 avraham
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d6762fdae5
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re-organized code; implemented getAggregate() where it was missing
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2024-08-11 18:08:54 -04:00 |
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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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2024-08-11 17:39:34 -04:00 |
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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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2024-08-11 17:38:04 -04:00 |
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avraham
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8d908521fd
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fix: getClosingPrice() for two calendardb modules
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2024-08-11 17:36:31 -04:00 |
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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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2024-08-11 17:35:00 -04:00 |
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avraham
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666ff16583
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add getAggregate method
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2024-08-11 17:33:31 -04:00 |
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avraham
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35b3278d08
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add aider
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2024-08-11 17:30:45 -04:00 |
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avraham
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704d59a363
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use tsx to run
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2024-08-11 17:29:08 -04:00 |
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avraham
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93d5ac8a30
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refactor; backtest using lmdbx
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2024-08-07 21:57:03 -04:00 |
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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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2024-08-04 19:26:27 -04:00 |
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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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2024-08-04 18:24:28 -04:00 |
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avraham
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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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2024-08-04 18:23:19 -04:00 |
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avraham
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eba5344b15
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fix biome kvetches
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2024-08-02 17:00:35 -04:00 |
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avraham
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39bb6c85f8
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fix biome kvetches
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2024-08-02 17:00:01 -04:00 |
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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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2024-08-02 16:41:42 -04:00 |
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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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2024-08-02 16:40:28 -04:00 |
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avraham
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70b690ab9d
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converted frontend from tailwind to material-ui using AI
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2024-08-02 13:37:08 -04:00 |
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avraham
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3e5e728d92
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well-interfaced pluggable databases
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2024-07-30 03:46:41 +00:00 |
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avraham
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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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2024-07-17 01:48:38 +00:00 |
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avraham
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99a32230ce
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use asdf instead of nvm
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2024-07-17 01:47:57 +00:00 |
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 Avraham Sakal
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742414697f
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add stock aggregate fetching functions
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2024-07-12 19:39:13 -04:00 |
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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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2024-07-05 16:47:15 -04:00 |
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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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2024-07-05 16:42:04 -04:00 |
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Avraham Sakal
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37363030ec
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use envs for secrets
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2024-07-05 15:45:29 -04:00 |
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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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2024-07-05 15:33:54 -04:00 |
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Avraham Sakal
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c6e5c76952
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handle newly-encountered DELAYED error
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2024-07-01 08:31:40 -04:00 |
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Avraham Sakal
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71f72eb474
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handle any socket hangups
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2024-07-01 08:16:41 -04:00 |
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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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2024-06-30 21:45:51 -04:00 |
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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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2024-06-30 21:14:37 -04:00 |
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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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2024-06-30 17:31:10 -04:00 |
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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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2024-06-23 21:07:36 -04:00 |
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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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2024-06-23 17:51:03 -04:00 |
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Avraham Sakal
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60e09b261a
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proper html title
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2024-06-23 17:50:50 -04:00 |
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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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2024-06-23 17:48:40 -04:00 |
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Avraham Sakal
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7dd43b0a34
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second route for historical calendar page
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2024-06-23 17:48:11 -04:00 |
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Avraham Sakal
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819ca5733f
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oops. now need to include postcss.config.js in Dockerfile
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2024-06-17 22:01:42 -04:00 |
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Avraham Sakal
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767691902c
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oops. now need to include tailwind.config.js in Dockerfile
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2024-06-17 21:58:39 -04:00 |
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Avraham Sakal
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c53b8515da
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oops. now need to include index.css in Dockerfile
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2024-06-17 21:54:53 -04:00 |
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Avraham Sakal
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6d8b874a82
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revamp frontend with tailwind
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2024-06-17 21:49:32 -04:00 |
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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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2024-03-27 21:58:04 -04:00 |
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Avraham Sakal
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a0970a7fca
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change ingest begin date
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2024-03-18 12:40:18 -04:00 |
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Avraham Sakal
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efbcbade11
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implement retries
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2024-03-17 12:02:41 -04:00 |
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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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2024-03-13 08:11:22 -04:00 |
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Avraham Sakal
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9168e4df28
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re-order available underlyings
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2024-03-12 23:40:17 -04:00 |
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Avraham Sakal
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438585f9e0
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calendar optimizer page works
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2024-03-12 23:37:35 -04:00 |
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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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2024-03-12 22:19:37 -04:00 |
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Avraham Sakal
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ead2e5bd1b
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refactor calendar optimizer page
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2024-03-11 22:19:22 -04:00 |
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Avraham Sakal
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6d8ac852ab
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temporarily limit available underlyings
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2024-03-11 21:59:40 -04:00 |
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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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2024-03-03 22:31:22 -05:00 |
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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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2024-02-29 18:52:37 -05:00 |
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