friendlier variable names; use sliders for input

This commit is contained in:
2025-02-23 13:11:34 -05:00
parent b2169e1da7
commit b7f9d60715
10 changed files with 245 additions and 210 deletions
+120 -71
View File
@@ -16,6 +16,7 @@ import {
Paper, Paper,
Popper, Popper,
ClickAwayListener, ClickAwayListener,
Stack,
} from "@mui/material"; } from "@mui/material";
import { import {
availableUnderlyings, availableUnderlyings,
@@ -38,9 +39,9 @@ import {
refreshStockPriceChartData, refreshStockPriceChartData,
} from "./HistoricalCalendarPrices/actions.js"; } from "./HistoricalCalendarPrices/actions.js";
import { EditableUnderlying } from "./HistoricalCalendarPrices/EditableUnderlying.js"; import { EditableUnderlying } from "./HistoricalCalendarPrices/EditableUnderlying.js";
import { EditableDaysToFrontExpiration } from "./HistoricalCalendarPrices/EditableDaysToFrontExpiration.js"; import { EditableOpenDTE } from "./HistoricalCalendarPrices/EditableOpenDTE.js";
import { EditableExitToFrontExpiration } from "./HistoricalCalendarPrices/EditableExitToFrontExpiration.js"; import { EditableExitDTE } from "./HistoricalCalendarPrices/EditableExitDTE.js";
import { EditableDaysBetweenFrontAndBackExpiration } from "./HistoricalCalendarPrices/EditableDaysBetweenFrontAndBackExpiration.js"; import { EditableSpan } from "./HistoricalCalendarPrices/EditableSpan.js";
import { EditableLookbackPeriodStart } from "./HistoricalCalendarPrices/EditableLookbackPeriodStart.js"; import { EditableLookbackPeriodStart } from "./HistoricalCalendarPrices/EditableLookbackPeriodStart.js";
import { EditableLookbackPeriodEnd } from "./HistoricalCalendarPrices/EditableLookbackPeriodEnd.js"; import { EditableLookbackPeriodEnd } from "./HistoricalCalendarPrices/EditableLookbackPeriodEnd.js";
@@ -64,16 +65,16 @@ export function HistoricalCalendarPrices() {
return ( return (
<Container maxWidth="lg"> <Container maxWidth="lg">
<Grid2 container spacing={4} columns={12}> <Grid2 container spacing={4} columns={12}>
<Grid2 size={{ xs: 12 }}> {/* <Grid2 size={{ xs: 12 }}>
<Typography variant="h4" gutterBottom> <Typography variant="h4" gutterBottom>
<EditableUnderlying /> : <EditableUnderlying /> :
<EditableDaysBetweenFrontAndBackExpiration /> <EditableSpan />
-Day Calendar @ <EditableStrike /> -Day Calendar @ <EditableStrike />
%-from-the-money %-from-the-money
</Typography> </Typography>
<Typography variant="h5" gutterBottom sx={{ pl: 1 }}> <Typography variant="h5" gutterBottom sx={{ pl: 1 }}>
Opening at <EditableDaysToFrontExpiration /> DTE, Closing at{" "} Opening at <EditableOpenDTE /> DTE, Closing at <EditableExitDTE />
<EditableExitToFrontExpiration />
DTE DTE
</Typography> </Typography>
<Typography variant="h5" gutterBottom> <Typography variant="h5" gutterBottom>
@@ -93,72 +94,55 @@ export function HistoricalCalendarPrices() {
</Paper> </Paper>
</Popper> </Popper>
</ClickAwayListener> </ClickAwayListener>
</Grid2> </Grid2> */}
<Grid2 size={{ xs: 12 }}> <Grid2 size={{ xs: 12 }}>
<Paper elevation={3} sx={{ p: 3, minHeight: "28em", height: "100%" }}> <Stack direction="row" spacing={2}>
{underlying.value !== null && <Typography gutterBottom minWidth={"8em"}>
stockPriceChartData.value.length > 0 ? ( Underlying
<Scatter </Typography>
data={{ <EditableUnderlying />
datasets: [ </Stack>
{ <Stack direction="row" spacing={2}>
label: "Stock Open Price", <Typography gutterBottom minWidth={"8em"}>
data: stockPriceChartData.value, Open DTE
}, </Typography>
], <EditableOpenDTE />
}} </Stack>
options={{ <Stack direction="row" spacing={2}>
scales: { <Typography gutterBottom minWidth={"8em"}>
x: { Exit DTE
title: { </Typography>
display: true, <EditableExitDTE />
text: "Time", </Stack>
}, <Stack direction="row" spacing={2}>
ticks: { <Typography gutterBottom minWidth={"8em"}>
callback: (value, index, ticks) => Span
new Date((value as number) * 1000) </Typography>
.toISOString() <EditableSpan />
.substring(0, 10), </Stack>
}, <Stack direction="row" spacing={2}>
min: new Date(lookbackPeriodStart.value).getTime() / 1000, <Typography gutterBottom minWidth={"8em"}>
max: new Date(lookbackPeriodEnd.value).getTime() / 1000, Lookback Period
}, </Typography>
y: { <EditableLookbackPeriodStart />-
beginAtZero: false, <EditableLookbackPeriodEnd />
ticks: { </Stack>
callback: (value, index, ticks) => <ClickAwayListener
`$${value.toString()}`, onClickAway={() => {
}, isPopperOpen.value = false;
}, // refreshSimilarCalendarPriceChartData();
}, console.log("clicked away");
elements: { }}
point: { >
radius: 1, <Popper open={isPopperOpen.value} anchorEl={popperAnchorEl.value}>
borderWidth: 0, <Paper elevation={3} sx={{ p: 3 }}>
}, {popperContent.value}
}, </Paper>
plugins: { </Popper>
tooltip: { </ClickAwayListener>
enabled: false,
},
legend: {
display: false,
},
title: {
display: true,
text: "Stock Price",
},
},
animation: false,
maintainAspectRatio: false,
events: [],
}}
/>
) : (
<Typography>Loading Chart...</Typography>
)}
</Paper>
</Grid2> </Grid2>
<Grid2 size={{ xs: 12, md: 6 }}> <Grid2 size={{ xs: 12, md: 6 }}>
<Paper elevation={3} sx={{ p: 3, minHeight: "28em" }}> <Paper elevation={3} sx={{ p: 3, minHeight: "28em" }}>
{underlying.value !== null && {underlying.value !== null &&
@@ -294,6 +278,71 @@ export function HistoricalCalendarPrices() {
)} )}
</Paper> </Paper>
</Grid2> </Grid2>
<Grid2 size={{ xs: 12 }}>
<Paper elevation={3} sx={{ p: 3, minHeight: "28em", height: "100%" }}>
{underlying.value !== null &&
stockPriceChartData.value.length > 0 ? (
<Scatter
data={{
datasets: [
{
label: "Stock Open Price",
data: stockPriceChartData.value,
},
],
}}
options={{
scales: {
x: {
title: {
display: true,
text: "Time",
},
ticks: {
callback: (value, index, ticks) =>
new Date((value as number) * 1000)
.toISOString()
.substring(0, 10),
},
min: new Date(lookbackPeriodStart.value).getTime() / 1000,
max: new Date(lookbackPeriodEnd.value).getTime() / 1000,
},
y: {
beginAtZero: false,
ticks: {
callback: (value, index, ticks) =>
`$${value.toString()}`,
},
},
},
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>
</Grid2>
</Grid2> </Grid2>
</Container> </Container>
); );
@@ -1,38 +0,0 @@
import TextField from "@mui/material/TextField";
import {
refreshcalendarExitPriceChartData,
refreshSimilarCalendarPriceChartData,
} from "./actions";
import { daysBetweenFrontAndBackExpiration } from "./state";
import { EditableValue } from "./EditableValue";
const handleDaysBetweenFrontAndBackExpirationChange = (e) => {
if (
daysBetweenFrontAndBackExpiration.value !== Number.parseInt(e.target.value)
) {
daysBetweenFrontAndBackExpiration.value = Number.parseInt(e.target.value);
refreshSimilarCalendarPriceChartData();
refreshcalendarExitPriceChartData();
}
};
function DaysBetweenFrontAndBackExpirationChooser() {
return (
<TextField
fullWidth
label="Front-to-Back-Month Days to Expiration Difference"
type="number"
value={daysBetweenFrontAndBackExpiration.value}
onChange={handleDaysBetweenFrontAndBackExpirationChange}
InputProps={{ endAdornment: "Days Difference" }}
/>
);
}
export function EditableDaysBetweenFrontAndBackExpiration() {
return (
<EditableValue text={daysBetweenFrontAndBackExpiration.value}>
<DaysBetweenFrontAndBackExpirationChooser />
</EditableValue>
);
}
@@ -1,32 +0,0 @@
import TextField from "@mui/material/TextField";
import { refreshSimilarCalendarPriceChartData } from "./actions";
import { EditableValue } from "./EditableValue";
import { daysToFrontExpiration } from "./state";
const handleDaysToFrontExpirationChange = (e) => {
if (daysToFrontExpiration.value !== Number.parseInt(e.target.value)) {
daysToFrontExpiration.value = Number.parseInt(e.target.value);
refreshSimilarCalendarPriceChartData();
}
};
function DaysToFrontExpirationChooser() {
return (
<TextField
fullWidth
label="Now-to-Front-Month Days to Expiration"
type="number"
value={daysToFrontExpiration.value}
onChange={handleDaysToFrontExpirationChange}
InputProps={{ endAdornment: "Days" }}
/>
);
}
export function EditableDaysToFrontExpiration() {
return (
<EditableValue text={daysToFrontExpiration.value}>
<DaysToFrontExpirationChooser />
</EditableValue>
);
}
@@ -0,0 +1,28 @@
import TextField from "@mui/material/TextField";
import { EditableValue } from "./EditableValue";
import { exitDTE } from "./state";
import { refreshcalendarExitPriceChartData } from "./actions";
import Slider from "@mui/material/Slider";
const handleExitDTEChange = (e) => {
if (exitDTE.value !== Number.parseInt(e.target.value)) {
exitDTE.value = Number.parseInt(e.target.value);
refreshcalendarExitPriceChartData();
}
};
export function EditableExitDTE() {
return (
<Slider
value={exitDTE.value}
onChange={handleExitDTEChange}
min={0}
max={5}
step={1}
valueLabelDisplay="on"
/>
// <EditableValue text={exitDTE.value}>
// <ExitToFrontExpirationChooser />
// </EditableValue>
);
}
@@ -1,32 +0,0 @@
import TextField from "@mui/material/TextField";
import { EditableValue } from "./EditableValue";
import { exitToFrontExpiration } from "./state";
import { refreshcalendarExitPriceChartData } from "./actions";
const handleExitToFrontExpirationChange = (e) => {
if (exitToFrontExpiration.value !== Number.parseInt(e.target.value)) {
exitToFrontExpiration.value = Number.parseInt(e.target.value);
refreshcalendarExitPriceChartData();
}
};
function ExitToFrontExpirationChooser() {
return (
<TextField
fullWidth
label="Exit-to-Front-Month Days to Expiration"
type="number"
value={exitToFrontExpiration.value}
onChange={handleExitToFrontExpirationChange}
InputProps={{ endAdornment: "Days" }}
/>
);
}
export function EditableExitToFrontExpiration() {
return (
<EditableValue text={exitToFrontExpiration.value}>
<ExitToFrontExpirationChooser />
</EditableValue>
);
}
@@ -0,0 +1,26 @@
import { refreshSimilarCalendarPriceChartData } from "./actions";
import { openDTE } from "./state";
import Slider from "@mui/material/Slider";
const handleOpenDTEChange = (e) => {
if (openDTE.value !== Number.parseInt(e.target.value)) {
openDTE.value = Number.parseInt(e.target.value);
refreshSimilarCalendarPriceChartData();
}
};
export function EditableOpenDTE() {
return (
<Slider
value={openDTE.value}
onChange={handleOpenDTEChange}
min={0}
max={5}
step={1}
valueLabelDisplay="on"
/>
// <EditableValue text={openDTE.value}>
// <DaysToFrontExpirationChooser />
// </EditableValue>
);
}
@@ -0,0 +1,45 @@
import TextField from "@mui/material/TextField";
import {
refreshcalendarExitPriceChartData,
refreshSimilarCalendarPriceChartData,
} from "./actions";
import { span } from "./state";
import { EditableValue } from "./EditableValue";
import Slider from "@mui/material/Slider";
const handleSpanChange = (e) => {
if (span.value !== Number.parseInt(e.target.value)) {
span.value = Number.parseInt(e.target.value);
refreshSimilarCalendarPriceChartData();
refreshcalendarExitPriceChartData();
}
};
function DaysBetweenFrontAndBackExpirationChooser() {
return (
<TextField
fullWidth
label="Front-to-Back-Month Days to Expiration Difference"
type="number"
value={span.value}
onChange={handleSpanChange}
InputProps={{ endAdornment: "Days Difference" }}
/>
);
}
export function EditableSpan() {
return (
<Slider
value={span.value}
onChange={handleSpanChange}
min={3}
max={45}
step={1}
valueLabelDisplay="on"
/>
// <EditableValue text={span.value}>
// <DaysBetweenFrontAndBackExpirationChooser />
// </EditableValue>
);
}
@@ -1,24 +1,21 @@
import Box from "@mui/material/Box"; import Box from "@mui/material/Box";
import { EditableValue } from "./EditableValue"; import { EditableValue } from "./EditableValue";
import { import { moniness, moninessRadius } from "./state";
strikePercentageFromUnderlyingPrice,
strikePercentageFromUnderlyingPriceRadius,
} from "./state";
import Slider from "@mui/material/Slider"; import Slider from "@mui/material/Slider";
import { refreshSimilarCalendarPriceChartData } from "./actions"; import { refreshSimilarCalendarPriceChartData } from "./actions";
function StrikePercentageFromUnderlyingPriceChooser() { function MoninessChooser() {
return ( return (
<Slider <Slider
fullWidth fullWidth
label="Strike % From Underlying Price" label="Strike % From Underlying Price"
value={strikePercentageFromUnderlyingPrice.value} value={moniness.value}
valueLabelDisplay="on" valueLabelDisplay="on"
min={0} min={0}
max={10} max={10}
step={1} step={1}
onChange={(e, value) => { onChange={(e, value) => {
strikePercentageFromUnderlyingPrice.value = value as number; moniness.value = value as number;
}} }}
onChangeCommitted={(e, value) => { onChangeCommitted={(e, value) => {
refreshSimilarCalendarPriceChartData(); refreshSimilarCalendarPriceChartData();
@@ -28,18 +25,18 @@ function StrikePercentageFromUnderlyingPriceChooser() {
); );
} }
function StrikePercentageFromUnderlyingPriceRadiusChooser() { function MoninessRadiusChooser() {
return ( return (
<Slider <Slider
fullWidth fullWidth
label="Strike % Radius" label="Strike % Radius"
value={strikePercentageFromUnderlyingPriceRadius.value} value={moninessRadius.value}
valueLabelDisplay="on" valueLabelDisplay="on"
min={0} min={0}
max={10} max={10}
step={1} step={1}
onChange={(e, value) => { onChange={(e, value) => {
strikePercentageFromUnderlyingPriceRadius.value = value as number; moninessRadius.value = value as number;
}} }}
onChangeCommitted={(e, value) => { onChangeCommitted={(e, value) => {
refreshSimilarCalendarPriceChartData(); refreshSimilarCalendarPriceChartData();
@@ -57,13 +54,11 @@ function StrikePercentageFromUnderlyingPriceRadiusChooser() {
export function EditableStrike() { export function EditableStrike() {
return ( return (
<EditableValue <EditableValue
text={`${strikePercentageFromUnderlyingPrice.value.toFixed( text={`${moniness.value.toFixed(1)}±${moninessRadius.value.toFixed(2)}`}
1
)}±${strikePercentageFromUnderlyingPriceRadius.value.toFixed(2)}`}
> >
<Box sx={{ minWidth: "20em" }}> <Box sx={{ minWidth: "20em" }}>
<StrikePercentageFromUnderlyingPriceChooser /> <MoninessChooser />
<StrikePercentageFromUnderlyingPriceRadiusChooser /> <MoninessRadiusChooser />
</Box> </Box>
</EditableValue> </EditableValue>
); );
@@ -1,15 +1,15 @@
import { trpc } from "../../trpc"; import { trpc } from "../../trpc";
import { import {
calendarExitPriceChartData, calendarExitPriceChartData,
daysBetweenFrontAndBackExpiration, span,
daysToFrontExpiration, openDTE,
exitToFrontExpiration, exitDTE,
lookbackPeriodEnd, lookbackPeriodEnd,
lookbackPeriodStart, lookbackPeriodStart,
similarCalendarPriceChartData, similarCalendarPriceChartData,
stockPriceChartData, stockPriceChartData,
strikePercentageFromUnderlyingPrice, moniness,
strikePercentageFromUnderlyingPriceRadius, moninessRadius,
underlying, underlying,
} from "./state"; } from "./state";
@@ -30,17 +30,12 @@ export const refreshSimilarCalendarPriceChartData = () => {
trpc.SimilarCalendarPriceChart.getChartData trpc.SimilarCalendarPriceChart.getChartData
.query({ .query({
underlying: underlying.value, underlying: underlying.value,
daysToFrontExpiration: daysToFrontExpiration.value, daysToFrontExpiration: openDTE.value,
daysBetweenFrontAndBackExpiration: daysBetweenFrontAndBackExpiration: span.value,
daysBetweenFrontAndBackExpiration.value,
strikePercentageFromUnderlyingPriceRangeMin: strikePercentageFromUnderlyingPriceRangeMin:
(strikePercentageFromUnderlyingPrice.value - (moniness.value - moninessRadius.value) / 100,
strikePercentageFromUnderlyingPriceRadius.value) /
100,
strikePercentageFromUnderlyingPriceRangeMax: strikePercentageFromUnderlyingPriceRangeMax:
(strikePercentageFromUnderlyingPrice.value + (moniness.value + moninessRadius.value) / 100,
strikePercentageFromUnderlyingPriceRadius.value) /
100,
lookbackPeriodStart: lookbackPeriodStart.value, lookbackPeriodStart: lookbackPeriodStart.value,
lookbackPeriodEnd: lookbackPeriodEnd.value, lookbackPeriodEnd: lookbackPeriodEnd.value,
}) })
@@ -53,9 +48,8 @@ export const refreshcalendarExitPriceChartData = () => {
trpc.CalendarExitPriceChart.getChartData trpc.CalendarExitPriceChart.getChartData
.query({ .query({
underlying: underlying.value, underlying: underlying.value,
daysToFrontExpiration: exitToFrontExpiration.value, daysToFrontExpiration: exitDTE.value,
daysBetweenFrontAndBackExpiration: daysBetweenFrontAndBackExpiration: span.value,
daysBetweenFrontAndBackExpiration.value,
lookbackPeriodStart: lookbackPeriodStart.value, lookbackPeriodStart: lookbackPeriodStart.value,
lookbackPeriodEnd: lookbackPeriodEnd.value, lookbackPeriodEnd: lookbackPeriodEnd.value,
}) })
@@ -7,14 +7,14 @@ export const popperContent = signal(null);
export const availableUnderlyings = signal([]); export const availableUnderlyings = signal([]);
export const underlying = signal(null); export const underlying = signal(null);
export const daysToFrontExpiration = signal(14); export const openDTE = signal(14);
export const daysBetweenFrontAndBackExpiration = signal(14); export const span = signal(14);
export const strikePercentageFromUnderlyingPrice = signal(1); export const moniness = signal(1);
export const strikePercentageFromUnderlyingPriceRadius = signal(1); export const moninessRadius = signal(1);
export const exitToFrontExpiration = signal(2); export const exitDTE = signal(2);
export const stockPriceChartData = signal([]); export const stockPriceChartData = signal([]);