wco_models 3.1.0.268 → 3.1.0.270

checksums.yaml

@@ -1,7 +1,7 @@
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data/app/models/iro/option.rb

@@ -102,7 +102,7 @@ class Iro::Option
       expirationDate: expires_on.strftime('%Y-%m-%d'),
       ticker: ticker,
     })
-    puts! out, "option sync of `#{self.to_s}`"
+    # puts! out, "option sync of `#{self.to_s}`"
     self.end_price = ( out.bid + out.ask ) / 2 rescue 0
     self.end_delta = out.delta ? out.delta : 0.0
     self.save! ## 2026-02-19 this must be present.

data/app/models/iro/position.rb

@@ -142,7 +142,7 @@ class Iro::Position
   end
 
 
-  field :pending_price
+  field :pending_price, type: :float
 
   ## credit spread only
   def close_price
@@ -151,8 +151,8 @@ class Iro::Position
     return out.round(2)
   end
 
-  ## place2 = credit-spread
-  def place2_price
+  ## credit-spread
+  def open_price
     pos = self
     out = pos.inner.begin_price - pos.outer.begin_price
     return out.round(2)
@@ -208,6 +208,50 @@ class Iro::Position
     outer.sync
   end
 
+  def schwab_query
+    pos = self
+    case pos.intent
+    when Iro::Strategy::INTENT_OPEN
+      the_q = Tda::Order.credit_spread_q pos
+    when Iro::Strategy::INTENT_ROLL
+      the_q = Tda::Order.roll_credit_call_spread_q pos
+    else
+      throw "prp - #schwab_query undefined for position #{pos.inspect}"
+    end
+    return the_q
+  end
+
+  def self.sync_all
+    @positions = Iro::Position.where( :status.in => [ 'active', 'pending' ] )
+    expiration_dates = @positions.map { |p| p.expires_on.to_s }.sort
+    # puts! expiration_dates, 'expiration_dates'
+
+    count = 1
+    @positions.each do |pos|
+      # puts! pos.to_s, 'pos TMP'
+
+      quotes_h = Tda::Option.get_quotes_h({
+        contractType: 'ALL',
+        ticker:  pos.ticker,
+        fromDate: expiration_dates.first,
+        toDate: expiration_dates.last,
+      })
+
+      pos.inner.end_price = quotes_h[pos.expires_on.to_s][pos.put_call][pos.inner.strike][:price]
+      pos.inner.end_delta = quotes_h[pos.expires_on.to_s][pos.put_call][pos.inner.strike][:delta]
+      pos.inner.save ? print("#{count}^") : print("#{count}X")
+      if [ Iro::Strategy::KIND_LONG_CREDIT_PUT_SPREAD, Iro::Strategy::KIND_SHORT_CREDIT_CALL_SPREAD ].include?( pos.strategy.kind )
+        pos.outer.end_price = quotes_h[pos.expires_on.to_s][pos.put_call][pos.outer.strike][:price]
+        pos.outer.end_delta = quotes_h[pos.expires_on.to_s][pos.put_call][pos.outer.strike][:delta]
+        pos.outer.save ? print('^') : print('X')
+      end
+      count = count+1
+    end
+
+    print 'synced-all.'
+  end
+
+
 
   ##
   ## decisions
@@ -230,7 +274,7 @@ class Iro::Position
 
   def calc_nxt
     pos = self
-    puts! pos, '#calc_nxt...'
+    # puts! pos, '#calc_nxt...'
 
     ## 7 days ahead - not configurable
     params = {
@@ -238,11 +282,16 @@ class Iro::Position
       expirationDate: next_expires_on,
       ticker: ticker,
     }
-    puts! params, 'ze params'
+    # puts! params, 'ze params'
     outs = Tda::Option.get_quotes(params)
-    puts! outs, 'outs'
+    # puts! outs, 'outs'
     outs_bk = outs.dup
 
+    ## cleanup mid-increments
+    outs = outs.select do |out|
+      ( out[:strikePrice] - pos.inner.strike ) % strategy.stock.options_price_increment == 0
+    end
+
     outs = outs.select do |out|
       out[:bidSize] + out[:askSize] > 0
     end
@@ -269,7 +318,7 @@ class Iro::Position
           raise 'zt3 - @TODO: implement, debit spreads'
         end
       end
-      puts! outs[0][:strikePrice], 'after calc next_inner_strike'
+      # puts! outs[0][:strikePrice], 'after calc next_inner_strike'
       # puts! outs, 'outs'
     end
 
@@ -283,23 +332,16 @@ class Iro::Position
         raise 'zt4 - this cannot happen'
       end
     end
-    puts! outs[0][:strikePrice], 'after calc next_usd_above_mark'
-    puts! outs, 'outs'
+    # puts! outs[0][:strikePrice], 'after calc next_usd_above_mark'
+    # puts! outs, 'outs'
 
     ## next_inner_delta
     outs = outs.select do |out|
-      if 'CALL' == pos.put_call
-        out_delta  = out[:delta] rescue 1
-        out_delta <= strategy.next_inner_delta
-      elsif 'PUT' == pos.put_call
-        out_delta  = out[:delta] rescue 0
-        out_delta <= strategy.next_inner_delta
-      else
-        raise 'zt5 - this cannot happen'
-      end
+      out_delta  = out[:delta].abs rescue 0
+      out_delta <= strategy.next_inner_delta
     end
-    puts! outs[0][:strikePrice], 'after calc next_inner_delta'
-    puts! outs, 'outs'
+    # puts! outs[0][:strikePrice], 'after calc next_inner_delta'
+    # puts! outs, 'outs'
 
     inner = outs[0]
     outs = outs.select do |out|
@@ -393,13 +435,13 @@ class Iro::Position
     out = "#{stock} (#{q}) #{expires_on.to_datetime.strftime('%b %d')} #{strategy.long_or_short} ["
     if Iro::Strategy::LONG == long_or_short
       if outer&.strike
-        out = out + "$#{outer.strike} <- "
+        out = out + "$#{outer.strike} << "
       end
       out = out + "$#{inner.strike}"
     else
       out = out + "$#{inner.strike}"
       if outer&.strike
-        out = out + " -> $#{outer.strike}"
+        out = out + " >> $#{outer.strike}"
       end
     end
     out += "] "

data/app/models/iro/purse.rb

@@ -13,7 +13,7 @@ class Iro::Purse
   index({ slug: -1 }, { unique: true })
 
   TEMPLATE_GAMEUI = 'gameui'
-  TEMPLATE_TABLE  = 'show'
+  TEMPLATE_TABLE  = 'table'
 
   has_many :positions,  class_name: 'Iro::Position', inverse_of: :purse
 

data/app/models/iro/strategy.rb

@@ -94,11 +94,19 @@ class Iro::Strategy
   field     :next_usd_above_mark, type: :float
   validates :next_usd_above_mark, presence: true
 
+
   INTENT_CLOSE = 'try-close'
-  INTENT_ROLL = 'try-roll'
-  INTENTS = [ nil, INTENT_CLOSE, INTENT_ROLL ]
+  INTENT_OPEN  = 'try-open'
+  INTENT_ROLL  = 'try-roll'
+  INTENTS      = [ nil, INTENT_CLOSE, INTENT_ROLL ]
   field :intent
 
+  field :sentiment,        type: :float
+  field :sentiment_sector, type: :float
+  field :sentiment_market, type: :float
+
+  field :tgt_exposure, type: :float
+
 
   def begin_delta_covered_call p
     p.inner.begin_delta
@@ -330,7 +338,7 @@ class Iro::Strategy
   ## 2026-02-21 ok
   ## 2026-04-05 ok
   def calc_rollp_short_credit_call_spread p
-    puts! p, 'calc_rollp_short_credit_call_spread...'
+    # puts! p, 'calc_rollp_short_credit_call_spread...'
     stock.reload
 
     if ( p.expires_on.to_date - Time.now.to_date ).to_i <= threshold_dte
@@ -371,7 +379,7 @@ class Iro::Strategy
 
 
   def to_s
-    "#{kind} #{stock} #{next_spread_amount}- #{intent} | #{descr}"
+    "#{kind} #{stock} #{next_spread_amount}- #{intent} #{descr}"
   end
   def self.list long_or_short = nil
     these = long_or_short ? where( long_or_short: long_or_short ) : all

data/app/models/tda/option.rb

@@ -12,7 +12,7 @@ end
 class Tda::Option
 
   include ::HTTParty
-  debug_output $stdout
+  # debug_output $stdout
   base_uri 'https://api.schwabapi.com/marketdata/v1'
 
 
@@ -43,7 +43,7 @@ class Tda::Option
         query: query }
       timestamp = DateTime.parse out.headers['date']
       out = out.parsed_response
-      puts! out, 'outs'
+      # puts! out, 'outs'
 
       outs = []
       %w| put call |.each do |contractType|
@@ -109,7 +109,7 @@ class Tda::Option
   ## 2023-02-06 _vp_ :: Continue.
   ##
   def self.get_quotes params
-    puts! params, 'core Tda::Option#get_quotes...'
+    # puts! params, 'core Tda::Option#get_quotes...'
 
     profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
     opts = {}
@@ -178,7 +178,7 @@ class Tda::Option
 
   ## 2026-02-23 use this instead.
   def self.get_quotes_h params
-    puts! params, 'Tda::Option#get_quotes_h ...'
+    # puts! params, 'Tda::Option#get_quotes_h ...'
 
     profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
     opts = {}
@@ -214,7 +214,7 @@ class Tda::Option
 
     ## query = { contractType: "PUT", toDate: "2026-02-26", fromDate: "2026-02-26", symbol: "TSLA", strike: 395.0}
     query = { }.merge opts
-    puts! query, 'query'
+    # puts! query, 'query'
 
     results = self.get( "/chains", {
       headers: {
@@ -296,7 +296,7 @@ class Tda::Option
       ],
     }
     File.write('tmp/query.json', JSON.pretty_generate( query ))
-    puts! query, 'query'
+    # puts! query, 'query'
 
     return
 
@@ -305,11 +305,11 @@ class Tda::Option
     }
 
     path = "/v1/accounts/#{::TD_AMERITRADE[:accountId]}/orders"
-    puts! path, 'path'
+    # 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?'
+    # puts! out, 'created credit call?'
   end
   def self.create_long_debit_call_spread
   end

data/app/models/tda/order.rb

@@ -98,10 +98,10 @@ class Tda::Order
     return query
   end
 
-  ## open credit spread?!
+  ## open credit spread
   def self.credit_spread_q pos
     query = {
-      orderType: pos.place2_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
+      orderType: pos.pending_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
       session: "NORMAL",
       duration: "DAY",
       price: pos.pending_price,
@@ -190,10 +190,10 @@ class Tda::Order
 
   def self.roll_credit_call_spread_q pos
     query = {
-      orderType: pos.roll_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
+      orderType: pos.pending_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
       session: "NORMAL",
       duration: "DAY",
-      price: pos.roll_price.abs.to_s,
+      price: pos.pending_price.abs.to_s,
       orderStrategyType: "SINGLE",
       orderLegCollection: [
         ## close

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: wco_models
 version: !ruby/object:Gem::Version
-  version: 3.1.0.268
+  version: 3.1.0.270
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2026-04-08 00:00:00.000000000 Z
+date: 2026-04-10 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ahoy_matey