app/models/iro/purse.rb in iron_warbler-2.0.7.25 vs app/models/iro/purse.rb in iron_warbler-2.0.7.26

@@ -1,31 +1,61 @@
 
+require 'distribution'
+N = Distribution::Normal
+
 class Iro::Purse
   include Mongoid::Document
   include Mongoid::Timestamps
   include Mongoid::Paranoia
   store_in collection: 'iro_purses'
 
   field :slug
   validates :slug, presence: true, uniqueness: true
   index({ slug: -1 }, { unique: true })
 
-  has_many :positions, class_name: 'Iro::Position', inverse_of: :purse
+  has_many :positions,  class_name: 'Iro::Position', inverse_of: :purse
 
+  has_and_belongs_to_many :strategies, class_name: 'Iro::Strategy', inverse_of: :purses
+
   belongs_to :stock, class_name: 'Iro::Stock', inverse_of: :strategies
 
   field :unit,             type: :integer, default: 10
+  ## with unit 10,  .001
+  ## with unit 100, .0001
+  field :summary_unit,    type: :float, default: 0.001
 
   ## for rolling only:
   field :height,           type: :integer, default: 100
 
   field :mark_every_n_usd, type: :float, default: 1
   field :n_next_positions, type: :integer, default: 5
-  ## with unit 10, sum_scale .001
-  ## with unit 100, sum_scale .0001
-  field :summary_scale,    type: :float, default: 0.001
 
   field :available_amount, type: :float
+
+  def delta_wt_avg( begin_end, long_short, inner_outer )
+    max_loss_total = 0
+
+    out = positions.send( long_short ).map do |pos|
+      max_loss_total += pos.max_loss * pos.q
+      pos.max_loss * pos.q * pos.send( inner_outer ).send( "#{begin_end}_delta" )
+    end
+    puts! out, 'delta_wt_avg 1'
+    out = out.reduce( &:+ ) / max_loss_total rescue 0
+    puts! out, 'delta_wt_avg 2'
+    return out
+  end
+  ## delta to plot percentage
+  ## convert to normal between 0 and 3 std
+  def delta_to_plot_p( *args )
+    x = delta_wt_avg( *args ).abs
+    if x < 0.5
+      y = 1
+    else
+      y = 2 - 1/( 1.5 - x )
+    end
+    y_ = "#{ (y*100) .to_i}%"
+    return y_
+  end
 
   def to_s
     slug
   end
   def self.list