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calendar optimizer page works

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This commit is contained in:
Avraham Sakal
2024-03-12 23:37:35 -04:00
parent 4580494810
commit 438585f9e0
3 changed files with 175 additions and 36 deletions
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server/src/index.ts
+15 -30
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@@ -49,6 +49,7 @@ const appRouter = router({
DISTINCT(asOfDate) as asOfDate
FROM option_contracts
WHERE symbol = '${underlying}'
ORDER BY asOfDate
`)
).map(({ asOfDate }) => asOfDate);
}),
@@ -66,10 +67,11 @@ const appRouter = router({
return (
await query<{ expirationDate: string }>(`
SELECT
DISTINCT(expirationDate)
DISTINCT(expirationDate) as expirationDate
FROM option_contracts
WHERE symbol = '${underlying}'
AND asOfDate = '${asOfDate}'
ORDER BY expirationDate
`)
).map(({ expirationDate }) => expirationDate);
}),
@@ -88,11 +90,12 @@ const appRouter = router({
return (
await query<{ strike: string }>(`
SELECT
DISTINCT(strike)
DISTINCT(strike) as strike
FROM option_contracts
WHERE symbol = '${underlying}'
AND asOfDate = '${asOfDate}'
AND expirationDate = '${expirationDate}'
ORDER BY strike
`)
).map(({ strike }) => strike);
}),
@@ -106,25 +109,16 @@ const appRouter = router({
)
.query(async (opts) => {
const { underlying } = opts.input;
return (
await query<[number, number]>(
`
return await query<{ x: number; y: number }>(
`
SELECT
toUnixTimestamp(tsStart),
open
toUnixTimestamp(tsStart) as x,
open as y
FROM stock_aggregates
WHERE symbol = '${underlying}'
ORDER BY tsStart ASC
`,
"JSONCompactEachRow"
)
).reduce(
(columns, row) => {
columns[0].push(row[0]);
columns[1].push(row[1]);
return columns;
},
[[], []]
"JSONEachRow"
);
}),
getOpensForOptionContract: publicProcedure
@@ -139,12 +133,11 @@ const appRouter = router({
)
.query(async (opts) => {
const { underlying, expirationDate, strike } = opts.input;
return (
await query<[number, number]>(
`
return await query<{ x: number; y: number }>(
`
SELECT
toUnixTimestamp(tsStart),
open
toUnixTimestamp(tsStart) as x,
open as y
FROM option_aggregates
WHERE symbol = '${underlying}'
AND expirationDate = '${expirationDate}'
@@ -152,15 +145,7 @@ const appRouter = router({
AND type = 'call'
ORDER BY tsStart ASC
`,
"JSONCompactEachRow"
)
).reduce(
(columns, row) => {
columns[0].push(row[0]);
columns[1].push(row[1]);
return columns;
},
[[], []]
"JSONEachRow"
);
}),
getHistoricalCalendarPrices: publicProcedure