wco_models 3.1.0.269 → 3.1.0.270

checksums.yaml

@@ -1,7 +1,7 @@
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+  data.tar.gz: 52f7e91b77c3ead85ced22ccd64f4267cfc96d3fddf59671fa115ce413c13267
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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 +208,19 @@ 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
@@ -274,6 +287,11 @@ class Iro::Position
     # 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
@@ -319,15 +337,8 @@ class Iro::Position
 
     ## 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'
@@ -424,13 +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/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: 3.1.0.269
+  version: 3.1.0.270
 platform: ruby
 authors:
 - Victor Pudeyev
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2026-04-09 00:00:00.000000000 Z
+date: 2026-04-10 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ahoy_matey