 avraham
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b6cc25b769
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begin with narrower lookback period
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2 months ago |
|
avraham
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14dff05785
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fix: case where calendar exit price data is empty
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2 months ago |
|
avraham
|
f05831b5f1
|
return moniness in percentage, not ratio
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2 months ago |
|
avraham
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b7f9d60715
|
friendlier variable names; use sliders for input
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2 months ago |
|
avraham
|
b2169e1da7
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adjust moniness step in form
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3 months ago |
|
avraham
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aeac0e1042
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update Dockerfile to use latest corepack to fix npm keys
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3 months ago |
|
avraham
|
904d2da84a
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send `strikePercentageFromUnderlyingPriceRange*` as ratio not percentage
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3 months ago |
|
avraham
|
694bb38536
|
update Dockerfile to use latest corepack to fix npm keys
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3 months ago |
|
avraham
|
64a5172ea8
|
use new clickhouse tables
|
3 months ago |
|
avraham
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ac9554ba21
|
migrated to mui `Grid2`
|
7 months ago |
|
avraham
|
2597c0f6ac
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attempt fix: trpc routes not found
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7 months ago |
|
avraham
|
add21288be
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fix: Dockerfile - no longer using postcss and tailwind
|
7 months ago |
|
avraham
|
db809d7b57
|
remove unused imports
|
7 months ago |
|
avraham
|
8986dc4ea9
|
fully adopt `@mui/material`; refactor
|
7 months ago |
|
avraham
|
ea9bd307f3
|
refactor
|
7 months ago |
|
avraham
|
7bca5e701d
|
refactor
|
7 months ago |
|
avraham
|
82915fb0b5
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aider: implement simple cli in `ink` for running backtests
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9 months ago |
|
avraham
|
d134385bd7
|
use `tsc` for type-checking
|
9 months ago |
|
avraham
|
3bc976b63a
|
use standard export name for AggregateDatabase subtype instances
|
9 months ago |
|
avraham
|
72f45b81a5
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fix: `clickhouse-to-lmdbx` script imports
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9 months ago |
|
avraham
|
d6762fdae5
|
re-organized code; implemented `getAggregate()` where it was missing
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9 months ago |
|
avraham
|
15a5d7c67b
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use lmdbx for stockdb in backtest, and limit to calendars within 5% of the money
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9 months ago |
|
avraham
|
fe1265810d
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fix: the "optiondb-lmdbx" calendardb was returning too many possible strike-front-back permutations due to faulty programming
|
9 months ago |
|
avraham
|
8d908521fd
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fix: `getClosingPrice()` for two calendardb modules
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9 months ago |
|
avraham
|
5b3e9f85f6
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fix: lmdbx optiondb `getAggregateSync()` returned `tsStart = undefined`
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9 months ago |
|
avraham
|
666ff16583
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add `getAggregate` method
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9 months ago |
|
avraham
|
35b3278d08
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add `aider`
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9 months ago |
|
avraham
|
704d59a363
|
use `tsx` to run
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9 months ago |
|
avraham
|
93d5ac8a30
|
refactor; backtest using lmdbx
|
9 months ago |
|
avraham
|
1d83cd419a
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fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions.
|
9 months ago |
|
avraham
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cfb207aae8
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Revert "feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in `clickhouse-to-lmdbx.ts` script"
This reverts commit c749321fe9.
|
9 months ago |
|
avraham (aider)
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c749321fe9
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feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in `clickhouse-to-lmdbx.ts` script
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9 months ago |
|
avraham
|
eba5344b15
|
fix biome kvetches
|
9 months ago |
|
avraham
|
39bb6c85f8
|
fix biome kvetches
|
9 months ago |
|
avraham
|
bf094de461
|
improve and extract `nextDate()` function; improve clickhouse-to-lmdbx sync script
|
9 months ago |
|
avraham
|
85cafd985d
|
don't use `/tmp` dir for lmdbx dbs
|
9 months ago |
|
avraham
|
70b690ab9d
|
converted frontend from tailwind to material-ui using AI
|
9 months ago |
|
avraham
|
3e5e728d92
|
well-interfaced pluggable databases
|
9 months ago |
|
Avraham Sakal
|
9e1a5906e4
|
ignore asdf's pnpm's `pnpm-store`, which ends up in the repo, not in `~`
|
10 months ago |
|
Avraham Sakal
|
99a32230ce
|
use asdf instead of nvm
|
10 months ago |
Avraham Sakal
|
742414697f
|
add stock aggregate fetching functions
|
10 months ago |
|
Avraham Sakal
|
df4925e3a4
|
add materialized view to keep individual contract existences
|
10 months ago |
|
Avraham Sakal
|
cd9dd9fefc
|
I don't have the underlying data yet
|
10 months ago |
|
Avraham Sakal
|
37363030ec
|
use envs for secrets
|
10 months ago |
|
Avraham Sakal
|
cb7dbc29e8
|
stream-ingest flat files from polygon; add a few tables
|
10 months ago |
|
Avraham Sakal
|
c6e5c76952
|
handle newly-encountered `DELAYED` error
|
10 months ago |
|
Avraham Sakal
|
71f72eb474
|
handle any socket hangups
|
10 months ago |
|
Avraham Sakal
|
f8279d4932
|
retry clickhouse insert in case of socket hangup
|
10 months ago |
|
Avraham Sakal
|
fc2526a4aa
|
fix: option contract aggregate sync on empty batches or unauthorized fetches
|
10 months ago |
|
Avraham Sakal
|
e0a2bc395e
|
use sqlite for sync state; use sync.ts lib instead of scripts
|
10 months ago |