reduce data points for historical exit quotes by aggregating and applying weighted transparency

clean frontend html structure

server/src/clickhouse.ts

@@ -1,18 +1,28 @@
-import _ from './env.js';
-import { createClient as createClickhouseClient } from '@clickhouse/client';
-import type { DataFormat } from '@clickhouse/client';
+import _ from "./env.js";
+import { createClient as createClickhouseClient } from "@clickhouse/client";
+import type { DataFormat } from "@clickhouse/client";
 
 // prevent from tree-shaking:
 console.log(_);
 export const clickhouse = createClickhouseClient({
   host: process.env.CLICKHOUSE_HOST || "http://localhost:8123",
-  username:'avraham', 
-  password:'buginoo'
+  username: "avraham",
+  password: "buginoo",
 });
 
-export async function query<T>(queryString:string, format:DataFormat='JSONEachRow') : Promise<Array<T>>{
-  return await (await clickhouse.query({
-    query: queryString,
-    format
-  })).json()
-}
+export async function query<T>(
+  queryString: string,
+  format: DataFormat = "JSONEachRow"
+): Promise<Array<T>> {
+  return await (
+    await clickhouse.query({
+      query: queryString,
+      format,
+      clickhouse_settings: {
+        output_format_json_quote_64bit_integers: 0,
+        //output_format_json_quote_64bit_floats: false,
+        //output_format_json_quote_64bit_decimals: false,
+      },
+    })
+  ).json();
+}

server/src/index.ts

@@ -281,11 +281,12 @@ const appRouter = router({
         lookbackPeriodStart,
         lookbackPeriodEnd,
       } = opts.input;
-      return await query<[number, number]>(
+      return await query<[number, number, number]>(
         `
         SELECT
           FLOOR(strikePercentageFromUnderlyingPrice, 1) as x,
-          truncate(calendarPrice, 2) as y
+          FLOOR(calendarPrice, 1) as y,
+          count(*) as n
         FROM calendar_histories
         WHERE symbol = '${underlying}'
         AND daysToFrontExpiration = ${daysToFrontExpiration}
@@ -294,7 +295,8 @@ const appRouter = router({
         AND daysBetweenFrontAndBackExpiration = ${daysBetweenFrontAndBackExpiration}
         AND tsStart >= '${lookbackPeriodStart} 00:00:00'
         AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
-        ORDER BY x ASC
+        GROUP BY x, y
+        ORDER BY x ASC, y ASC
       `,
         "JSONEachRow"
       );