 avraham
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694bb38536
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update Dockerfile to use latest corepack to fix npm keys
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9 months ago |
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avraham
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64a5172ea8
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use new clickhouse tables
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9 months ago |
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avraham
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2597c0f6ac
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attempt fix: trpc routes not found
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1 year ago |
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avraham
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ea9bd307f3
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refactor
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1 year ago |
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avraham
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7bca5e701d
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refactor
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1 year ago |
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avraham
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82915fb0b5
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aider: implement simple cli in `ink` for running backtests
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1 year ago |
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avraham
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d134385bd7
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use `tsc` for type-checking
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1 year ago |
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avraham
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3bc976b63a
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use standard export name for AggregateDatabase subtype instances
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1 year ago |
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avraham
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72f45b81a5
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fix: `clickhouse-to-lmdbx` script imports
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1 year ago |
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avraham
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d6762fdae5
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re-organized code; implemented `getAggregate()` where it was missing
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1 year ago |
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avraham
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15a5d7c67b
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use lmdbx for stockdb in backtest, and limit to calendars within 5% of the money
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1 year ago |
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avraham
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fe1265810d
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fix: the "optiondb-lmdbx" calendardb was returning too many possible strike-front-back permutations due to faulty programming
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1 year ago |
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avraham
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8d908521fd
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fix: `getClosingPrice()` for two calendardb modules
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1 year ago |
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avraham
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5b3e9f85f6
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fix: lmdbx optiondb `getAggregateSync()` returned `tsStart = undefined`
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1 year ago |
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avraham
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666ff16583
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add `getAggregate` method
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1 year ago |
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avraham
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704d59a363
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use `tsx` to run
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1 year ago |
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avraham
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93d5ac8a30
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refactor; backtest using lmdbx
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1 year ago |
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avraham
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1d83cd419a
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fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions.
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1 year ago |
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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.
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1 year ago |
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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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1 year ago |
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avraham
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eba5344b15
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fix biome kvetches
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1 year ago |
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avraham
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bf094de461
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improve and extract `nextDate()` function; improve clickhouse-to-lmdbx sync script
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1 year ago |
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avraham
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85cafd985d
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don't use `/tmp` dir for lmdbx dbs
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1 year ago |
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avraham
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3e5e728d92
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well-interfaced pluggable databases
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1 year ago |
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Avraham Sakal
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9e1a5906e4
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ignore asdf's pnpm's `pnpm-store`, which ends up in the repo, not in `~`
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1 year ago |
Avraham Sakal
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742414697f
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add stock aggregate fetching functions
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1 year ago |
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Avraham Sakal
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df4925e3a4
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add materialized view to keep individual contract existences
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1 year ago |
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Avraham Sakal
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cd9dd9fefc
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I don't have the underlying data yet
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1 year ago |
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Avraham Sakal
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37363030ec
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use envs for secrets
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1 year ago |
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Avraham Sakal
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cb7dbc29e8
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stream-ingest flat files from polygon; add a few tables
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1 year ago |
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Avraham Sakal
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c6e5c76952
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handle newly-encountered `DELAYED` error
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1 year ago |
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Avraham Sakal
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71f72eb474
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handle any socket hangups
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1 year ago |
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Avraham Sakal
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f8279d4932
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retry clickhouse insert in case of socket hangup
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1 year ago |
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Avraham Sakal
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fc2526a4aa
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fix: option contract aggregate sync on empty batches or unauthorized fetches
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1 year ago |
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Avraham Sakal
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e0a2bc395e
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use sqlite for sync state; use sync.ts lib instead of scripts
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1 year ago |
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Avraham Sakal
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ad66397639
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reduce data points for historical exit quotes by aggregating and applying weighted transparency
clean frontend html structure
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1 year ago |
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Avraham Sakal
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28caba57ca
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add .nvmrc to frontend and server
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1 year ago |
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Avraham Sakal
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8a2aa8478e
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truncate calendar prices to two decimal places
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1 year ago |
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Avraham Sakal
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5614586b66
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fix ingestion script not marking `done` when no results are returned
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2 years ago |
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Avraham Sakal
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a0970a7fca
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change ingest begin date
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2 years ago |
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Avraham Sakal
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efbcbade11
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implement retries
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2 years ago |
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Avraham Sakal
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a05e3cc78a
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skip pending sync reversion; 10x concurrency
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2 years ago |
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Avraham Sakal
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9168e4df28
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re-order available underlyings
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2 years ago |
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Avraham Sakal
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438585f9e0
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calendar optimizer page works
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2 years ago |
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Avraham Sakal
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4580494810
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option aggregate sync statuses usable by ingest script
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2 years ago |
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Avraham Sakal
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ead2e5bd1b
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refactor calendar optimizer page
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2 years ago |
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Avraham Sakal
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6d8ac852ab
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temporarily limit available underlyings
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2 years ago |
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Avraham Sakal
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0ecbcad0b0
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option aggregate table; "ingest" scripts; unthrottled polygon
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2 years ago |
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Avraham Sakal
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de48720d17
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functioning polygon-to-clickhouse sync script for option contracts
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2 years ago |
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Avraham Sakal
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c9dc6c8c3d
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fix: tree-shaked `env.ts`
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2 years ago |