Compare commits
20 Commits
7bca5e701d
..
main
| Author | SHA1 | Date | |
|---|---|---|---|
| c83f2ce0a0 | |||
| 4d989f10eb | |||
| 906e63eb91 | |||
| 3732680d52 | |||
| 3c841f488c | |||
| b6cc25b769 | |||
| 14dff05785 | |||
| f05831b5f1 | |||
| b7f9d60715 | |||
| b2169e1da7 | |||
| aeac0e1042 | |||
| 904d2da84a | |||
| 694bb38536 | |||
| 64a5172ea8 | |||
| ac9554ba21 | |||
| 2597c0f6ac | |||
| add21288be | |||
| db809d7b57 | |||
| 8986dc4ea9 | |||
| ea9bd307f3 |
+2
-2
@@ -2,14 +2,14 @@
|
||||
FROM node:20-slim AS build
|
||||
ENV PNPM_HOME="/pnpm"
|
||||
ENV PATH="$PNPM_HOME:$PATH"
|
||||
RUN corepack enable
|
||||
RUN npm install -g corepack@latest && corepack enable
|
||||
WORKDIR /app
|
||||
# copy what's necessary to install dependencies:
|
||||
COPY package.json pnpm-lock.yaml /app/
|
||||
# install dependencies:
|
||||
RUN --mount=type=cache,id=pnpm,target=/pnpm/store pnpm install --frozen-lockfile
|
||||
# copy what's necessary to build:
|
||||
COPY tsconfig.json vite.config.ts index.html index.css postcss.config.js tailwind.config.js /app/
|
||||
COPY tsconfig.json vite.config.ts index.html index.css /app/
|
||||
COPY src /app/src
|
||||
# Vite injects envvars at build time, not runtime:
|
||||
ENV VITE_SERVER_BASE_URL=https://calendar-optimizer-server.sakal.us
|
||||
|
||||
@@ -7,12 +7,10 @@
|
||||
"preview": "vite preview"
|
||||
},
|
||||
"dependencies": {
|
||||
"@date-io/date-fns": "^3.0.0",
|
||||
"@emotion/react": "^11.13.0",
|
||||
"@emotion/styled": "^11.13.0",
|
||||
"@mui/material": "^5.16.6",
|
||||
"@mui/system": "^5.16.6",
|
||||
"@mui/x-date-pickers": "^7.12.0",
|
||||
"@mui/icons-material": "^6.1.1",
|
||||
"@mui/material": "^6.1.1",
|
||||
"@mui/system": "^6.1.1",
|
||||
"@mui/x-date-pickers": "^7.18.0",
|
||||
"@preact/signals": "^1.2.2",
|
||||
"@trpc/client": "^10.45.0",
|
||||
"chart.js": "^4.4.1",
|
||||
|
||||
Generated
+182
-111
@@ -8,24 +8,18 @@ importers:
|
||||
|
||||
.:
|
||||
dependencies:
|
||||
'@date-io/date-fns':
|
||||
specifier: ^3.0.0
|
||||
version: 3.0.0(date-fns@3.6.0)
|
||||
'@emotion/react':
|
||||
specifier: ^11.13.0
|
||||
version: 11.13.0(@types/react@18.3.3)(react@18.3.1)
|
||||
'@emotion/styled':
|
||||
specifier: ^11.13.0
|
||||
version: 11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
'@mui/icons-material':
|
||||
specifier: ^6.1.1
|
||||
version: 6.1.1(@mui/material@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
'@mui/material':
|
||||
specifier: ^5.16.6
|
||||
version: 5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)
|
||||
specifier: ^6.1.1
|
||||
version: 6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)
|
||||
'@mui/system':
|
||||
specifier: ^5.16.6
|
||||
version: 5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
specifier: ^6.1.1
|
||||
version: 6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
'@mui/x-date-pickers':
|
||||
specifier: ^7.12.0
|
||||
version: 7.12.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@mui/material@5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1))(@types/react@18.3.3)(date-fns@3.6.0)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)
|
||||
specifier: ^7.18.0
|
||||
version: 7.18.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@mui/material@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1))(@mui/system@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(date-fns@3.6.0)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)
|
||||
'@preact/signals':
|
||||
specifier: ^1.2.2
|
||||
version: 1.2.2(preact@10.19.3)
|
||||
@@ -178,6 +172,10 @@ packages:
|
||||
resolution: {integrity: sha512-7dRy4DwXwtzBrPbZflqxnvfxLF8kdZXPkhymtDeFoFqE6ldzjQFgYTtYIFARcLEYDrqfBfYcZt1WqFxRoyC9Rw==}
|
||||
engines: {node: '>=6.9.0'}
|
||||
|
||||
'@babel/runtime@7.25.6':
|
||||
resolution: {integrity: sha512-VBj9MYyDb9tuLq7yzqjgzt6Q+IBQLrGZfdjOekyEirZPHxXWoTSGUTMrpsfi58Up73d13NfYLv8HT9vmznjzhQ==}
|
||||
engines: {node: '>=6.9.0'}
|
||||
|
||||
'@babel/template@7.22.15':
|
||||
resolution: {integrity: sha512-QPErUVm4uyJa60rkI73qneDacvdvzxshT3kksGqlGWYdOTIUOwJ7RDUL8sGqslY1uXWSL6xMFKEXDS3ox2uF0w==}
|
||||
engines: {node: '>=6.9.0'}
|
||||
@@ -190,17 +188,6 @@ packages:
|
||||
resolution: {integrity: sha512-+uarb83brBzPKN38NX1MkB6vb6+mwvR6amUulqAE7ccQw1pEl+bCia9TbdG1lsnFP7lZySvUn37CHyXQdfTwzg==}
|
||||
engines: {node: '>=6.9.0'}
|
||||
|
||||
'@date-io/core@3.0.0':
|
||||
resolution: {integrity: sha512-S3j+IAQVBYNkQzchVVhX40eBkGDreBpScy9RXwTS5j2+k07+62pMVPisQ44Gq76Rqy5AOG/EZXCwBpY/jbemvA==}
|
||||
|
||||
'@date-io/date-fns@3.0.0':
|
||||
resolution: {integrity: sha512-hsLAbsdP8LKfi7OQ729cXMWfmHQEq0hn3ysXfAAoc92j6j6sBq0s0tplnkWu6O4iBUpVCYRPGuNjQQhTaOu2AA==}
|
||||
peerDependencies:
|
||||
date-fns: ^3.2.0
|
||||
peerDependenciesMeta:
|
||||
date-fns:
|
||||
optional: true
|
||||
|
||||
'@emotion/babel-plugin@11.12.0':
|
||||
resolution: {integrity: sha512-y2WQb+oP8Jqvvclh8Q55gLUyb7UFvgv7eJfsj7td5TToBrIUtPay2kMrZi4xjq9qw2vD0ZR5fSho0yqoFgX7Rw==}
|
||||
|
||||
@@ -408,57 +395,71 @@ packages:
|
||||
'@kurkle/color@0.3.2':
|
||||
resolution: {integrity: sha512-fuscdXJ9G1qb7W8VdHi+IwRqij3lBkosAm4ydQtEmbY58OzHXqQhvlxqEkoz0yssNVn38bcpRWgA9PP+OGoisw==}
|
||||
|
||||
'@mui/core-downloads-tracker@5.16.6':
|
||||
resolution: {integrity: sha512-kytg6LheUG42V8H/o/Ptz3olSO5kUXW9zF0ox18VnblX6bO2yif1FPItgc3ey1t5ansb1+gbe7SatntqusQupg==}
|
||||
'@mui/core-downloads-tracker@6.1.1':
|
||||
resolution: {integrity: sha512-VdQC1tPIIcZAnf62L2M1eQif0x2vlKg3YK4kGYbtijSH4niEgI21GnstykW1vQIs+Bc6L+Hua2GATYVjilJ22A==}
|
||||
|
||||
'@mui/material@5.16.6':
|
||||
resolution: {integrity: sha512-0LUIKBOIjiFfzzFNxXZBRAyr9UQfmTAFzbt6ziOU2FDXhorNN2o3N9/32mNJbCA8zJo2FqFU6d3dtoqUDyIEfA==}
|
||||
engines: {node: '>=12.0.0'}
|
||||
'@mui/icons-material@6.1.1':
|
||||
resolution: {integrity: sha512-sy/YKwcLPW8VcacNP2uWMYR9xyWuwO9NN9FXuGEU90bRshBXj8pdKk+joe3TCW7oviVS3zXLHlc94wQ0jNsQRQ==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
'@mui/material': ^6.1.1
|
||||
'@types/react': ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
react: ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
peerDependenciesMeta:
|
||||
'@types/react':
|
||||
optional: true
|
||||
|
||||
'@mui/material@6.1.1':
|
||||
resolution: {integrity: sha512-b+eULldTqtqTCbN++2BtBWCir/1LwEYw+2mIlOt2GiEUh1EBBw4/wIukGKKNt3xrCZqRA80yLLkV6tF61Lq3cA==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
'@emotion/react': ^11.5.0
|
||||
'@emotion/styled': ^11.3.0
|
||||
'@types/react': ^17.0.0 || ^18.0.0
|
||||
react: ^17.0.0 || ^18.0.0
|
||||
react-dom: ^17.0.0 || ^18.0.0
|
||||
'@mui/material-pigment-css': ^6.1.1
|
||||
'@types/react': ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
react: ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
react-dom: ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
peerDependenciesMeta:
|
||||
'@emotion/react':
|
||||
optional: true
|
||||
'@emotion/styled':
|
||||
optional: true
|
||||
'@mui/material-pigment-css':
|
||||
optional: true
|
||||
'@types/react':
|
||||
optional: true
|
||||
|
||||
'@mui/private-theming@5.16.6':
|
||||
resolution: {integrity: sha512-rAk+Rh8Clg7Cd7shZhyt2HGTTE5wYKNSJ5sspf28Fqm/PZ69Er9o6KX25g03/FG2dfpg5GCwZh/xOojiTfm3hw==}
|
||||
engines: {node: '>=12.0.0'}
|
||||
'@mui/private-theming@6.1.1':
|
||||
resolution: {integrity: sha512-JlrjIdhyZUtewtdAuUsvi3ZnO0YS49IW4Mfz19ZWTlQ0sDGga6LNPVwHClWr2/zJK2we2BQx9/i8M32rgKuzrg==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
'@types/react': ^17.0.0 || ^18.0.0
|
||||
react: ^17.0.0 || ^18.0.0
|
||||
'@types/react': ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
react: ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
peerDependenciesMeta:
|
||||
'@types/react':
|
||||
optional: true
|
||||
|
||||
'@mui/styled-engine@5.16.6':
|
||||
resolution: {integrity: sha512-zaThmS67ZmtHSWToTiHslbI8jwrmITcN93LQaR2lKArbvS7Z3iLkwRoiikNWutx9MBs8Q6okKvbZq1RQYB3v7g==}
|
||||
engines: {node: '>=12.0.0'}
|
||||
'@mui/styled-engine@6.1.1':
|
||||
resolution: {integrity: sha512-HJyIoMpFb11fnHuRtUILOXgq6vj4LhIlE8maG4SwP/W+E5sa7HFexhnB3vOMT7bKys4UKNxhobC8jwWxYilGsA==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
'@emotion/react': ^11.4.1
|
||||
'@emotion/styled': ^11.3.0
|
||||
react: ^17.0.0 || ^18.0.0
|
||||
react: ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
peerDependenciesMeta:
|
||||
'@emotion/react':
|
||||
optional: true
|
||||
'@emotion/styled':
|
||||
optional: true
|
||||
|
||||
'@mui/system@5.16.6':
|
||||
resolution: {integrity: sha512-5xgyJjBIMPw8HIaZpfbGAaFYPwImQn7Nyh+wwKWhvkoIeDosQ1ZMVrbTclefi7G8hNmqhip04duYwYpbBFnBgw==}
|
||||
engines: {node: '>=12.0.0'}
|
||||
'@mui/system@6.1.1':
|
||||
resolution: {integrity: sha512-PaYsCz2tUOcpu3T0okDEsSuP/yCDIj9JZ4Tox1JovRSKIjltHpXPsXZSGr3RiWdtM1MTQMFMCZzu0+CKbyy+Kw==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
'@emotion/react': ^11.5.0
|
||||
'@emotion/styled': ^11.3.0
|
||||
'@types/react': ^17.0.0 || ^18.0.0
|
||||
react: ^17.0.0 || ^18.0.0
|
||||
'@types/react': ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
react: ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
peerDependenciesMeta:
|
||||
'@emotion/react':
|
||||
optional: true
|
||||
@@ -467,10 +468,10 @@ packages:
|
||||
'@types/react':
|
||||
optional: true
|
||||
|
||||
'@mui/types@7.2.15':
|
||||
resolution: {integrity: sha512-nbo7yPhtKJkdf9kcVOF8JZHPZTmqXjJ/tI0bdWgHg5tp9AnIN4Y7f7wm9T+0SyGYJk76+GYZ8Q5XaTYAsUHN0Q==}
|
||||
'@mui/types@7.2.17':
|
||||
resolution: {integrity: sha512-oyumoJgB6jDV8JFzRqjBo2daUuHpzDjoO/e3IrRhhHo/FxJlaVhET6mcNrKHUq2E+R+q3ql0qAtvQ4rfWHhAeQ==}
|
||||
peerDependencies:
|
||||
'@types/react': ^17.0.0 || ^18.0.0
|
||||
'@types/react': ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
peerDependenciesMeta:
|
||||
'@types/react':
|
||||
optional: true
|
||||
@@ -485,14 +486,25 @@ packages:
|
||||
'@types/react':
|
||||
optional: true
|
||||
|
||||
'@mui/x-date-pickers@7.12.0':
|
||||
resolution: {integrity: sha512-WU5C7QNfSpJ9cP8vl2sY7q35NW+0TUMgEy+sl98fcPhLckq3cgV1wnVxoZnQZ3BxVQAtx+7ag/MpefU03vJcVw==}
|
||||
'@mui/utils@6.1.1':
|
||||
resolution: {integrity: sha512-HlRrgdJSPbYDXPpoVMWZV8AE7WcFtAk13rWNWAEVWKSanzBBkymjz3km+Th/Srowsh4pf1fTSP1B0L116wQBYw==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
'@types/react': ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
react: ^17.0.0 || ^18.0.0 || ^19.0.0
|
||||
peerDependenciesMeta:
|
||||
'@types/react':
|
||||
optional: true
|
||||
|
||||
'@mui/x-date-pickers@7.18.0':
|
||||
resolution: {integrity: sha512-12tXIoMj9vpS8fS/bS3kWPCoVrH38vNGCxgplI0vOnUrN9rJuYJz3agLPJe1S0xciTw+9W8ZSe3soaW+owoz1Q==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
'@emotion/react': ^11.9.0
|
||||
'@emotion/styled': ^11.8.1
|
||||
'@mui/material': ^5.15.14
|
||||
date-fns: ^2.25.0 || ^3.2.0
|
||||
'@mui/material': ^5.15.14 || ^6.0.0
|
||||
'@mui/system': ^5.15.14 || ^6.0.0
|
||||
date-fns: ^2.25.0 || ^3.2.0 || ^4.0.0
|
||||
date-fns-jalali: ^2.13.0-0 || ^3.2.0-0
|
||||
dayjs: ^1.10.7
|
||||
luxon: ^3.0.2
|
||||
@@ -521,6 +533,12 @@ packages:
|
||||
moment-jalaali:
|
||||
optional: true
|
||||
|
||||
'@mui/x-internals@7.18.0':
|
||||
resolution: {integrity: sha512-lzCHOWIR0cAIY1bGrWSprYerahbnH5C31ql/2OWCEjcngL2NAV1M6oKI2Vp4HheqzJ822c60UyWyapvyjSzY/A==}
|
||||
engines: {node: '>=14.0.0'}
|
||||
peerDependencies:
|
||||
react: ^17.0.0 || ^18.0.0
|
||||
|
||||
'@popperjs/core@2.11.8':
|
||||
resolution: {integrity: sha512-P1st0aksCrn9sGZhp8GMYwBnQsbvAWsZAX44oXNNvLHGqAOcoVxmjZiohstwQ7SqKnbR47akdNi+uleWD8+g6A==}
|
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@@ -573,8 +591,8 @@ packages:
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'@types/prop-types@15.7.12':
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'@types/react-transition-group@4.4.10':
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resolution: {integrity: sha512-hT/+s0VQs2ojCX823m60m5f0sL5idt9SO6Tj6Dg+rdphGPIeJbJ6CxvBYkgkGKrYeDjvIpKTR38UzmtHJOGW3Q==}
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'@types/react-transition-group@4.4.11':
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resolution: {integrity: sha512-RM05tAniPZ5DZPzzNFP+DmrcOdD0efDUxMy3145oljWSl3x9ZV5vhme98gTxFrj2lhXvmGNnUiuDyJgY9IKkNA==}
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'@types/react@18.3.3':
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resolution: {integrity: sha512-hti/R0pS0q1/xx+TsI73XIqk26eBsISZ2R0wUijXIngRK9R/e7Xw/cXVxQK7R5JjW+SV4zGcn5hXjudkN/pLIw==}
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@@ -1107,6 +1125,10 @@ snapshots:
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||||
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|
||||
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|
||||
|
||||
'@babel/runtime@7.25.6':
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regenerator-runtime: 0.14.1
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'@babel/template@7.22.15':
|
||||
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||||
'@babel/code-frame': 7.23.5
|
||||
@@ -1134,18 +1156,10 @@ snapshots:
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||||
'@babel/helper-validator-identifier': 7.22.20
|
||||
to-fast-properties: 2.0.0
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'@date-io/core@3.0.0': {}
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'@date-io/date-fns@3.0.0(date-fns@3.6.0)':
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||||
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'@emotion/babel-plugin@11.12.0':
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||||
'@babel/helper-module-imports': 7.22.15
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||||
'@babel/runtime': 7.25.0
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'@babel/runtime': 7.25.6
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'@emotion/hash': 0.9.2
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'@emotion/memoize': 0.9.0
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'@emotion/serialize': 1.3.0
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@@ -1155,6 +1169,7 @@ snapshots:
|
||||
find-root: 1.1.0
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source-map: 0.5.7
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stylis: 4.2.0
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'@emotion/cache@11.13.1':
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||||
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@@ -1164,17 +1179,19 @@ snapshots:
|
||||
'@emotion/weak-memoize': 0.4.0
|
||||
stylis: 4.2.0
|
||||
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||||
'@emotion/hash@0.9.2': {}
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'@emotion/hash@0.9.2':
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||||
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'@emotion/is-prop-valid@1.3.0':
|
||||
dependencies:
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||||
'@emotion/memoize': 0.9.0
|
||||
optional: true
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||||
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||||
'@emotion/memoize@0.9.0': {}
|
||||
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||||
'@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
'@babel/runtime': 7.25.6
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'@emotion/babel-plugin': 11.12.0
|
||||
'@emotion/cache': 11.13.1
|
||||
'@emotion/serialize': 1.3.0
|
||||
@@ -1185,6 +1202,7 @@ snapshots:
|
||||
react: 18.3.1
|
||||
optionalDependencies:
|
||||
'@types/react': 18.3.3
|
||||
optional: true
|
||||
|
||||
'@emotion/serialize@1.3.0':
|
||||
dependencies:
|
||||
@@ -1193,12 +1211,13 @@ snapshots:
|
||||
'@emotion/unitless': 0.9.0
|
||||
'@emotion/utils': 1.4.0
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||||
csstype: 3.1.3
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||||
optional: true
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'@emotion/sheet@1.4.0': {}
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||||
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||||
'@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
'@babel/runtime': 7.25.6
|
||||
'@emotion/babel-plugin': 11.12.0
|
||||
'@emotion/is-prop-valid': 1.3.0
|
||||
'@emotion/react': 11.13.0(@types/react@18.3.3)(react@18.3.1)
|
||||
@@ -1208,12 +1227,15 @@ snapshots:
|
||||
react: 18.3.1
|
||||
optionalDependencies:
|
||||
'@types/react': 18.3.3
|
||||
optional: true
|
||||
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||||
'@emotion/unitless@0.9.0': {}
|
||||
'@emotion/unitless@0.9.0':
|
||||
optional: true
|
||||
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||||
'@emotion/use-insertion-effect-with-fallbacks@1.1.0(react@18.3.1)':
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||||
dependencies:
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||||
optional: true
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||||
|
||||
'@emotion/utils@1.4.0': {}
|
||||
|
||||
@@ -1304,17 +1326,25 @@ snapshots:
|
||||
|
||||
'@kurkle/color@0.3.2': {}
|
||||
|
||||
'@mui/core-downloads-tracker@5.16.6': {}
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||||
'@mui/core-downloads-tracker@6.1.1': {}
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||||
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||||
'@mui/material@5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)':
|
||||
'@mui/icons-material@6.1.1(@mui/material@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
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||||
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|
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'@mui/core-downloads-tracker': 5.16.6
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||||
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|
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'@mui/types': 7.2.15(@types/react@18.3.3)
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'@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
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||||
'@babel/runtime': 7.25.6
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react: 18.3.1
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||||
optionalDependencies:
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||||
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||||
|
||||
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|
||||
dependencies:
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||||
'@babel/runtime': 7.25.6
|
||||
'@mui/core-downloads-tracker': 6.1.1
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||||
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|
||||
'@mui/types': 7.2.17(@types/react@18.3.3)
|
||||
'@mui/utils': 6.1.1(@types/react@18.3.3)(react@18.3.1)
|
||||
'@popperjs/core': 2.11.8
|
||||
'@types/react-transition-group': 4.4.10
|
||||
'@types/react-transition-group': 4.4.11
|
||||
clsx: 2.1.1
|
||||
csstype: 3.1.3
|
||||
prop-types: 15.8.1
|
||||
@@ -1327,19 +1357,20 @@ snapshots:
|
||||
'@emotion/styled': 11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
'@types/react': 18.3.3
|
||||
|
||||
'@mui/private-theming@5.16.6(@types/react@18.3.3)(react@18.3.1)':
|
||||
'@mui/private-theming@6.1.1(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
'@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
|
||||
'@babel/runtime': 7.25.6
|
||||
'@mui/utils': 6.1.1(@types/react@18.3.3)(react@18.3.1)
|
||||
prop-types: 15.8.1
|
||||
react: 18.3.1
|
||||
optionalDependencies:
|
||||
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|
||||
|
||||
'@mui/styled-engine@5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(react@18.3.1)':
|
||||
'@mui/styled-engine@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
'@babel/runtime': 7.25.6
|
||||
'@emotion/cache': 11.13.1
|
||||
'@emotion/sheet': 1.4.0
|
||||
csstype: 3.1.3
|
||||
prop-types: 15.8.1
|
||||
react: 18.3.1
|
||||
@@ -1347,13 +1378,13 @@ snapshots:
|
||||
'@emotion/react': 11.13.0(@types/react@18.3.3)(react@18.3.1)
|
||||
'@emotion/styled': 11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
|
||||
'@mui/system@5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)':
|
||||
'@mui/system@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
'@mui/private-theming': 5.16.6(@types/react@18.3.3)(react@18.3.1)
|
||||
'@mui/styled-engine': 5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(react@18.3.1)
|
||||
'@mui/types': 7.2.15(@types/react@18.3.3)
|
||||
'@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
|
||||
'@babel/runtime': 7.25.6
|
||||
'@mui/private-theming': 6.1.1(@types/react@18.3.3)(react@18.3.1)
|
||||
'@mui/styled-engine': 6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(react@18.3.1)
|
||||
'@mui/types': 7.2.17(@types/react@18.3.3)
|
||||
'@mui/utils': 6.1.1(@types/react@18.3.3)(react@18.3.1)
|
||||
clsx: 2.1.1
|
||||
csstype: 3.1.3
|
||||
prop-types: 15.8.1
|
||||
@@ -1363,14 +1394,14 @@ snapshots:
|
||||
'@emotion/styled': 11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
'@types/react': 18.3.3
|
||||
|
||||
'@mui/types@7.2.15(@types/react@18.3.3)':
|
||||
'@mui/types@7.2.17(@types/react@18.3.3)':
|
||||
optionalDependencies:
|
||||
'@types/react': 18.3.3
|
||||
|
||||
'@mui/utils@5.16.6(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
'@mui/types': 7.2.15(@types/react@18.3.3)
|
||||
'@babel/runtime': 7.25.6
|
||||
'@mui/types': 7.2.17(@types/react@18.3.3)
|
||||
'@types/prop-types': 15.7.12
|
||||
clsx: 2.1.1
|
||||
prop-types: 15.8.1
|
||||
@@ -1379,13 +1410,26 @@ snapshots:
|
||||
optionalDependencies:
|
||||
'@types/react': 18.3.3
|
||||
|
||||
'@mui/x-date-pickers@7.12.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@mui/material@5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1))(@types/react@18.3.3)(date-fns@3.6.0)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)':
|
||||
'@mui/utils@6.1.1(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
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|
||||
'@mui/system': 5.16.6(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
'@babel/runtime': 7.25.6
|
||||
'@mui/types': 7.2.17(@types/react@18.3.3)
|
||||
'@types/prop-types': 15.7.12
|
||||
clsx: 2.1.1
|
||||
prop-types: 15.8.1
|
||||
react: 18.3.1
|
||||
react-is: 18.3.1
|
||||
optionalDependencies:
|
||||
'@types/react': 18.3.3
|
||||
|
||||
'@mui/x-date-pickers@7.18.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@mui/material@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1))(@mui/system@6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(date-fns@3.6.0)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.6
|
||||
'@mui/material': 6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react-dom@18.3.1(react@18.3.1))(react@18.3.1)
|
||||
'@mui/system': 6.1.1(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@emotion/styled@11.13.0(@emotion/react@11.13.0(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1))(@types/react@18.3.3)(react@18.3.1)
|
||||
'@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
|
||||
'@types/react-transition-group': 4.4.10
|
||||
'@mui/x-internals': 7.18.0(@types/react@18.3.3)(react@18.3.1)
|
||||
'@types/react-transition-group': 4.4.11
|
||||
clsx: 2.1.1
|
||||
prop-types: 15.8.1
|
||||
react: 18.3.1
|
||||
@@ -1398,6 +1442,14 @@ snapshots:
|
||||
transitivePeerDependencies:
|
||||
- '@types/react'
|
||||
|
||||
'@mui/x-internals@7.18.0(@types/react@18.3.3)(react@18.3.1)':
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.6
|
||||
'@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
|
||||
react: 18.3.1
|
||||
transitivePeerDependencies:
|
||||
- '@types/react'
|
||||
|
||||
'@popperjs/core@2.11.8': {}
|
||||
|
||||
'@preact/preset-vite@2.8.1(@babel/core@7.23.7)(preact@10.19.3)(vite@4.5.1)':
|
||||
@@ -1456,11 +1508,12 @@ snapshots:
|
||||
|
||||
'@trpc/server@10.45.0': {}
|
||||
|
||||
'@types/parse-json@4.0.2': {}
|
||||
'@types/parse-json@4.0.2':
|
||||
optional: true
|
||||
|
||||
'@types/prop-types@15.7.12': {}
|
||||
|
||||
'@types/react-transition-group@4.4.10':
|
||||
'@types/react-transition-group@4.4.11':
|
||||
dependencies:
|
||||
'@types/react': 18.3.3
|
||||
|
||||
@@ -1475,9 +1528,10 @@ snapshots:
|
||||
|
||||
babel-plugin-macros@3.1.0:
|
||||
dependencies:
|
||||
'@babel/runtime': 7.25.0
|
||||
'@babel/runtime': 7.25.6
|
||||
cosmiconfig: 7.1.0
|
||||
resolve: 1.22.8
|
||||
optional: true
|
||||
|
||||
babel-plugin-transform-hook-names@1.0.2(@babel/core@7.23.7):
|
||||
dependencies:
|
||||
@@ -1492,7 +1546,8 @@ snapshots:
|
||||
node-releases: 2.0.14
|
||||
update-browserslist-db: 1.0.13(browserslist@4.22.2)
|
||||
|
||||
callsites@3.1.0: {}
|
||||
callsites@3.1.0:
|
||||
optional: true
|
||||
|
||||
caniuse-lite@1.0.30001575: {}
|
||||
|
||||
@@ -1514,7 +1569,8 @@ snapshots:
|
||||
|
||||
color-name@1.1.3: {}
|
||||
|
||||
convert-source-map@1.9.0: {}
|
||||
convert-source-map@1.9.0:
|
||||
optional: true
|
||||
|
||||
convert-source-map@2.0.0: {}
|
||||
|
||||
@@ -1525,6 +1581,7 @@ snapshots:
|
||||
parse-json: 5.2.0
|
||||
path-type: 4.0.0
|
||||
yaml: 1.10.2
|
||||
optional: true
|
||||
|
||||
css-select@5.1.0:
|
||||
dependencies:
|
||||
@@ -1576,6 +1633,7 @@ snapshots:
|
||||
error-ex@1.3.2:
|
||||
dependencies:
|
||||
is-arrayish: 0.2.1
|
||||
optional: true
|
||||
|
||||
esbuild@0.18.20:
|
||||
optionalDependencies:
|
||||
@@ -1606,11 +1664,13 @@ snapshots:
|
||||
|
||||
escape-string-regexp@1.0.5: {}
|
||||
|
||||
escape-string-regexp@4.0.0: {}
|
||||
escape-string-regexp@4.0.0:
|
||||
optional: true
|
||||
|
||||
estree-walker@2.0.2: {}
|
||||
|
||||
find-root@1.1.0: {}
|
||||
find-root@1.1.0:
|
||||
optional: true
|
||||
|
||||
fsevents@2.3.3:
|
||||
optional: true
|
||||
@@ -1632,13 +1692,16 @@ snapshots:
|
||||
hoist-non-react-statics@3.3.2:
|
||||
dependencies:
|
||||
react-is: 16.13.1
|
||||
optional: true
|
||||
|
||||
import-fresh@3.3.0:
|
||||
dependencies:
|
||||
parent-module: 1.0.1
|
||||
resolve-from: 4.0.0
|
||||
optional: true
|
||||
|
||||
is-arrayish@0.2.1: {}
|
||||
is-arrayish@0.2.1:
|
||||
optional: true
|
||||
|
||||
is-core-module@2.13.1:
|
||||
dependencies:
|
||||
@@ -1648,13 +1711,15 @@ snapshots:
|
||||
|
||||
jsesc@2.5.2: {}
|
||||
|
||||
json-parse-even-better-errors@2.3.1: {}
|
||||
json-parse-even-better-errors@2.3.1:
|
||||
optional: true
|
||||
|
||||
json5@2.2.3: {}
|
||||
|
||||
kolorist@1.8.0: {}
|
||||
|
||||
lines-and-columns@1.2.4: {}
|
||||
lines-and-columns@1.2.4:
|
||||
optional: true
|
||||
|
||||
loose-envify@1.4.0:
|
||||
dependencies:
|
||||
@@ -1688,6 +1753,7 @@ snapshots:
|
||||
parent-module@1.0.1:
|
||||
dependencies:
|
||||
callsites: 3.1.0
|
||||
optional: true
|
||||
|
||||
parse-json@5.2.0:
|
||||
dependencies:
|
||||
@@ -1695,10 +1761,12 @@ snapshots:
|
||||
error-ex: 1.3.2
|
||||
json-parse-even-better-errors: 2.3.1
|
||||
lines-and-columns: 1.2.4
|
||||
optional: true
|
||||
|
||||
path-parse@1.0.7: {}
|
||||
|
||||
path-type@4.0.0: {}
|
||||
path-type@4.0.0:
|
||||
optional: true
|
||||
|
||||
picocolors@1.0.0: {}
|
||||
|
||||
@@ -1761,7 +1829,8 @@ snapshots:
|
||||
|
||||
regenerator-runtime@0.14.1: {}
|
||||
|
||||
resolve-from@4.0.0: {}
|
||||
resolve-from@4.0.0:
|
||||
optional: true
|
||||
|
||||
resolve@1.22.8:
|
||||
dependencies:
|
||||
@@ -1781,7 +1850,8 @@ snapshots:
|
||||
|
||||
source-map-js@1.2.0: {}
|
||||
|
||||
source-map@0.5.7: {}
|
||||
source-map@0.5.7:
|
||||
optional: true
|
||||
|
||||
stylis@4.2.0: {}
|
||||
|
||||
@@ -1811,4 +1881,5 @@ snapshots:
|
||||
|
||||
yallist@3.1.1: {}
|
||||
|
||||
yaml@1.10.2: {}
|
||||
yaml@1.10.2:
|
||||
optional: true
|
||||
|
||||
@@ -1,4 +1,3 @@
|
||||
import { signal, computed } from "@preact/signals";
|
||||
import { useEffect } from "preact/hooks";
|
||||
import { trpc } from "../trpc.js";
|
||||
import {
|
||||
@@ -6,195 +5,65 @@ import {
|
||||
LinearScale,
|
||||
CategoryScale,
|
||||
PointElement,
|
||||
LineElement,
|
||||
Tooltip,
|
||||
Title,
|
||||
} from "chart.js";
|
||||
import { Scatter } from "react-chartjs-2";
|
||||
import {
|
||||
Container,
|
||||
Grid,
|
||||
Grid2,
|
||||
Typography,
|
||||
TextField,
|
||||
Select,
|
||||
MenuItem,
|
||||
InputLabel,
|
||||
FormControl,
|
||||
Paper,
|
||||
Popper,
|
||||
ClickAwayListener,
|
||||
Stack,
|
||||
} from "@mui/material";
|
||||
import {
|
||||
availableUnderlyings,
|
||||
calendarExitPriceChartData,
|
||||
isPopperOpen,
|
||||
lookbackPeriodEnd,
|
||||
lookbackPeriodStart,
|
||||
maxChartPrice,
|
||||
maxN,
|
||||
popperAnchorEl,
|
||||
popperContent,
|
||||
similarCalendarPriceChartData,
|
||||
stockPriceChartData,
|
||||
underlying,
|
||||
} from "./HistoricalCalendarPrices/state.js";
|
||||
import { EditableStrike } from "./HistoricalCalendarPrices/EditableStrike.js";
|
||||
import {
|
||||
refreshcalendarExitPriceChartData,
|
||||
refreshSimilarCalendarPriceChartData,
|
||||
refreshStockPriceChartData,
|
||||
} from "./HistoricalCalendarPrices/actions.js";
|
||||
import { EditableUnderlying } from "./HistoricalCalendarPrices/EditableUnderlying.js";
|
||||
import { EditableOpenDTE } from "./HistoricalCalendarPrices/EditableOpenDTE.js";
|
||||
import { EditableExitDTE } from "./HistoricalCalendarPrices/EditableExitDTE.js";
|
||||
import { EditableSpan } from "./HistoricalCalendarPrices/EditableSpan.js";
|
||||
import { EditableLookbackPeriod } from "./HistoricalCalendarPrices/EditableLookbackPeriod.js";
|
||||
|
||||
ChartJS.register(LinearScale, CategoryScale, PointElement, Tooltip, Title);
|
||||
|
||||
const availableUnderlyings = signal([]);
|
||||
const chosenUnderlying = signal(null);
|
||||
|
||||
const chosenDaysToFrontExpiration = signal(14);
|
||||
|
||||
const chosenDaysBetweenFrontAndBackExpiration = signal(14);
|
||||
|
||||
const chosenStrikePercentageFromUnderlyingPrice = signal(1.4);
|
||||
const chosenStrikePercentageFromUnderlyingPriceRadius = signal(0.05);
|
||||
|
||||
const chosenExitToFrontExpiration = signal(2);
|
||||
|
||||
const historicalStockQuoteChartData = signal([]);
|
||||
|
||||
const historicalCalendarQuoteChartData = signal([]);
|
||||
|
||||
const historicalCalendarExitQuoteChartData = signal([]);
|
||||
|
||||
const chosenLookbackPeriodStart = signal("2022-01-01");
|
||||
const chosenLookbackPeriodEnd = signal("2024-01-01");
|
||||
|
||||
const maxChartPrice = computed(() =>
|
||||
Math.max(
|
||||
Math.max.apply(
|
||||
null,
|
||||
historicalCalendarQuoteChartData.value.map((d) => d.y),
|
||||
),
|
||||
Math.max.apply(
|
||||
null,
|
||||
historicalCalendarExitQuoteChartData.value.map((d) => d.y),
|
||||
),
|
||||
),
|
||||
ChartJS.register(
|
||||
LinearScale,
|
||||
CategoryScale,
|
||||
PointElement,
|
||||
LineElement,
|
||||
Tooltip,
|
||||
Title
|
||||
);
|
||||
|
||||
const maxN = computed(() =>
|
||||
Math.max.apply(
|
||||
null,
|
||||
historicalCalendarExitQuoteChartData.value.map((d) => d.n),
|
||||
),
|
||||
);
|
||||
|
||||
const refreshHistoricalStockQuoteChartData = () => {
|
||||
historicalStockQuoteChartData.value = [];
|
||||
trpc.getHistoricalStockQuoteChartData
|
||||
.query({
|
||||
underlying: chosenUnderlying.value,
|
||||
lookbackPeriodStart: chosenLookbackPeriodStart.value,
|
||||
lookbackPeriodEnd: chosenLookbackPeriodEnd.value,
|
||||
})
|
||||
.then((getHistoricalStockQuoteChartDataResponse) => {
|
||||
historicalStockQuoteChartData.value =
|
||||
getHistoricalStockQuoteChartDataResponse;
|
||||
});
|
||||
};
|
||||
const refreshHistoricalCalendarQuoteChartData = () => {
|
||||
historicalCalendarQuoteChartData.value = [];
|
||||
trpc.getHistoricalCalendarQuoteChartData
|
||||
.query({
|
||||
underlying: chosenUnderlying.value,
|
||||
daysToFrontExpiration: chosenDaysToFrontExpiration.value,
|
||||
daysBetweenFrontAndBackExpiration:
|
||||
chosenDaysBetweenFrontAndBackExpiration.value,
|
||||
strikePercentageFromUnderlyingPriceRangeMin:
|
||||
chosenStrikePercentageFromUnderlyingPrice.value -
|
||||
chosenStrikePercentageFromUnderlyingPriceRadius.value,
|
||||
strikePercentageFromUnderlyingPriceRangeMax:
|
||||
chosenStrikePercentageFromUnderlyingPrice.value +
|
||||
chosenStrikePercentageFromUnderlyingPriceRadius.value,
|
||||
lookbackPeriodStart: chosenLookbackPeriodStart.value,
|
||||
lookbackPeriodEnd: chosenLookbackPeriodEnd.value,
|
||||
})
|
||||
.then((getHistoricalCalendarQuoteChartDataResponse) => {
|
||||
historicalCalendarQuoteChartData.value =
|
||||
getHistoricalCalendarQuoteChartDataResponse;
|
||||
});
|
||||
};
|
||||
const refreshHistoricalCalendarExitQuoteChartData = () => {
|
||||
historicalCalendarExitQuoteChartData.value = [];
|
||||
trpc.getHistoricalCalendarExitQuoteChartData
|
||||
.query({
|
||||
underlying: chosenUnderlying.value,
|
||||
daysToFrontExpiration: chosenExitToFrontExpiration.value,
|
||||
daysBetweenFrontAndBackExpiration:
|
||||
chosenDaysBetweenFrontAndBackExpiration.value,
|
||||
lookbackPeriodStart: chosenLookbackPeriodStart.value,
|
||||
lookbackPeriodEnd: chosenLookbackPeriodEnd.value,
|
||||
})
|
||||
.then((getHistoricalCalendarExitQuoteChartDataResponse) => {
|
||||
historicalCalendarExitQuoteChartData.value =
|
||||
getHistoricalCalendarExitQuoteChartDataResponse;
|
||||
});
|
||||
};
|
||||
const handleInit = () => {
|
||||
trpc.getAvailableUnderlyings.query().then((availableUnderlyingsResponse) => {
|
||||
availableUnderlyings.value = availableUnderlyingsResponse;
|
||||
chosenUnderlying.value = availableUnderlyingsResponse[0];
|
||||
refreshHistoricalStockQuoteChartData();
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
refreshHistoricalCalendarExitQuoteChartData();
|
||||
});
|
||||
};
|
||||
const handleUnderlyingChange = (e) => {
|
||||
if (chosenUnderlying.value !== e.target.value) {
|
||||
chosenUnderlying.value = e.target.value;
|
||||
refreshHistoricalStockQuoteChartData();
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
refreshHistoricalCalendarExitQuoteChartData();
|
||||
}
|
||||
};
|
||||
const handleDaysToFrontExpirationChange = (e) => {
|
||||
if (chosenDaysToFrontExpiration.value !== Number.parseInt(e.target.value)) {
|
||||
chosenDaysToFrontExpiration.value = Number.parseInt(e.target.value);
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
}
|
||||
};
|
||||
const handleDaysBetweenFrontAndBackExpirationChange = (e) => {
|
||||
if (
|
||||
chosenDaysBetweenFrontAndBackExpiration.value !==
|
||||
Number.parseInt(e.target.value)
|
||||
) {
|
||||
chosenDaysBetweenFrontAndBackExpiration.value = Number.parseInt(
|
||||
e.target.value,
|
||||
);
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
refreshHistoricalCalendarExitQuoteChartData();
|
||||
}
|
||||
};
|
||||
const handleStrikePercentageFromUnderlyingPriceChange = (e) => {
|
||||
if (
|
||||
chosenStrikePercentageFromUnderlyingPrice.value !==
|
||||
Number.parseFloat(e.target.value)
|
||||
) {
|
||||
chosenStrikePercentageFromUnderlyingPrice.value = Number.parseFloat(
|
||||
e.target.value,
|
||||
);
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
}
|
||||
};
|
||||
const handleStrikePercentageFromUnderlyingPriceRadiusChange = (e) => {
|
||||
if (
|
||||
chosenStrikePercentageFromUnderlyingPriceRadius.value !==
|
||||
Number.parseFloat(e.target.value)
|
||||
) {
|
||||
chosenStrikePercentageFromUnderlyingPriceRadius.value = Number.parseFloat(
|
||||
e.target.value,
|
||||
);
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
}
|
||||
};
|
||||
const handleExitToFrontExpirationChange = (e) => {
|
||||
if (chosenExitToFrontExpiration.value !== Number.parseInt(e.target.value)) {
|
||||
chosenExitToFrontExpiration.value = Number.parseInt(e.target.value);
|
||||
refreshHistoricalCalendarExitQuoteChartData();
|
||||
}
|
||||
};
|
||||
|
||||
const handleLookbackPeriodStartChange = (e) => {
|
||||
if (chosenLookbackPeriodStart.value !== e.target.value) {
|
||||
chosenLookbackPeriodStart.value = e.target.value;
|
||||
refreshHistoricalStockQuoteChartData();
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
refreshHistoricalCalendarExitQuoteChartData();
|
||||
}
|
||||
};
|
||||
const handleLookbackPeriodEndChange = (e) => {
|
||||
if (chosenLookbackPeriodEnd.value !== e.target.value) {
|
||||
chosenLookbackPeriodEnd.value = e.target.value;
|
||||
refreshHistoricalStockQuoteChartData();
|
||||
refreshHistoricalCalendarQuoteChartData();
|
||||
refreshHistoricalCalendarExitQuoteChartData();
|
||||
}
|
||||
trpc.CalendarCharacteristicsForm.getAvailableUnderlyings
|
||||
.query()
|
||||
.then((availableUnderlyingsResponse) => {
|
||||
availableUnderlyings.value = availableUnderlyingsResponse;
|
||||
underlying.value = availableUnderlyingsResponse[0];
|
||||
refreshStockPriceChartData();
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
refreshcalendarExitPriceChartData();
|
||||
});
|
||||
};
|
||||
|
||||
export function HistoricalCalendarPrices() {
|
||||
@@ -202,193 +71,94 @@ export function HistoricalCalendarPrices() {
|
||||
|
||||
return (
|
||||
<Container maxWidth="lg">
|
||||
<Grid container spacing={4}>
|
||||
<Grid item xs={12}>
|
||||
<Grid2 container spacing={4} columns={12}>
|
||||
{/* <Grid2 size={{ xs: 12 }}>
|
||||
|
||||
<Typography variant="h4" gutterBottom>
|
||||
Historical Calendar Prices
|
||||
<EditableUnderlying /> :
|
||||
<EditableSpan />
|
||||
-Day Calendar @ <EditableStrike />
|
||||
%-from-the-money
|
||||
</Typography>
|
||||
</Grid>
|
||||
<Grid item xs={12} md={6}>
|
||||
<Paper elevation={3} sx={{ p: 3 }}>
|
||||
<Grid container spacing={2}>
|
||||
<Grid item xs={12}>
|
||||
<FormControl fullWidth>
|
||||
<InputLabel>Available Underlyings</InputLabel>
|
||||
<Select
|
||||
value={chosenUnderlying.value || ""}
|
||||
onChange={handleUnderlyingChange}
|
||||
label="Available Underlyings"
|
||||
>
|
||||
{availableUnderlyings.value.map((underlying) => (
|
||||
<MenuItem key={underlying} value={underlying}>
|
||||
{underlying}
|
||||
</MenuItem>
|
||||
))}
|
||||
</Select>
|
||||
</FormControl>
|
||||
</Grid>
|
||||
<Grid item xs={12}>
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Now-to-Front-Month Days to Expiration"
|
||||
type="number"
|
||||
value={chosenDaysToFrontExpiration.value}
|
||||
onChange={handleDaysToFrontExpirationChange}
|
||||
InputProps={{ endAdornment: "Days" }}
|
||||
/>
|
||||
</Grid>
|
||||
<Grid item xs={12}>
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Front-to-Back-Month Days to Expiration Difference"
|
||||
type="number"
|
||||
value={chosenDaysBetweenFrontAndBackExpiration.value}
|
||||
onChange={handleDaysBetweenFrontAndBackExpirationChange}
|
||||
InputProps={{ endAdornment: "Days Difference" }}
|
||||
/>
|
||||
</Grid>
|
||||
<Grid item xs={6}>
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Strike % From Underlying Price"
|
||||
type="number"
|
||||
value={chosenStrikePercentageFromUnderlyingPrice.value}
|
||||
onChange={handleStrikePercentageFromUnderlyingPriceChange}
|
||||
InputProps={{ endAdornment: "%" }}
|
||||
/>
|
||||
</Grid>
|
||||
<Grid item xs={6}>
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Strike % Radius"
|
||||
type="number"
|
||||
value={chosenStrikePercentageFromUnderlyingPriceRadius.value}
|
||||
onChange={
|
||||
handleStrikePercentageFromUnderlyingPriceRadiusChange
|
||||
}
|
||||
InputProps={{ endAdornment: "%" }}
|
||||
/>
|
||||
</Grid>
|
||||
<Grid item xs={12}>
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Exit-to-Front-Month Days to Expiration"
|
||||
type="number"
|
||||
value={chosenExitToFrontExpiration.value}
|
||||
onChange={handleExitToFrontExpirationChange}
|
||||
InputProps={{ endAdornment: "Days" }}
|
||||
/>
|
||||
</Grid>
|
||||
<Grid item xs={6}>
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Lookback Period Start"
|
||||
type="date"
|
||||
value={chosenLookbackPeriodStart.value}
|
||||
onChange={(e) =>
|
||||
handleLookbackPeriodStartChange({
|
||||
target: { value: e.target.value },
|
||||
})
|
||||
}
|
||||
InputLabelProps={{ shrink: true }}
|
||||
/>
|
||||
</Grid>
|
||||
<Grid item xs={6}>
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Lookback Period End"
|
||||
type="date"
|
||||
value={chosenLookbackPeriodEnd.value}
|
||||
onChange={(e) =>
|
||||
handleLookbackPeriodEndChange({
|
||||
target: { value: e.target.value },
|
||||
})
|
||||
}
|
||||
InputLabelProps={{ shrink: true }}
|
||||
/>
|
||||
</Grid>
|
||||
</Grid>
|
||||
</Paper>
|
||||
</Grid>
|
||||
<Grid item xs={12} md={6}>
|
||||
<Paper elevation={3} sx={{ p: 3, height: "100%" }}>
|
||||
{chosenUnderlying.value !== null &&
|
||||
historicalStockQuoteChartData.value.length > 0 ? (
|
||||
<Scatter
|
||||
data={{
|
||||
datasets: [
|
||||
{
|
||||
label: "Stock Open Price",
|
||||
data: historicalStockQuoteChartData.value,
|
||||
},
|
||||
],
|
||||
}}
|
||||
options={{
|
||||
scales: {
|
||||
x: {
|
||||
title: {
|
||||
display: true,
|
||||
text: "Time",
|
||||
},
|
||||
ticks: {
|
||||
callback: (value, index, ticks) =>
|
||||
new Date((value as number) * 1000)
|
||||
.toISOString()
|
||||
.substring(0, 10),
|
||||
},
|
||||
min:
|
||||
new Date(chosenLookbackPeriodStart.value).getTime() /
|
||||
1000,
|
||||
max:
|
||||
new Date(chosenLookbackPeriodEnd.value).getTime() /
|
||||
1000,
|
||||
},
|
||||
y: {
|
||||
beginAtZero: false,
|
||||
ticks: {
|
||||
callback: (value, index, ticks) =>
|
||||
`$${value.toString()}`,
|
||||
},
|
||||
},
|
||||
},
|
||||
elements: {
|
||||
point: {
|
||||
radius: 1,
|
||||
borderWidth: 0,
|
||||
},
|
||||
},
|
||||
plugins: {
|
||||
tooltip: {
|
||||
enabled: false,
|
||||
},
|
||||
legend: {
|
||||
display: false,
|
||||
},
|
||||
title: {
|
||||
display: true,
|
||||
text: "Stock Price",
|
||||
},
|
||||
},
|
||||
animation: false,
|
||||
maintainAspectRatio: false,
|
||||
events: [],
|
||||
}}
|
||||
/>
|
||||
) : (
|
||||
<Typography>Loading Chart...</Typography>
|
||||
)}
|
||||
</Paper>
|
||||
</Grid>
|
||||
<Grid item xs={12}>
|
||||
<Paper elevation={3} sx={{ p: 3 }}>
|
||||
{chosenUnderlying.value !== null &&
|
||||
historicalCalendarQuoteChartData.value.length > 0 ? (
|
||||
<Typography variant="h5" gutterBottom sx={{ pl: 1 }}>
|
||||
Opening at <EditableOpenDTE /> DTE, Closing at <EditableExitDTE />
|
||||
DTE
|
||||
</Typography>
|
||||
<Typography variant="h5" gutterBottom>
|
||||
<EditableLookbackPeriodStart />-
|
||||
<EditableLookbackPeriodEnd />
|
||||
</Typography>
|
||||
<ClickAwayListener
|
||||
onClickAway={() => {
|
||||
isPopperOpen.value = false;
|
||||
// refreshSimilarCalendarPriceChartData();
|
||||
console.log("clicked away");
|
||||
}}
|
||||
>
|
||||
<Popper open={isPopperOpen.value} anchorEl={popperAnchorEl.value}>
|
||||
<Paper elevation={3} sx={{ p: 3 }}>
|
||||
{popperContent.value}
|
||||
</Paper>
|
||||
</Popper>
|
||||
</ClickAwayListener>
|
||||
</Grid2> */}
|
||||
|
||||
<Grid2 size={{ xs: 12 }}>
|
||||
<Stack direction="row" spacing={2}>
|
||||
<Typography gutterBottom minWidth={"8em"}>
|
||||
Underlying
|
||||
</Typography>
|
||||
<EditableUnderlying />
|
||||
</Stack>
|
||||
<Stack direction="row" spacing={2}>
|
||||
<Typography gutterBottom minWidth={"8em"}>
|
||||
Open DTE
|
||||
</Typography>
|
||||
<EditableOpenDTE />
|
||||
</Stack>
|
||||
<Stack direction="row" spacing={2}>
|
||||
<Typography gutterBottom minWidth={"8em"}>
|
||||
Exit DTE
|
||||
</Typography>
|
||||
<EditableExitDTE />
|
||||
</Stack>
|
||||
<Stack direction="row" spacing={2}>
|
||||
<Typography gutterBottom minWidth={"8em"}>
|
||||
Span
|
||||
</Typography>
|
||||
<EditableSpan />
|
||||
</Stack>
|
||||
<Stack direction="row" spacing={2}>
|
||||
<Typography gutterBottom minWidth={"8em"}>
|
||||
Lookback Period
|
||||
</Typography>
|
||||
<EditableLookbackPeriod />
|
||||
</Stack>
|
||||
<ClickAwayListener
|
||||
onClickAway={() => {
|
||||
isPopperOpen.value = false;
|
||||
// refreshSimilarCalendarPriceChartData();
|
||||
console.log("clicked away");
|
||||
}}
|
||||
>
|
||||
<Popper open={isPopperOpen.value} anchorEl={popperAnchorEl.value}>
|
||||
<Paper elevation={3} sx={{ p: 3 }}>
|
||||
{popperContent.value}
|
||||
</Paper>
|
||||
</Popper>
|
||||
</ClickAwayListener>
|
||||
</Grid2>
|
||||
|
||||
<Grid2 size={{ xs: 12, md: 6 }}>
|
||||
<Paper elevation={3} sx={{ p: 3, minHeight: "28em" }}>
|
||||
{underlying.value !== null &&
|
||||
similarCalendarPriceChartData.value.length > 0 ? (
|
||||
<Scatter
|
||||
data={{
|
||||
datasets: [
|
||||
{
|
||||
label: "Calendar Open Price",
|
||||
data: historicalCalendarQuoteChartData.value,
|
||||
data: similarCalendarPriceChartData.value,
|
||||
},
|
||||
],
|
||||
}}
|
||||
@@ -405,12 +175,8 @@ export function HistoricalCalendarPrices() {
|
||||
.toISOString()
|
||||
.substring(0, 10),
|
||||
},
|
||||
min:
|
||||
new Date(chosenLookbackPeriodStart.value).getTime() /
|
||||
1000,
|
||||
max:
|
||||
new Date(chosenLookbackPeriodEnd.value).getTime() /
|
||||
1000,
|
||||
min: new Date(lookbackPeriodStart.value).getTime() / 1000,
|
||||
max: new Date(lookbackPeriodEnd.value).getTime() / 1000,
|
||||
},
|
||||
y: {
|
||||
beginAtZero: true,
|
||||
@@ -443,17 +209,17 @@ export function HistoricalCalendarPrices() {
|
||||
<Typography>Loading Chart...</Typography>
|
||||
)}
|
||||
</Paper>
|
||||
</Grid>
|
||||
<Grid item xs={12}>
|
||||
<Paper elevation={3} sx={{ p: 3 }}>
|
||||
{chosenUnderlying.value !== null &&
|
||||
historicalCalendarQuoteChartData.value.length > 0 ? (
|
||||
</Grid2>
|
||||
<Grid2 size={{ xs: 12, md: 6 }}>
|
||||
<Paper elevation={3} sx={{ p: 3, minHeight: "28em" }}>
|
||||
{underlying.value !== null &&
|
||||
calendarExitPriceChartData.value.length > 0 ? (
|
||||
<Scatter
|
||||
data={{
|
||||
datasets: [
|
||||
{
|
||||
label: "Calendar Exit Price",
|
||||
data: historicalCalendarExitQuoteChartData.value,
|
||||
data: calendarExitPriceChartData.value,
|
||||
},
|
||||
],
|
||||
}}
|
||||
@@ -517,8 +283,78 @@ export function HistoricalCalendarPrices() {
|
||||
<Typography>Loading Chart...</Typography>
|
||||
)}
|
||||
</Paper>
|
||||
</Grid>
|
||||
</Grid>
|
||||
</Grid2>
|
||||
<Grid2 size={{ xs: 12 }}>
|
||||
<Paper elevation={3} sx={{ p: 3, minHeight: "28em", height: "100%" }}>
|
||||
{underlying.value !== null &&
|
||||
stockPriceChartData.value.length > 0 ? (
|
||||
<Scatter
|
||||
data={{
|
||||
datasets: [
|
||||
{
|
||||
label: "Stock Open Price",
|
||||
data: stockPriceChartData.value,
|
||||
},
|
||||
],
|
||||
}}
|
||||
options={{
|
||||
showLine: true,
|
||||
normalized: true,
|
||||
scales: {
|
||||
x: {
|
||||
title: {
|
||||
display: true,
|
||||
text: "Time",
|
||||
},
|
||||
ticks: {
|
||||
callback: (value, index, ticks) =>
|
||||
new Date((value as number) * 1000)
|
||||
.toISOString()
|
||||
.substring(0, 10),
|
||||
},
|
||||
min: new Date(lookbackPeriodStart.value).getTime() / 1000,
|
||||
max: new Date(lookbackPeriodEnd.value).getTime() / 1000,
|
||||
},
|
||||
y: {
|
||||
beginAtZero: false,
|
||||
ticks: {
|
||||
callback: (value, index, ticks) =>
|
||||
`$${value.toString()}`,
|
||||
},
|
||||
},
|
||||
},
|
||||
elements: {
|
||||
point: {
|
||||
radius: 2,
|
||||
borderWidth: 0,
|
||||
},
|
||||
line: {
|
||||
borderWidth: 2,
|
||||
},
|
||||
},
|
||||
plugins: {
|
||||
tooltip: {
|
||||
enabled: false,
|
||||
},
|
||||
legend: {
|
||||
display: false,
|
||||
},
|
||||
title: {
|
||||
display: true,
|
||||
text: "Stock Price",
|
||||
},
|
||||
},
|
||||
animation: false,
|
||||
maintainAspectRatio: false,
|
||||
events: [],
|
||||
}}
|
||||
/>
|
||||
) : (
|
||||
<Typography>Loading Chart...</Typography>
|
||||
)}
|
||||
</Paper>
|
||||
</Grid2>
|
||||
</Grid2>
|
||||
</Container>
|
||||
);
|
||||
}
|
||||
|
||||
@@ -0,0 +1,28 @@
|
||||
import TextField from "@mui/material/TextField";
|
||||
import { EditableValue } from "./EditableValue";
|
||||
import { exitDTE } from "./state";
|
||||
import { refreshcalendarExitPriceChartData } from "./actions";
|
||||
import Slider from "@mui/material/Slider";
|
||||
|
||||
const handleExitDTEChange = (e) => {
|
||||
if (exitDTE.value !== Number.parseInt(e.target.value)) {
|
||||
exitDTE.value = Number.parseInt(e.target.value);
|
||||
refreshcalendarExitPriceChartData();
|
||||
}
|
||||
};
|
||||
|
||||
export function EditableExitDTE() {
|
||||
return (
|
||||
<Slider
|
||||
value={exitDTE.value}
|
||||
onChange={handleExitDTEChange}
|
||||
min={0}
|
||||
max={5}
|
||||
step={1}
|
||||
valueLabelDisplay="on"
|
||||
/>
|
||||
// <EditableValue text={exitDTE.value}>
|
||||
// <ExitToFrontExpirationChooser />
|
||||
// </EditableValue>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,66 @@
|
||||
import TextField from "@mui/material/TextField";
|
||||
import {
|
||||
refreshcalendarExitPriceChartData,
|
||||
refreshSimilarCalendarPriceChartData,
|
||||
refreshStockPriceChartData,
|
||||
} from "./actions";
|
||||
import { lookbackPeriodEnd, lookbackPeriodStart } from "./state";
|
||||
import Slider from "@mui/material/Slider";
|
||||
|
||||
const handleLookbackPeriodChange = (
|
||||
e,
|
||||
[newLookbackPeriodStart, newLookbackPeriodEnd]: [number, number]
|
||||
) => {
|
||||
const [lookbackPeriodStartUnixTime, lookbackPeriodEndUnixTime] = [
|
||||
new Date(lookbackPeriodStart.value).getTime(),
|
||||
new Date(lookbackPeriodEnd.value).getTime(),
|
||||
];
|
||||
if (lookbackPeriodStartUnixTime !== newLookbackPeriodStart) {
|
||||
lookbackPeriodStart.value = new Date(newLookbackPeriodStart)
|
||||
.toISOString()
|
||||
.substring(0, 10);
|
||||
refreshStockPriceChartData();
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
refreshcalendarExitPriceChartData();
|
||||
}
|
||||
if (lookbackPeriodEndUnixTime !== newLookbackPeriodEnd) {
|
||||
lookbackPeriodEnd.value = new Date(newLookbackPeriodEnd)
|
||||
.toISOString()
|
||||
.substring(0, 10);
|
||||
refreshStockPriceChartData();
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
refreshcalendarExitPriceChartData();
|
||||
}
|
||||
};
|
||||
|
||||
const earliestDate = new Date("2022-03-07");
|
||||
const DAY = 1000 * 60 * 60 * 24;
|
||||
function addDays(date, days) {
|
||||
const result = new Date(date);
|
||||
result.setDate(result.getDate() + days);
|
||||
return result.toISOString().substring(0, 10);
|
||||
}
|
||||
function daysBetween(date1, date2) {
|
||||
return Math.round(Math.abs((date2.getTime() - date1.getTime()) / DAY));
|
||||
}
|
||||
export function EditableLookbackPeriod() {
|
||||
return (
|
||||
<Slider
|
||||
value={[
|
||||
new Date(lookbackPeriodStart.value).getTime(),
|
||||
new Date(lookbackPeriodEnd.value).getTime(),
|
||||
]}
|
||||
onChange={handleLookbackPeriodChange}
|
||||
valueLabelFormat={(unixTimeMs) =>
|
||||
new Date(unixTimeMs).toISOString().substring(0, 10)
|
||||
}
|
||||
getAriaValueText={(unixTimeMs) =>
|
||||
new Date(unixTimeMs).toISOString().substring(0, 10)
|
||||
}
|
||||
min={earliestDate.getTime()}
|
||||
max={earliestDate.getTime() + 250 * DAY}
|
||||
step={DAY}
|
||||
valueLabelDisplay="on"
|
||||
/>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,38 @@
|
||||
import TextField from "@mui/material/TextField";
|
||||
import {
|
||||
refreshcalendarExitPriceChartData,
|
||||
refreshSimilarCalendarPriceChartData,
|
||||
refreshStockPriceChartData,
|
||||
} from "./actions";
|
||||
import { lookbackPeriodEnd } from "./state";
|
||||
import { EditableValue } from "./EditableValue";
|
||||
|
||||
const handleLookbackPeriodEndChange = (e) => {
|
||||
if (lookbackPeriodEnd.value !== e.target.value) {
|
||||
lookbackPeriodEnd.value = e.target.value;
|
||||
refreshStockPriceChartData();
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
refreshcalendarExitPriceChartData();
|
||||
}
|
||||
};
|
||||
|
||||
function LookbackPeriodEndChooser() {
|
||||
return (
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Lookback Period End"
|
||||
type="date"
|
||||
value={lookbackPeriodEnd.value}
|
||||
onChange={handleLookbackPeriodEndChange}
|
||||
InputLabelProps={{ shrink: true }}
|
||||
/>
|
||||
);
|
||||
}
|
||||
|
||||
export function EditableLookbackPeriodEnd() {
|
||||
return (
|
||||
<EditableValue text={lookbackPeriodEnd.value}>
|
||||
<LookbackPeriodEndChooser />
|
||||
</EditableValue>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,38 @@
|
||||
import TextField from "@mui/material/TextField";
|
||||
import {
|
||||
refreshcalendarExitPriceChartData,
|
||||
refreshSimilarCalendarPriceChartData,
|
||||
refreshStockPriceChartData,
|
||||
} from "./actions";
|
||||
import { lookbackPeriodStart } from "./state";
|
||||
import { EditableValue } from "./EditableValue";
|
||||
|
||||
const handleLookbackPeriodStartChange = (e) => {
|
||||
if (lookbackPeriodStart.value !== e.target.value) {
|
||||
lookbackPeriodStart.value = e.target.value;
|
||||
refreshStockPriceChartData();
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
refreshcalendarExitPriceChartData();
|
||||
}
|
||||
};
|
||||
|
||||
function LookbackPeriodStartChooser() {
|
||||
return (
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Lookback Period Start"
|
||||
type="date"
|
||||
value={lookbackPeriodStart.value}
|
||||
onChange={handleLookbackPeriodStartChange}
|
||||
InputLabelProps={{ shrink: true }}
|
||||
/>
|
||||
);
|
||||
}
|
||||
|
||||
export function EditableLookbackPeriodStart() {
|
||||
return (
|
||||
<EditableValue text={lookbackPeriodStart.value}>
|
||||
<LookbackPeriodStartChooser />
|
||||
</EditableValue>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,26 @@
|
||||
import { refreshSimilarCalendarPriceChartData } from "./actions";
|
||||
import { openDTE } from "./state";
|
||||
import Slider from "@mui/material/Slider";
|
||||
|
||||
const handleOpenDTEChange = (e) => {
|
||||
if (openDTE.value !== Number.parseInt(e.target.value)) {
|
||||
openDTE.value = Number.parseInt(e.target.value);
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
}
|
||||
};
|
||||
|
||||
export function EditableOpenDTE() {
|
||||
return (
|
||||
<Slider
|
||||
value={openDTE.value}
|
||||
onChange={handleOpenDTEChange}
|
||||
min={0}
|
||||
max={5}
|
||||
step={1}
|
||||
valueLabelDisplay="on"
|
||||
/>
|
||||
// <EditableValue text={openDTE.value}>
|
||||
// <DaysToFrontExpirationChooser />
|
||||
// </EditableValue>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,45 @@
|
||||
import TextField from "@mui/material/TextField";
|
||||
import {
|
||||
refreshcalendarExitPriceChartData,
|
||||
refreshSimilarCalendarPriceChartData,
|
||||
} from "./actions";
|
||||
import { span } from "./state";
|
||||
import { EditableValue } from "./EditableValue";
|
||||
import Slider from "@mui/material/Slider";
|
||||
|
||||
const handleSpanChange = (e) => {
|
||||
if (span.value !== Number.parseInt(e.target.value)) {
|
||||
span.value = Number.parseInt(e.target.value);
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
refreshcalendarExitPriceChartData();
|
||||
}
|
||||
};
|
||||
|
||||
function DaysBetweenFrontAndBackExpirationChooser() {
|
||||
return (
|
||||
<TextField
|
||||
fullWidth
|
||||
label="Front-to-Back-Month Days to Expiration Difference"
|
||||
type="number"
|
||||
value={span.value}
|
||||
onChange={handleSpanChange}
|
||||
InputProps={{ endAdornment: "Days Difference" }}
|
||||
/>
|
||||
);
|
||||
}
|
||||
|
||||
export function EditableSpan() {
|
||||
return (
|
||||
<Slider
|
||||
value={span.value}
|
||||
onChange={handleSpanChange}
|
||||
min={3}
|
||||
max={45}
|
||||
step={1}
|
||||
valueLabelDisplay="on"
|
||||
/>
|
||||
// <EditableValue text={span.value}>
|
||||
// <DaysBetweenFrontAndBackExpirationChooser />
|
||||
// </EditableValue>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,65 @@
|
||||
import Box from "@mui/material/Box";
|
||||
import { EditableValue } from "./EditableValue";
|
||||
import { moniness, moninessRadius } from "./state";
|
||||
import Slider from "@mui/material/Slider";
|
||||
import { refreshSimilarCalendarPriceChartData } from "./actions";
|
||||
|
||||
function MoninessChooser() {
|
||||
return (
|
||||
<Slider
|
||||
fullWidth
|
||||
label="Strike % From Underlying Price"
|
||||
value={moniness.value}
|
||||
valueLabelDisplay="on"
|
||||
min={0}
|
||||
max={10}
|
||||
step={1}
|
||||
onChange={(e, value) => {
|
||||
moniness.value = value as number;
|
||||
}}
|
||||
onChangeCommitted={(e, value) => {
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
}}
|
||||
InputProps={{ endAdornment: "%" }}
|
||||
/>
|
||||
);
|
||||
}
|
||||
|
||||
function MoninessRadiusChooser() {
|
||||
return (
|
||||
<Slider
|
||||
fullWidth
|
||||
label="Strike % Radius"
|
||||
value={moninessRadius.value}
|
||||
valueLabelDisplay="on"
|
||||
min={0}
|
||||
max={10}
|
||||
step={1}
|
||||
onChange={(e, value) => {
|
||||
moninessRadius.value = value as number;
|
||||
}}
|
||||
onChangeCommitted={(e, value) => {
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
}}
|
||||
InputProps={{ endAdornment: "%" }}
|
||||
/>
|
||||
);
|
||||
}
|
||||
|
||||
/** This is its own component so that sliding the slider with the mouse is
|
||||
* smoother. Preact detects reads from the "slider" signal values, and
|
||||
* associates them with the component that read them and redraws that component.
|
||||
* If this was not its own component, it would redraw the entire UI. It was very
|
||||
* slow. */
|
||||
export function EditableStrike() {
|
||||
return (
|
||||
<EditableValue
|
||||
text={`${moniness.value.toFixed(1)}±${moninessRadius.value.toFixed(2)}`}
|
||||
>
|
||||
<Box sx={{ minWidth: "20em" }}>
|
||||
<MoninessChooser />
|
||||
<MoninessRadiusChooser />
|
||||
</Box>
|
||||
</EditableValue>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,42 @@
|
||||
import Select from "@mui/material/Select";
|
||||
import { EditableValue } from "./EditableValue";
|
||||
import { availableUnderlyings, underlying } from "./state";
|
||||
import MenuItem from "@mui/material/MenuItem";
|
||||
import {
|
||||
refreshcalendarExitPriceChartData,
|
||||
refreshSimilarCalendarPriceChartData,
|
||||
refreshStockPriceChartData,
|
||||
} from "./actions";
|
||||
|
||||
const handleUnderlyingChange = (e) => {
|
||||
if (underlying.value !== e.target.value) {
|
||||
underlying.value = e.target.value;
|
||||
refreshStockPriceChartData();
|
||||
refreshSimilarCalendarPriceChartData();
|
||||
refreshcalendarExitPriceChartData();
|
||||
}
|
||||
};
|
||||
|
||||
function UnderlyingChooser() {
|
||||
return (
|
||||
<Select
|
||||
value={underlying.value || ""}
|
||||
onChange={handleUnderlyingChange}
|
||||
label="Available Underlyings"
|
||||
>
|
||||
{availableUnderlyings.value.map((underlying) => (
|
||||
<MenuItem key={underlying} value={underlying}>
|
||||
{underlying}
|
||||
</MenuItem>
|
||||
))}
|
||||
</Select>
|
||||
);
|
||||
}
|
||||
|
||||
export function EditableUnderlying() {
|
||||
return (
|
||||
<EditableValue text={underlying.value}>
|
||||
<UnderlyingChooser />
|
||||
</EditableValue>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,29 @@
|
||||
import Button from "@mui/material/Button";
|
||||
import { isPopperOpen, popperAnchorEl, popperContent } from "./state";
|
||||
|
||||
export function EditableValue({ text, children }) {
|
||||
return (
|
||||
<Button
|
||||
variant="text"
|
||||
size="large"
|
||||
sx={{
|
||||
textDecoration: "underline",
|
||||
textUnderlineOffset: "3px",
|
||||
fontSize: "1.0em",
|
||||
}}
|
||||
onClick={(e) => {
|
||||
// stop propagation so it's not caught by the ClickAwayListener:
|
||||
e.stopPropagation();
|
||||
if (isPopperOpen.value === false) {
|
||||
isPopperOpen.value = true;
|
||||
popperAnchorEl.value = e.currentTarget;
|
||||
popperContent.value = children;
|
||||
} else {
|
||||
isPopperOpen.value = false;
|
||||
}
|
||||
}}
|
||||
>
|
||||
{text}
|
||||
</Button>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,81 @@
|
||||
import { trpc } from "../../trpc";
|
||||
import {
|
||||
calendarExitPriceChartData,
|
||||
span,
|
||||
openDTE,
|
||||
exitDTE,
|
||||
lookbackPeriodEnd,
|
||||
lookbackPeriodStart,
|
||||
similarCalendarPriceChartData,
|
||||
stockPriceChartData,
|
||||
moniness,
|
||||
moninessRadius,
|
||||
underlying,
|
||||
} from "./state";
|
||||
|
||||
function debounce(func, wait) {
|
||||
let timeout;
|
||||
return function () {
|
||||
const context = this;
|
||||
const args = arguments;
|
||||
clearTimeout(timeout);
|
||||
timeout = setTimeout(() => func.apply(context, args), wait);
|
||||
};
|
||||
}
|
||||
function throttle(func, limit) {
|
||||
let inThrottle;
|
||||
return function () {
|
||||
const context = this;
|
||||
const args = arguments;
|
||||
if (!inThrottle) {
|
||||
func.apply(context, args);
|
||||
inThrottle = true;
|
||||
setTimeout(() => (inThrottle = false), limit);
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
export const refreshStockPriceChartData = throttle(() => {
|
||||
stockPriceChartData.value = [];
|
||||
trpc.StockPriceChart.getChartData
|
||||
.query({
|
||||
underlying: underlying.value,
|
||||
lookbackPeriodStart: lookbackPeriodStart.value,
|
||||
lookbackPeriodEnd: lookbackPeriodEnd.value,
|
||||
})
|
||||
.then((getChartDataResponse) => {
|
||||
stockPriceChartData.value = getChartDataResponse;
|
||||
});
|
||||
}, 400);
|
||||
export const refreshSimilarCalendarPriceChartData = throttle(() => {
|
||||
similarCalendarPriceChartData.value = [];
|
||||
trpc.SimilarCalendarPriceChart.getChartData
|
||||
.query({
|
||||
underlying: underlying.value,
|
||||
daysToFrontExpiration: openDTE.value,
|
||||
daysBetweenFrontAndBackExpiration: span.value,
|
||||
strikePercentageFromUnderlyingPriceRangeMin:
|
||||
(moniness.value - moninessRadius.value) / 100,
|
||||
strikePercentageFromUnderlyingPriceRangeMax:
|
||||
(moniness.value + moninessRadius.value) / 100,
|
||||
lookbackPeriodStart: lookbackPeriodStart.value,
|
||||
lookbackPeriodEnd: lookbackPeriodEnd.value,
|
||||
})
|
||||
.then((getChartDataResponse) => {
|
||||
similarCalendarPriceChartData.value = getChartDataResponse;
|
||||
});
|
||||
}, 400);
|
||||
export const refreshcalendarExitPriceChartData = throttle(() => {
|
||||
calendarExitPriceChartData.value = [];
|
||||
trpc.CalendarExitPriceChart.getChartData
|
||||
.query({
|
||||
underlying: underlying.value,
|
||||
daysToFrontExpiration: exitDTE.value,
|
||||
daysBetweenFrontAndBackExpiration: span.value,
|
||||
lookbackPeriodStart: lookbackPeriodStart.value,
|
||||
lookbackPeriodEnd: lookbackPeriodEnd.value,
|
||||
})
|
||||
.then((getChartDataResponse) => {
|
||||
calendarExitPriceChartData.value = getChartDataResponse;
|
||||
});
|
||||
}, 400);
|
||||
@@ -0,0 +1,46 @@
|
||||
import { computed, signal } from "@preact/signals";
|
||||
|
||||
export const isPopperOpen = signal(false);
|
||||
export const popperAnchorEl = signal(null);
|
||||
export const popperContent = signal(null);
|
||||
|
||||
export const availableUnderlyings = signal([]);
|
||||
export const underlying = signal(null);
|
||||
|
||||
export const openDTE = signal(14);
|
||||
|
||||
export const span = signal(14);
|
||||
|
||||
export const moniness = signal(1);
|
||||
export const moninessRadius = signal(1);
|
||||
|
||||
export const exitDTE = signal(2);
|
||||
|
||||
export const stockPriceChartData = signal<Array<[number, number]>>([]);
|
||||
|
||||
export const similarCalendarPriceChartData = signal([]);
|
||||
|
||||
export const calendarExitPriceChartData = signal([]);
|
||||
|
||||
export const lookbackPeriodStart = signal("2022-03-01");
|
||||
export const lookbackPeriodEnd = signal("2022-04-01");
|
||||
|
||||
export const maxChartPrice = computed(() =>
|
||||
Math.max(
|
||||
Math.max.apply(
|
||||
null,
|
||||
similarCalendarPriceChartData.value.map((d) => d.y).slice(0, -2)
|
||||
),
|
||||
Math.max.apply(
|
||||
null,
|
||||
calendarExitPriceChartData.value.map((d) => d.y).slice(0, -2)
|
||||
)
|
||||
)
|
||||
);
|
||||
|
||||
export const maxN = computed(() =>
|
||||
Math.max.apply(
|
||||
null,
|
||||
calendarExitPriceChartData.value.map((d) => d.n)
|
||||
)
|
||||
);
|
||||
@@ -27,3 +27,4 @@ dist-ssr
|
||||
.env
|
||||
*.db
|
||||
*.db-lck
|
||||
Calendar tRPC
|
||||
+17
-12
@@ -2,22 +2,27 @@
|
||||
FROM node:20-slim AS base
|
||||
ENV PNPM_HOME="/pnpm"
|
||||
ENV PATH="$PNPM_HOME:$PATH"
|
||||
RUN corepack enable
|
||||
RUN npm install -g corepack@latest && corepack enable
|
||||
COPY package.json pnpm-lock.yaml /app/
|
||||
WORKDIR /app
|
||||
|
||||
FROM base AS prod-deps
|
||||
RUN --mount=type=cache,id=pnpm,target=/pnpm/store pnpm install --prod --frozen-lockfile
|
||||
|
||||
# install dev dependencies which are needed for building, such as typescript:
|
||||
FROM base AS build
|
||||
RUN --mount=type=cache,id=pnpm,target=/pnpm/store pnpm install --frozen-lockfile
|
||||
COPY tsconfig.json /app/
|
||||
COPY src /app/src
|
||||
RUN pnpm run build
|
||||
CMD [ "pnpm", "tsx", "src/index.ts" ]
|
||||
|
||||
FROM base
|
||||
COPY --from=prod-deps /app/node_modules /app/node_modules
|
||||
COPY --from=build /app/dist /app/dist
|
||||
WORKDIR /app/dist
|
||||
CMD [ "node", "index.js" ]
|
||||
# FROM base AS prod-deps
|
||||
# RUN --mount=type=cache,id=pnpm,target=/pnpm/store pnpm install --prod --frozen-lockfile
|
||||
|
||||
# # install dev dependencies which are needed for building, such as typescript:
|
||||
# FROM base AS build
|
||||
# RUN --mount=type=cache,id=pnpm,target=/pnpm/store pnpm install --frozen-lockfile
|
||||
# COPY tsconfig.json /app/
|
||||
# COPY src /app/src
|
||||
# RUN pnpm run build
|
||||
|
||||
# FROM base
|
||||
# COPY --from=prod-deps /app/node_modules /app/node_modules
|
||||
# COPY --from=build /app/dist /app/dist
|
||||
# WORKDIR /app/dist
|
||||
# CMD [ "node", "index.js" ]
|
||||
+2
-1
@@ -9,11 +9,12 @@
|
||||
"cli": "tsx src/cli.tsx"
|
||||
},
|
||||
"dependencies": {
|
||||
"@clickhouse/client": "^0.2.7",
|
||||
"@clickhouse/client": "^1.4.1",
|
||||
"@humanwhocodes/env": "^3.0.5",
|
||||
"@sinclair/typebox": "^0.32.5",
|
||||
"@trpc/server": "^10.45.0",
|
||||
"cors": "^2.8.5",
|
||||
"date-fns": "^3.6.0",
|
||||
"execa": "^9.3.0",
|
||||
"ink": "^4.1.0",
|
||||
"ink-text-input": "^5.0.1",
|
||||
|
||||
Generated
+17
-9
@@ -9,8 +9,8 @@ importers:
|
||||
.:
|
||||
dependencies:
|
||||
'@clickhouse/client':
|
||||
specifier: ^0.2.7
|
||||
version: 0.2.7
|
||||
specifier: ^1.4.1
|
||||
version: 1.4.1
|
||||
'@humanwhocodes/env':
|
||||
specifier: ^3.0.5
|
||||
version: 3.0.5
|
||||
@@ -23,6 +23,9 @@ importers:
|
||||
cors:
|
||||
specifier: ^2.8.5
|
||||
version: 2.8.5
|
||||
date-fns:
|
||||
specifier: ^3.6.0
|
||||
version: 3.6.0
|
||||
execa:
|
||||
specifier: ^9.3.0
|
||||
version: 9.3.0
|
||||
@@ -88,11 +91,11 @@ packages:
|
||||
resolution: {integrity: sha512-3yWxPTq3UQ/FY9p1ErPxIyfT64elWaMvM9lIHnaqpyft63tkxodF5aUElYHrdisWve5cETkh1+KBw1yJuW0aRw==}
|
||||
engines: {node: '>=14.13.1'}
|
||||
|
||||
'@clickhouse/client-common@0.2.7':
|
||||
resolution: {integrity: sha512-vgZm+8c5Cu1toIx1/xplF5dEHlCPw+7pJDOOEtLv2CIUVZ0Bl6nGVZ43EWxRdHeah9ivTfoRWhN1zI1PxjH0xQ==}
|
||||
'@clickhouse/client-common@1.4.1':
|
||||
resolution: {integrity: sha512-f5eoTrUSDplrMoi3ddeZ0MzGTn0iGMByEQ8j63eVMoBSOI2+F6jEIPcW2tWofT79Rvnn3RRlveYcShiaIiCJyw==}
|
||||
|
||||
'@clickhouse/client@0.2.7':
|
||||
resolution: {integrity: sha512-ZiyarrGngHc+f5AjZSA7mkQfvnE/71jgXk304B0ps8V+aBpE2CsFB6AQmE/Mk2YkP5j+8r/JfG+m0AZWmE27ig==}
|
||||
'@clickhouse/client@1.4.1':
|
||||
resolution: {integrity: sha512-12iV+MeykxdQySRFHwaVU+hKUv3JP6kdwOI+z3zzyfPVYHynTlV8emJjjGZR0+VfRaj3PCMuQfryfsJ82nh9WQ==}
|
||||
engines: {node: '>=16'}
|
||||
|
||||
'@esbuild/aix-ppc64@0.19.11':
|
||||
@@ -610,6 +613,9 @@ packages:
|
||||
csstype@3.1.3:
|
||||
resolution: {integrity: sha512-M1uQkMl8rQK/szD0LNhtqxIPLpimGm8sOBwU7lLnCpSbTyY3yeU1Vc7l4KT5zT4s/yOxHH5O7tIuuLOCnLADRw==}
|
||||
|
||||
date-fns@3.6.0:
|
||||
resolution: {integrity: sha512-fRHTG8g/Gif+kSh50gaGEdToemgfj74aRX3swtiouboip5JDLAyDE9F11nHMIcvOaXeOC6D7SpNhi7uFyB7Uww==}
|
||||
|
||||
debug@4.3.5:
|
||||
resolution: {integrity: sha512-pt0bNEmneDIvdL1Xsd9oDQ/wrQRkXDT4AUWlNZNPKvW5x/jyO9VFXkJUP07vQ2upmw5PlaITaPKc31jK13V+jg==}
|
||||
engines: {node: '>=6.0'}
|
||||
@@ -1626,11 +1632,11 @@ snapshots:
|
||||
ansi-styles: 6.2.1
|
||||
is-fullwidth-code-point: 4.0.0
|
||||
|
||||
'@clickhouse/client-common@0.2.7': {}
|
||||
'@clickhouse/client-common@1.4.1': {}
|
||||
|
||||
'@clickhouse/client@0.2.7':
|
||||
'@clickhouse/client@1.4.1':
|
||||
dependencies:
|
||||
'@clickhouse/client-common': 0.2.7
|
||||
'@clickhouse/client-common': 1.4.1
|
||||
|
||||
'@esbuild/aix-ppc64@0.19.11':
|
||||
optional: true
|
||||
@@ -2021,6 +2027,8 @@ snapshots:
|
||||
|
||||
csstype@3.1.3: {}
|
||||
|
||||
date-fns@3.6.0: {}
|
||||
|
||||
debug@4.3.5:
|
||||
dependencies:
|
||||
ms: 2.1.2
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
import { query } from "./lib/clickhouse";
|
||||
import { publicProcedure, RpcType, router } from "./trpc";
|
||||
import { query } from "./lib/clickhouse.js";
|
||||
import { publicProcedure, RpcType, router } from "./trpc.js";
|
||||
import {
|
||||
Object as ObjectT,
|
||||
String as StringT,
|
||||
@@ -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 ["AAPL", "AMD", "GOOGL", "MSFT", "NFLX"];
|
||||
return ["SPY"];
|
||||
});
|
||||
|
||||
export const getAvailableAsOfDates = publicProcedure
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
import { query } from "./lib/clickhouse";
|
||||
import { publicProcedure, RpcType, router } from "./trpc";
|
||||
import { query } from "./lib/clickhouse.js";
|
||||
import { publicProcedure, RpcType, router } from "./trpc.js";
|
||||
import {
|
||||
Object as ObjectT,
|
||||
String as StringT,
|
||||
@@ -30,18 +30,17 @@ export const getChartData = publicProcedure
|
||||
} = opts.input;
|
||||
return await query<[number, number, number]>(
|
||||
`
|
||||
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'
|
||||
SELECT
|
||||
moniness*100 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 <= '${lookbackPeriodEnd}'
|
||||
GROUP BY x, y
|
||||
ORDER BY x ASC, y ASC
|
||||
`,
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
import { query } from "./lib/clickhouse";
|
||||
import { publicProcedure, RpcType, router } from "./trpc";
|
||||
import { query } from "./lib/clickhouse.js";
|
||||
import { publicProcedure, RpcType, router } from "./trpc.js";
|
||||
import {
|
||||
Object as ObjectT,
|
||||
String as StringT,
|
||||
@@ -34,17 +34,16 @@ export const getChartData = publicProcedure
|
||||
} = opts.input;
|
||||
return await query<[number, number]>(
|
||||
`
|
||||
SELECT
|
||||
toUnixTimestamp(tsStart) as x,
|
||||
truncate(calendarPrice, 2) as y
|
||||
FROM calendar_histories
|
||||
WHERE symbol = '${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'
|
||||
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 <= '${lookbackPeriodEnd}'
|
||||
`,
|
||||
"JSONEachRow"
|
||||
);
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
import { query } from "./lib/clickhouse";
|
||||
import { publicProcedure, RpcType, router } from "./trpc";
|
||||
import { query } from "./lib/clickhouse.js";
|
||||
import { publicProcedure, RpcType, router } from "./trpc.js";
|
||||
import { Object as ObjectT, String as StringT } from "@sinclair/typebox";
|
||||
|
||||
export const getChartData = publicProcedure
|
||||
@@ -17,15 +17,17 @@ export const getChartData = publicProcedure
|
||||
return await query<[number, number]>(
|
||||
`
|
||||
SELECT
|
||||
toUnixTimestamp(tsStart) as x,
|
||||
open as y
|
||||
FROM stock_aggregates
|
||||
toUnixTimestamp(toStartOfHour(ts)) as x,
|
||||
avg(price) as y
|
||||
FROM stock_aggregates_filled
|
||||
WHERE symbol = '${underlying}'
|
||||
AND tsStart >= '${lookbackPeriodStart} 00:00:00'
|
||||
AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
|
||||
AND ts >= '${lookbackPeriodStart} 00:00:00'
|
||||
AND ts <= '${lookbackPeriodEnd} 00:00:00'
|
||||
GROUP BY x
|
||||
ORDER BY x ASC
|
||||
`,
|
||||
"JSONEachRow"
|
||||
"JSONCompactEachRow"
|
||||
// "JSONEachRow"
|
||||
);
|
||||
});
|
||||
|
||||
+2
-2
@@ -9,7 +9,7 @@ import {
|
||||
} from "@sinclair/typebox";
|
||||
import { createServer } from "node:http";
|
||||
import { Env } from "@humanwhocodes/env";
|
||||
import UnderlyingPriceChart from "./UnderlyingPriceChart.js";
|
||||
import StockPriceChart from "./StockPriceChart.js";
|
||||
import SimilarCalendarPriceChart from "./SimilarCalendarPriceChart.js";
|
||||
import CalendarExitPriceChart from "./CalendarExitPriceChart.js";
|
||||
import CalendarCharacteristicsForm from "./CalendarCharacteristicsForm.js";
|
||||
@@ -71,7 +71,7 @@ export const getOpensForOptionContract = publicProcedure
|
||||
|
||||
const appRouter = router({
|
||||
CalendarCharacteristicsForm,
|
||||
UnderlyingPriceChart,
|
||||
StockPriceChart,
|
||||
SimilarCalendarPriceChart,
|
||||
CalendarExitPriceChart,
|
||||
|
||||
|
||||
@@ -6,21 +6,21 @@ import { retry } from "./utils/retry.js";
|
||||
const env = new Env();
|
||||
|
||||
const { CLICKHOUSE_USER, CLICKHOUSE_PASS } = env.required;
|
||||
const CLICKHOUSE_HOST = env.get("CLICKHOUSE_HOST", "http://localhost:8123");
|
||||
const CLICKHOUSE_URL = env.get("CLICKHOUSE_URL", "http://localhost:8123");
|
||||
|
||||
export const clickhouse = createClickhouseClient({
|
||||
host: CLICKHOUSE_HOST,
|
||||
url: CLICKHOUSE_URL,
|
||||
username: CLICKHOUSE_USER,
|
||||
password: CLICKHOUSE_PASS,
|
||||
keep_alive: {
|
||||
enabled: true,
|
||||
socket_ttl: 2500,
|
||||
// socket_ttl: 2500,
|
||||
},
|
||||
});
|
||||
|
||||
export async function query<T>(
|
||||
queryString: string,
|
||||
format: DataFormat = "JSONEachRow",
|
||||
format: DataFormat = "JSONEachRow"
|
||||
): Promise<Array<T>> {
|
||||
return await retry(
|
||||
async () => {
|
||||
@@ -33,6 +33,6 @@ export async function query<T>(
|
||||
});
|
||||
return await result.json();
|
||||
},
|
||||
{ maxRetries: 5 },
|
||||
{ maxRetries: 5 }
|
||||
);
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user