fix: `getClosingPrice()` for two calendardb modules

server/src/calendardb/lmdbx.ts

@@ -116,11 +116,12 @@ function makeCalendarDatabase(): CalendarDatabase {
     getClosingPrice: async ({
       key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
     }) => {
-			const startOfLastHourUnix = new Date(
-				`${frontExpirationDate}T00:00:00Z`,
+      const startOfExpirationDateUnix = new Date(
+        `${frontExpirationDate}T23:59:59Z`
+      ).valueOf();
+      const endOfExpirationDateUnix = new Date(
+        `${frontExpirationDate}T00:00:00Z`
       ).valueOf();
-			const endOfLastHourUnix = startOfLastHourUnix + 3600 * 1000;
-			let minPrice = 0;
       for (const { value } of calendarAggregatesDb.getRange({
         start: [
           symbol,
@@ -128,7 +129,7 @@ function makeCalendarDatabase(): CalendarDatabase {
           backExpirationDate,
           strike,
           type,
-					startOfLastHourUnix,
+          startOfExpirationDateUnix,
         ],
         end: [
           symbol,
@@ -136,14 +137,15 @@ function makeCalendarDatabase(): CalendarDatabase {
           backExpirationDate,
           strike,
           type,
-					endOfLastHourUnix,
+          endOfExpirationDateUnix,
         ],
+        reverse: true,
       })) {
-				if (value.close < minPrice || minPrice === 0) {
-					minPrice = value.close;
+        if (value.close > 0) {
+          return value.close;
         }
       }
-			return minPrice;
+      return 0;
     },
     getTargetPriceByProbability: async ({
       symbol,

server/src/calendardb/optiondb-lmdbx.ts

@@ -93,9 +93,10 @@ function makeCalendarDatabase(): CalendarDatabase {
     getClosingPrice: async ({
       key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
     }) => {
+      // get unix timestamp, in milliseconds, of the start of the last hour, which is 03:30PM in the `America/New_York` timezone on the front expiration date:
       const startOfLastHourUnix = new Date(
-        `${frontExpirationDate}T00:00:00Z`,
-      ).valueOf();
+        `${frontExpirationDate}T19:30:00Z`
+      ).getTime();
       const endOfLastHourUnix = startOfLastHourUnix + 3600 * 1000;
       const frontOptionContractAggregates = (
         await optionContractDatabase.getAggregates({
@@ -104,7 +105,7 @@ function makeCalendarDatabase(): CalendarDatabase {
         })
       ).filter(
         ({ tsStart }) =>
-          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix,
+          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix
       );
       const backOptionContractAggregates = (
         await optionContractDatabase.getAggregates({
@@ -113,7 +114,7 @@ function makeCalendarDatabase(): CalendarDatabase {
         })
       ).filter(
         ({ tsStart }) =>
-          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix,
+          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix
       );
       let i = 0;
       let j = 0;
@@ -128,7 +129,7 @@ function makeCalendarDatabase(): CalendarDatabase {
         ) {
           const calendarClosePrice =
             backOptionContractAggregates[j].close -
-            frontOptionContractAggregates[j].close;
+            frontOptionContractAggregates[i].close;
           if (calendarClosePrice < minPrice || minPrice === 0) {
             minPrice = calendarClosePrice;
           }