Commit Graph

78 Commits

Author SHA1 Message Date
avraham b7f9d60715 friendlier variable names; use sliders for input 2025-02-23 13:11:34 -05:00
avraham b2169e1da7 adjust moniness step in form 2025-02-07 09:36:05 -05:00
avraham aeac0e1042 update Dockerfile to use latest corepack to fix npm keys 2025-02-07 09:31:34 -05:00
avraham 904d2da84a send strikePercentageFromUnderlyingPriceRange* as ratio not percentage 2025-02-07 09:30:50 -05:00
avraham 694bb38536 update Dockerfile to use latest corepack to fix npm keys 2025-02-07 09:25:33 -05:00
avraham 64a5172ea8 use new clickhouse tables 2025-02-07 09:23:47 -05:00
avraham ac9554ba21 migrated to mui Grid2 2024-10-06 15:14:30 -04:00
avraham 2597c0f6ac attempt fix: trpc routes not found 2024-09-29 20:19:51 -04:00
avraham add21288be fix: Dockerfile - no longer using postcss and tailwind 2024-09-29 20:03:58 -04:00
avraham db809d7b57 remove unused imports 2024-09-29 20:02:55 -04:00
avraham 8986dc4ea9 fully adopt @mui/material; refactor 2024-09-29 20:01:53 -04:00
avraham ea9bd307f3 refactor 2024-09-26 21:00:58 -04:00
avraham 7bca5e701d refactor 2024-09-26 20:14:11 -04:00
avraham 82915fb0b5 aider: implement simple cli in ink for running backtests 2024-08-11 19:58:40 -04:00
avraham d134385bd7 use tsc for type-checking 2024-08-11 19:52:29 -04:00
avraham 3bc976b63a use standard export name for AggregateDatabase subtype instances 2024-08-11 19:51:32 -04:00
avraham 72f45b81a5 fix: clickhouse-to-lmdbx script imports 2024-08-11 19:16:30 -04:00
avraham d6762fdae5 re-organized code; implemented getAggregate() where it was missing 2024-08-11 18:08:54 -04:00
avraham 15a5d7c67b use lmdbx for stockdb in backtest, and limit to calendars within 5% of the money 2024-08-11 17:39:34 -04:00
avraham fe1265810d fix: the "optiondb-lmdbx" calendardb was returning too many possible strike-front-back permutations due to faulty programming 2024-08-11 17:38:04 -04:00
avraham 8d908521fd fix: getClosingPrice() for two calendardb modules 2024-08-11 17:36:31 -04:00
avraham 5b3e9f85f6 fix: lmdbx optiondb getAggregateSync() returned tsStart = undefined 2024-08-11 17:35:00 -04:00
avraham 666ff16583 add getAggregate method 2024-08-11 17:33:31 -04:00
avraham 35b3278d08 add aider 2024-08-11 17:30:45 -04:00
avraham 704d59a363 use tsx to run 2024-08-11 17:29:08 -04:00
avraham 93d5ac8a30 refactor; backtest using lmdbx 2024-08-07 21:57:03 -04:00
avraham 1d83cd419a fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions. 2024-08-04 19:26:27 -04:00
avraham cfb207aae8 Revert "feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script"
This reverts commit c749321fe9.
2024-08-04 18:24:28 -04:00
avraham c749321fe9 feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script 2024-08-04 18:23:19 -04:00
avraham eba5344b15 fix biome kvetches 2024-08-02 17:00:35 -04:00
avraham 39bb6c85f8 fix biome kvetches 2024-08-02 17:00:01 -04:00
avraham bf094de461 improve and extract nextDate() function; improve clickhouse-to-lmdbx sync script 2024-08-02 16:41:42 -04:00
avraham 85cafd985d don't use /tmp dir for lmdbx dbs 2024-08-02 16:40:28 -04:00
avraham 70b690ab9d converted frontend from tailwind to material-ui using AI 2024-08-02 13:37:08 -04:00
avraham 3e5e728d92 well-interfaced pluggable databases 2024-07-30 03:46:41 +00:00
avraham 9e1a5906e4 ignore asdf's pnpm's pnpm-store, which ends up in the repo, not in ~ 2024-07-17 01:48:38 +00:00
avraham 99a32230ce use asdf instead of nvm 2024-07-17 01:47:57 +00:00
Avraham Sakal 742414697f add stock aggregate fetching functions 2024-07-12 19:39:13 -04:00
Avraham Sakal df4925e3a4 add materialized view to keep individual contract existences 2024-07-05 16:47:15 -04:00
Avraham Sakal cd9dd9fefc I don't have the underlying data yet 2024-07-05 16:42:04 -04:00
Avraham Sakal 37363030ec use envs for secrets 2024-07-05 15:45:29 -04:00
Avraham Sakal cb7dbc29e8 stream-ingest flat files from polygon; add a few tables 2024-07-05 15:33:54 -04:00
Avraham Sakal c6e5c76952 handle newly-encountered DELAYED error 2024-07-01 08:31:40 -04:00
Avraham Sakal 71f72eb474 handle any socket hangups 2024-07-01 08:16:41 -04:00
Avraham Sakal f8279d4932 retry clickhouse insert in case of socket hangup 2024-06-30 21:45:51 -04:00
Avraham Sakal fc2526a4aa fix: option contract aggregate sync on empty batches or unauthorized fetches 2024-06-30 21:14:37 -04:00
Avraham Sakal e0a2bc395e use sqlite for sync state; use sync.ts lib instead of scripts 2024-06-30 17:31:10 -04:00
Avraham Sakal ad66397639 reduce data points for historical exit quotes by aggregating and applying weighted transparency
clean frontend html structure
2024-06-23 21:07:36 -04:00
Avraham Sakal 28caba57ca add .nvmrc to frontend and server 2024-06-23 17:51:03 -04:00
Avraham Sakal 60e09b261a proper html title 2024-06-23 17:50:50 -04:00