Class: Iro::PositionsController

Inherits:
ApplicationController show all
Defined in:
app/controllers/iro/positions_controller.rb

Instance Method Summary collapse

Methods inherited from ApplicationController

#home

Instance Method Details

#_prepare_covered_call ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 230

def _prepare_covered_call
  @positions = []
  (-@nn..@nn).each do |idx|
    next_ = Iro::Position.new({
      stock: @stock,
      inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
      expires_on: @next_expires_on,
      purse: @position.purse,
      strategy: @position.strategy,
      quantity: @position.quantity,
    })
    next_.sync
    next_.begin_inner_price = next_.end_inner_price
    next_.begin_inner_delta = next_.end_inner_delta
    next_.next_gain_loss_amount  = next_.begin_inner_price  - @prev.end_inner_price
    puts! next_, 'next_'
    puts! next_.next_gain_loss_amount, 'amount'
    @positions.push next_
  end
end

#_prepare_long_debit_call_spread ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 251

def _prepare_long_debit_call_spread
  @positions = []
  (-@nn..@nn).each do |idx|
    next_ = Iro::Position.find_or_create_by({
      status: 'prepare',
      stock: @stock,
      inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
      outer_strike: @prev.outer_strike - idx*@stock.options_price_increment,
      expires_on:   @next_expires_on,
      purse:        @position.purse,
      strategy:     @position.strategy,
      quantity:     @position.quantity,
      prev_id:      @prev.id,
    })
    next_.sync
    next_.begin_inner_price = next_.end_inner_price
    next_.begin_inner_delta = next_.end_inner_delta

    next_.begin_outer_price = next_.end_outer_price
    next_.begin_outer_delta = next_.end_outer_delta
    next_.next_gain_loss_amount  = @prev.end_outer_price   - @prev.end_inner_price
    next_.next_gain_loss_amount += next_.begin_inner_price - next_.begin_outer_price
    next_.save
    puts! next_, 'next_'
    puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
    @positions.push next_
  end
  @positions = @positions.reverse
end

#_prepare_short_debit_put_spread ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 281

def _prepare_short_debit_put_spread
  @positions = []
  (-@nn..@nn).each do |idx|
    next_ = Iro::Position.new({
      stock: @stock,
      inner_strike: @prev.inner_strike - idx*@stock.options_price_increment,
      outer_strike: @prev.outer_strike - idx*@stock.options_price_increment,
      expires_on:   @next_expires_on,
      purse:        @position.purse,
      strategy:     @position.strategy,
      quantity:     @position.quantity,
    })
    next_.sync
    next_.begin_inner_price = next_.end_inner_price
    next_.begin_inner_delta = next_.end_inner_delta

    next_.begin_outer_price = next_.end_outer_price
    next_.begin_outer_delta = next_.end_outer_delta
    next_.next_gain_loss_amount  = @prev.end_outer_price - @prev.end_inner_price
    next_.next_gain_loss_amount += next_.begin_inner_price - next_.begin_outer_price
    puts! next_, 'next_'
    puts! next_.next_gain_loss_amount, 'next_gain_loss_amount'
    @positions.push next_
  end
end

#create ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 22

def create
  @position = Iro::Position.new params[:position].permit!
  authorize! :create, @position

  @position.sync

  if @position.save
    flash_notice @position
    redirect_to controller: :purses, action: :show, id: @position.purse_id.to_s
  else
    flash_alert @position
    redirect_to request.referrer
  end
end

#destroy ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 37

def destroy
  @position = Iro::Position.find params[:id]
  authorize! :destroy, @position
  @position.delete
  flash_notice "Probably ok"
  redirect_to request.referrer
end

#edit ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 45

def edit
  @position = Iro::Position.find params[:id]
  authorize! :edit, @position
end

#new ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 5

def new
  @position = Iro::Position.new
  authorize! :new, @posision

  if params[:id]
    old = Iro::Position.find params[:id]
    old = old.attributes
    old.delete :_id
    puts! old, 'old'
    @position = Iro::Position.new old
  end
  if params[:purse_id]
    @position.purse_id = params[:purse_id]
  end

end

#prepare ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 178

def prepare
  @position = Iro::Position.find params[:id]
  authorize! :roll, @position

  @prev  = @position
  @purse = @position.purse
  @stock = @position.stock
  @n_dollars = 100

  ## holiday schedule
  @next_expires_on = @prev.expires_on.to_datetime.next_occurring(:monday).next_occurring(:friday)
  if !@next_expires_on.workday?
    @next_expires_on = Time.previous_business_day( @next_expires_on )
  end

  ## dealing with too many strikes in the chain
  while true
    @nn = ( @position.purse.n_next_positions/2 ).ceil
    upper = Tda::Option.get_quote({
      contractType: 'CALL',
      strike: @prev.inner_strike + @nn*@stock.options_price_increment,
      expirationDate: @next_expires_on,
      ticker: @stock.ticker,
    })
    if !upper.symbol
      puts! 'too high'
      flash_alert 'too high'
      @purse.n_next_positions = @purse.n_next_positions - 1
      @purse.n_next_positions = 1 if @purse.n_next_positions < 1
      @purse.save!
      next
    end
    lower = Tda::Option.get_quote({
      contractType: 'CALL',
      strike: @prev.inner_strike - @nn*@stock.options_price_increment,
      expirationDate: @next_expires_on,
      ticker: @stock.ticker,
    })
    if !lower.symbol
      puts! 'too low'
      flash_alert 'too low'
      @purse.n_next_positions = @purse.n_next_positions - 1
      @purse.n_next_positions = 1 if @purse.n_next_positions < 1
      @purse.save!
      next
    end
    break
  end

  self.send("_prepare_#{@position.strategy.kind}")
end

#propose ⇒ Object

this is auto-driven



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# File 'app/controllers/iro/positions_controller.rb', line 51

def propose
  @strategy = Iro::Strategy.find params[:strategy_id]
  authorize! :show, @strategy

  @purse = Iro::Purse.find params[:purse_id]

  ## short debit put spread
  outs = Tda::Option.get_quotes({
    contractType:   'PUT',
    expirationDate: '2024-03-28',
    ticker:         @strategy.stock.ticker,
  })
  outs = outs.select do |out|
    out[:bidSize]+out[:askSize] > 0
  end
  outs = outs.select do |out|
    out[:strikePrice] > @strategy.buffer_above_water + @strategy.stock.last
  end
  outs = outs.select do |out|
    out[:strikePrice] > @strategy.next_inner_strike
  end
  outs = outs.select do |out|
    out[:delta] < @strategy.next_inner_delta
  end

  inner = outs[0]
  outs = outs.select do |out|
    out[:strikePrice] >= inner[:strikePrice] + @strategy.next_spread_amount
  end
  outer = outs[0]

  if inner && outer
    next_position = Iro::Position.new({
      status: 'proposed',
      stock: @strategy.stock,
      inner_strike: inner[:strikePrice],
      outer_strike: outer[:strikePrice],
      begin_outer_price: outer[:last],
      begin_outer_delta: outer[:delta],
      begin_inner_price: inner[:last],
      begin_inner_delta: inner[:delta],
      begin_on: Time.now.to_date,
      expires_on: '2024-03-28',
      purse: @purse,
      strategy: @strategy,
      quantity: 1,
    })
    next_position.sync
    next_position.save
  else
    flash_alert 'cannot propose a new one'
  end
  redirect_to request.referrer
end

#refresh ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 106

def refresh
  @position = pos = Iro::Position.find params[:id]
  authorize! :refresh, @position

  @position.sync
  @position.calc_rollp

  redirect_to request.referrer || purse_path( @position.purse )
end

#update ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 307

def update
  @position = Iro::Position.find params[:id]
  authorize! :update, @position

  if @position.update params[:position].permit!
    flash_notice @position
    redirect_to controller: :purses, action: :show, id: @position.purse_id.to_s
  else
    flash_alert @position
    redirect_to request.referrer
  end
end