init
This commit is contained in:
Avraham Sakal
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import { signal } from "@preact/signals";
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import { useCallback, useEffect } from "preact/hooks";
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import {trpc} from '../../trpc.js';
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import {
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Chart as ChartJS,
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LinearScale,
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CategoryScale,
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PointElement,
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Tooltip,
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Title,
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} from 'chart.js';
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import { Scatter } from 'react-chartjs-2';
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import './style.css';
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ChartJS.register(LinearScale, CategoryScale, PointElement, Tooltip, Title,);
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const availableUnderlyings = signal([]);
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const chosenUnderlying = signal(null);
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const chosenDaysToFrontExpiration = signal(14);
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const chosenDaysBetweenFrontAndBackExpiration = signal(14);
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const chosenStrikePercentageFromUnderlyingPrice = signal(1.4);
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const chosenStrikePercentageFromUnderlyingPriceRadius = signal(0.05);
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const chosenExitToFrontExpiration = signal(2);
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const historicalStockQuoteChartData = signal([]);
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const historicalCalendarQuoteChartData = signal([]);
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const historicalCalendarExitQuoteChartData = signal([]);
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export function HistoricalCalendarPrices(){
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const refreshHistoricalStockQuoteChartData = useCallback(()=>{
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trpc.getHistoricalStockQuoteChartData
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.query({
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underlying:chosenUnderlying.value,
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})
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.then((getHistoricalStockQuoteChartDataResponse)=>{
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historicalStockQuoteChartData.value = getHistoricalStockQuoteChartDataResponse;
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})
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},[]);
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const refreshHistoricalCalendarQuoteChartData = useCallback(()=>{
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trpc.getHistoricalCalendarQuoteChartData
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.query({
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underlying:chosenUnderlying.value,
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daysToFrontExpiration:chosenDaysToFrontExpiration.value,
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daysBetweenFrontAndBackExpiration:chosenDaysBetweenFrontAndBackExpiration.value,
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strikePercentageFromUnderlyingPriceRangeMin:chosenStrikePercentageFromUnderlyingPrice.value - chosenStrikePercentageFromUnderlyingPriceRadius.value,
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strikePercentageFromUnderlyingPriceRangeMax:chosenStrikePercentageFromUnderlyingPrice.value + chosenStrikePercentageFromUnderlyingPriceRadius.value,
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})
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.then((getHistoricalCalendarQuoteChartDataResponse)=>{
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historicalCalendarQuoteChartData.value = getHistoricalCalendarQuoteChartDataResponse;
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})
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},[]);
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const refreshHistoricalCalendarExitQuoteChartData = useCallback(()=>{
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trpc.getHistoricalCalendarExitQuoteChartData
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.query({
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underlying:chosenUnderlying.value,
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daysToFrontExpiration:chosenExitToFrontExpiration.value,
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daysBetweenFrontAndBackExpiration:chosenDaysBetweenFrontAndBackExpiration.value,
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})
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.then((getHistoricalCalendarExitQuoteChartDataResponse)=>{
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historicalCalendarExitQuoteChartData.value = getHistoricalCalendarExitQuoteChartDataResponse;
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})
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},[]);
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const handleInit = useCallback(()=>{
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trpc.getAvailableUnderlyings
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.query()
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.then((availableUnderlyingsResponse)=>{
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availableUnderlyings.value = availableUnderlyingsResponse;
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chosenUnderlying.value = availableUnderlyingsResponse[0];
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refreshHistoricalStockQuoteChartData();
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refreshHistoricalCalendarQuoteChartData();
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refreshHistoricalCalendarExitQuoteChartData();
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});
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},[]);
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const handleUnderlyingChange = useCallback((e)=>{
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chosenUnderlying.value = e.target.value;
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refreshHistoricalStockQuoteChartData();
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refreshHistoricalCalendarQuoteChartData();
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refreshHistoricalCalendarExitQuoteChartData();
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},[]);
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const handleDaysToFrontExpirationChange = useCallback((e)=>{
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chosenDaysToFrontExpiration.value = parseInt(e.target.value);
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refreshHistoricalCalendarQuoteChartData();
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},[]);
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const handleDaysBetweenFrontAndBackExpirationChange = useCallback((e)=>{
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chosenDaysBetweenFrontAndBackExpiration.value = parseInt(e.target.value);
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refreshHistoricalCalendarQuoteChartData();
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refreshHistoricalCalendarExitQuoteChartData();
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},[]);
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const handleStrikePercentageFromUnderlyingPriceChange = useCallback((e)=>{
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chosenStrikePercentageFromUnderlyingPrice.value = parseFloat(e.target.value);
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refreshHistoricalCalendarQuoteChartData();
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},[]);
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const handleStrikePercentageFromUnderlyingPriceRadiusChange = useCallback((e)=>{
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chosenStrikePercentageFromUnderlyingPriceRadius.value = parseFloat(e.target.value);
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refreshHistoricalCalendarQuoteChartData();
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},[]);
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const handleExitToFrontExpirationChange = useCallback((e)=>{
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chosenExitToFrontExpiration.value = parseInt(e.target.value);
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refreshHistoricalCalendarExitQuoteChartData();
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},[]);
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useEffect(handleInit, []);
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return (
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<div>
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<div>
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<label>Available Underlyings</label>
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{
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availableUnderlyings.value.length === 0
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? "Loading..."
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: <select onChange={handleUnderlyingChange}>
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{availableUnderlyings.value.map((availableUnderlying)=>(
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<option value={availableUnderlying}>{availableUnderlying}</option>
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))}
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</select>
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}
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</div>
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<div>
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<label>Now-to-Front-Month "Days to Expiration"</label>
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<input type="text" onChange={handleDaysToFrontExpirationChange} value={chosenDaysToFrontExpiration.value} />
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Days
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</div>
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<div>
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<label>Front-to-Back-Month "Days to Expiration" Difference</label>
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<input type="text" onChange={handleDaysBetweenFrontAndBackExpirationChange} value={chosenDaysBetweenFrontAndBackExpiration.value} />
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Days Difference
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</div>
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<div>
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<label>"Strike Percentage From Underlying Price" Range</label>
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<input type="text" onChange={handleStrikePercentageFromUnderlyingPriceChange} value={chosenStrikePercentageFromUnderlyingPrice.value} />
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%
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+/-
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<input type="text" onChange={handleStrikePercentageFromUnderlyingPriceRadiusChange} value={chosenStrikePercentageFromUnderlyingPriceRadius.value} />
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% from ATM
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</div>
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<div>
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<label>Exit-to-Front-Month "Days to Expiration"</label>
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<input type="text" onChange={handleExitToFrontExpirationChange} value={chosenExitToFrontExpiration.value} />
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Days
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</div>
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<div className="chart-container">
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{chosenUnderlying.value!==null && historicalStockQuoteChartData.value.length>0
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? <div className="chart">
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<Scatter
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data={{
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datasets: [
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{
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label: "Stock Open Price",
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data: historicalStockQuoteChartData.value
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}
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]
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}}
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options={{
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scales: {
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x: {
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title: {
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display: true,
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text: "Time"
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},
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ticks: {
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callback: function(value, index, ticks) {
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return (new Date(value as number*1000)).toISOString().substring(0,10);
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}
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}
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},
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y: {
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beginAtZero: false,
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ticks: {
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callback: function(value, index, ticks) {
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return "$"+value.toString();
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}
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}
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},
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},
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elements: {
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point: {
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radius: 1,
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borderWidth: 0,
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}
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},
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plugins: {
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tooltip: {
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enabled: false,
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},
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legend: {
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display: false,
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},
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title: {
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display: true,
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text: "Stock Price"
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},
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},
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animation: false,
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maintainAspectRatio: false,
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}}
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/>
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</div>
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: <div>Loading Chart...</div>}
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</div>
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<div className="chart-container">
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{chosenUnderlying.value!==null && historicalCalendarQuoteChartData.value.length>0
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? <div className="chart">
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<Scatter
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data={{
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datasets: [
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{
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label: "Calendar Open Price",
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data: historicalCalendarQuoteChartData.value
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}
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]
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}}
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options={{
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scales: {
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x: {
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title: {
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display: true,
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text: "Time"
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},
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ticks: {
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callback: function(value, index, ticks) {
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return (new Date(value as number*1000)).toISOString().substring(0,10);
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}
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}
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},
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y: {
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beginAtZero: true,
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ticks: {
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callback: function(value, index, ticks) {
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return "$"+value.toString();
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}
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}
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}
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},
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plugins: {
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tooltip: {
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enabled: false,
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},
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legend: {
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display: false,
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},
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title: {
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display: true,
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text: "Calendar Price (Under Like Conditions)"
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},
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},
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animation: false,
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maintainAspectRatio: false,
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}}
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/>
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</div>
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: <div>Loading Chart...</div>}
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{chosenUnderlying.value!==null && historicalCalendarQuoteChartData.value.length>0
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? <div className="chart">
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<Scatter
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data={{
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datasets: [
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{
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label: "Calendar Exit Price",
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data: historicalCalendarExitQuoteChartData.value
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}
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]
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}}
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options={{
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scales: {
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x: {
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type: 'linear',
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beginAtZero: false,
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title: {
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display: true,
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text: "%-From-the-Money"
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},
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ticks: {
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callback: function(value, index, ticks) {
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return value.toString()+"%";
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}
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}
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},
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y: {
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beginAtZero: true,
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ticks: {
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callback: function(value, index, ticks) {
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return "$"+value.toString();
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}
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}
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},
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},
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elements: {
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point: {
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borderWidth: 0,
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},
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},
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plugins: {
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tooltip: {
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enabled: false,
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},
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legend: {
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display: false,
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},
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title: {
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display: true,
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text: ["Calendar Prices at Exit","by %-age from-the-money"]
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},
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},
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animation: false,
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maintainAspectRatio: false,
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}}
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/>
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</div>
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: <div>Loading Chart...</div>}
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</div>
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</div>
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);
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}
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@@ -0,0 +1,11 @@
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.chart-container {
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display: flex;
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flex-direction: row;
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flex-wrap: nowrap;
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justify-content: space-around;
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width: 1800px;
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height: 480px;
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}
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.chart-container > .chart {
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width: 880px;
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}
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