Module: IB::StockSpread

Extended by:
SpreadPrototype
Defined in:
lib/ib/spread_prototypes/stock-spread.rb

Class Method Summary collapse

Methods included from SpreadPrototype

build, defaults, initialize_spread, optional, parameters, requirements

Class Method Details

.fabricate(*underlying, ratio: [1,-1], **args) ⇒ Object

Fabricate a StockSpread from Scratch

-----------------------------------------

 Call with 
 IB::StockSpread.fabricate  'GE','F', ratio:[1,-2]

 or
 IB::StockSpread.fabricate  IB::Stock.new(symbol:'GE'), 'F', ratio:[1,-2]



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# File 'lib/ib/spread_prototypes/stock-spread.rb', line 19

def  fabricate *underlying,  ratio: [1,-1], **args
  #
  are_stocks =  ->(l){ l.all?{|y| y.is_a? IB::Stock} }
  legs = underlying.map{|y| y.is_a?( IB::Stock ) ? y.merge(**args) : IB::Stock.new( symbol: y ).merge(**args)}
  error "only spreads with two underyings of type »IB::Stock« are supported" unless legs.size==2 && are_stocks[legs]
  initialize_spread( legs.first ) do | the_spread |
    c_l = legs.zip(ratio).map do |l,r| 
    action = r >0 ?  :buy : :sell
    the_spread.add_leg  l,  action: action,  ratio: r.abs 
  end
  the_spread.description =  the_description( the_spread )
  the_spread.symbol = legs.map( &:symbol ).sort.join(",")  # alphabetical order

  end
end

.order_requirements ⇒ Object

always route a order as NonGuaranteed



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# File 'lib/ib/spread_prototypes/stock-spread.rb', line 42

def order_requirements
  {  combo_params:  ['NonGuaranteed', true] }
end

.the_description(spread) ⇒ Object 



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# File 'lib/ib/spread_prototypes/stock-spread.rb', line 35

def the_description spread
  info=  spread.legs.map( &:symbol ).zip(spread.combo_legs.map( &:weight ))
  "<StockSpread #{info.map{|c| c.join(":")}.join(" , ")} (#{spread.currency} )>"

end