Class: Iro::Position

Inherits:
Object
  • Object
show all
Includes:
Mongoid::Document, Mongoid::Timestamps
Defined in:
app/models/iro/position.rb

Constant Summary collapse

STATUS_ACTIVE = 
'active'
STATUS_CLOSED = 
'closed'
STATUS_PREPARE = 
'prepare'
STATUS_PROPOSED = 
'proposed'
STATUS_PENDING =

one more, 'selected' after proposed?

'pending'
STATUSES =

'working'

[ nil, STATUS_CLOSED, STATUS_ACTIVE, STATUS_PREPARE, STATUS_PROPOSED, STATUS_PENDING ]

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.long ⇒ Object

ok



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# File 'app/models/iro/position.rb', line 476

def self.long
  where( long_or_short: Iro::Strategy::LONG )
end

.short ⇒ Object

ok



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# File 'app/models/iro/position.rb', line 481

def self.short
  where( long_or_short: Iro::Strategy::SHORT )
end

.sync_all ⇒ Object 



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# File 'app/models/iro/position.rb', line 270

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.id.to_s, '#sync_all.pos'

    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_date.to_s][pos.put_call][pos.inner.strike][:price]
    pos.inner.end_delta = quotes_h[pos.expires_on.to_date.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,
    #      Iro::Strategy::KIND_DIAG_LONG_CALL_SPREAD,
    #      Iro::Strategy::KIND_DIAG_SHORT_PUT_SPREAD ].include?( pos.strategy.kind )
    if pos.outer
      pos.outer.end_price = quotes_h[pos.expires_on.to_date.to_s][pos.put_call][pos.outer.strike][:price]
      pos.outer.end_delta = quotes_h[pos.expires_on.to_date.to_s][pos.put_call][pos.outer.strike][:delta]
      pos.outer.save ? print('^') : print('X')
    end
    count = count+1
  end

  print 'synced-all.'
end

Instance Method Details

#autonxt ⇒ Object

2026-02-26 using this one.



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# File 'app/models/iro/position.rb', line 74

belongs_to :autonxt,  class_name: 'Iro::Position', inverse_of: :autoprev, optional: true

#begin_delta ⇒ Object 



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# File 'app/models/iro/position.rb', line 119

def begin_delta
  # strategy.send("begin_delta_#{strategy.kind}", self)
  strategy.begin_delta self
end

#breakeven ⇒ Object 



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# File 'app/models/iro/position.rb', line 128

def breakeven
  send("breakeven_#{strategy.kind}")
end

#breakeven_covered_call ⇒ Object 



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# File 'app/models/iro/position.rb', line 131

def breakeven_covered_call
  p = self
  p.inner.strike + p.inner.begin_price
end

#breakeven_diag_long_call_spread ⇒ Object 



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# File 'app/models/iro/position.rb', line 153

def breakeven_diag_long_call_spread
  p = self
  realized_gl + p.outer.strike + p.outer.begin_price - p.inner.begin_price
end

#breakeven_diag_short_put_spread ⇒ Object 



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# File 'app/models/iro/position.rb', line 157

def breakeven_diag_short_put_spread
  p = self
  p.inner.strike + p.max_gain + p.realized_gl
end

#breakeven_long_credit_put_spread ⇒ Object

2026-02-23



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# File 'app/models/iro/position.rb', line 149

def breakeven_long_credit_put_spread
  p = self
  p.inner.strike - p.max_gain
end

#breakeven_long_debit_call_spread ⇒ Object 



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# File 'app/models/iro/position.rb', line 135

def breakeven_long_debit_call_spread
  p = self
  p.inner.strike - p.max_gain
end

#breakeven_short_credit_call_spread ⇒ Object

2026-02-23



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# File 'app/models/iro/position.rb', line 140

def breakeven_short_credit_call_spread
  p = self
  p.inner.strike + p.max_gain
end

#breakeven_short_debit_put_spread ⇒ Object 



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# File 'app/models/iro/position.rb', line 144

def breakeven_short_debit_put_spread
  p = self
  p.inner.strike - p.inner.begin_price + p.outer.begin_price
end

#calc_nxt ⇒ Object 



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# File 'app/models/iro/position.rb', line 326

def calc_nxt
  pos = self
  # puts! pos, '#calc_nxt...'

  ## 7 days ahead - not configurable
  params = {
    contractType: pos.put_call,
    expirationDate: next_expires_on,
    ticker: ticker,
  }
  # puts! params, 'ze params'
  outs = Tda::Option.get_quotes(params)
  # 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

  if 'CALL' == pos.put_call
    ;
  elsif 'PUT' == pos.put_call
    outs = outs.reverse
  end
  # puts! outs, '#calc_nxt.outs -> 2'

  ## 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
    end
    # puts! outs[0][:strikePrice], 'after calc next_inner_strike'
    # puts! outs, 'outs'
  end

  ## next_usd_above_mark
  outs = outs.select do |out|
    if Iro::Strategy::SHORT == pos.long_or_short
      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_usd_above_mark
    else
      raise 'zt4 - this cannot happen'
    end
  end
  # puts! outs[0][:strikePrice], 'after calc next_usd_above_mark'
  # puts! outs, 'outs'

  ## next_inner_delta
  outs = outs.select do |out|
    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'

  inner = outs[0]
  outs = outs.select do |out|
    if 'CALL' == pos.put_call
      out[:strikePrice] >= inner[:strikePrice].to_f + strategy.next_spread_amount
    elsif 'PUT' == pos.put_call
      out[:strikePrice] <= inner[:strikePrice].to_f - strategy.next_spread_amount
    end
  end
  outer = outs[0]

  if inner && outer
    o_attrs = {
      expires_on: next_expires_on,
      put_call:   pos.put_call,
      stock_id:   pos.stock_id,
    }
    inner_attrs = o_attrs.merge({
      strike:        inner[:strikePrice],
      begin_price: ( inner[:bid] + inner[:ask] )/2,
      begin_delta:   inner[:delta],
      end_price:   ( inner[:bid] + inner[:ask] )/2,
      end_delta:     inner[:delta],
    })
    outer_attrs = o_attrs.merge({
      strike:        outer[:strikePrice],
      begin_price: ( outer[:bid] + outer[:ask] )/2,
      begin_delta:   outer[:delta],
      end_price:   ( outer[:bid] + outer[:ask] )/2,
      end_delta:     outer[:delta],
    })
    autonxt_attrs = {
      put_call:     pos.put_call,
      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,
      strategy:     strategy,
      quantity:     pos.quantity,
      autoprev:     pos,
    }
    pos.autonxt ||= Iro::Position.where({
      inner_strike: inner_attrs[:strike],
      outer_strike: outer_attrs[:strike],
      purse:        purse,
      stock:        strategy.stock,
      strategy:     strategy,
    }).first
    pos.autonxt ||= Iro::Position.new(autonxt_attrs)
    pos.autonxt.update(autonxt_attrs)
    pos.autonxt.inner.update(inner_attrs)
    pos.autonxt.outer.update(outer_attrs)

    pos.autonxt.sync
    pos.autonxt.save!
    pos.save
    return pos

  else
    throw 'zmq - should not happen'
  end
end

#calc_rollp ⇒ Object

should_roll?



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# File 'app/models/iro/position.rb', line 315

def calc_rollp
  pos = self
  pos.next_reasons = []

  out = strategy.send("calc_rollp_#{strategy.kind}", pos )

  pos.rollp = out[0]
  pos.next_reasons.push out[1]
  save
end

#close_price ⇒ Object

credit spread only



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# File 'app/models/iro/position.rb', line 185

def close_price
  pos = self
  out = pos.outer.end_price - pos.inner.end_price
  return out.round(2)
end

#current_underlying_strike ⇒ Object 



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# File 'app/models/iro/position.rb', line 163

def current_underlying_strike
  Iro::Stock.find_by( ticker: ticker ).last
end

#diag_weeks ⇒ Object 



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# File 'app/models/iro/position.rb', line 114

def diag_weeks
  pos = self
  ((pos.outer.expires_on - pos.inner.expires_on)/7).to_i
end

#end_delta ⇒ Object 



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# File 'app/models/iro/position.rb', line 123

def end_delta
  # strategy.send("end_delta_#{strategy.kind}", self)
  strategy.end_delta self
end

#inner ⇒ Object

Options



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# File 'app/models/iro/position.rb', line 80

belongs_to :inner, class_name: 'Iro::Option', inverse_of: :pos_of_inner

#inner_strike ⇒ Object

2026-02-24 only to make finding easier.



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# File 'app/models/iro/position.rb', line 94

validates :inner_strike, presence: true

#inners ⇒ Object

for history and diagonals



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# File 'app/models/iro/position.rb', line 82

has_many :inners, class_name: 'Iro::Option', inverse_of: :poss_of_inner

#max_gain ⇒ Object

each



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# File 'app/models/iro/position.rb', line 232

def max_gain # each
  strategy.send("max_gain_#{strategy.kind}", self)
end

#max_loss ⇒ Object

each



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# File 'app/models/iro/position.rb', line 235

def max_loss # each
  strategy.send("max_loss_#{strategy.kind}", self)
end

#net_amount ⇒ Object

each



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# File 'app/models/iro/position.rb', line 208

def net_amount # each
  self.send("net_amount_#{strategy.kind}")
end

#net_amount_covered_call ⇒ Object 



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# File 'app/models/iro/position.rb', line 211

def net_amount_covered_call
  inner.begin_price - inner.end_price
end

#net_amount_diag_long_call_spread ⇒ Object 



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# File 'app/models/iro/position.rb', line 225

def net_amount_diag_long_call_spread
  inner.begin_price - outer.begin_price + outer.end_price - inner.end_price + realized_gl
end

#net_amount_diag_short_put_spread ⇒ Object 



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# File 'app/models/iro/position.rb', line 228

def net_amount_diag_short_put_spread
  net_amount_diag_long_call_spread
end

#net_amount_long_credit_put_spread ⇒ Object

2025-10-14 tested



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# File 'app/models/iro/position.rb', line 215

def net_amount_long_credit_put_spread ## each
  inner.begin_price - outer.begin_price + outer.end_price - inner.end_price
end

#net_amount_short_credit_call_spread ⇒ Object

2026-02-19 tested



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# File 'app/models/iro/position.rb', line 219

def net_amount_short_credit_call_spread
  return net_amount_long_credit_put_spread
end

#net_amount_short_debit_put_spread ⇒ Object 



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# File 'app/models/iro/position.rb', line 222

def net_amount_short_debit_put_spread
  inner.end_price - inner.begin_price + outer.begin_price - outer.end_price
end

#net_percent ⇒ Object 



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# File 'app/models/iro/position.rb', line 205

def net_percent
  net_amount / max_gain
end

#next_expires_on ⇒ Object

ok



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# File 'app/models/iro/position.rb', line 467

def next_expires_on
  out = expires_on.to_datetime.next_occurring(:monday).next_occurring(:friday)
  if !out.workday?
    out = Time.previous_business_day(out)
  end
  return out.strftime('%Y-%m-%d')
end

#next_reasons ⇒ Object

decisions



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# File 'app/models/iro/position.rb', line 311

field :next_reasons, type: :array, default: []

#open_price ⇒ Object

credit-spread



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# File 'app/models/iro/position.rb', line 192

def open_price
  pos = self
  out = pos.inner.begin_price - pos.outer.begin_price
  return out.round(2)
end

#outer_strike ⇒ Object

2026-02-24 only to make finding easier.



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# File 'app/models/iro/position.rb', line 91

validates :outer_strike, presence: true

#outers ⇒ Object

for history and diagonals



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# File 'app/models/iro/position.rb', line 86

has_many :outers, class_name: 'Iro::Option', inverse_of: :poss_of_outer

#prev ⇒ Object

there are many of these, for viewing on the 'roll' view



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# File 'app/models/iro/position.rb', line 70

belongs_to :prev,     class_name: 'Iro::Position', inverse_of: :nxts,    optional: true

#put_call ⇒ Object 



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# File 'app/models/iro/position.rb', line 61

def put_call
  self[:put_call] || self.strategy.put_call
end

#q ⇒ Object 



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# File 'app/models/iro/position.rb', line 105

def q; quantity; end

#realized_gain_loss_amount ⇒ Object

for diagonals only



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# File 'app/models/iro/position.rb', line 8

field :realized_gain_loss_amount, type: :float, default: 0.0

#realized_gl ⇒ Object 



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# File 'app/models/iro/position.rb', line 9

def realized_gl; realized_gain_loss_amount; end

#refresh ⇒ Object 



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# File 'app/models/iro/position.rb', line 167

def refresh
  out = Tda::Option.get_quote({
    contractType:   'CALL',
    strike:         strike,
    expirationDate: expires_on,
    ticker:         ticker,
  })
  update({
    end_delta: out[:delta],
    end_price: out[:last],
  })
  print '^'
end

#roll_price ⇒ Object 



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# File 'app/models/iro/position.rb', line 198

def roll_price
  pos = self
  out = pos.autoprev.outer.end_price - pos.autoprev.inner.end_price + pos.inner.begin_price - pos.outer.begin_price
  return out.round(2)
end

#schwab_query ⇒ Object 



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# File 'app/models/iro/position.rb', line 257

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

#status_label(st) ⇒ Object 



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# File 'app/models/iro/position.rb', line 23

def status_label st
  labels = {}
  labels[STATUS_PROPOSED] = 'Selected.'
  return labels[st] || st
end

#sync ⇒ Object 



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# File 'app/models/iro/position.rb', line 240

def sync
  if schwab_order_id
    outs = Tda::Order.check_status schwab_order_id
    update({ schwab_status: outs['status'] })
    if [ Tda::Order::STATUS_FILLED, Tda::Order::STATUS_REPLACED ].include?( outs['status'] )
      ## update amounts.
      purse.update({ available_amount: purse.available_amount + next_gain_loss_amount*quantity*100 })
      ## make this one active
      update({ status: Iro::Position::STATUS_ACTIVE, next_gain_loss_amount: nil })
      ## make previous one closed
      autoprev.update({ status: Iro::Position::STATUS_CLOSED })
    end
  end
  inner.sync
  outer.sync
end

#ticker ⇒ Object 



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# File 'app/models/iro/position.rb', line 42

def ticker
  if !self[:ticker]
    self[:ticker] = stock.ticker
    self.save
  end
  self[:ticker]
end

#to_s ⇒ Object 



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# File 'app/models/iro/position.rb', line 485

def to_s
  out = "#{stock} (#{q}) #{expires_on.to_datetime.strftime('%b %d')} #{strategy.long_or_short} ["
  if Iro::Strategy::KIND_SHORT_DEBIT_PUT_SPREAD == strategy.kind
    out = out + "$#{outer.strike} << $#{inner.strike}"
  elsif Iro::Strategy::LONG == long_or_short
    if outer&.strike
      out = out + "$#{outer.strike} << "
    end
    out = out + "$#{inner.strike}"
  else
    out = out + "$#{inner.strike}"
    if outer&.strike
      out = out + " >> $#{outer.strike}"
    end
  end
  out += "] "
  return out
end

#trim_expires_on ⇒ Object 



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# File 'app/models/iro/position.rb', line 99

def trim_expires_on
  self.expires_on = expires_on.to_s[0, 10] if expires_on.present?
end