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 181

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: @prev.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
    @positions.push next_
  end
end

#_prepare_long_debit_call_spread ⇒ Object Also known as: _prepare_short_debit_put_spread 



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# File 'app/controllers/iro/positions_controller.rb', line 200

def _prepare_long_debit_call_spread
  @positions = []
  (-@nn..@nn).each do |idx|
    next_ = Iro::Position.find_or_create_by({
      expires_on:   @prev.next_expires_on,
      inner_strike: @prev.inner.strike - idx*@stock.options_price_increment,
      outer_strike: @prev.outer.strike - idx*@stock.options_price_increment,
      prev_id:      @prev.id,
      purse:        @position.purse,
      quantity:     @position.quantity,
      status:       'prepare',
      stock:        @stock,
      strategy:     @position.strategy,
    })
    pos = next_
    next_.inner ||= Iro::Option.new({
      # begin_price: pos[:begin_inner_price],
      # begin_delta: pos[:begin_inner_delta],
      expires_on: pos[:expires_on],
      inner:      pos,
      put_call:   pos.put_call,
      stock_id:   pos[:stock_id],
      strike:     pos[:inner_strike],
    })
    next_.outer ||= Iro::Option.new({
      # begin_price: pos[:begin_inner_price],
      # begin_delta: pos[:begin_inner_delta],
      expires_on: pos[:expires_on],
      outer:      pos,
      put_call:   pos.put_call,
      stock_id:   pos[:stock_id],
      strike:     pos[:outer_strike],
    })

    next_.sync
    next_.inner.begin_price = next_.inner.end_price
    next_.inner.begin_delta = next_.inner.end_delta

    next_.outer.begin_price = next_.outer.end_price
    next_.outer.begin_delta = next_.outer.end_delta

    next_.next_gain_loss_amount  = @prev.outer.end_price   - @prev.inner.end_price
    next_.next_gain_loss_amount += next_.inner.begin_price - next_.outer.begin_price
    next_.save
    @positions.push next_
  end
  @positions = @positions.reverse
end

#create ⇒ Object 



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

def create
  pos = @position = Iro::Position.new pos_params
  o_attrs = {
    expires_on: pos.expires_on,
    put_call: pos.put_call,
    stock_id: pos.stock_id,
  }
  pos.inner = Iro::Option.new params[:inner].permit!.merge( o_attrs )
  pos.outer = Iro::Option.new params[:outer].permit!.merge( o_attrs )
  authorize! :create, @position

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

#destroy ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 25

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 33

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 38

def new
  strategy = Iro::Strategy.find params[:position][:strategy_id]
  @position = Iro::Position.new( params[:position].permit!.merge({
    status: :active,
    inner:  Iro::Option.new,
    outer:  Iro::Option.new,
    stock_id:  strategy.stock_id,
  }) )
  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
end

#prepare ⇒ Object 



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# File 'app/controllers/iro/positions_controller.rb', line 57

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

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

  ## dealing with too many strikes in the chain
  while true
    @nn = ( @position.purse.n_next_positions/2 ).ceil
    upper = Tda::Option.get_quote({
      contractType: @position.put_call,
      strike: @prev.inner.strike + @nn*@stock.options_price_increment,
      expirationDate: @prev.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: @position.put_call,
      strike: @prev.inner.strike - @nn*@stock.options_price_increment,
      expirationDate: @prev.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

#prepare2 ⇒ Object

long debit call spread



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# File 'app/controllers/iro/positions_controller.rb', line 104

def prepare2
  @position = Iro::Position.find params[:id]
  authorize! :roll, @position

  pos   = @position
  stock = @position.stock

  @query = {
    orderType: price > 0 ? "NET_CREDIT" : "NET_DEBIT",
    session: "NORMAL",
    price: price,
    duration: "DAY",
    orderStrategyType: "SINGLE",
    orderLegCollection: [
      ## close
      {
        instruction: "BUY_TO_CLOSE",
        quantity: pos.q,
        instrument: {
          symbol: pos.autoprev.inner.symbol,
          assetType: "OPTION",
        },
      },
      {
        instruction: "SELL_TO_CLOSE",
        quantity: pos.q,
        instrument: {
          symbol: pos.autoprev.outer.symbol,
          assetType: "OPTION",
        },
      },

      ## 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",
        },
      },
    ],
  }
  puts! @query, '@query'
end

#prepare3 ⇒ Object

long debit call spread



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# File 'app/controllers/iro/positions_controller.rb', line 159

def prepare3
  pos = @position = Iro::Position.find params[:id]
  authorize! :place_order, @position

  # out = Tda::Option.roll_long_debit_call_spread( position )

  ## @TODO: it's pending here, the order has not been placed.

  flags = []

  flags.push pos.prev.update({ status: Iro::Position::STATUS_CLOSED })
  flags.push pos.update({ status: Iro::Position::STATUS_ACTIVE })
  flags.push pos.purse.update({
    available_amount: pos.purse.available_amount + price + pos.q*100,
  })

  flash_notice flags
  redirect_to controller: :purses, action: :show, template: :gameui, id: pos.purse_id
end

#sync ⇒ Object 



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

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

  @position.sync
  @position.calc_rollp
  if true # @position.rollp > 0.5
    @position.calc_nxt
  end

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

#update ⇒ Object

only updates some attributes



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# File 'app/controllers/iro/positions_controller.rb', line 267

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

  if @position.update pos_params
    o_attrs = {
      expires_on: pos.expires_on,
      put_call: pos.put_call,
      stock_id: pos.stock_id,
    }
    pos.inner.update params[:inner].permit!.merge( o_attrs )
    pos.outer.update params[:outer].permit!.merge( o_attrs )

    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