avraham
/
calendar-optimizer
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

fix biome kvetches

Browse Source
main
avraham 9 months ago
parent bf094de461
commit 39bb6c85f8
2 changed files with 329 additions and 321 deletions
Show Stats Download Patch File Download Diff File

21
frontend/src/pages/CalendarOptimizer.tsx
Unescape Escape View File

@ -86,7 +86,7 @@ function chooseStrike(strike: string) {
.query({
underlying: chosenUnderlying.value,
expirationDate: chosenExpiration.value,
strike: parseFloat(strike),
strike: Number.parseFloat(strike),
})
.then((getOpensForOptionContractResponse) => {
optionContractUplotData.value = getOpensForOptionContractResponse;
@ -201,8 +201,9 @@ export function CalendarOptimizer() {
</Paper>
</Grid>
<Grid item xs={12} md={6}>
<Paper elevation={3} sx={{ p: 3, height: '100%' }}>
{chosenUnderlying.value !== null && underlyingUplotData.value.length > 0 ? (
<Paper elevation={3} sx={{ p: 3, height: "100%" }}>
{chosenUnderlying.value !== null &&
underlyingUplotData.value.length > 0 ? (
<Scatter
data={{
datasets: [
@ -220,7 +221,7 @@ export function CalendarOptimizer() {
text: "Time",
},
ticks: {
callback: function (value, index, ticks) {
callback: (value, index, ticks) => {
return new Date((value as number) * 1000)
.toISOString()
.substring(0, 10);
@ -230,8 +231,8 @@ export function CalendarOptimizer() {
y: {
beginAtZero: false,
ticks: {
callback: function (value, index, ticks) {
return "$" + value.toString();
callback: (value, index, ticks) => {
return `$${value.toString()}`;
},
},
},
@ -287,7 +288,7 @@ export function CalendarOptimizer() {
text: "Time",
},
ticks: {
callback: function (value, index, ticks) {
callback: (value, index, ticks) => {
return new Date((value as number) * 1000)
.toISOString()
.substring(0, 10);
@ -297,8 +298,8 @@ export function CalendarOptimizer() {
y: {
beginAtZero: false,
ticks: {
callback: function (value, index, ticks) {
return "$" + value.toString();
callback: (value, index, ticks) => {
return `$${value.toString()}`;
},
},
},
@ -333,4 +334,4 @@ export function CalendarOptimizer() {
</Grid>
</Container>
);
}
}

629
frontend/src/pages/HistoricalCalendarPrices.tsx
Unescape Escape View File

@ -49,20 +49,20 @@ const maxChartPrice = computed(() =>
Math.max(
Math.max.apply(
null,
historicalCalendarQuoteChartData.value.map((d) => d.y)
historicalCalendarQuoteChartData.value.map((d) => d.y),
),
Math.max.apply(
null,
historicalCalendarExitQuoteChartData.value.map((d) => d.y)
)
)
historicalCalendarExitQuoteChartData.value.map((d) => d.y),
),
),
);
const maxN = computed(() =>
Math.max.apply(
null,
historicalCalendarExitQuoteChartData.value.map((d) => d.n)
)
historicalCalendarExitQuoteChartData.value.map((d) => d.n),
),
);
const refreshHistoricalStockQuoteChartData = () => {
@ -134,16 +134,19 @@ const handleUnderlyingChange = (e) => {
}
};
const handleDaysToFrontExpirationChange = (e) => {
if (chosenDaysToFrontExpiration.value !== parseInt(e.target.value)) {
chosenDaysToFrontExpiration.value = parseInt(e.target.value);
if (chosenDaysToFrontExpiration.value !== Number.parseInt(e.target.value)) {
chosenDaysToFrontExpiration.value = Number.parseInt(e.target.value);
refreshHistoricalCalendarQuoteChartData();
}
};
const handleDaysBetweenFrontAndBackExpirationChange = (e) => {
if (
chosenDaysBetweenFrontAndBackExpiration.value !== parseInt(e.target.value)
chosenDaysBetweenFrontAndBackExpiration.value !==
Number.parseInt(e.target.value)
) {
chosenDaysBetweenFrontAndBackExpiration.value = parseInt(e.target.value);
chosenDaysBetweenFrontAndBackExpiration.value = Number.parseInt(
e.target.value,
);
refreshHistoricalCalendarQuoteChartData();
refreshHistoricalCalendarExitQuoteChartData();
}
@ -151,10 +154,10 @@ const handleDaysBetweenFrontAndBackExpirationChange = (e) => {
const handleStrikePercentageFromUnderlyingPriceChange = (e) => {
if (
chosenStrikePercentageFromUnderlyingPrice.value !==
parseFloat(e.target.value)
Number.parseFloat(e.target.value)
) {
chosenStrikePercentageFromUnderlyingPrice.value = parseFloat(
e.target.value
chosenStrikePercentageFromUnderlyingPrice.value = Number.parseFloat(
e.target.value,
);
refreshHistoricalCalendarQuoteChartData();
}
@ -162,17 +165,17 @@ const handleStrikePercentageFromUnderlyingPriceChange = (e) => {
const handleStrikePercentageFromUnderlyingPriceRadiusChange = (e) => {
if (
chosenStrikePercentageFromUnderlyingPriceRadius.value !==
parseFloat(e.target.value)
Number.parseFloat(e.target.value)
) {
chosenStrikePercentageFromUnderlyingPriceRadius.value = parseFloat(
e.target.value
chosenStrikePercentageFromUnderlyingPriceRadius.value = Number.parseFloat(
e.target.value,
);
refreshHistoricalCalendarQuoteChartData();
}
};
const handleExitToFrontExpirationChange = (e) => {
if (chosenExitToFrontExpiration.value !== parseInt(e.target.value)) {
chosenExitToFrontExpiration.value = parseInt(e.target.value);
if (chosenExitToFrontExpiration.value !== Number.parseInt(e.target.value)) {
chosenExitToFrontExpiration.value = Number.parseInt(e.target.value);
refreshHistoricalCalendarExitQuoteChartData();
}
};
@ -198,320 +201,324 @@ export function HistoricalCalendarPrices() {
useEffect(handleInit, []);
return (
<Container maxWidth="lg">
<Grid container spacing={4}>
<Grid item xs={12}>
<Typography variant="h4" gutterBottom>
Historical Calendar Prices
</Typography>
</Grid>
<Grid item xs={12} md={6}>
<Paper elevation={3} sx={{ p: 3 }}>
<Grid container spacing={2}>
<Grid item xs={12}>
<FormControl fullWidth>
<InputLabel>Available Underlyings</InputLabel>
<Select
value={chosenUnderlying.value || ""}
onChange={handleUnderlyingChange}
label="Available Underlyings"
>
{availableUnderlyings.value.map((underlying) => (
<MenuItem key={underlying} value={underlying}>
{underlying}
</MenuItem>
))}
</Select>
</FormControl>
</Grid>
<Grid item xs={12}>
<TextField
fullWidth
label="Now-to-Front-Month Days to Expiration"
type="number"
value={chosenDaysToFrontExpiration.value}
onChange={handleDaysToFrontExpirationChange}
InputProps={{ endAdornment: "Days" }}
/>
</Grid>
<Grid item xs={12}>
<TextField
fullWidth
label="Front-to-Back-Month Days to Expiration Difference"
type="number"
value={chosenDaysBetweenFrontAndBackExpiration.value}
onChange={handleDaysBetweenFrontAndBackExpirationChange}
InputProps={{ endAdornment: "Days Difference" }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Strike % From Underlying Price"
type="number"
value={chosenStrikePercentageFromUnderlyingPrice.value}
onChange={handleStrikePercentageFromUnderlyingPriceChange}
InputProps={{ endAdornment: "%" }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Strike % Radius"
type="number"
value={chosenStrikePercentageFromUnderlyingPriceRadius.value}
onChange={handleStrikePercentageFromUnderlyingPriceRadiusChange}
InputProps={{ endAdornment: "%" }}
/>
</Grid>
<Grid item xs={12}>
<TextField
fullWidth
label="Exit-to-Front-Month Days to Expiration"
type="number"
value={chosenExitToFrontExpiration.value}
onChange={handleExitToFrontExpirationChange}
InputProps={{ endAdornment: "Days" }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Lookback Period Start"
type="date"
value={chosenLookbackPeriodStart.value}
onChange={(e) => handleLookbackPeriodStartChange({ target: { value: e.target.value } })}
InputLabelProps={{ shrink: true }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Lookback Period End"
type="date"
value={chosenLookbackPeriodEnd.value}
onChange={(e) => handleLookbackPeriodEndChange({ target: { value: e.target.value } })}
InputLabelProps={{ shrink: true }}
/>
</Grid>
<Container maxWidth="lg">
<Grid container spacing={4}>
<Grid item xs={12}>
<Typography variant="h4" gutterBottom>
Historical Calendar Prices
</Typography>
</Grid>
<Grid item xs={12} md={6}>
<Paper elevation={3} sx={{ p: 3 }}>
<Grid container spacing={2}>
<Grid item xs={12}>
<FormControl fullWidth>
<InputLabel>Available Underlyings</InputLabel>
<Select
value={chosenUnderlying.value || ""}
onChange={handleUnderlyingChange}
label="Available Underlyings"
>
{availableUnderlyings.value.map((underlying) => (
<MenuItem key={underlying} value={underlying}>
{underlying}
</MenuItem>
))}
</Select>
</FormControl>
</Grid>
</Paper>
</Grid>
<Grid item xs={12} md={6}>
<Paper elevation={3} sx={{ p: 3, height: '100%' }}>
{chosenUnderlying.value !== null &&
historicalStockQuoteChartData.value.length > 0 ? (
<Scatter
data={{
datasets: [
{
label: "Stock Open Price",
data: historicalStockQuoteChartData.value,
},
],
}}
options={{
scales: {
x: {
title: {
display: true,
text: "Time",
},
ticks: {
callback: function (value, index, ticks) {
return new Date((value as number) * 1000)
.toISOString()
.substring(0, 10);
},
},
min:
new Date(chosenLookbackPeriodStart.value).getTime() /
1000,
max:
new Date(chosenLookbackPeriodEnd.value).getTime() /
1000,
<Grid item xs={12}>
<TextField
fullWidth
label="Now-to-Front-Month Days to Expiration"
type="number"
value={chosenDaysToFrontExpiration.value}
onChange={handleDaysToFrontExpirationChange}
InputProps={{ endAdornment: "Days" }}
/>
</Grid>
<Grid item xs={12}>
<TextField
fullWidth
label="Front-to-Back-Month Days to Expiration Difference"
type="number"
value={chosenDaysBetweenFrontAndBackExpiration.value}
onChange={handleDaysBetweenFrontAndBackExpirationChange}
InputProps={{ endAdornment: "Days Difference" }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Strike % From Underlying Price"
type="number"
value={chosenStrikePercentageFromUnderlyingPrice.value}
onChange={handleStrikePercentageFromUnderlyingPriceChange}
InputProps={{ endAdornment: "%" }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Strike % Radius"
type="number"
value={chosenStrikePercentageFromUnderlyingPriceRadius.value}
onChange={
handleStrikePercentageFromUnderlyingPriceRadiusChange
}
InputProps={{ endAdornment: "%" }}
/>
</Grid>
<Grid item xs={12}>
<TextField
fullWidth
label="Exit-to-Front-Month Days to Expiration"
type="number"
value={chosenExitToFrontExpiration.value}
onChange={handleExitToFrontExpirationChange}
InputProps={{ endAdornment: "Days" }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Lookback Period Start"
type="date"
value={chosenLookbackPeriodStart.value}
onChange={(e) =>
handleLookbackPeriodStartChange({
target: { value: e.target.value },
})
}
InputLabelProps={{ shrink: true }}
/>
</Grid>
<Grid item xs={6}>
<TextField
fullWidth
label="Lookback Period End"
type="date"
value={chosenLookbackPeriodEnd.value}
onChange={(e) =>
handleLookbackPeriodEndChange({
target: { value: e.target.value },
})
}
InputLabelProps={{ shrink: true }}
/>
</Grid>
</Grid>
</Paper>
</Grid>
<Grid item xs={12} md={6}>
<Paper elevation={3} sx={{ p: 3, height: "100%" }}>
{chosenUnderlying.value !== null &&
historicalStockQuoteChartData.value.length > 0 ? (
<Scatter
data={{
datasets: [
{
label: "Stock Open Price",
data: historicalStockQuoteChartData.value,
},
],
}}
options={{
scales: {
x: {
title: {
display: true,
text: "Time",
},
y: {
beginAtZero: false,
ticks: {
callback: function (value, index, ticks) {
return "$" + value.toString();
},
},
ticks: {
callback: (value, index, ticks) =>
new Date((value as number) * 1000)
.toISOString()
.substring(0, 10),
},
min:
new Date(chosenLookbackPeriodStart.value).getTime() /
1000,
max:
new Date(chosenLookbackPeriodEnd.value).getTime() /
1000,
},
elements: {
point: {
radius: 1,
borderWidth: 0,
y: {
beginAtZero: false,
ticks: {
callback: (value, index, ticks) =>
`$${value.toString()}`,
},
},
plugins: {
tooltip: {
enabled: false,
},
legend: {
display: false,
},
},
elements: {
point: {
radius: 1,
borderWidth: 0,
},
},
plugins: {
tooltip: {
enabled: false,
},
legend: {
display: false,
},
title: {
display: true,
text: "Stock Price",
},
},
animation: false,
maintainAspectRatio: false,
events: [],
}}
/>
) : (
<Typography>Loading Chart...</Typography>
)}
</Paper>
</Grid>
<Grid item xs={12}>
<Paper elevation={3} sx={{ p: 3 }}>
{chosenUnderlying.value !== null &&
historicalCalendarQuoteChartData.value.length > 0 ? (
<Scatter
data={{
datasets: [
{
label: "Calendar Open Price",
data: historicalCalendarQuoteChartData.value,
},
],
}}
options={{
scales: {
x: {
title: {
display: true,
text: "Stock Price",
},
},
animation: false,
maintainAspectRatio: false,
events: [],
}}
/>
) : (
<Typography>Loading Chart...</Typography>
)}
</Paper>
</Grid>
<Grid item xs={12}>
<Paper elevation={3} sx={{ p: 3 }}>
{chosenUnderlying.value !== null &&
historicalCalendarQuoteChartData.value.length > 0 ? (
<Scatter
data={{
datasets: [
{
label: "Calendar Open Price",
data: historicalCalendarQuoteChartData.value,
},
],
}}
options={{
scales: {
x: {
title: {
display: true,
text: "Time",
},
ticks: {
callback: function (value, index, ticks) {
return new Date((value as number) * 1000)
.toISOString()
.substring(0, 10);
},
},
min:
new Date(chosenLookbackPeriodStart.value).getTime() /
1000,
max:
new Date(chosenLookbackPeriodEnd.value).getTime() /
1000,
text: "Time",
},
y: {
beginAtZero: true,
ticks: {
callback: function (value, index, ticks) {
return "$" + value.toString();
},
},
min: 0,
max: maxChartPrice.value,
ticks: {
callback: (value, index, ticks) =>
new Date((value as number) * 1000)
.toISOString()
.substring(0, 10),
},
min:
new Date(chosenLookbackPeriodStart.value).getTime() /
1000,
max:
new Date(chosenLookbackPeriodEnd.value).getTime() /
1000,
},
plugins: {
tooltip: {
enabled: false,
},
legend: {
display: false,
y: {
beginAtZero: true,
ticks: {
callback: (value, index, ticks) =>
`$${value.toString()}`,
},
min: 0,
max: maxChartPrice.value,
},
},
plugins: {
tooltip: {
enabled: false,
},
legend: {
display: false,
},
title: {
display: true,
text: "Calendar Price (Under Like Conditions)",
},
},
animation: false,
maintainAspectRatio: false,
events: [],
}}
/>
) : (
<Typography>Loading Chart...</Typography>
)}
</Paper>
</Grid>
<Grid item xs={12}>
<Paper elevation={3} sx={{ p: 3 }}>
{chosenUnderlying.value !== null &&
historicalCalendarQuoteChartData.value.length > 0 ? (
<Scatter
data={{
datasets: [
{
label: "Calendar Exit Price",
data: historicalCalendarExitQuoteChartData.value,
},
],
}}
options={{
scales: {
x: {
type: "linear",
beginAtZero: false,
title: {
display: true,
text: "Calendar Price (Under Like Conditions)",
},
},
animation: false,
maintainAspectRatio: false,
events: [],
}}
/>
) : (
<Typography>Loading Chart...</Typography>
)}
</Paper>
</Grid>
<Grid item xs={12}>
<Paper elevation={3} sx={{ p: 3 }}>
{chosenUnderlying.value !== null &&
historicalCalendarQuoteChartData.value.length > 0 ? (
<Scatter
data={{
datasets: [
{
label: "Calendar Exit Price",
data: historicalCalendarExitQuoteChartData.value,
text: "%-From-the-Money",
},
],
}}
options={{
scales: {
x: {
type: "linear",
beginAtZero: false,
title: {
display: true,
text: "%-From-the-Money",
},
ticks: {
callback: function (value, index, ticks) {
return value.toString() + "%";
},
},
},
y: {
beginAtZero: true,
ticks: {
callback: function (value, index, ticks) {
return "$" + value.toString();
},
},
min: 0,
max: maxChartPrice.value,
ticks: {
callback: (value, index, ticks) =>
`${value.toString()}%`,
},
},
elements: {
point: {
borderWidth: 0,
backgroundColor: function (context) {
const n = (
context.raw as { x: number; y: number; n: number }
).n;
const alpha = n / maxN.value;
return `rgba(0, 0, 0, ${alpha})`;
},
y: {
beginAtZero: true,
ticks: {
callback: (value, index, ticks) =>
`$${value.toString()}`,
},
min: 0,
max: maxChartPrice.value,
},
plugins: {
tooltip: {
enabled: false,
},
legend: {
display: false,
},
title: {
display: true,
text: [
"Calendar Prices at Exit",
"by %-age from-the-money",
],
},
elements: {
point: {
borderWidth: 0,
backgroundColor: (context) => {
const n = (
context.raw as { x: number; y: number; n: number }
).n;
const alpha = n / maxN.value;
return `rgba(0, 0, 0, ${alpha})`;
},
},
animation: false,
maintainAspectRatio: false,
events: [],
}}
/>
) : (
<Typography>Loading Chart...</Typography>
)}
</Paper>
</Grid>
},
plugins: {
tooltip: {
enabled: false,
},
legend: {
display: false,
},
title: {
display: true,
text: [
"Calendar Prices at Exit",
"by %-age from-the-money",
],
},
},
animation: false,
maintainAspectRatio: false,
events: [],
}}
/>
) : (
<Typography>Loading Chart...</Typography>
)}
</Paper>
</Grid>
</Container>
</Grid>
</Container>
);
}

Write Preview
Loading…
Cancel
Save