Prepare Scanner data

example/contract_details

@@ -2,7 +2,6 @@
 #
 # This script gets details for specific contract from IB
 
-require 'rubygems'
 require 'bundler/setup'
 $LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'yaml'

example/option_data_1

@@ -26,9 +26,9 @@ if ( ib = IB::Gateway.tws).present?
 # For each verified contract a hash-entry is created which will be later subject to a market-data-subscription
 
   options = [IB::Option.new( symbol: 'RRD', strike: 20, expiry: EXPIRY, right: :put),
-	     IB::Option.new( symbol: 'Z',   strike: 50, expiry: EXPIRY, right: :put, exchange: 'SMART'),
-	     IB::Option.new( symbol: 'SPY', strike: 75, expiry: EXPIRY, right: :call, exchange: 'SMART'), # all ( 4 or 5 weekly) call- contracts in the EXPIRY-Month
-	     IB::Option.new( symbol: 'SPY', strike: 100, expiry: '2016',  exchange: 'SMART'),   # all available contracts (put+call) in 2016 
+	     IB::Option.new( symbol: 'Z',   strike: 50, expiry: EXPIRY, right: :put),
+	     IB::Option.new( symbol: 'SPY', strike: 75, expiry: EXPIRY, right: :call), # all ( 4 or 5 weekly) call- contracts in the EXPIRY-Month
+	     IB::Option.new( symbol: 'SPY', strike: 100, expiry: '2016' ),   # all available contracts (put+call) in 2016 
 	     IB::Option.new( symbol: 'DPW', expiry: EXPIRY, currency:'EUR', right: :put, exchange: 'DTB' ), # load the option-chain
 	     IB::Option.new( symbol: 'BEI', strike: 80, expiry: EXPIRY, currency:'EUR', right: :put, exchange: 'DTB' )
   ]

lib/ib/constants.rb

@@ -16,7 +16,10 @@ module IB
                '15 mins' =>:min15,
                '30 mins' =>:min30,
                '1 hour' =>:hour1,
-               '1 day' => :day1
+	       '2 hours' => :hour2,
+	       '4 hours' => :hour4,
+               '1 day' => :day1,
+               '1 week' => :week1
   }.freeze
 
   # Enumeration of data types.

lib/ib/tws_reader.rb

@@ -179,7 +179,6 @@ def update_option_details wait_for_data: true, snapshot: false
 	ib = gw.tws
 	self.option_detail ||=  IB::OptionDetail.new 
 
-#	flag= { tick_option: false, close_price: false, ask_price: false, bid_price: false }
 	sub= ib.subscribe(:TickPrice, :TickSize, :TickOption, :TickString) do |msg|
 
 	  if msg.ticker_id == con_id
@@ -191,14 +190,12 @@ def update_option_details wait_for_data: true, snapshot: false
 		attributes_to_transfer.each{|a| option_detail.update_attribute a,   msg.data[a] }
 		option_detail.update_attribute :updated_at, Time.now  # perform validations
 		option_detail.save  # perform validations
-#		flag[:tick_option] = true
 
 	      end
 	    when IB::Messages::Incoming::TickPrice
 	      option_detail.update_attribute msg.type.to_sym, msg.price
 	      option_detail.update_attribute :updated_at, Time.now  # perform validations
 	      option_detail.save  # perform validations
-#	      flag[ msg.type.to_sym ] = true
 
 	    end  # case
 	  end # branch

lib/models/ib/bar.rb

@@ -40,6 +40,7 @@ def to_human
         (trades ? "trades #{trades}" : "") + " vol #{volume} gaps #{has_gaps}>"
     end
 
+
     alias to_s to_human
   end # class Bar
 end # module IB

spec/ib/messages/incoming/alert_spec.rb

@@ -37,12 +37,11 @@
   context 'Message received from IB', :connected => true do
 
     before(:all) do
-      @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger, client_id:1290)
-      @ib.wait_for :Alert
-      pending 'No Alert received upon connect!' unless @ib.received? :Alert
+    gw = IB::Gateway.current.presence || IB::Gateway.new( OPTS[:connection].merge(logger: mock_logger, client_id:1056, connect:true, serial_array: false, host: 'localhost'))
+    @ib = gw.tws
     end
 
-    after(:all) { close_connection }
+    after(:all) { IB::Gateway.current.disconnect }
 
     subject { @ib.received[:Alert].first }
 

spec/ib/messages/incoming/open_order_spec.rb

@@ -9,40 +9,40 @@
   its(:local_id) { should be_an Integer }
   its(:status) { should =~ /Submit/ }
   its(:to_human) { should =~
-      /<OpenOrder: <Contract: WFC stock NYSE USD> <Order: LMT DAY buy 100 9.13 .*Submit.* #\d+\/\d+ from 1111/ }
+      /<OpenOrder: <Stock: WFC USD> <Order: LMT DAY buy 100 @ 9.13 .*Submit.* #\d+\/\d+ from 1111/ }
 
   it 'has proper contract accessor' do
     c = subject.contract
-    c.should be_an IB::Contract
-    c.symbol.should == 'WFC'
-    c.exchange.should == 'NYSE'
+    expect( c ).to be_an IB::Contract
+    expect( c.symbol).to eq 'WFC'
+    expect( c.exchange).to eq 'NYSE'
   end
 
   it 'has proper order accessor' do
     o = subject.order
-    o.should be_an IB::Order
-    o.client_id.should == 1111
-    o.parent_id.should == 0
-    o.local_id.should be_an Integer
-    o.perm_id.should be_an Integer
-    o.order_type.should == :limit
-    o.tif.should == :day
-    o.status.should =~ /Submit/
+    expect( o ).to be_an IB::Order
+    expect( o.client_id ).to eq 1111
+    expect( o.parent_id ).to be_zero
+    expect( o.local_id ).to be_an Integer
+    expect( o.perm_id ).to  be_an Integer
+    expect( o.order_type).to eq :limit
+    expect( o.tif).to eq :day
+    expect( o.status).to match /Submit/
   end
 
   it 'has proper order_state accessor' do
     os = subject.order_state
-    os.local_id.should be_an Integer
-    os.perm_id.should be_an Integer
-    os.client_id.should == 1111
-    os.parent_id.should == 0
-    os.status.should =~ /Submit/
+     expect( os.local_id).to be_an Integer
+     expect( os.perm_id).to be_an Integer
+     expect( os.client_id).to eq 1111
+     expect( os.parent_id).to be_zero
+     expect( os.status).to match /Submit/
   end
 
   it 'has class accessors as well' do
-    subject.class.message_id.should == 5
-    subject.class.version.should == 30 # Message versions supported
-    subject.class.message_type.should == :OpenOrder
+    expect( subject.class.message_id).to eq 5
+    expect( subject.class.version).to eq 30 # Message versions supported
+    expect( subject.class.message_type).to eq :OpenOrder
   end
 
 end
@@ -80,15 +80,18 @@
     it_behaves_like 'OpenOrder message'
   end
 
-  context 'received from IB' do
+  context 'received from IB', :pending => "order statement unclear" do
     before(:all) do
-      verify_account
-      @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
-      @ib.wait_for :NextValidId
-      place_order IB::Symbols::Stocks[:wfc]
+    gw = IB::Gateway.current.presence || IB::Gateway.new( OPTS[:connection].merge(logger: mock_logger, client_id:1056, connect:true, serial_array: false, host: 'localhost'))
+    gw.connect if !gw.tws.connected?
+    if gw.advisor.test_environment?
+      @ib=gw.tws
+
+      place_order IB::Stock[:wfc]
       @ib.wait_for :OpenOrder, 3
       @ib.received?(:OpenOrder).should be_true
     end
+    end
 
     after(:all) { close_connection } # implicitly cancels order
 

spec/ib/messages/outgoing/market_data_type_spec.rb

@@ -11,19 +11,20 @@
 describe "Request Market Data Type", :connected => true, :integration => true do
 
   before(:all) do
-    verify_account
-    @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+    gw = IB::Gateway.current.presence || IB::Gateway.new( OPTS[:connection].merge(logger: mock_logger, client_id:1056, connect:true, serial_array: false, host: 'beta'))
+    gw.connect if !gw.tws.connected?
+    @ib=gw.tws
   end
 
-  after(:all) { close_connection }
+  after(:all) { IB::Gateway.current.disconnect }
 
   context "switching to real_time streaming after-hours" do
     before(:all) do
       @ib.send_message :RequestMarketDataType, :market_data_type => :real_time
       @ib.wait_for 2 # sec
     end
 
-    after(:all) { clean_connection }
+#    after(:all) { clean_connection }
 
     it 'just works' do
     end
@@ -35,7 +36,7 @@
       @ib.wait_for 2 # sec
     end
 
-    after(:all) { clean_connection }
+#    after(:all) { clean_connection }
 
     it 'just works' do
     end

spec/integration/account_info_spec.rb

@@ -7,7 +7,7 @@
   its(:key){ is_expected.to be_a Symbol }
 end
 
-describe "Request Account Data", :connected => true, :integration => true do
+describe "Require Account Data", :connected => true, :integration => true do
 
   before(:all) do 
     gw = IB::Gateway.current.presence || IB::Gateway.new( OPTS[:connection].merge(logger: mock_logger, client_id:1056, connect:true, serial_array: false))

spec/integration/contract_db_spec.rb

@@ -9,7 +9,6 @@
   before(:all) do
     verify_account
     #IB::Contract.all{|x| x.destroy }
-    raise "works only in db-backed mode " unless IB.db_backed?
   end
 
  # after(:all) { IB::Contract.all{|x| x.destroy }}#close_connection }
@@ -23,20 +22,20 @@
 
   it{ expect( list_of_symbols ).to have_exactly(8).items }
   context "BuildDB" do
-  let!( :number_of_datasets ){ list_of_symbols.size }
-
-
-  let( :db ){ list_of_symbols.map{|s| FactoryGirl.create( :default_stock, symbol:s).update_contract } }
-  let( :agu) { FactoryGirl.create( :default_stock, symbol:list_of_symbols.first )}
-  let( :agu_canada) { FactoryGirl.create :default_stock, symbol:'AGU', currency:'CAD' }
-  it{ expect( db ).to have_exactly(number_of_datasets).items }
-  it{ expect( IB::Contract.count).to eq number_of_datasets }
-  it "update contract_data " do
-	  IB::Contract.all.each do |y| 
-		  expect{ y.update_contract }.not_to change{ y }
-	  end
-  end
-#  it "try to save duplicate Dataset" do
+    let!( :number_of_datasets ){ list_of_symbols.size }
+
+
+    let( :db ){ list_of_symbols.map{|s| is= IB::Stock.new(symbol:s); is.verify; is } }
+    let( :agu) { IB::Stock.new( symbol:list_of_symbols.first )}
+    let( :agu_canada) { IB::Stock.new symbol:'AGU', currency:'CAD' }
+    it{ expect( db ).to have_exactly(number_of_datasets).items }
+    it{ expect( IB::Contract.count).to eq number_of_datasets }
+    it "update contract_data ", focus:true do
+      db.each do |y| 
+	expect{ y.verify }.not_to change{ y }
+      end
+    end
+    #  it "try to save duplicate Dataset" do
 #	  expect{ agu.read_contract_from_tws }.to raise_error ActiveRecord::RecordNotUnique
 #	  # important: ensure that invalid datasets are destroyed immediately 
 #	  agu.destroy

spec/integration/contract_info_spec.rb

@@ -6,7 +6,7 @@
 
  after(:all) { close_connection }
 
-  context "Request Stock data" do
+  context "Request Stock data - the manual way" do
 
     before(:all) do
       @contract = IB::Stock.new :symbol => 'AAPL'
@@ -35,7 +35,7 @@
         contract = msg.contract
         detail = msg.contract_detail
 
-       expect( contract.symbol).to  eq 'AAPL'
+      expect( contract.symbol).to  eq 'AAPL'
       expect( contract.local_symbol).to  match /AAPL|APC/
       expect( contract.con_id).to  be_an Integer
       expect( contract.expiry).to  eq ''
@@ -57,7 +57,7 @@
     end
   end # Stock
 
-  context "Request Option contract data" do
+  context "Request Option contract data via verify" do
     before(:all) do
      @contract= IB::Option.new( symbol:'F', strike:15, right: :put, expiry:'201509' ) 
      @contract.verify
@@ -99,29 +99,21 @@
   context "Request Forex contract data" do
 
     before(:all) do
-      @contract = IB::Contract.new :symbol => 'EUR', # EURUSD pair
-                                   :currency => "USD",
-                                   :exchange => "IDEALPRO",
-                                   :sec_type => :forex
-      @ib.send_message :RequestContractData, :id => 135, :contract => @contract
-      @ib.wait_for :ContractDataEnd, 3 # sec
+      @contract = IB::Forex.new( symbol:'EUR') 
+      @contract.verify
     end
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    subject { @ib.received[:ContractData].first }
+    subject { @contract }
+    it { is_expected.to be_a IB::Forex }
+    it { is_expected.to be_valid }
 
-    it { @ib.received[:ContractData].should have_exactly(1).contract_data }
-    it { @ib.received[:ContractDataEnd].should have_exactly(1).contract_data_end }
 
-    it 'receives Contract Data for requested contract' do
-      subject.request_id.should == 135
-      subject.contract.should be_valid
-    end
 
     it 'receives Contract Data with extended fields' do
-	    contract = subject.contract
-	    detail = subject.contract_detail
+	    contract = @contract
+	    detail = contract.contract_detail
 
 	    expect( contract.symbol).to  eq 'EUR'
 	    expect( contract.local_symbol).to  eq 'EUR.USD'
@@ -144,7 +136,7 @@
     end
   end # Request Forex data
 
-  context "Request Futures contract data" do
+  context "Request Futures contract datai – the manual way" do
 
     before(:all) do
       @contract = IB::Symbols::Futures[:ym] # Mini Dow Jones Industrial