 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
|
2597c0f6ac
|
attempt fix: trpc routes not found
|
2024-09-29 20:19:51 -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
|
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
|
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
|
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 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
|
8a2aa8478e
|
truncate calendar prices to two decimal places
|
2024-06-23 17:48:40 -04:00 |
|
|
Avraham Sakal
|
5614586b66
|
fix ingestion script not marking done when no results are returned
|
2024-03-27 21:58:04 -04:00 |
|
|
Avraham Sakal
|
a0970a7fca
|
change ingest begin date
|
2024-03-18 12:40:18 -04:00 |
|
|
Avraham Sakal
|
efbcbade11
|
implement retries
|
2024-03-17 12:02:41 -04:00 |
|
|
Avraham Sakal
|
a05e3cc78a
|
skip pending sync reversion; 10x concurrency
|
2024-03-13 08:11:22 -04:00 |
|
|
Avraham Sakal
|
9168e4df28
|
re-order available underlyings
|
2024-03-12 23:40:17 -04:00 |
|
|
Avraham Sakal
|
438585f9e0
|
calendar optimizer page works
|
2024-03-12 23:37:35 -04:00 |
|
|
Avraham Sakal
|
4580494810
|
option aggregate sync statuses usable by ingest script
|
2024-03-12 22:19:37 -04:00 |
|
|
Avraham Sakal
|
ead2e5bd1b
|
refactor calendar optimizer page
|
2024-03-11 22:19:22 -04:00 |
|
|
Avraham Sakal
|
6d8ac852ab
|
temporarily limit available underlyings
|
2024-03-11 21:59:40 -04:00 |
|
|
Avraham Sakal
|
0ecbcad0b0
|
option aggregate table; "ingest" scripts; unthrottled polygon
|
2024-03-03 22:31:22 -05:00 |
|
|
Avraham Sakal
|
de48720d17
|
functioning polygon-to-clickhouse sync script for option contracts
|
2024-02-29 18:52:37 -05:00 |
|
|
Avraham Sakal
|
c9dc6c8c3d
|
fix: tree-shaked env.ts
|
2024-02-29 18:50:41 -05:00 |
|