server/Dockerfile

@@ -2,7 +2,7 @@
 FROM node:20-slim AS base
 ENV PNPM_HOME="/pnpm"
 ENV PATH="$PNPM_HOME:$PATH"
-RUN npm install -g corepack@latest && corepack enable
+RUN corepack enable
 COPY package.json pnpm-lock.yaml /app/
 WORKDIR /app
 

server/src/CalendarCharacteristicsForm.ts

@@ -13,7 +13,7 @@ export const getAvailableUnderlyings = publicProcedure.query(async (opts) => {
   //   SELECT DISTINCT(symbol) as symbol FROM option_contract_existences WHERE asOfDate = (SELECT max(asOfDate) FROM option_contract_existences)
   // `)
   // ).map(({ symbol }) => symbol);
-  return ["SPY"];
+  return ["AAPL", "AMD", "GOOGL", "MSFT", "NFLX"];
 });
 
 export const getAvailableAsOfDates = publicProcedure

server/src/CalendarExitPriceChart.ts

@@ -30,17 +30,18 @@ export const getChartData = publicProcedure
     } = opts.input;
     return await query<[number, number, number]>(
       `
-     SELECT
-			 moniness as x,
-			 FLOOR(price, 1) as y,
-			 sum(number_of_quotes) as n
-		 FROM calendar_stats
-		 WHERE dte = ${daysToFrontExpiration}
-		 AND moniness >= -0.05
-		 AND moniness <= 0.05
-		 AND span = ${daysBetweenFrontAndBackExpiration}
-		 AND date >= '${lookbackPeriodStart}'
-		 AND date <= '${lookbackPeriodEnd}'
+		 SELECT
+			 FLOOR(strikePercentageFromUnderlyingPrice, 1) as x,
+			 FLOOR(calendarPrice, 1) as y,
+			 count(*) as n
+		 FROM calendar_histories
+		 WHERE symbol = '${underlying}'
+		 AND daysToFrontExpiration = ${daysToFrontExpiration}
+		 AND strikePercentageFromUnderlyingPrice >= -5.0
+		 AND strikePercentageFromUnderlyingPrice <= 5.0
+		 AND daysBetweenFrontAndBackExpiration = ${daysBetweenFrontAndBackExpiration}
+		 AND tsStart >= '${lookbackPeriodStart} 00:00:00'
+		 AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
 		 GROUP BY x, y
 		 ORDER BY x ASC, y ASC
 	 `,

server/src/SimilarCalendarPriceChart.ts

@@ -34,16 +34,17 @@ export const getChartData = publicProcedure
     } = opts.input;
     return await query<[number, number]>(
       `
-     SELECT
-			 toUnixTimestamp(date) as x,
-			 price as y
-		 FROM calendar_stats
-		 WHERE dte = ${daysToFrontExpiration}
-		 AND moniness >= ${strikePercentageFromUnderlyingPriceRangeMin}
-		 AND moniness <= ${strikePercentageFromUnderlyingPriceRangeMax}
-		 AND span = ${daysBetweenFrontAndBackExpiration}
-		 AND date >= '${lookbackPeriodStart}'
-		 AND date <= '${lookbackPeriodEnd}'
+		 SELECT
+			 toUnixTimestamp(tsStart) as x,
+			 truncate(calendarPrice, 2) as y
+		 FROM calendar_histories
+		 WHERE symbol = '${underlying}'
+		 AND daysToFrontExpiration = ${daysToFrontExpiration}
+		 AND strikePercentageFromUnderlyingPrice >= ${strikePercentageFromUnderlyingPriceRangeMin}
+		 AND strikePercentageFromUnderlyingPrice <= ${strikePercentageFromUnderlyingPriceRangeMax}
+		 AND daysBetweenFrontAndBackExpiration = ${daysBetweenFrontAndBackExpiration}
+		 AND tsStart >= '${lookbackPeriodStart} 00:00:00'
+		 AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
 	 `,
       "JSONEachRow"
     );

server/src/StockPriceChart.ts

@@ -17,13 +17,12 @@ export const getChartData = publicProcedure
     return await query<[number, number]>(
       `
 		 SELECT
-			 toUnixTimestamp(toStartOfHour(ts)) as x,
-			 avg(price) as y
-		 FROM stock_aggregates_filled
+			 toUnixTimestamp(tsStart) as x,
+			 open as y
+		 FROM stock_aggregates
 		 WHERE symbol = '${underlying}'
-		 AND ts >= '${lookbackPeriodStart} 00:00:00'
-		 AND ts <= '${lookbackPeriodEnd} 00:00:00'
-     GROUP BY x
+		 AND tsStart >= '${lookbackPeriodStart} 00:00:00'
+		 AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
 		 ORDER BY x ASC
 	 `,
       "JSONEachRow"