Module: IB::Setup

Defined in:
lib/ib/setup-orientdb.rb

Class Method Summary collapse

Class Method Details

.clear_database ⇒ Object 



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# File 'lib/ib/setup-orientdb.rb', line 106

def self.clear_database 
	IB::Account.delete  all: true
   IB::Contract.delete all: true
end

.connect(tws:, orientdb:, kind: :connection) ⇒ Object

connects to a running interactive brokers TWS or Gateway and to an active OrientDB-Server.

Parameter tws: host: (default ‘localhost’) 

port: (default 4002 , specify 4001/4002 (Gateway) or 7496/7497 ())

Parameter orientdb: server: ( default: ‘localhost’ )

user: 
password:
database: ( default: 'temp' )

The parameter are transmitted to IB::Connection and OrientDB without further checking

It returns the active Connection

The optional block is evaluated in the context of the initialized, but not connected IB::Connection.



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# File 'lib/ib/setup-orientdb.rb', line 24

def self.connect tws:, orientdb:, kind: :connection
	project_root = File.expand_path('../..', __FILE__)
	ActiveOrient::Init.connect **orientdb
	ActiveOrient::Model.keep_models_without_file = false
	#IB::Model = V   --> Dynamic Assignment Error, this does the same:
	IB.const_set( :Model, V )

 	TG.connect { project_root + '/models'}

	## There are two locations of modelfiles
	## 1. ib-api-model files
	## 2. ib.orientdb-model files
	model_dir =[ (Pathname.new( `gem which ib-api`.to_s[0..-2]).dirname + "models/").to_s ,
																 project_root + '/models']
	ActiveOrient::Init.define_namespace { IB  }
	ActiveOrient::OrientDB.new model_dir: model_dir

	init_database 
	require 'ib/messages'

	target = (kind == :connection) ? IB::Connection : IB::OrientGateway
	if block_given? 
		target.new( **tws )  { |c| yield c  }
	else
		target.new **tws 
	end

	require 'ib/extensions'

end

.init_database(db = V.db) ⇒ Object 



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# File 'lib/ib/setup-orientdb.rb', line 55

def self.init_database db= V.db
		vertices= db.class_hierarchy( base_class: 'V' ).flatten
		return if vertices.include? "ib_contract"
     init_timegraph
    	ActiveOrient::Init.define_namespace { IB }

		### Vertices
	  V.create_class            :contract	, :account  
		IB::Account.create_class  :advisor, :user
		IB::Advisor.create_class  :demo_advisor
		IB::User.create_class     :demo_user
		V.create_class            :portfolio_value, :account_value,  :underlying, :contract_detail, :bar
		IB::Contract.create_class :option, :future, :stock, :forex, :index, :bag
		IB::Bag.create_class      :spread
					
	  IB::Contract.create_property :con_id, type: :integer, index: :unique
	  IB::Contract.create_property :bars, type: :link_list,  index: :notunique, 
																									 linked_class: IB::Bar
	  IB::Contract.create_property :contract_detail, type: :link,  index: :notunique, 
																									 linked_class: IB::ContractDetail

		IB::Account.create_property  :account, type: :string, index: :unique
		IB::Account.create_property  :last_access, type: :date
		IB::User.create_property     :watchlist, type: :map
		IB::PortfolioValue.create_property  :position, type: :decimal
		IB::PortfolioValue.create_property  :market_price, type: :decimal
		IB::PortfolioValue.create_property  :market_value, type: :decimal
		IB::PortfolioValue.create_property  :average_cost, type: :decimal
		IB::PortfolioValue.create_property  :realized_pnl, type: :decimal
		IB::PortfolioValue.create_property  :unrealized_pnl, type: :decimal
	  IB::PortfolioValue.create_property  :contract, type: :link, index: :notunique, linked_class: IB::Contract

    	ActiveOrient::Init.define_namespace { HC }
		V.create_class :portfolio 
		HC::Portfolio.create_property :account, type: :link,  index: :notunique, linked_class: IB::Account
		HC::Portfolio.create_property :positions, type: :link_list, linked_class: IB::PortfolioValue
		HC::Portfolio.create_property :values, type:  :map 
		#
		## Edges   (Namespace HC)
		E.create_class :has_portfolio, :has_position,  :grid, :has_account, :has_strategy
		E.create_class  :d2F, :p2U, :my_user
		HC::GRID.uniq_index
end

.init_timegraph ⇒ Object 



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# File 'lib/ib/setup-orientdb.rb', line 99

def self.init_timegraph
		## Initialize TimeGraph
		TG::Setup.init_database 
		TG::TimeGraph.populate 1980..2030
		TG.info
end