Class: IshManager::IroOptionGetsController

Inherits:
ApplicationController show all
Defined in:
app/controllers/ish_manager/iro_option_gets_controller.rb

Instance Method Summary collapse

Methods inherited from ApplicationController

#basic_auth, #home, #tinymce

Instance Method Details

#create ⇒ Object

before_action :set_lists



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# File 'app/controllers/ish_manager/iro_option_gets_controller.rb', line 6

def create
  @item = Iro::OptionGet.new params[:iro_option_get].permit!
  @item.kind = Iro::OptionGet::KIND_GET_CHAINS
  authorize! :create, @item
  flag = @item.save
  if flag
    flash[:notice] = 'Created option_get.'
  else
    flash[:alert] = "Cannot create option_get: #{@item.errors.full_messages.join(', ')}."
  end
  redirect_to action: 'index', controller: 'ish_manager/iro_watches'
end

#max_pain ⇒ Object 



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# File 'app/controllers/ish_manager/iro_option_gets_controller.rb', line 19

def max_pain
  @ticker = params[:ticker]
  @date = params[:date].to_time.to_i

  ## 1689364800000
  ##  Fri, 14 Jul 2023 15:00:00.000000000 CDT -05:00

  authorize! :max_pain, Iro::Iro

  @expirationDate = ( params[:date].to_date + 15.hours ).to_time.to_i * 1000 # '1689364800000'
  # expirationDate = '1689969600000'
  # expirationDate = '1690574400000'
  @all_items = {}

  calls_sql = "select distinct symbol, strikePrice, putCall, openInterest
    from iro_option_price_items
    where expirationDate = #{@expirationDate} and putCall = 'CALL' and ticker = '#{@ticker}'
    group by symbol, strikePrice, putCall
    order by putCall, strikePrice, created_at desc;"
  @calls_items = []
  @calls_array = ActiveRecord::Base.connection.execute(calls_sql)
  calls_subtotal = 0
  @calls_array.each do |_item|
    item = {
      symbol: _item[0],
      strikePrice: _item[1],
      putCall: _item[2],
      oi: _item[3],
    }
    item[:subtotal] = item[:strikePrice] * 100 * item[:oi]
    calls_subtotal = calls_subtotal + item[:subtotal]
    item[:total] = calls_subtotal
    puts! item, 'item'
    @calls_items.push( item )

    @all_items[item[:strikePrice]] ||= {
      subtotal: 0,
      strikePrice: item[:strikePrice],
    }
    @all_items[item[:strikePrice]][:calls_subtotal] = calls_subtotal
    @all_items[item[:strikePrice]][:calls_oi] = item[:oi]
    @all_items[item[:strikePrice]][:subtotal] = @all_items[item[:strikePrice]][:subtotal] + calls_subtotal
  end

  puts_sql = "select distinct symbol, strikePrice, putCall, openInterest
    from iro_option_price_items
    where expirationDate = #{@expirationDate} and putCall = 'PUT' and ticker = '#{@ticker}'
    group by symbol, strikePrice, putCall
    order by putCall, strikePrice, created_at desc;"
  @puts_items = []
  @puts_array = ActiveRecord::Base.connection.execute(puts_sql)
  puts_subtotal = 0
  @puts_array.each do |_item|
    item = {
      symbol: _item[0],
      strikePrice: _item[1],
      putCall: _item[2],
      oi: _item[3],
    }
    item[:subtotal] = item[:strikePrice] * 100 * item[:oi]
    puts_subtotal = puts_subtotal + item[:subtotal]
    item[:total] = puts_subtotal
    puts! item, 'item'
    @puts_items.push( item )

    @all_items[item[:strikePrice]] ||= {
      subtotal: 0,
      strikePrice: item[:strikePrice],
    }
    @all_items[item[:strikePrice]][:puts_subtotal] = puts_subtotal
    @all_items[item[:strikePrice]][:puts_oi] = item[:oi]
    @all_items[item[:strikePrice]][:subtotal] = @all_items[item[:strikePrice]][:subtotal] + puts_subtotal
  end


  render 'ish_manager/iro_watches/max_pain'
end