app/views/iro/positions/_table.haml in iron_warbler-2.0.7.25 vs app/views/iro/positions/_table.haml in iron_warbler-2.0.7.26
- old
+ new
@@ -15,16 +15,15 @@
Expires on
%br
Strategy
%th.q Q
%th.strikes
- -# .a outer_strike, inner_strike
Strike
%th.begin_price
- .a Begin outer price, delta
+ .a Begin price, delta
%th.max-loss Max Loss
- %th.max-gain Max Gain
+ -# %th.max-gain Max Gain
%th
.end_price End Price, delta
%th
.net Net Amount (%)
%th
@@ -62,13 +61,12 @@
.d-flex
= button_to 'x', position_path(position), method: :delete, data: { confirm: 'Are you sure?' }
= link_to '[~]', edit_position_path(position)
= link_to '[dup]', duplicate_position_path(position)
.d-flex
- = link_to '[re]', refresh_position_path(pos)
- - if true # position.next_reasons.present? && position.rollp > 0.5
- = link_to '[roll]', prepare_to_roll_position_path(pos)
+ = link_to '[sync]', sync_position_path(pos)
+ = link_to '[roll]', prepare_to_roll_position_path(pos)
%td.ticker
= position.stock.ticker
%br
@@ -86,36 +84,36 @@
%td.q
<b>#{position.quantity}</b>
%td.strikes
.long-or-short-item
- .outer-strike= pp_amount position.outer_strike
- .inner-strike= pp_amount position.inner_strike
+ .outer-strike= pp_amount position.outer.strike
+ .inner-strike= pp_amount position.inner.strike
%td.begin_price
.long-or-short-item
.begin-outer-price
- = pp_amount position.begin_outer_price
- <b>D</b> #{pp_delta position.begin_outer_delta}
+ = pp_amount position.outer.begin_price
+ <b>D</b> #{pp_delta position.outer.begin_delta}
.begin-inner-price
- = pp_amount position.begin_inner_price
- <b>D</b> #{pp_delta position.begin_inner_delta}
+ = pp_amount position.inner.begin_price
+ <b>D</b> #{pp_delta position.inner.begin_delta}
%td
.max-loss= pp_amount position.max_loss * pos.q * 100, precision: 0
- %td
- .max-gain= pp_amount position.max_gain * pos.q * 100, precision: 0
- .max-gainp
- -# = pp_percent( -1 * position.max_gain / position.max_loss ) rescue '-' # undef. for covered calls
+ -# %td
+ -# .max-gain= pp_amount position.max_gain * pos.q * 100, precision: 0
+ -# .max-gainp
+ -# -# = pp_percent( -1 * position.max_gain / position.max_loss ) rescue '-' # undef. for covered calls
- %td.end_price
+ %td.end
.long-or-short-item
.end-outer-price
- = pp_amount position.end_outer_price
- <b>D</b> #{pp_delta position.end_outer_delta}
+ = pp_amount position.outer.end_price
+ <b>D</b> #{pp_delta position.outer.end_delta}
.end-inner-price
- = pp_amount position.end_inner_price
- <b>D</b> #{pp_delta position.end_inner_delta}
+ = pp_amount position.inner.end_price
+ <b>D</b> #{pp_delta position.inner.end_delta}
%td.net
.a= pp_amount position.net_amount * pos.q * 100, precision: 0 rescue '@TODO'
.a <i>#{pp_percent position.net_amount / position.max_gain rescue '@TODO'}</i>
%td.breakeven
= pp_amount pos.breakeven rescue '@TODO'
@@ -126,15 +124,16 @@
<i> #{pp_percent position.rollp, precision: 0}</i>
%td.next_position
- if position.next_reasons.present?
%i.fa.fa-expand.collapse-expand{ id: "pos-reasons-#{position.id}" } reasons
= render '/iro/positions/reasons', reasons: position.next_reasons
- .a= position.next_symbol
- .a= position.next_delta
+ .a= position.autonxt
.a
- = pp_amount position.next_mark
- \=>
- = pp_amount position.next_outcome * 100 * position.quantity rescue nil
+ - if pos.autonxt
+ = link_to '[autonxt]', prepare2_position_path(pos.autonxt)
+ = pp_amount pos.autonxt.prev_gain_loss_amount
+ -# \=>
+ -# = pp_amount position.next_outcome * 100 * position.quantity rescue nil