike: outer_attrs[:strike],
+        outer_attributes: outer_attrs,
         begin_on:     Time.now.to_date,
         expires_on:   next_expires_on,
         purse:        purse,

data/app/models/iro/purse.rb

@@ -28,39 +28,7 @@ class Iro::Purse
   field :n_next_positions, type: :integer, default: 5
 
   field :available_amount, type: :float
-  validates :available_amount, presence: true
-  def available
-    available_amount
-  end
-
-  # def balance
-  #   0.01
-  # end
-
-  def delta_wt_avg( begin_end, long_short, inner_outer )
-    max_loss_total = 0
-
-    out = positions.send( long_short ).map do |pos|
-      max_loss_total += pos.max_loss * pos.q
-      pos.max_loss * pos.q * pos.send( inner_outer ).send( "#{begin_end}_delta" )
-    end
-    # puts! out, 'delta_wt_avg 1'
-    out = out.reduce( &:+ ) / max_loss_total rescue 0
-    # puts! out, 'delta_wt_avg 2'
-    return out
-  end
-  ## delta to plot percentage
-  ## convert to normal between 0 and 3 std
-  def delta_to_plot_p( *args )
-    x = delta_wt_avg( *args ).abs
-    if x < 0.5
-      y = 1
-    else
-      y = 2 - 1/( 1.5 - x )
-    end
-    y_ = "#{ (y*100) .to_i}%"
-    return y_
-  end
+  # validates :available_amount, presence: true
 
   def to_s
     slug

data/app/models/iro/strategy.rb

@@ -79,7 +79,6 @@ class Iro::Strategy
 
   field     :threshold_usd_above_mark, type: :float
   validates :threshold_usd_above_mark, presence: true
-  def buffer_above_water; threshold_usd_above_mark; end
 
   field :threshold_pos_delta, type: :float # offensive: roll b/c markets are going my way
   field :threshold_neg_delta, type: :float # defensive: roll b/c markets are going against me
@@ -206,6 +205,7 @@ class Iro::Strategy
   ## decisions
   ##
 
+  ## do not use!
   def calc_rollp_covered_call p
     stock.reload
 
@@ -213,10 +213,10 @@ class Iro::Strategy
       return [ 0.99, '0 DTE, must exit' ]
     end
 
-    if ( stock.last - buffer_above_water ) < p.inner.strike
+    if ( stock.last - threshold_usd_above_mark ) < 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" ]
+        "#{'%.2f' % [p.inner.strike + threshold_usd_above_mark - stock.last]} " +
+        "below #{'%.2f' % [p.inner.strike + threshold_usd_above_mark]} water" ]
     end
 
     if p.inner.end_delta < threshold_pos_delta
@@ -230,7 +230,7 @@ class Iro::Strategy
     return [ 0.33, '-' ]
   end
 
-  ## _TODO
+  ## do not use!
   def calc_rollp_long_debit_call_spread p
     stock.reload
 
@@ -241,10 +241,10 @@ class Iro::Strategy
       return [ 0.99, '1 DTE, must exit' ]
     end
 
-    if ( stock.last - buffer_above_water ) < p.inner.strike
+    if ( stock.last - threshold_usd_above_mark ) < 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" ]
+          "#{'%.2f' % [stock.last - p.inner.strike - threshold_usd_above_mark]} " +
+          "below #{'%.2f' % [p.inner.strike + threshold_usd_above_mark]} water" ]
     end
 
     if p.inner.end_delta < threshold_pos_delta
@@ -258,14 +258,15 @@ class Iro::Strategy
     return [ 0.33, '-' ]
   end
 
-  ## 2025-10-12 _TODO
+  ## 2025-10-12 continue
+  ## 2026-04-05 continue
   def calc_rollp_long_credit_put_spread p
     stock.reload
 
     # puts! p, '#calc_rollp_long_credit_put_spread'
     # puts! p.inner, 'p.inner'
-    puts! stock, 'stock'
-    puts! attributes, 'strategy attributes'
+    # 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' ]
@@ -274,24 +275,28 @@ class Iro::Strategy
       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" ]
+    if ( stock.last - threshold_usd_above_mark ) < p.inner.strike
+      return [ 0.95, ":threshold_usd_above_mark <br />Last $#{'%.2f' % stock.last} is " +
+        "#{'%.2f' % [stock.last - p.inner.strike]} near #{p.inner.strike} but should be greater than #{threshold_usd_above_mark} ." ]
     end
 
-    if p.inner.end_delta < threshold_pos_delta
-      return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_pos_delta} threshold." ]
+    if p.inner.end_delta.abs < threshold_pos_delta
+      return [ 0.79, ":threshold_pos_delta <br />Offensive roll: delta #{p.inner.end_delta} is lower than #{threshold_pos_delta} ." ]
+    end
+    if p.inner.end_delta.abs > threshold_neg_delta
+      return [ 0.79, ":threshold_neg_delta <br />Defensive roll: delta #{p.inner.end_delta} is higher than #{threshold_neg_delta} ." ]
     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^" ]
+    if threshold_netp.present?
+      if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp
+        return [ 0.51, ":threshold_netp <br />made enough #{'%.02f' % [(1.0 - p.inner.end_price/p.inner.begin_price )*100]}% profit^" ]
+      end
     end
 
     return [ 0.33, '-' ]
   end
 
-  ## _TODO
+  ## do not use!
   def calc_rollp_short_debit_put_spread p
     stock.reload
 
@@ -299,10 +304,10 @@ class Iro::Strategy
       return [ 0.99, "< #{threshold_dte}DTE, must exit" ]
     end
 
-    if stock.last + buffer_above_water > p.inner.strike
+    if stock.last + threshold_usd_above_mark > 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" ]
+          "#{'%.2f' % [stock.last + threshold_usd_above_mark - p.inner.strike]} " +
+          "above #{'%.2f' % [p.inner.strike - threshold_usd_above_mark]} water" ]
     end
 
     if p.inner.end_delta.abs < threshold_pos_delta.abs
@@ -317,6 +322,7 @@ class Iro::Strategy
   end
 
   ## 2026-02-21 ok
+  ## 2026-04-05 ok
   def calc_rollp_short_credit_call_spread p
     puts! p, 'calc_rollp_short_credit_call_spread...'
     stock.reload
@@ -325,10 +331,9 @@ class Iro::Strategy
       return [ 0.99, "< #{threshold_dte}DTE, must exit" ]
     end
 
-    if stock.last + buffer_above_water > p.inner.strike
-      return [ 0.95, "Last #{'%.2f' % stock.last} is " +
-          "#{'%.2f' % [stock.last + buffer_above_water - p.inner.strike]} " +
-          "above #{'%.2f' % [p.inner.strike - buffer_above_water]} water" ]
+    if stock.last + threshold_usd_above_mark > p.inner.strike
+      return [ 0.95, ":threshold_usd_above_mark <br />Last $#{'%.2f' % stock.last} is " +
+          "#{'%.2f' % [p.inner.strike - stock.last]} near #{p.inner.strike} but should be greater than #{threshold_usd_above_mark} ." ]
     end
 
     ## defensive
@@ -342,8 +347,10 @@ class Iro::Strategy
       return [ 0.69, "Delta #{p.inner.end_delta} is lower than #{threshold_pos_delta} offensive threshold." ]
     end
 
-    if p.net_percent > threshold_netp
-      return [ 0.51, "made enough #{'%.0f' % [p.net_percent*100]}% > #{"%.2f" % [threshold_netp*100]}% profit," ]
+    if threshold_netp.present?
+      if p.net_percent > threshold_netp
+        return [ 0.51, "made enough #{'%.0f' % [p.net_percent*100]}% > #{"%.2f" % [threshold_netp*100]}% profit," ]
+      end
     end
 
     return [ 0.33, '-' ]
@@ -357,9 +364,6 @@ class Iro::Strategy
   end
 
 
-  # def slug
-  #   "#{kind} #{stock}"
-  # end
   def to_s
     "#{kind} #{stock} #{descr}"
   end

data/app/models/tda/order.rb

@@ -18,7 +18,7 @@ class Tda::Order
       },
     })
     puts! results, 'results'
-    return results
+    return results.deep_symbolize_keys
   end
 
   ## not used - the hash is stored
@@ -33,6 +33,70 @@ class Tda::Order
     puts! results, 'results'
   end
 
+  def self.get_orders
+    profile = Wco::Profile.pi
+    today = Time.now.strftime("%Y-%m-%d")
+    results = self.get("/accounts/#{profile.schwab_account_hash}/orders", {
+      headers: {
+        accept:        'application/json',
+        Authorization: "Bearer #{profile[:schwab_exec_access_token]}",
+      },
+      query: {
+        fromEnteredTime: "#{today}T00:00:00Z",
+        toEnteredTime: "#{today}T23:59:59Z",
+      },
+    })
+    puts! results, 'get_orders() results'
+    puts! results.code, 'results.code'
+    return results
+  end
+
+  def self.cancel_order!( id )
+    profile = Wco::Profile.pi
+    results = self.delete("/accounts/#{profile.schwab_account_hash}/orders/#{id}", {
+      headers: {
+        accept:        'application/json',
+        Authorization: "Bearer #{profile[:schwab_exec_access_token]}",
+      },
+    })
+    puts! results, 'cancel_order!() results'
+    puts! results.code, 'results.code'
+    # if !results.code == '200'
+    #   throw 'could not cancel order'
+    # end
+  end
+
+  def self.credit_spread_q pos
+    query = {
+      orderType: pos.place2_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
+      session: "NORMAL",
+      duration: "DAY",
+      price: pos.pending_price,
+      orderStrategyType: "SINGLE",
+      orderLegCollection: [
+        ## open
+        {
+          instruction: "BUY_TO_OPEN",
+          quantity: pos.q,
+          instrument: {
+            symbol: pos.outer.symbol,
+            assetType: "OPTION",
+          },
+        },
+        {
+          instruction: "SELL_TO_OPEN",
+          quantity: pos.q,
+          instrument: {
+            symbol: pos.inner.symbol,
+            assetType: "OPTION",
+          },
+        },
+      ],
+    }
+    return query
+  end
+
+  ## obsolete, I don't do covered calls anymore?
   def self.roll_covered_call_q pos
     roll_price = pos.inner.begin_price - pos.autoprev.inner.end_price
     query = {
@@ -67,12 +131,12 @@ class Tda::Order
     return query
   end
 
-  def self.roll_short_credit_call_spread_q pos
+  def self.roll_credit_call_spread_q pos
     query = {
-      orderType: "NET_CREDIT", ## pos.roll_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
+      orderType: pos.roll_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
       session: "NORMAL",
       duration: "DAY",
-      price: ( pos.roll_price + 100 ).to_s, ## _TODO this order will never fill (net credit only)
+      price: pos.roll_price.abs.to_s,
       orderStrategyType: "SINGLE",
       orderLegCollection: [
         ## close
@@ -116,8 +180,8 @@ class Tda::Order
     return query
   end
 
-  def self.place_order query
-    puts! query, '#place_order'
+  def self.place_order! query
+    # puts! query, '#place_order'
 
     profile = Wco::Profile.pi
     results = self.post("/accounts/#{profile.schwab_account_hash}/orders", {
@@ -128,8 +192,14 @@ class Tda::Order
       },
       body: query.to_json,
     })
+    puts! results, 'place_order!() results'
+    puts! results.code, 'results.code'
+    # if 201 != results.code
+    #   throw results
+    # end
     order_id = results.headers['location'].split('/').last
-    return order_id
+    # response = JSON.parse results.body
+    return { schwab_order_id: order_id, schwab_status: 'WORKING' }
   end
 
 end

data/app/models/wco_email/config.rb

@@ -0,0 +1,15 @@
+
+class WcoEmail::Config
+  include Mongoid::Document
+  include Mongoid::Timestamps
+  store_in collection: 'wco_email_config'
+
+  field :key
+  validates :key, { presence: true, uniqueness: true }
+
+  field :value
+  validates :value, { presence: true }
+
+  field :descr
+
+end

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

@@ -23,6 +23,9 @@
     %hr
     .row
       .col-6
+        .field
+          %label schwab_account_hash
+          = f.text_field :schwab_account_hash
         .field
           %label schwab_access_token
           = f.text_field :schwab_access_token
@@ -33,6 +36,8 @@
           %label schwab_id_token
           = f.text_field :schwab_id_token
       .col-6
+        .field
+          %label  
         .field
           %label schwab_exec_access_token
           = f.text_field :schwab_exec_access_token

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: wco_models
 version: !ruby/object:Gem::Version
-  version: 3.1.0.264
+  version: 3.1.0.266
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2026-04-05 00:00:00.000000000 Z
+date: 2026-04-08 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ahoy_matey
@@ -477,6 +477,7 @@ files:
 - app/models/iro/datapoint.rb
 - app/models/iro/date.rb
 - app/models/iro/option.rb
+- app/models/iro/option.rb-bk
 - app/models/iro/option_black_scholes.rb-bk
 - app/models/iro/position.rb
 - app/models/iro/priceitem.rb
@@ -516,6 +517,7 @@ files:
 - app/models/wco/utils.rb
 - app/models/wco/video.rb
 - app/models/wco_email/campaign.rb
+- app/models/wco_email/config.rb
 - app/models/wco_email/context.rb
 - app/models/wco_email/conversation.rb
 - app/models/wco_email/email_action.rb