use Slider for lookback period

This reverts commit c749321fe9.

.gitignore

@@ -1,2 +1,4 @@
 .pnpm-store
-node_modules
+node_modules
+.aider*
+.env

.tool-versions

@@ -1 +1,3 @@
 nodejs 20.15.1
+python 3.12.4
+pnpm 9.7.1

frontend/Dockerfile

@@ -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

frontend/package.json

@@ -7,12 +7,10 @@
 		"preview": "vite preview"
 	},
 	"dependencies": {
-		"@date-io/date-fns": "^3.0.0",
+		"@mui/icons-material": "^6.1.1",
-		"@emotion/react": "^11.13.0",
+		"@mui/material": "^6.1.1",
-		"@emotion/styled": "^11.13.0",
+		"@mui/system": "^6.1.1",
-		"@mui/material": "^5.16.6",
+		"@mui/x-date-pickers": "^7.18.0",
-		"@mui/system": "^5.16.6",
-		"@mui/x-date-pickers": "^7.12.0",
 		"@preact/signals": "^1.2.2",
 		"@trpc/client": "^10.45.0",
 		"chart.js": "^4.4.1",

frontend/pnpm-lock.yaml

@@ -8,24 +8,18 @@ importers:
 
   .:
     dependencies:
-      '@date-io/date-fns':
+      '@mui/icons-material':
-        specifier: ^3.0.0
+        specifier: ^6.1.1
-        version: 3.0.0(date-fns@3.6.0)
+        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)
-      '@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/material':
-        specifier: ^5.16.6
+        specifier: ^6.1.1
-        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)
+        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
+        specifier: ^6.1.1
-        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)
+        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
+        specifier: ^7.18.0
-        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)
+        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':
+  '@mui/core-downloads-tracker@6.1.1':
-    resolution: {integrity: sha512-kytg6LheUG42V8H/o/Ptz3olSO5kUXW9zF0ox18VnblX6bO2yif1FPItgc3ey1t5ansb1+gbe7SatntqusQupg==}
+    resolution: {integrity: sha512-VdQC1tPIIcZAnf62L2M1eQif0x2vlKg3YK4kGYbtijSH4niEgI21GnstykW1vQIs+Bc6L+Hua2GATYVjilJ22A==}
 
-  '@mui/material@5.16.6':
+  '@mui/icons-material@6.1.1':
-    resolution: {integrity: sha512-0LUIKBOIjiFfzzFNxXZBRAyr9UQfmTAFzbt6ziOU2FDXhorNN2o3N9/32mNJbCA8zJo2FqFU6d3dtoqUDyIEfA==}
+    resolution: {integrity: sha512-sy/YKwcLPW8VcacNP2uWMYR9xyWuwO9NN9FXuGEU90bRshBXj8pdKk+joe3TCW7oviVS3zXLHlc94wQ0jNsQRQ==}
-    engines: {node: '>=12.0.0'}
+    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
+      '@mui/material-pigment-css': ^6.1.1
-      react: ^17.0.0 || ^18.0.0
+      '@types/react': ^17.0.0 || ^18.0.0 || ^19.0.0
-      react-dom: ^17.0.0 || ^18.0.0
+      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':
+  '@mui/private-theming@6.1.1':
-    resolution: {integrity: sha512-rAk+Rh8Clg7Cd7shZhyt2HGTTE5wYKNSJ5sspf28Fqm/PZ69Er9o6KX25g03/FG2dfpg5GCwZh/xOojiTfm3hw==}
+    resolution: {integrity: sha512-JlrjIdhyZUtewtdAuUsvi3ZnO0YS49IW4Mfz19ZWTlQ0sDGga6LNPVwHClWr2/zJK2we2BQx9/i8M32rgKuzrg==}
-    engines: {node: '>=12.0.0'}
+    engines: {node: '>=14.0.0'}
     peerDependencies:
-      '@types/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
+      react: ^17.0.0 || ^18.0.0 || ^19.0.0
     peerDependenciesMeta:
       '@types/react':
         optional: true
 
-  '@mui/styled-engine@5.16.6':
+  '@mui/styled-engine@6.1.1':
-    resolution: {integrity: sha512-zaThmS67ZmtHSWToTiHslbI8jwrmITcN93LQaR2lKArbvS7Z3iLkwRoiikNWutx9MBs8Q6okKvbZq1RQYB3v7g==}
+    resolution: {integrity: sha512-HJyIoMpFb11fnHuRtUILOXgq6vj4LhIlE8maG4SwP/W+E5sa7HFexhnB3vOMT7bKys4UKNxhobC8jwWxYilGsA==}
-    engines: {node: '>=12.0.0'}
+    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':
+  '@mui/system@6.1.1':
-    resolution: {integrity: sha512-5xgyJjBIMPw8HIaZpfbGAaFYPwImQn7Nyh+wwKWhvkoIeDosQ1ZMVrbTclefi7G8hNmqhip04duYwYpbBFnBgw==}
+    resolution: {integrity: sha512-PaYsCz2tUOcpu3T0okDEsSuP/yCDIj9JZ4Tox1JovRSKIjltHpXPsXZSGr3RiWdtM1MTQMFMCZzu0+CKbyy+Kw==}
-    engines: {node: '>=12.0.0'}
+    engines: {node: '>=14.0.0'}
     peerDependencies:
       '@emotion/react': ^11.5.0
       '@emotion/styled': ^11.3.0
-      '@types/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
+      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':
+  '@mui/types@7.2.17':
-    resolution: {integrity: sha512-nbo7yPhtKJkdf9kcVOF8JZHPZTmqXjJ/tI0bdWgHg5tp9AnIN4Y7f7wm9T+0SyGYJk76+GYZ8Q5XaTYAsUHN0Q==}
+    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':
+  '@mui/utils@6.1.1':
-    resolution: {integrity: sha512-WU5C7QNfSpJ9cP8vl2sY7q35NW+0TUMgEy+sl98fcPhLckq3cgV1wnVxoZnQZ3BxVQAtx+7ag/MpefU03vJcVw==}
+    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
+      '@mui/material': ^5.15.14 || ^6.0.0
-      date-fns: ^2.25.0 || ^3.2.0
+      '@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==}
 
@@ -573,8 +591,8 @@ packages:
   '@types/prop-types@15.7.12':
     resolution: {integrity: sha512-5zvhXYtRNRluoE/jAp4GVsSduVUzNWKkOZrCDBWYtE7biZywwdC2AcEzg+cSMLFRfVgeAFqpfNabiPjxFddV1Q==}
 
-  '@types/react-transition-group@4.4.10':
+  '@types/react-transition-group@4.4.11':
-    resolution: {integrity: sha512-hT/+s0VQs2ojCX823m60m5f0sL5idt9SO6Tj6Dg+rdphGPIeJbJ6CxvBYkgkGKrYeDjvIpKTR38UzmtHJOGW3Q==}
+    resolution: {integrity: sha512-RM05tAniPZ5DZPzzNFP+DmrcOdD0efDUxMy3145oljWSl3x9ZV5vhme98gTxFrj2lhXvmGNnUiuDyJgY9IKkNA==}
 
   '@types/react@18.3.3':
     resolution: {integrity: sha512-hti/R0pS0q1/xx+TsI73XIqk26eBsISZ2R0wUijXIngRK9R/e7Xw/cXVxQK7R5JjW+SV4zGcn5hXjudkN/pLIw==}
@@ -1107,6 +1125,10 @@ snapshots:
     dependencies:
       regenerator-runtime: 0.14.1
 
+  '@babel/runtime@7.25.6':
+    dependencies:
+      regenerator-runtime: 0.14.1
+
   '@babel/template@7.22.15':
     dependencies:
       '@babel/code-frame': 7.23.5
@@ -1134,18 +1156,10 @@ snapshots:
       '@babel/helper-validator-identifier': 7.22.20
       to-fast-properties: 2.0.0
 
-  '@date-io/core@3.0.0': {}
-
-  '@date-io/date-fns@3.0.0(date-fns@3.6.0)':
-    dependencies:
-      '@date-io/core': 3.0.0
-    optionalDependencies:
-      date-fns: 3.6.0
-
   '@emotion/babel-plugin@11.12.0':
     dependencies:
       '@babel/helper-module-imports': 7.22.15
-      '@babel/runtime': 7.25.0
+      '@babel/runtime': 7.25.6
       '@emotion/hash': 0.9.2
       '@emotion/memoize': 0.9.0
       '@emotion/serialize': 1.3.0
@@ -1155,6 +1169,7 @@ snapshots:
       find-root: 1.1.0
       source-map: 0.5.7
       stylis: 4.2.0
+    optional: true
 
   '@emotion/cache@11.13.1':
     dependencies:
@@ -1164,17 +1179,19 @@ snapshots:
       '@emotion/weak-memoize': 0.4.0
       stylis: 4.2.0
 
-  '@emotion/hash@0.9.2': {}
+  '@emotion/hash@0.9.2':
+    optional: true
 
   '@emotion/is-prop-valid@1.3.0':
     dependencies:
       '@emotion/memoize': 0.9.0
+    optional: true
 
   '@emotion/memoize@0.9.0': {}
 
   '@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
       '@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
       csstype: 3.1.3
+    optional: true
 
   '@emotion/sheet@1.4.0': {}
 
   '@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
 
-  '@emotion/unitless@0.9.0': {}
+  '@emotion/unitless@0.9.0':
+    optional: true
 
   '@emotion/use-insertion-effect-with-fallbacks@1.1.0(react@18.3.1)':
     dependencies:
       react: 18.3.1
+    optional: true
 
   '@emotion/utils@1.4.0': {}
 
@@ -1304,17 +1326,25 @@ snapshots:
 
   '@kurkle/color@0.3.2': {}
 
-  '@mui/core-downloads-tracker@5.16.6': {}
+  '@mui/core-downloads-tracker@6.1.1': {}
 
-  '@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)':
+  '@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:
-      '@babel/runtime': 7.25.0
+      '@babel/runtime': 7.25.6
-      '@mui/core-downloads-tracker': 5.16.6
+      '@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': 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)
+      react: 18.3.1
-      '@mui/types': 7.2.15(@types/react@18.3.3)
+    optionalDependencies:
-      '@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
+      '@types/react': 18.3.3
+
+  '@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)':
+    dependencies:
+      '@babel/runtime': 7.25.6
+      '@mui/core-downloads-tracker': 6.1.1
+      '@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/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
+      '@babel/runtime': 7.25.6
-      '@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
+      '@mui/utils': 6.1.1(@types/react@18.3.3)(react@18.3.1)
       prop-types: 15.8.1
       react: 18.3.1
     optionalDependencies:
       '@types/react': 18.3.3
 
-  '@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
+      '@babel/runtime': 7.25.6
-      '@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)
-      '@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)
-      '@mui/types': 7.2.15(@types/react@18.3.3)
+      '@mui/types': 7.2.17(@types/react@18.3.3)
-      '@mui/utils': 5.16.6(@types/react@18.3.3)(react@18.3.1)
+      '@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
+      '@babel/runtime': 7.25.6
-      '@mui/types': 7.2.15(@types/react@18.3.3)
+      '@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
+      '@babel/runtime': 7.25.6
-      '@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/types': 7.2.17(@types/react@18.3.3)
-      '@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)
+      '@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

frontend/src/pages/HistoricalCalendarPrices.tsx

@@ -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);
+ChartJS.register(
-
+  LinearScale,
-const availableUnderlyings = signal([]);
+  CategoryScale,
-const chosenUnderlying = signal(null);
+  PointElement,
-
+  LineElement,
-const chosenDaysToFrontExpiration = signal(14);
+  Tooltip,
-
+  Title
-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),
-    ),
-  ),
 );
 
-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) => {
+  trpc.CalendarCharacteristicsForm.getAvailableUnderlyings
-    availableUnderlyings.value = availableUnderlyingsResponse;
+    .query()
-    chosenUnderlying.value = availableUnderlyingsResponse[0];
+    .then((availableUnderlyingsResponse) => {
-    refreshHistoricalStockQuoteChartData();
+      availableUnderlyings.value = availableUnderlyingsResponse;
-    refreshHistoricalCalendarQuoteChartData();
+      underlying.value = availableUnderlyingsResponse[0];
-    refreshHistoricalCalendarExitQuoteChartData();
+      refreshStockPriceChartData();
-  });
+      refreshSimilarCalendarPriceChartData();
-};
+      refreshcalendarExitPriceChartData();
-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();
-  }
 };
 
 export function HistoricalCalendarPrices() {
@@ -202,193 +71,94 @@ export function HistoricalCalendarPrices() {
 
   return (
     <Container maxWidth="lg">
-      <Grid container spacing={4}>
+      <Grid2 container spacing={4} columns={12}>
-        <Grid item xs={12}>
+        {/* <Grid2 size={{ xs: 12 }}>
+          
           <Typography variant="h4" gutterBottom>
-            Historical Calendar Prices
+            <EditableUnderlying /> :
+            <EditableSpan />
+            -Day Calendar @ <EditableStrike />
+            %-from-the-money
           </Typography>
-        </Grid>
+          <Typography variant="h5" gutterBottom sx={{ pl: 1 }}>
-        <Grid item xs={12} md={6}>
+            Opening at <EditableOpenDTE /> DTE, Closing at <EditableExitDTE />
-          <Paper elevation={3} sx={{ p: 3 }}>
+            DTE
-            <Grid container spacing={2}>
+          </Typography>
-              <Grid item xs={12}>
+          <Typography variant="h5" gutterBottom>
-                <FormControl fullWidth>
+            <EditableLookbackPeriodStart />-
-                  <InputLabel>Available Underlyings</InputLabel>
+            <EditableLookbackPeriodEnd />
-                  <Select
+          </Typography>
-                    value={chosenUnderlying.value || ""}
+          <ClickAwayListener
-                    onChange={handleUnderlyingChange}
+            onClickAway={() => {
-                    label="Available Underlyings"
+              isPopperOpen.value = false;
-                  >
+              // refreshSimilarCalendarPriceChartData();
-                    {availableUnderlyings.value.map((underlying) => (
+              console.log("clicked away");
-                      <MenuItem key={underlying} value={underlying}>
+            }}
-                        {underlying}
+          >
-                      </MenuItem>
+            <Popper open={isPopperOpen.value} anchorEl={popperAnchorEl.value}>
-                    ))}
+              <Paper elevation={3} sx={{ p: 3 }}>
-                  </Select>
+                {popperContent.value}
-                </FormControl>
+              </Paper>
-              </Grid>
+            </Popper>
-              <Grid item xs={12}>
+          </ClickAwayListener>
-                <TextField
+        </Grid2> */}
-                  fullWidth
+
-                  label="Now-to-Front-Month Days to Expiration"
+        <Grid2 size={{ xs: 12 }}>
-                  type="number"
+          <Stack direction="row" spacing={2}>
-                  value={chosenDaysToFrontExpiration.value}
+            <Typography gutterBottom minWidth={"8em"}>
-                  onChange={handleDaysToFrontExpirationChange}
+              Underlying
-                  InputProps={{ endAdornment: "Days" }}
+            </Typography>
-                />
+            <EditableUnderlying />
-              </Grid>
+          </Stack>
-              <Grid item xs={12}>
+          <Stack direction="row" spacing={2}>
-                <TextField
+            <Typography gutterBottom minWidth={"8em"}>
-                  fullWidth
+              Open DTE
-                  label="Front-to-Back-Month Days to Expiration Difference"
+            </Typography>
-                  type="number"
+            <EditableOpenDTE />
-                  value={chosenDaysBetweenFrontAndBackExpiration.value}
+          </Stack>
-                  onChange={handleDaysBetweenFrontAndBackExpirationChange}
+          <Stack direction="row" spacing={2}>
-                  InputProps={{ endAdornment: "Days Difference" }}
+            <Typography gutterBottom minWidth={"8em"}>
-                />
+              Exit DTE
-              </Grid>
+            </Typography>
-              <Grid item xs={6}>
+            <EditableExitDTE />
-                <TextField
+          </Stack>
-                  fullWidth
+          <Stack direction="row" spacing={2}>
-                  label="Strike % From Underlying Price"
+            <Typography gutterBottom minWidth={"8em"}>
-                  type="number"
+              Span
-                  value={chosenStrikePercentageFromUnderlyingPrice.value}
+            </Typography>
-                  onChange={handleStrikePercentageFromUnderlyingPriceChange}
+            <EditableSpan />
-                  InputProps={{ endAdornment: "%" }}
+          </Stack>
-                />
+          <Stack direction="row" spacing={2}>
-              </Grid>
+            <Typography gutterBottom minWidth={"8em"}>
-              <Grid item xs={6}>
+              Lookback Period
-                <TextField
+            </Typography>
-                  fullWidth
+            <EditableLookbackPeriod />
-                  label="Strike % Radius"
+          </Stack>
-                  type="number"
+          <ClickAwayListener
-                  value={chosenStrikePercentageFromUnderlyingPriceRadius.value}
+            onClickAway={() => {
-                  onChange={
+              isPopperOpen.value = false;
-                    handleStrikePercentageFromUnderlyingPriceRadiusChange
+              // refreshSimilarCalendarPriceChartData();
-                  }
+              console.log("clicked away");
-                  InputProps={{ endAdornment: "%" }}
+            }}
-                />
+          >
-              </Grid>
+            <Popper open={isPopperOpen.value} anchorEl={popperAnchorEl.value}>
-              <Grid item xs={12}>
+              <Paper elevation={3} sx={{ p: 3 }}>
-                <TextField
+                {popperContent.value}
-                  fullWidth
+              </Paper>
-                  label="Exit-to-Front-Month Days to Expiration"
+            </Popper>
-                  type="number"
+          </ClickAwayListener>
-                  value={chosenExitToFrontExpiration.value}
+        </Grid2>
-                  onChange={handleExitToFrontExpirationChange}
+
-                  InputProps={{ endAdornment: "Days" }}
+        <Grid2 size={{ xs: 12, md: 6 }}>
-                />
+          <Paper elevation={3} sx={{ p: 3, minHeight: "28em" }}>
-              </Grid>
+            {underlying.value !== null &&
-              <Grid item xs={6}>
+            similarCalendarPriceChartData.value.length > 0 ? (
-                <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 ? (
               <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:
+                      min: new Date(lookbackPeriodStart.value).getTime() / 1000,
-                        new Date(chosenLookbackPeriodStart.value).getTime() /
+                      max: new Date(lookbackPeriodEnd.value).getTime() / 1000,
-                        1000,
-                      max:
-                        new Date(chosenLookbackPeriodEnd.value).getTime() /
-                        1000,
                     },
                     y: {
                       beginAtZero: true,
@@ -443,17 +209,17 @@ export function HistoricalCalendarPrices() {
               <Typography>Loading Chart...</Typography>
             )}
           </Paper>
-        </Grid>
+        </Grid2>
-        <Grid item xs={12}>
+        <Grid2 size={{ xs: 12, md: 6 }}>
-          <Paper elevation={3} sx={{ p: 3 }}>
+          <Paper elevation={3} sx={{ p: 3, minHeight: "28em" }}>
-            {chosenUnderlying.value !== null &&
+            {underlying.value !== null &&
-            historicalCalendarQuoteChartData.value.length > 0 ? (
+            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>
+        </Grid2>
-      </Grid>
+        <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>
   );
 }

frontend/src/pages/HistoricalCalendarPrices/EditableExitDTE.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableLookbackPeriod.tsx

@@ -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"
+    />
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableLookbackPeriodEnd.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableLookbackPeriodStart.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableOpenDTE.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableSpan.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableStrike.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableUnderlying.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/EditableValue.tsx

@@ -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>
+  );
+}

frontend/src/pages/HistoricalCalendarPrices/actions.ts

@@ -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);

frontend/src/pages/HistoricalCalendarPrices/state.ts

@@ -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)
+  )
+);

server/.gitignore

@@ -26,4 +26,5 @@ dist-ssr
 
 .env
 *.db
-*.db-lck
+*.db-lck
+Calendar tRPC

server/Dockerfile

@@ -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
+# FROM base AS prod-deps
-COPY --from=prod-deps /app/node_modules /app/node_modules
+# RUN --mount=type=cache,id=pnpm,target=/pnpm/store pnpm install --prod --frozen-lockfile
-COPY --from=build /app/dist /app/dist
+
-WORKDIR /app/dist
+# # install dev dependencies which are needed for building, such as typescript:
-CMD [ "node", "index.js" ]
+# 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" ]

server/TODO.md

@@ -0,0 +1,2 @@
+- Ingest stock/underlying aggregates from flatfiles
+- Create backtesting function to step through each minute of every day.

server/package.json

@@ -2,32 +2,39 @@
 	"private": true,
 	"type": "module",
 	"scripts": {
-		"build": "esbuild src/*.ts src/**/*.ts --platform=node --outdir=dist --format=esm",
+		"build": "esbuild src/*.ts src/*.tsx src/**/*.ts src/**/**/*.ts --platform=node --outdir=dist --format=esm",
 		"dev:node": "node --watch dist/index.js",
 		"dev:esbuild": "pnpm run build --watch",
-		"dev": "run-p dev:*"
+		"dev": "run-p dev:*",
+		"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",
 		"lmdbx": "^0.5.0",
 		"p-all": "^5.0.0",
 		"p-queue": "^8.0.1",
 		"p-retry": "^6.2.0",
 		"p-series": "^3.0.0",
 		"p-throttle": "^6.1.0",
+		"react": "^18.2.0",
 		"sqlite": "^5.1.1",
 		"sqlite3": "^5.1.7"
 	},
 	"devDependencies": {
 		"@types/cors": "^2.8.17",
 		"@types/node": "^20.10.7",
+		"@types/react": "^18.0.0",
 		"esbuild": "^0.19.11",
 		"npm-run-all": "^4.1.5",
+		"tsx": "^4.17.0",
 		"typescript": "^5.3.3"
 	}
 }

server/src/AggregateDatabase/Calendar/clickhouse.ts

@@ -0,0 +1,191 @@
+import type { CalendarDatabase, CalendarKey } from "./interfaces.js";
+import type { Aggregate } from "../interfaces.js";
+import { query } from "../../lib/clickhouse.js";
+
+function makeCalendarDatabase(): CalendarDatabase {
+  const calendarDatabase: Omit<CalendarDatabase, "getCalendars"> = {
+    getKeys: async ({ key: { symbol }, date }) => {
+      const calendarsForSymbolOnDate = await query<
+        Omit<CalendarKey, "symbol">
+      >(`
+				WITH today_option_contracts AS (
+					SELECT expirationDate, strike, type
+					FROM option_contract_existences
+					WHERE symbol = '${symbol}'
+					AND asOfDate = '${date}'
+				)
+				SELECT 
+					front_option_contract.type as type,
+					front_option_contract.strike as strike, 
+					front_option_contract.expirationDate as frontExpirationDate, 
+					back_option_contract.expirationDate as backExpirationDate
+				FROM today_option_contracts AS front_option_contract
+				ASOF INNER JOIN today_option_contracts AS back_option_contract
+				ON front_option_contract.type = back_option_contract.type
+				AND front_option_contract.strike = back_option_contract.strike
+				AND front_option_contract.expirationDate < back_option_contract.expirationDate
+				`);
+
+      return calendarsForSymbolOnDate.map((calendarWithoutSymbol) => ({
+        ...calendarWithoutSymbol,
+        symbol,
+      }));
+    },
+    getAggregate: async ({
+      key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+      tsStart,
+    }) => {
+      const tsStartString = new Date(tsStart).toISOString();
+      return (
+        await query<Omit<Aggregate<CalendarKey>, "key">>(`
+				WITH front_option_contract_candlestick AS (
+					SELECT
+						tsStart,
+						open,
+						close,
+						high,
+						low
+					FROM option_contract_aggregates
+					WHERE symbol = '${symbol}'
+					AND type = '${type}'
+					AND strike = '${strike}'
+					AND expirationDate = '${frontExpirationDate}'
+					AND tsStart = '${tsStartString}'
+				),
+				back_option_contract_candlestick AS (
+					SELECT
+						tsStart,
+						open,
+						close,
+						high,
+						low
+					FROM option_contract_aggregates
+					WHERE symbol = '${symbol}'
+					AND type = '${type}'
+					AND strike = '${strike}'
+					AND expirationDate = '${backExpirationDate}'
+					AND tsStart = '${tsStartString}'
+				)
+				SELECT
+						toUnixTimestamp(front_option_contract_candlestick.tsStart) as tsStart,
+						back_option_contract_candlestick.open - front_option_contract_candlestick.open as open,
+						back_option_contract_candlestick.close - front_option_contract_candlestick.close as close
+				FROM front_option_contract_candlestick
+				INNER JOIN back_option_contract_candlestick
+				ON front_option_contract_candlestick.tsStart = back_option_contract_candlestick.tsStart
+				ORDER BY front_option_contract_candlestick.tsStart ASC
+			`)
+      ).map((aggregate) => ({
+        ...aggregate,
+        tsStart: aggregate.tsStart * 1000, // unfortunately, `toUnixTimestamp` only returns second-precision
+      }))[0];
+    },
+    getAggregates: async ({
+      key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+      date,
+    }) => {
+      return (
+        await query<Omit<Aggregate<CalendarKey>, "key">>(`
+				WITH front_option_contract_candlestick AS (
+					SELECT
+						tsStart,
+						open,
+						close,
+						high,
+						low
+					FROM option_contract_aggregates
+					WHERE symbol = '${symbol}'
+					AND type = '${type}'
+					AND strike = '${strike}'
+					AND expirationDate = '${frontExpirationDate}'
+					AND toDate(tsStart) = '${date}'
+				),
+				back_option_contract_candlestick AS (
+					SELECT
+						tsStart,
+						open,
+						close,
+						high,
+						low
+					FROM option_contract_aggregates
+					WHERE symbol = '${symbol}'
+					AND type = '${type}'
+					AND strike = '${strike}'
+					AND expirationDate = '${backExpirationDate}'
+					AND toDate(tsStart) = '${date}'
+				)
+				SELECT
+						toUnixTimestamp(front_option_contract_candlestick.tsStart) as tsStart,
+						back_option_contract_candlestick.open - front_option_contract_candlestick.open as open,
+						back_option_contract_candlestick.close - front_option_contract_candlestick.close as close
+				FROM front_option_contract_candlestick
+				INNER JOIN back_option_contract_candlestick
+				ON front_option_contract_candlestick.tsStart = back_option_contract_candlestick.tsStart
+				ORDER BY front_option_contract_candlestick.tsStart ASC
+			`)
+      ).map((aggregate) => ({
+        ...aggregate,
+        tsStart: aggregate.tsStart * 1000, // unfortunately, `toUnixTimestamp` only returns second-precision
+      }));
+    },
+    insertAggregates: async (aggregates) => {
+      // no-op: we insert individual option contracts, not calendars
+    },
+    getClosingPrice: async ({
+      key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
+    }) => {
+      return (
+        await query<{ calendarClosingPrice: number }>(`
+					WITH front_option_contract_candlestick AS (
+						SELECT
+								tsStart,
+								open,
+								close,
+								high,
+								low
+						FROM option_contract_aggregates
+						WHERE symbol = '${symbol}'
+						AND type = '${type}'
+						AND strike = '${strike}'
+						AND expirationDate = '${frontExpirationDate}'
+						AND toDate(tsStart) = '${frontExpirationDate}'
+					),
+					back_option_contract_candlestick AS (
+						SELECT
+								tsStart,
+								open,
+								close,
+								high,
+								low
+						FROM option_contract_aggregates
+						WHERE symbol = '${symbol}'
+						AND type = '${type}'
+						AND strike = '${strike}'
+						AND expirationDate = '${backExpirationDate}'
+						AND toDate(tsStart) = '${frontExpirationDate}'
+					)
+					SELECT
+						min(back_option_contract_candlestick.close - front_option_contract_candlestick.close) as calendarClosingPrice
+					FROM front_option_contract_candlestick
+					INNER JOIN back_option_contract_candlestick
+					ON front_option_contract_candlestick.tsStart = back_option_contract_candlestick.tsStart
+				`)
+      )[0]?.calendarClosingPrice;
+    },
+    getTargetPriceByProbability: async ({
+      symbol,
+      calendarSpan,
+      strikePercentageFromTheMoney,
+      historicalProbabilityOfSuccess,
+    }) => {
+      return 0.24;
+    },
+  };
+
+  return {
+    ...calendarDatabase,
+    getCalendars: calendarDatabase.getKeys,
+  };
+}
+
+export const database: CalendarDatabase = makeCalendarDatabase();

server/src/AggregateDatabase/Calendar/interfaces.ts

@@ -0,0 +1,24 @@
+import type { AggregateDatabase } from "../interfaces.js";
+
+export type CalendarKey = {
+  symbol: string;
+  type: "call" | "put";
+  strike: number;
+  frontExpirationDate: string;
+  backExpirationDate: string;
+};
+
+export type CalendarDatabase = AggregateDatabase<CalendarKey> & {
+  getCalendars: AggregateDatabase<CalendarKey>["getKeys"];
+  getTargetPriceByProbability: ({
+    symbol,
+    calendarSpan,
+    strikePercentageFromTheMoney,
+    historicalProbabilityOfSuccess,
+  }: {
+    symbol: string;
+    calendarSpan: number;
+    strikePercentageFromTheMoney: number;
+    historicalProbabilityOfSuccess: number;
+  }) => Promise<number>;
+};

server/src/AggregateDatabase/Calendar/lmdbx.ts

@@ -0,0 +1,166 @@
+import type { CalendarDatabase } from "./interfaces.js";
+import { open } from "lmdbx";
+
+const calendarAggregatesDb = open({
+  path: "./calendar-aggregates.db",
+  compression: true,
+});
+
+const calendarExistenceDb = open({
+  path: "./calendar-existence.db",
+  compression: true,
+});
+
+/** Largest possible key according to the `ordered-binary` (used by lmdbx) docs. */
+const MAXIMUM_KEY = Buffer.from([0xff]);
+
+function makeCalendarDatabase(): CalendarDatabase {
+  const calendarDatabase: Omit<CalendarDatabase, "getCalendars"> = {
+    getKeys: async ({ key: { symbol }, date }) => {
+      return calendarExistenceDb
+        .getRange({
+          start: [date, symbol],
+          end: [date, symbol, MAXIMUM_KEY],
+        })
+        .map(({ key }) => ({
+          symbol,
+          frontExpirationDate: key[2],
+          backExpirationDate: key[3],
+          strike: key[4],
+          type: key[5],
+        })).asArray;
+    },
+    getAggregates: async ({
+      key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+      date,
+    }) => {
+      const startOfDayUnix = new Date(`${date}T00:00:00Z`).valueOf();
+      const endOfDayUnix = startOfDayUnix + 3600 * 24 * 1000;
+      return calendarAggregatesDb
+        .getRange({
+          start: [
+            symbol,
+            frontExpirationDate,
+            backExpirationDate,
+            strike,
+            type,
+            startOfDayUnix,
+          ],
+          end: [
+            symbol,
+            frontExpirationDate,
+            backExpirationDate,
+            strike,
+            type,
+            endOfDayUnix,
+          ],
+        })
+        .map(({ value }) => ({
+          tsStart: value.tsStart,
+          open: value.open,
+          close: value.close,
+          high: value.high,
+          low: value.low,
+        })).asArray;
+    },
+    getAggregate: async ({
+      key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+      tsStart,
+    }) => {
+      return await calendarAggregatesDb.get([
+        symbol,
+        frontExpirationDate,
+        backExpirationDate,
+        strike,
+        type,
+        tsStart,
+      ]);
+    },
+    insertAggregates: async (aggregates) => {
+      await calendarExistenceDb.batch(() => {
+        for (const aggregate of aggregates) {
+          calendarExistenceDb.put(
+            [
+              new Date(aggregate.tsStart).toISOString().substring(0, 10),
+              aggregate.key.symbol,
+              aggregate.key.frontExpirationDate,
+              aggregate.key.backExpirationDate,
+              aggregate.key.strike,
+              aggregate.key.type,
+            ],
+            null
+          );
+        }
+      });
+      await calendarAggregatesDb.batch(() => {
+        for (const aggregate of aggregates) {
+          calendarAggregatesDb.put(
+            [
+              aggregate.key.symbol,
+              aggregate.key.frontExpirationDate,
+              aggregate.key.backExpirationDate,
+              aggregate.key.strike,
+              aggregate.key.type,
+              aggregate.tsStart,
+            ],
+            {
+              open: aggregate.open,
+              close: aggregate.close,
+              high: aggregate.high,
+              low: aggregate.low,
+            }
+          );
+        }
+      });
+    },
+    getClosingPrice: async ({
+      key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
+    }) => {
+      const startOfExpirationDateUnix = new Date(
+        `${frontExpirationDate}T23:59:59Z`
+      ).valueOf();
+      const endOfExpirationDateUnix = new Date(
+        `${frontExpirationDate}T00:00:00Z`
+      ).valueOf();
+      for (const { value } of calendarAggregatesDb.getRange({
+        start: [
+          symbol,
+          frontExpirationDate,
+          backExpirationDate,
+          strike,
+          type,
+          startOfExpirationDateUnix,
+        ],
+        end: [
+          symbol,
+          frontExpirationDate,
+          backExpirationDate,
+          strike,
+          type,
+          endOfExpirationDateUnix,
+        ],
+        reverse: true,
+      })) {
+        if (value.close > 0) {
+          return value.close;
+        }
+      }
+      return 0;
+    },
+    getTargetPriceByProbability: async ({
+      symbol,
+      calendarSpan,
+      strikePercentageFromTheMoney,
+      historicalProbabilityOfSuccess,
+    }) => {
+      return 0.24;
+    },
+  };
+
+  return {
+    ...calendarDatabase,
+    getCalendars: calendarDatabase.getKeys,
+  };
+}
+
+export const database: CalendarDatabase = makeCalendarDatabase();

server/src/AggregateDatabase/Calendar/optiondb-lmdbx.ts

@@ -0,0 +1,207 @@
+import { database as optionContractDatabase } from "../OptionContract/lmdbx.js";
+import type { CalendarDatabase } from "./interfaces.js";
+
+/** Largest possible key according to the `ordered-binary` (used by lmdbx) docs. */
+const MAXIMUM_KEY = Buffer.from([0xff]);
+
+function makeCalendarDatabase(): CalendarDatabase {
+  const getAggregatesSync = ({
+    key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+    date,
+  }) => {
+    const frontOptionContractAggregates =
+      optionContractDatabase.getAggregatesSync({
+        date,
+        key: { symbol, expirationDate: frontExpirationDate, strike, type },
+      });
+    const backOptionContractAggregates =
+      optionContractDatabase.getAggregatesSync({
+        date,
+        key: { symbol, expirationDate: backExpirationDate, strike, type },
+      });
+    const calendarAggregates = [];
+    let i = 0;
+    let j = 0;
+    while (
+      i < frontOptionContractAggregates.length &&
+      j < backOptionContractAggregates.length
+    ) {
+      if (
+        frontOptionContractAggregates[i].tsStart ===
+        backOptionContractAggregates[j].tsStart
+      ) {
+        calendarAggregates.push({
+          tsStart: frontOptionContractAggregates[i].tsStart,
+          open:
+            backOptionContractAggregates[j].open -
+            frontOptionContractAggregates[i].open,
+          close:
+            backOptionContractAggregates[j].close -
+            frontOptionContractAggregates[i].close,
+          // the high and low are not exactly correct since we don't know if each contract's high and low happened at the same moment as the other:
+          high:
+            backOptionContractAggregates[j].high -
+            frontOptionContractAggregates[i].high,
+          low:
+            backOptionContractAggregates[j].low -
+            frontOptionContractAggregates[i].low,
+        });
+        i++;
+        j++;
+      } else if (
+        frontOptionContractAggregates[i].tsStart >
+        backOptionContractAggregates[j].tsStart
+      ) {
+        j++;
+      } else {
+        i++;
+      }
+    }
+    return calendarAggregates;
+  };
+  const calendarDatabase: Omit<CalendarDatabase, "getCalendars"> = {
+    getKeys: async ({ key: { symbol }, date }) => {
+      const optionContracts = await optionContractDatabase.getOptionContracts({
+        date,
+        key: { symbol },
+      });
+      return optionContracts.flatMap(
+        (frontOptionContract, i, optionContracts) =>
+          optionContracts
+            .filter(
+              (potientialBackOptionContract) =>
+                frontOptionContract.strike ===
+                  potientialBackOptionContract.strike &&
+                frontOptionContract.type ===
+                  potientialBackOptionContract.type &&
+                frontOptionContract.expirationDate <
+                  potientialBackOptionContract.expirationDate
+            )
+            .map((backOptionContract) => ({
+              symbol,
+              frontExpirationDate: frontOptionContract.expirationDate,
+              backExpirationDate: backOptionContract.expirationDate,
+              strike: frontOptionContract.strike,
+              type: frontOptionContract.type,
+            }))
+      );
+    },
+    getAggregates: async ({
+      key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+      date,
+    }) =>
+      getAggregatesSync({
+        key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+        date,
+      }),
+    getAggregatesSync,
+    insertAggregates: async (aggregates) => {
+      // right now, no-op
+    },
+    getClosingPrice: async ({
+      key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
+    }) => {
+      // get unix timestamp, in milliseconds, of the start of the last hour, which is 03:30PM in the `America/New_York` timezone on the front expiration date:
+      const startOfLastHourUnix = new Date(
+        `${frontExpirationDate}T19:30:00Z`
+      ).getTime();
+      const endOfLastHourUnix = startOfLastHourUnix + 3600 * 1000;
+      const frontOptionContractAggregates = (
+        await optionContractDatabase.getAggregates({
+          date: frontExpirationDate,
+          key: { symbol, expirationDate: frontExpirationDate, strike, type },
+        })
+      ).filter(
+        ({ tsStart }) =>
+          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix
+      );
+      const backOptionContractAggregates = (
+        await optionContractDatabase.getAggregates({
+          date: frontExpirationDate,
+          key: { symbol, expirationDate: backExpirationDate, strike, type },
+        })
+      ).filter(
+        ({ tsStart }) =>
+          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix
+      );
+      let i = 0;
+      let j = 0;
+      let minPrice = 0;
+      while (
+        i < frontOptionContractAggregates.length &&
+        j < backOptionContractAggregates.length
+      ) {
+        if (
+          frontOptionContractAggregates[i].tsStart ===
+          backOptionContractAggregates[j].tsStart
+        ) {
+          const calendarClosePrice =
+            backOptionContractAggregates[j].close -
+            frontOptionContractAggregates[i].close;
+          if (calendarClosePrice < minPrice || minPrice === 0) {
+            minPrice = calendarClosePrice;
+          }
+          i++;
+          j++;
+        } else if (
+          frontOptionContractAggregates[i].tsStart >
+          backOptionContractAggregates[j].tsStart
+        ) {
+          j++;
+        } else {
+          i++;
+        }
+      }
+      return minPrice;
+    },
+    getAggregate: async ({
+      key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
+      tsStart,
+    }) => {
+      const [frontOptionContractAggregate, backOptionContractAggregate] =
+        await Promise.all([
+          optionContractDatabase.getAggregate({
+            key: { symbol, expirationDate: frontExpirationDate, strike, type },
+            tsStart,
+          }),
+          optionContractDatabase.getAggregate({
+            key: { symbol, expirationDate: backExpirationDate, strike, type },
+            tsStart,
+          }),
+        ]);
+      // only return the calendar aggregate if its constituent front and back option contract aggregates exist:
+      if (frontOptionContractAggregate && backOptionContractAggregate) {
+        return {
+          tsStart,
+          open:
+            backOptionContractAggregate.open -
+            frontOptionContractAggregate.open,
+          close:
+            backOptionContractAggregate.close -
+            frontOptionContractAggregate.close,
+          high:
+            backOptionContractAggregate.high -
+            frontOptionContractAggregate.high,
+          low:
+            backOptionContractAggregate.low - frontOptionContractAggregate.low,
+        };
+      }
+      return undefined;
+    },
+    getTargetPriceByProbability: async ({
+      symbol,
+      calendarSpan,
+      strikePercentageFromTheMoney,
+      historicalProbabilityOfSuccess,
+    }) => {
+      return 0.24;
+    },
+  };
+
+  return {
+    ...calendarDatabase,
+    getCalendars: calendarDatabase.getKeys,
+  };
+}
+
+export const database: CalendarDatabase = makeCalendarDatabase();

server/src/AggregateDatabase/OptionContract/clickhouse.ts

@@ -1,9 +1,9 @@
 import type {
   OptionContractDatabase,
   OptionContractKey,
-} from "./optiondb.interfaces.js";
+} from "./interfaces.js";
-import type { Aggregate } from "./interfaces.js";
+import type { Aggregate } from "../interfaces.js";
-import { clickhouse, query } from "./lib/clickhouse.js";
+import { clickhouse, query } from "../../lib/clickhouse.js";
 
 function makeOptionContractDatabase(): OptionContractDatabase {
   const optionContractDatabase: Omit<
@@ -48,6 +48,31 @@ function makeOptionContractDatabase(): OptionContractDatabase {
         tsStart: aggregate.tsStart * 1000, // unfortunately, `toUnixTimestamp` only returns second-precision
       }));
     },
+    getAggregate: async ({
+      key: { symbol, expirationDate, strike, type },
+      tsStart,
+    }) => {
+      const tsStartString = new Date(tsStart).toISOString();
+      return (
+        await query<Omit<Aggregate<OptionContractKey>, "key">>(`
+          SELECT
+						open,
+						close,
+						high,
+						low
+					FROM option_contract_aggregates
+					WHERE symbol = '${symbol}'
+					AND type = '${type}'
+					AND strike = '${strike}'
+					AND expirationDate = '${expirationDate}'
+					AND tsStart = '${tsStartString}'
+          ORDER BY tsStart ASC
+        `)
+      ).map((aggregate) => ({
+        ...aggregate,
+        tsStart,
+      }))[0];
+    },
     insertAggregates: async (aggregates) => {
       // stock existence is taken care of by clickhouse materialized view
       await clickhouse.insert({
@@ -70,7 +95,7 @@ function makeOptionContractDatabase(): OptionContractDatabase {
             close,
             high,
             low,
-          }),
+          })
         ),
       });
     },
@@ -86,5 +111,4 @@ function makeOptionContractDatabase(): OptionContractDatabase {
   };
 }
 
-export const optionContractDatabase: OptionContractDatabase =
+export const database: OptionContractDatabase = makeOptionContractDatabase();
-  makeOptionContractDatabase();

server/src/AggregateDatabase/OptionContract/interfaces.ts

@@ -1,4 +1,4 @@
-import type { AggregateDatabase } from "./interfaces.js";
+import type { AggregateDatabase } from "../interfaces.js";
 
 export type OptionContractKey = {
   symbol: string;

server/src/AggregateDatabase/OptionContract/lmdbx.ts

@@ -1,4 +1,4 @@
-import type { OptionContractDatabase } from "./optiondb.interfaces.js";
+import type { OptionContractDatabase } from "./interfaces.js";
 import { open } from "lmdbx";
 
 const optionContractAggregatesDb = open({
@@ -17,6 +17,25 @@ const optionContractExistenceDb = open({
 const MAXIMUM_KEY = Buffer.from([0xff]);
 
 function makeOptionContractDatabase(): OptionContractDatabase {
+  const getAggregatesSync = ({
+    key: { symbol, expirationDate, strike, type },
+    date,
+  }) => {
+    const startOfDayUnix = new Date(`${date}T00:00:00Z`).valueOf();
+    const endOfDayUnix = startOfDayUnix + 3600 * 24 * 1000;
+    return optionContractAggregatesDb
+      .getRange({
+        start: [symbol, expirationDate, strike, type, startOfDayUnix],
+        end: [symbol, expirationDate, strike, type, endOfDayUnix],
+      })
+      .map(({ key, value }) => ({
+        tsStart: key[4],
+        open: value.open,
+        close: value.close,
+        high: value.high,
+        low: value.low,
+      })).asArray;
+  };
   const optionContractDatabase: Omit<
     OptionContractDatabase,
     "getOptionContracts"
@@ -34,25 +53,15 @@ function makeOptionContractDatabase(): OptionContractDatabase {
           type: key[4],
         })).asArray;
     },
+    getAggregatesSync,
     getAggregates: async ({
       key: { symbol, expirationDate, strike, type },
       date,
-    }) => {
+    }) =>
-      const startOfDayUnix = new Date(`${date}T00:00:00Z`).valueOf();
+      getAggregatesSync({
-      const endOfDayUnix = startOfDayUnix + 3600 * 24 * 1000;
+        key: { symbol, expirationDate, strike, type },
-      return optionContractAggregatesDb
+        date,
-        .getRange({
+      }),
-          start: [symbol, expirationDate, strike, type, startOfDayUnix],
-          end: [symbol, expirationDate, strike, type, endOfDayUnix],
-        })
-        .map(({ value }) => ({
-          tsStart: value.tsStart,
-          open: value.open,
-          close: value.close,
-          high: value.high,
-          low: value.low,
-        })).asArray;
-    },
     insertAggregates: async (aggregates) => {
       await optionContractExistenceDb.batch(() => {
         for (const aggregate of aggregates) {
@@ -64,7 +73,7 @@ function makeOptionContractDatabase(): OptionContractDatabase {
               aggregate.key.strike,
               aggregate.key.type,
             ],
-            null,
+            null
           );
         }
       });
@@ -83,7 +92,7 @@ function makeOptionContractDatabase(): OptionContractDatabase {
               close: aggregate.close,
               high: aggregate.high,
               low: aggregate.low,
-            },
+            }
           );
         }
       });
@@ -92,7 +101,7 @@ function makeOptionContractDatabase(): OptionContractDatabase {
       key: { symbol, strike, type, expirationDate },
     }) => {
       const startOfLastHourUnix = new Date(
-        `${expirationDate}T00:00:00Z`,
+        `${expirationDate}T00:00:00Z`
       ).valueOf();
       const endOfLastHourUnix = startOfLastHourUnix + 3600 * 1000;
       let minPrice = 0;
@@ -106,6 +115,18 @@ function makeOptionContractDatabase(): OptionContractDatabase {
       }
       return minPrice;
     },
+    getAggregate: async ({
+      key: { symbol, expirationDate, strike, type },
+      tsStart,
+    }) => {
+      return await optionContractAggregatesDb.get([
+        symbol,
+        expirationDate,
+        strike,
+        type,
+        tsStart,
+      ]);
+    },
   };
 
   return {
@@ -114,5 +135,4 @@ function makeOptionContractDatabase(): OptionContractDatabase {
   };
 }
 
-export const optionContractDatabase: OptionContractDatabase =
+export const database: OptionContractDatabase = makeOptionContractDatabase();
-  makeOptionContractDatabase();

server/src/AggregateDatabase/Stock/clickhouse.ts

@@ -0,0 +1,79 @@
+import type { StockDatabase, StockKey } from "./interfaces.js";
+import type { Aggregate } from "../interfaces.js";
+import { clickhouse, query } from "../../lib/clickhouse.js";
+
+function makeStockDatabase(): StockDatabase {
+  const stockDatabase: Omit<StockDatabase, "getSymbols"> = {
+    getKeys: async ({ date, key }) => {
+      if (key?.symbol) {
+        return [key as StockKey];
+      }
+      return await query(`
+          SELECT DISTINCT symbol FROM stock_aggregates WHERE toDate(tsStart) = '${date}'
+        `);
+    },
+    getAggregates: async ({ key: { symbol }, date }) => {
+      return (
+        await query<Omit<Aggregate<StockKey>, "key">>(`
+        SELECT 
+            toUnixTimestamp(tsStart) as tsStart,
+            open,
+            close,
+            high,
+            low
+        FROM stock_aggregates
+        WHERE symbol = '${symbol}'
+        AND toDate(tsStart) = '${date}'
+        ORDER BY tsStart ASC
+      `)
+      ).map((aggregate) => ({
+        ...aggregate,
+        tsStart: aggregate.tsStart * 1000, // unfortunately, `toUnixTimestamp` only returns second-precision
+      }));
+    },
+    getAggregate: async ({ key: { symbol }, tsStart }) => {
+      return (
+        await query<Omit<Aggregate<StockKey>, "key">>(`
+          SELECT 
+            open,
+            close,
+            high,
+            low
+          FROM stock_aggregates
+          WHERE symbol = '${symbol}'
+          AND tsStart = '${tsStart}'
+        `)
+      ).map((aggregate) => ({
+        ...aggregate,
+        tsStart,
+      }))[0];
+    },
+    insertAggregates: async (aggregates) => {
+      // stock existence is taken care of by clickhouse materialized view
+      await clickhouse.insert({
+        table: "stock_aggregates",
+        values: aggregates.map(
+          ({ key: { symbol }, tsStart, open, close, high, low }) => ({
+            symbol,
+            tsStart,
+            open,
+            close,
+            high,
+            low,
+          })
+        ),
+      });
+    },
+    getClosingPrice: async ({ key }) => {
+      // no-op: not used since stocks don't have a "closing" price, unlike options.
+      return 0;
+    },
+  };
+
+  return {
+    ...stockDatabase,
+    getSymbols: stockDatabase.getKeys,
+  };
+}
+
+export const database: StockDatabase = makeStockDatabase();

server/src/AggregateDatabase/Stock/interfaces.ts

@@ -0,0 +1,7 @@
+import type { AggregateDatabase } from "../interfaces.js";
+
+export type StockKey = { symbol: string };
+
+export type StockDatabase = AggregateDatabase<StockKey> & {
+  getSymbols: AggregateDatabase<StockKey>["getKeys"];
+};

server/src/AggregateDatabase/Stock/lmdbx.ts

@@ -0,0 +1,86 @@
+import type { StockDatabase, StockKey } from "./interfaces.js";
+import { open } from "lmdbx";
+
+const stockAggregatesDb = open({
+  path: "./stock-aggregates.db",
+  // any options go here, we can turn on compression like this:
+  compression: true,
+});
+
+const stockExistenceDb = open({
+  path: "./stock-existence.db",
+  // any options go here, we can turn on compression like this:
+  compression: true,
+});
+
+/** Largest possible key according to the `ordered-binary` (used by lmdbx) docs. */
+const MAXIMUM_KEY = Buffer.from([0xff]);
+
+function makeStockDatabase(): StockDatabase {
+  const stockDatabase: Omit<StockDatabase, "getSymbols"> = {
+    getKeys: async ({ date, key }) => {
+      if (key?.symbol) {
+        return [key as StockKey];
+      }
+      return stockExistenceDb
+        .getRange({
+          start: [date],
+          end: [date, MAXIMUM_KEY],
+        })
+        .map(({ key }) => ({ symbol: key[1] })).asArray;
+    },
+    getAggregates: async ({ key: { symbol }, date }) => {
+      const startOfDayUnix = new Date(`${date}T00:00:00Z`).valueOf();
+      const endOfDayUnix = startOfDayUnix + 3600 * 24 * 1000;
+      return stockAggregatesDb
+        .getRange({
+          start: [symbol, startOfDayUnix],
+          end: [symbol, endOfDayUnix],
+        })
+        .map(({ key, value }) => ({
+          tsStart: key[1],
+          open: value.open,
+          close: value.close,
+          high: value.high,
+          low: value.low,
+        })).asArray;
+    },
+    getAggregate: async ({ key: { symbol }, tsStart }) => {
+      return stockAggregatesDb.get([symbol, tsStart]);
+    },
+    insertAggregates: async (aggregates) => {
+      await stockExistenceDb.batch(() => {
+        for (const aggregate of aggregates) {
+          stockExistenceDb.put(
+            [
+              new Date(aggregate.tsStart).toISOString().substring(0, 10),
+              aggregate.key.symbol,
+            ],
+            null
+          );
+        }
+      });
+      await stockAggregatesDb.batch(() => {
+        for (const aggregate of aggregates) {
+          stockAggregatesDb.put([aggregate.key.symbol, aggregate.tsStart], {
+            open: aggregate.open,
+            close: aggregate.close,
+            high: aggregate.high,
+            low: aggregate.low,
+          });
+        }
+      });
+    },
+    getClosingPrice: async ({ key }) => {
+      // no-op: not used since stocks don't have a "closing" price, unlike options.
+      return 0;
+    },
+  };
+
+  return {
+    ...stockDatabase,
+    getSymbols: stockDatabase.getKeys,
+  };
+}
+
+export const database: StockDatabase = makeStockDatabase();

server/src/AggregateDatabase/interfaces.ts

@@ -0,0 +1,46 @@
+export type Candlestick = {
+  open: number;
+  close: number;
+  high: number;
+  low: number;
+};
+
+export type Aggregate<T> = {
+  key: T;
+  /** UNIX time in milliseconds */
+  tsStart: number;
+} & Candlestick;
+
+export type AggregateDatabase<T> = {
+  getKeys: ({
+    key,
+    date,
+  }: {
+    key?: T | Partial<T>;
+    date?: string;
+  }) => Promise<Array<T>>;
+  getAggregates: ({
+    key,
+    date,
+  }: {
+    key: T;
+    date: string;
+  }) => Promise<Array<Omit<Aggregate<T>, "key">>>;
+  /** Since an aggregate may not exist at the specified `tsStart`, return `undefined` if it doesn't exist. */
+  getAggregate: ({
+    key,
+    tsStart,
+  }: {
+    key: T;
+    tsStart: number;
+  }) => Promise<Omit<Aggregate<T>, "key"> | undefined>;
+  getAggregatesSync?: ({
+    key,
+    date,
+  }: {
+    key: T;
+    date: string;
+  }) => Array<Omit<Aggregate<T>, "key">>;
+  insertAggregates: (aggregates: Array<Aggregate<T>>) => Promise<void>;
+  getClosingPrice: ({ key }: { key: T }) => Promise<number>;
+};

server/src/CalendarCharacteristicsForm.ts

@@ -0,0 +1,87 @@
+import { query } from "./lib/clickhouse.js";
+import { publicProcedure, RpcType, router } from "./trpc.js";
+import {
+  Object as ObjectT,
+  String as StringT,
+  Number as NumberT,
+} from "@sinclair/typebox";
+
+/** Gets a list of symbols that have at least one option contract */
+export const getAvailableUnderlyings = publicProcedure.query(async (opts) => {
+  // return (
+  //   await query<{ symbol: string }>(`
+  //   SELECT DISTINCT(symbol) as symbol FROM option_contract_existences WHERE asOfDate = (SELECT max(asOfDate) FROM option_contract_existences)
+  // `)
+  // ).map(({ symbol }) => symbol);
+  return ["SPY"];
+});
+
+export const getAvailableAsOfDates = publicProcedure
+  .input(RpcType(ObjectT({ underlying: StringT() })))
+  .query(async (opts) => {
+    const underlying = opts.input.underlying;
+    return (
+      await query<{ asOfDate: string }>(`
+		SELECT 
+			DISTINCT(asOfDate) as asOfDate 
+		FROM option_contract_existences 
+		WHERE symbol = '${underlying}'
+		ORDER BY asOfDate
+	`)
+    ).map(({ asOfDate }) => asOfDate);
+  });
+
+export const getExpirationsForUnderlying = publicProcedure
+  .input(
+    RpcType(
+      ObjectT({
+        underlying: StringT({ maxLength: 5 }),
+        asOfDate: StringT(),
+      })
+    )
+  )
+  .query(async (opts) => {
+    const { underlying, asOfDate } = opts.input;
+    return (
+      await query<{ expirationDate: string }>(`
+		SELECT
+			DISTINCT(expirationDate) as expirationDate
+		FROM option_contract_existences
+		WHERE symbol = '${underlying}'
+		AND asOfDate = '${asOfDate}'
+		ORDER BY expirationDate
+	`)
+    ).map(({ expirationDate }) => expirationDate);
+  });
+
+export const getStrikesForUnderlying = publicProcedure
+  .input(
+    RpcType(
+      ObjectT({
+        underlying: StringT({ maxLength: 5 }),
+        asOfDate: StringT(),
+        expirationDate: StringT(),
+      })
+    )
+  )
+  .query(async (opts) => {
+    const { underlying, asOfDate, expirationDate } = opts.input;
+    return (
+      await query<{ strike: string }>(`
+		SELECT
+			DISTINCT(strike) as strike
+		FROM option_contract_existences
+		WHERE symbol = '${underlying}'
+		AND asOfDate = '${asOfDate}'
+		AND expirationDate = '${expirationDate}'
+		ORDER BY strike
+	`)
+    ).map(({ strike }) => strike);
+  });
+
+export default router({
+  getAvailableUnderlyings,
+  getAvailableAsOfDates,
+  getExpirationsForUnderlying,
+  getStrikesForUnderlying,
+});

server/src/CalendarExitPriceChart.ts

@@ -0,0 +1,53 @@
+import { query } from "./lib/clickhouse.js";
+import { publicProcedure, RpcType, router } from "./trpc.js";
+import {
+  Object as ObjectT,
+  String as StringT,
+  Number as NumberT,
+} from "@sinclair/typebox";
+
+export const getChartData = publicProcedure
+  .input(
+    RpcType(
+      ObjectT({
+        underlying: StringT({ maxLength: 5 }),
+        daysToFrontExpiration: NumberT(),
+        daysBetweenFrontAndBackExpiration: NumberT(),
+        lookbackPeriodStart: StringT({
+          pattern: "[0-9]{4}-[0-9]{2}-[0-9]{2}",
+        }),
+        lookbackPeriodEnd: StringT({ pattern: "[0-9]{4}-[0-9]{2}-[0-9]{2}" }),
+      })
+    )
+  )
+  .query(async (opts) => {
+    const {
+      underlying,
+      daysToFrontExpiration,
+      daysBetweenFrontAndBackExpiration,
+      lookbackPeriodStart,
+      lookbackPeriodEnd,
+    } = opts.input;
+    return await query<[number, number, number]>(
+      `
+     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
+	 `,
+      "JSONEachRow"
+    );
+  });
+
+export default router({
+  getChartData,
+});

server/src/SimilarCalendarPriceChart.ts

@@ -0,0 +1,54 @@
+import { query } from "./lib/clickhouse.js";
+import { publicProcedure, RpcType, router } from "./trpc.js";
+import {
+  Object as ObjectT,
+  String as StringT,
+  Number as NumberT,
+} from "@sinclair/typebox";
+
+/** Returns prices for all matching calendars (i.e. those with similar
+ * characteristics to those given) */
+export const getChartData = publicProcedure
+  .input(
+    RpcType(
+      ObjectT({
+        underlying: StringT({ maxLength: 5 }),
+        daysToFrontExpiration: NumberT(),
+        daysBetweenFrontAndBackExpiration: NumberT(),
+        strikePercentageFromUnderlyingPriceRangeMin: NumberT(),
+        strikePercentageFromUnderlyingPriceRangeMax: NumberT(),
+        lookbackPeriodStart: StringT(),
+        lookbackPeriodEnd: StringT(),
+      })
+    )
+  )
+  .query(async (opts) => {
+    const {
+      underlying,
+      daysToFrontExpiration,
+      daysBetweenFrontAndBackExpiration,
+      strikePercentageFromUnderlyingPriceRangeMin,
+      strikePercentageFromUnderlyingPriceRangeMax,
+      lookbackPeriodStart,
+      lookbackPeriodEnd,
+    } = 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}'
+	 `,
+      "JSONEachRow"
+    );
+  });
+
+export default router({
+  getChartData,
+});

server/src/StockPriceChart.ts

@@ -0,0 +1,36 @@
+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
+  .input(
+    RpcType(
+      ObjectT({
+        underlying: StringT({ maxLength: 5 }),
+        lookbackPeriodStart: StringT(),
+        lookbackPeriodEnd: StringT(),
+      })
+    )
+  )
+  .query(async (opts) => {
+    const { underlying, lookbackPeriodStart, lookbackPeriodEnd } = opts.input;
+    return await query<[number, number]>(
+      `
+		 SELECT
+			 toUnixTimestamp(toStartOfHour(ts)) as x,
+			 avg(price) as y
+		 FROM stock_aggregates_filled
+		 WHERE symbol = '${underlying}'
+		 AND ts >= '${lookbackPeriodStart} 00:00:00'
+		 AND ts <= '${lookbackPeriodEnd} 00:00:00'
+     GROUP BY x
+		 ORDER BY x ASC
+	 `,
+      "JSONCompactEachRow"
+      // "JSONEachRow"
+    );
+  });
+
+export default router({
+  getChartData,
+});

server/src/backtest.ts

@@ -1,23 +1,23 @@
-import { stockDatabase } from "./stockdb.clickhouse.js";
+import { database as stockDatabase } from "./AggregateDatabase/Stock/lmdbx.js";
-import { calendarDatabase } from "./calendardb.optiondb.lmdbx.js";
+import { database as calendarDatabase } from "./AggregateDatabase/Calendar/optiondb-lmdbx.js";
-import type { CalendarKey } from "./calendardb.interfaces.js";
+import type { CalendarKey } from "./AggregateDatabase/Calendar/interfaces.js";
-import type { Aggregate } from "./interfaces.js";
+import { nextDate } from "./lib/utils/nextDate.js";
-import { nextDate } from "./lib/util.js";
 
-type BacktestInput = {
+export type BacktestInput = {
   symbol: string;
   startDate: string;
   endDate: string;
   /** Between 0 and 1. The frequency that similar calendars have historically ended (i.e. within the last hour) at a higher price than the current calendar's price. */
   historicalProbabilityOfSuccess?: number;
-  initialAvailableValue?: number;
+  initialBuyingPower?: number;
 };
+
 export async function backtest({
   symbol,
   startDate,
   endDate,
   historicalProbabilityOfSuccess = 0.8,
-  initialAvailableValue: initialBuyingPower = 2000,
+  initialBuyingPower = 2000,
 }: BacktestInput) {
   let buyingPower = initialBuyingPower;
   const portfolio = new Set<CalendarKey>();
@@ -27,59 +27,56 @@ export async function backtest({
     date <= endDate;
     date = nextDate(date), didBuyCalendar = false
   ) {
-    console.log("Current Date:", date);
     const calendars = await calendarDatabase.getCalendars({
       key: { symbol },
       date,
     });
     const stockAggregates = await stockDatabase.getAggregates({
-      key: symbol,
+      key: { symbol },
       date,
     });
-    const calendarsAggregates = new Map<
-      CalendarKey,
-      Array<Pick<Aggregate<CalendarKey>, "tsStart" | "open" | "close">>
-    >();
-    for (const calendar of calendars) {
-      calendarsAggregates.set(
-        calendar,
-        await calendarDatabase.getAggregates({
-          key: {
-            ...calendar,
-          },
-          date,
-        })
-      );
-    }
     // for each minute of that day for which we have a stock candlestick:
     for (const stockAggregate of stockAggregates) {
       // console.log("Current Time:", new Date(stockAggregate.tsStart));
-      // filter-out calendars that are far-from-the-money (10%)
+      // filter-out calendars that are far-from-the-money (5%)
       const calendarsNearTheMoney = calendars.filter(
         ({ strike }) =>
-          Math.abs((stockAggregate.open - strike) / stockAggregate.open) < 0.1
+          Math.abs((stockAggregate.open - strike) / stockAggregate.open) < 0.05
+      );
+      console.log(
+        "Current Date:",
+        new Intl.DateTimeFormat("en-US", {
+          timeZone: "America/New_York",
+          dateStyle: "full",
+          timeStyle: "long",
+        }).format(new Date(stockAggregate.tsStart)),
+        ";",
+        `${calendarsNearTheMoney.length} Calendars Near The Money`
       );
       // for each relevant calendar on that day:
       for (const calendar of calendarsNearTheMoney) {
         const strikePercentageFromTheMoney = Math.abs(
           (stockAggregate.open - calendar.strike) / stockAggregate.open
         );
-        /** In days. */
+        /** Number of days between the back and front expiration dates. */
-        const calendarSpan =
+        const calendarSpanInDays =
           (new Date(calendar.backExpirationDate).valueOf() -
             new Date(calendar.frontExpirationDate).valueOf()) /
           (1000 * 60 * 60 * 24);
         const targetCalendarPrice =
           await calendarDatabase.getTargetPriceByProbability({
             symbol,
-            calendarSpan,
+            calendarSpan: calendarSpanInDays,
             strikePercentageFromTheMoney,
             historicalProbabilityOfSuccess,
           });
-        const calendarAggregates = calendarsAggregates.get(calendar);
+        const calendarAggregateAtCurrentTime =
-        const calendarAggregateAtCurrentTime = calendarAggregates.find(
+          await calendarDatabase.getAggregate({
-          ({ tsStart }) => tsStart === stockAggregate.tsStart
+            key: {
-        );
+              ...calendar,
+            },
+            tsStart: stockAggregate.tsStart,
+          });
         // if there exists a matching calendar candlestick for the current minute:
         if (calendarAggregateAtCurrentTime) {
           // if the current candlestick is a good price (i.e. less than the target price):
@@ -142,6 +139,8 @@ export async function backtest({
     }
   }
 
-  console.log("Ending Buying Power:", buyingPower);
+  return {
-  console.log("Portfolio:", portfolio.values());
+    endingBuyingPower: buyingPower,
+    portfolio: Array.from(portfolio.values()),
+  };
 }

server/src/calendardb.clickhouse.ts

@@ -1,142 +0,0 @@
-import type { CalendarDatabase, CalendarKey } from "./calendardb.interfaces.js";
-import type { Aggregate } from "./interfaces.js";
-import { query } from "./lib/clickhouse.js";
-
-function makeCalendarDatabase(): CalendarDatabase {
-	const calendarDatabase: Omit<CalendarDatabase, "getCalendars"> = {
-		getKeys: async ({ key: { symbol }, date }) => {
-			const calendarsForSymbolOnDate = await query<
-				Omit<CalendarKey, "symbol">
-			>(`
-				WITH today_option_contracts AS (
-					SELECT expirationDate, strike, type
-					FROM option_contract_existences
-					WHERE symbol = '${symbol}'
-					AND asOfDate = '${date}'
-				)
-				SELECT 
-					front_option_contract.type as type,
-					front_option_contract.strike as strike, 
-					front_option_contract.expirationDate as frontExpirationDate, 
-					back_option_contract.expirationDate as backExpirationDate
-				FROM today_option_contracts AS front_option_contract
-				ASOF INNER JOIN today_option_contracts AS back_option_contract
-				ON front_option_contract.type = back_option_contract.type
-				AND front_option_contract.strike = back_option_contract.strike
-				AND front_option_contract.expirationDate < back_option_contract.expirationDate
-				`);
-
-			return calendarsForSymbolOnDate.map((calendarWithoutSymbol) => ({
-				...calendarWithoutSymbol,
-				symbol,
-			}));
-		},
-		getAggregates: async ({
-			key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
-			date,
-		}) => {
-			return (
-				await query<Omit<Aggregate<CalendarKey>, "key">>(`
-				WITH front_option_contract_candlestick AS (
-					SELECT
-						tsStart,
-						open,
-						close,
-						high,
-						low
-					FROM option_contract_aggregates
-					WHERE symbol = '${symbol}'
-					AND type = '${type}'
-					AND strike = '${strike}'
-					AND expirationDate = '${frontExpirationDate}'
-					AND toDate(tsStart) = '${date}'
-				),
-				back_option_contract_candlestick AS (
-					SELECT
-						tsStart,
-						open,
-						close,
-						high,
-						low
-					FROM option_contract_aggregates
-					WHERE symbol = '${symbol}'
-					AND type = '${type}'
-					AND strike = '${strike}'
-					AND expirationDate = '${backExpirationDate}'
-					AND toDate(tsStart) = '${date}'
-				)
-				SELECT
-						toUnixTimestamp(front_option_contract_candlestick.tsStart) as tsStart,
-						back_option_contract_candlestick.open - front_option_contract_candlestick.open as open,
-						back_option_contract_candlestick.close - front_option_contract_candlestick.close as close
-				FROM front_option_contract_candlestick
-				INNER JOIN back_option_contract_candlestick
-				ON front_option_contract_candlestick.tsStart = back_option_contract_candlestick.tsStart
-				ORDER BY front_option_contract_candlestick.tsStart ASC
-			`)
-			).map((aggregate) => ({
-				...aggregate,
-				tsStart: aggregate.tsStart * 1000, // unfortunately, `toUnixTimestamp` only returns second-precision
-			}));
-		},
-		insertAggregates: async (aggregates) => {
-			// no-op: we insert individual option contracts, not calendars
-		},
-		getClosingPrice: async ({
-			key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
-		}) => {
-			return (
-				await query<{ calendarClosingPrice: number }>(`
-					WITH front_option_contract_candlestick AS (
-						SELECT
-								tsStart,
-								open,
-								close,
-								high,
-								low
-						FROM option_contract_aggregates
-						WHERE symbol = '${symbol}'
-						AND type = '${type}'
-						AND strike = '${strike}'
-						AND expirationDate = '${frontExpirationDate}'
-						AND toDate(tsStart) = '${frontExpirationDate}'
-					),
-					back_option_contract_candlestick AS (
-						SELECT
-								tsStart,
-								open,
-								close,
-								high,
-								low
-						FROM option_contract_aggregates
-						WHERE symbol = '${symbol}'
-						AND type = '${type}'
-						AND strike = '${strike}'
-						AND expirationDate = '${backExpirationDate}'
-						AND toDate(tsStart) = '${frontExpirationDate}'
-					)
-					SELECT
-						min(back_option_contract_candlestick.close - front_option_contract_candlestick.close) as calendarClosingPrice
-					FROM front_option_contract_candlestick
-					INNER JOIN back_option_contract_candlestick
-					ON front_option_contract_candlestick.tsStart = back_option_contract_candlestick.tsStart
-				`)
-			)[0]?.calendarClosingPrice;
-		},
-		getTargetPriceByProbability: async ({
-			symbol,
-			calendarSpan,
-			strikePercentageFromTheMoney,
-			historicalProbabilityOfSuccess,
-		}) => {
-			return 0.24;
-		},
-	};
-
-	return {
-		...calendarDatabase,
-		getCalendars: calendarDatabase.getKeys,
-	};
-}
-
-export const calendarDatabase: CalendarDatabase = makeCalendarDatabase();

server/src/calendardb.interfaces.ts

@@ -1,24 +0,0 @@
-import type { AggregateDatabase } from "./interfaces.js";
-
-export type CalendarKey = {
-	symbol: string;
-	type: "call" | "put";
-	strike: number;
-	frontExpirationDate: string;
-	backExpirationDate: string;
-};
-
-export type CalendarDatabase = AggregateDatabase<CalendarKey> & {
-	getCalendars: AggregateDatabase<CalendarKey>["getKeys"];
-	getTargetPriceByProbability: ({
-		symbol,
-		calendarSpan,
-		strikePercentageFromTheMoney,
-		historicalProbabilityOfSuccess,
-	}: {
-		symbol: string;
-		calendarSpan: number;
-		strikePercentageFromTheMoney: number;
-		historicalProbabilityOfSuccess: number;
-	}) => Promise<number>;
-};

server/src/calendardb.lmdbx.ts

@@ -1,153 +0,0 @@
-import type { CalendarDatabase } from "./calendardb.interfaces.js";
-import { open } from "lmdbx";
-
-const calendarAggregatesDb = open({
-	path: "./calendar-aggregates.db",
-	// any options go here, we can turn on compression like this:
-	compression: true,
-});
-
-const calendarExistenceDb = open({
-	path: "./calendar-existence.db",
-	// any options go here, we can turn on compression like this:
-	compression: true,
-});
-
-/** Largest possible key according to the `ordered-binary` (used by lmdbx) docs. */
-const MAXIMUM_KEY = Buffer.from([0xff]);
-
-function makeCalendarDatabase(): CalendarDatabase {
-	const calendarDatabase: Omit<CalendarDatabase, "getCalendars"> = {
-		getKeys: async ({ key: { symbol }, date }) => {
-			return calendarExistenceDb
-				.getRange({
-					start: [date, symbol],
-					end: [date, symbol, MAXIMUM_KEY],
-				})
-				.map(({ key }) => ({
-					symbol,
-					frontExpirationDate: key[2],
-					backExpirationDate: key[3],
-					strike: key[4],
-					type: key[5],
-				})).asArray;
-		},
-		getAggregates: async ({
-			key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
-			date,
-		}) => {
-			const startOfDayUnix = new Date(`${date}T00:00:00Z`).valueOf();
-			const endOfDayUnix = startOfDayUnix + 3600 * 24 * 1000;
-			return calendarAggregatesDb
-				.getRange({
-					start: [
-						symbol,
-						frontExpirationDate,
-						backExpirationDate,
-						strike,
-						type,
-						startOfDayUnix,
-					],
-					end: [
-						symbol,
-						frontExpirationDate,
-						backExpirationDate,
-						strike,
-						type,
-						endOfDayUnix,
-					],
-				})
-				.map(({ value }) => ({
-					tsStart: value.tsStart,
-					open: value.open,
-					close: value.close,
-					high: value.high,
-					low: value.low,
-				})).asArray;
-		},
-		insertAggregates: async (aggregates) => {
-			await calendarExistenceDb.batch(() => {
-				for (const aggregate of aggregates) {
-					calendarExistenceDb.put(
-						[
-							new Date(aggregate.tsStart).toISOString().substring(0, 10),
-							aggregate.key.symbol,
-							aggregate.key.frontExpirationDate,
-							aggregate.key.backExpirationDate,
-							aggregate.key.strike,
-							aggregate.key.type,
-						],
-						null,
-					);
-				}
-			});
-			await calendarAggregatesDb.batch(() => {
-				for (const aggregate of aggregates) {
-					calendarAggregatesDb.put(
-						[
-							aggregate.key.symbol,
-							aggregate.key.frontExpirationDate,
-							aggregate.key.backExpirationDate,
-							aggregate.key.strike,
-							aggregate.key.type,
-							aggregate.tsStart,
-						],
-						{
-							open: aggregate.open,
-							close: aggregate.close,
-							high: aggregate.high,
-							low: aggregate.low,
-						},
-					);
-				}
-			});
-		},
-		getClosingPrice: async ({
-			key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
-		}) => {
-			const startOfLastHourUnix = new Date(
-				`${frontExpirationDate}T00:00:00Z`,
-			).valueOf();
-			const endOfLastHourUnix = startOfLastHourUnix + 3600 * 1000;
-			let minPrice = 0;
-			for (const { value } of calendarAggregatesDb.getRange({
-				start: [
-					symbol,
-					frontExpirationDate,
-					backExpirationDate,
-					strike,
-					type,
-					startOfLastHourUnix,
-				],
-				end: [
-					symbol,
-					frontExpirationDate,
-					backExpirationDate,
-					strike,
-					type,
-					endOfLastHourUnix,
-				],
-			})) {
-				if (value.close < minPrice || minPrice === 0) {
-					minPrice = value.close;
-				}
-			}
-			return minPrice;
-		},
-		getTargetPriceByProbability: async ({
-			symbol,
-			calendarSpan,
-			strikePercentageFromTheMoney,
-			historicalProbabilityOfSuccess,
-		}) => {
-			return 0.24;
-		},
-	};
-
-	return {
-		...calendarDatabase,
-		getCalendars: calendarDatabase.getKeys,
-	};
-}
-
-export const calendarDatabase: CalendarDatabase = makeCalendarDatabase();

server/src/calendardb.optiondb.lmdbx.ts

@@ -1,155 +0,0 @@
-import { optionContractDatabase } from "./optiondb.lmdbx.js";
-import type { CalendarDatabase } from "./calendardb.interfaces.js";
-
-/** Largest possible key according to the `ordered-binary` (used by lmdbx) docs. */
-const MAXIMUM_KEY = Buffer.from([0xff]);
-
-function makeCalendarDatabase(): CalendarDatabase {
-  const calendarDatabase: Omit<CalendarDatabase, "getCalendars"> = {
-    getKeys: async ({ key: { symbol }, date }) => {
-      const optionContracts = await optionContractDatabase.getOptionContracts({
-        date,
-        key: { symbol },
-      });
-      return optionContracts.flatMap(
-        (frontOptionContract, i, optionContracts) =>
-          optionContracts
-            .filter((_, j) => i !== j)
-            .map((backOptionContract) => ({
-              symbol,
-              frontExpirationDate: frontOptionContract.expirationDate,
-              backExpirationDate: backOptionContract.expirationDate,
-              strike: frontOptionContract.strike,
-              type: frontOptionContract.type,
-            })),
-      );
-    },
-    getAggregates: async ({
-      key: { symbol, frontExpirationDate, backExpirationDate, strike, type },
-      date,
-    }) => {
-      const frontOptionContractAggregates =
-        await optionContractDatabase.getAggregates({
-          date,
-          key: { symbol, expirationDate: frontExpirationDate, strike, type },
-        });
-      const backOptionContractAggregates =
-        await optionContractDatabase.getAggregates({
-          date,
-          key: { symbol, expirationDate: backExpirationDate, strike, type },
-        });
-      const calendarAggregates = [];
-      let i = 0;
-      let j = 0;
-      while (
-        i < frontOptionContractAggregates.length &&
-        j < backOptionContractAggregates.length
-      ) {
-        if (
-          frontOptionContractAggregates[i].tsStart ===
-          backOptionContractAggregates[j].tsStart
-        ) {
-          calendarAggregates.push({
-            tsStart: frontOptionContractAggregates[i].tsStart,
-            open:
-              backOptionContractAggregates[j].open -
-              frontOptionContractAggregates[i].open,
-            close:
-              backOptionContractAggregates[j].close -
-              frontOptionContractAggregates[i].close,
-            // the high and low are not exactly correct since we don't know if each contract's high and low happened at the same moment as the other:
-            high:
-              backOptionContractAggregates[j].high -
-              frontOptionContractAggregates[i].high,
-            low:
-              backOptionContractAggregates[j].low -
-              frontOptionContractAggregates[i].low,
-          });
-          i++;
-          j++;
-        } else if (
-          frontOptionContractAggregates[i].tsStart >
-          backOptionContractAggregates[j].tsStart
-        ) {
-          j++;
-        } else {
-          i++;
-        }
-      }
-      return calendarAggregates;
-    },
-    insertAggregates: async (aggregates) => {
-      // right now, no-op
-    },
-    getClosingPrice: async ({
-      key: { symbol, strike, type, frontExpirationDate, backExpirationDate },
-    }) => {
-      const startOfLastHourUnix = new Date(
-        `${frontExpirationDate}T00:00:00Z`,
-      ).valueOf();
-      const endOfLastHourUnix = startOfLastHourUnix + 3600 * 1000;
-      const frontOptionContractAggregates = (
-        await optionContractDatabase.getAggregates({
-          date: frontExpirationDate,
-          key: { symbol, expirationDate: frontExpirationDate, strike, type },
-        })
-      ).filter(
-        ({ tsStart }) =>
-          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix,
-      );
-      const backOptionContractAggregates = (
-        await optionContractDatabase.getAggregates({
-          date: frontExpirationDate,
-          key: { symbol, expirationDate: backExpirationDate, strike, type },
-        })
-      ).filter(
-        ({ tsStart }) =>
-          tsStart >= startOfLastHourUnix && tsStart < endOfLastHourUnix,
-      );
-      let i = 0;
-      let j = 0;
-      let minPrice = 0;
-      while (
-        i < frontOptionContractAggregates.length &&
-        j < backOptionContractAggregates.length
-      ) {
-        if (
-          frontOptionContractAggregates[i].tsStart ===
-          backOptionContractAggregates[j].tsStart
-        ) {
-          const calendarClosePrice =
-            backOptionContractAggregates[j].close -
-            frontOptionContractAggregates[j].close;
-          if (calendarClosePrice < minPrice || minPrice === 0) {
-            minPrice = calendarClosePrice;
-          }
-          i++;
-          j++;
-        } else if (
-          frontOptionContractAggregates[i].tsStart >
-          backOptionContractAggregates[j].tsStart
-        ) {
-          j++;
-        } else {
-          i++;
-        }
-      }
-      return minPrice;
-    },
-    getTargetPriceByProbability: async ({
-      symbol,
-      calendarSpan,
-      strikePercentageFromTheMoney,
-      historicalProbabilityOfSuccess,
-    }) => {
-      return 0.24;
-    },
-  };
-
-  return {
-    ...calendarDatabase,
-    getCalendars: calendarDatabase.getKeys,
-  };
-}
-
-export const calendarDatabase: CalendarDatabase = makeCalendarDatabase();

server/src/cli.tsx

@@ -0,0 +1,85 @@
+import React, { useState, useEffect } from "react";
+import { render, Box, Text, useInput, useApp } from "ink";
+import TextInput from "ink-text-input";
+import type { BacktestInput } from "./backtest.js";
+import { backtest } from "./backtest.js";
+
+const App = () => {
+  const [step, setStep] = useState(0);
+  const [input, setInput] = useState<Partial<BacktestInput>>({});
+  const [result, setResult] = useState<string>("");
+  const { exit } = useApp();
+
+  const steps = [
+    { prompt: "Enter symbol:", key: "symbol" },
+    { prompt: "Enter start date (YYYY-MM-DD):", key: "startDate" },
+    { prompt: "Enter end date (YYYY-MM-DD):", key: "endDate" },
+    {
+      prompt: "Enter historical probability of success (0-1, default 0.8):",
+      key: "historicalProbabilityOfSuccess",
+    },
+    {
+      prompt: "Enter initial buying power (default 2000):",
+      key: "initialBuyingPower",
+    },
+  ];
+
+  useInput((input, key) => {
+    if (key.escape) {
+      exit();
+    }
+  });
+
+  useEffect(() => {
+    if (step === steps.length) {
+      const runBacktest = async () => {
+        try {
+          const backtestResult = await backtest(input as BacktestInput);
+          setResult(JSON.stringify(backtestResult, null, 2));
+        } catch (error) {
+          setResult(`Error: ${error.message}`);
+        }
+      };
+      runBacktest();
+    }
+  }, [step, input]);
+
+  const handleSubmit = (value: string) => {
+    const currentStep = steps[step];
+    let parsedValue: string | number = value;
+
+    if (
+      currentStep.key === "historicalProbabilityOfSuccess" ||
+      currentStep.key === "initialBuyingPower"
+    ) {
+      parsedValue = Number.parseFloat(value) || undefined;
+    }
+
+    setInput({ ...input, [currentStep.key]: parsedValue });
+    setStep(step + 1);
+  };
+
+  if (step < steps.length) {
+    return (
+      <Box flexDirection="column">
+        <Text>{steps[step].prompt}</Text>
+        <TextInput
+          value={(input[steps[step].key] as string) || ""}
+          onChange={(value) =>
+            setInput((prev) => ({ ...prev, [steps[step].key]: value }))
+          }
+          onSubmit={handleSubmit}
+        />
+      </Box>
+    );
+  }
+
+  return (
+    <Box flexDirection="column">
+      <Text>Backtest Results:</Text>
+      <Text>{result}</Text>
+    </Box>
+  );
+};
+
+render(<App />);

server/src/index.ts

@@ -1,311 +1,82 @@
-import { publicProcedure, router } from "./trpc.js";
+import { publicProcedure, router, RpcType } from "./trpc.js";
 import { query } from "./lib/clickhouse.js";
 import { createHTTPHandler } from "@trpc/server/adapters/standalone";
 import cors from "cors";
 import {
-	Object as ObjectT,
+  Object as ObjectT,
-	String as StringT,
+  String as StringT,
-	type TSchema,
+  Number as NumberT,
-	Number as NumberT,
 } from "@sinclair/typebox";
-import { TypeCompiler } from "@sinclair/typebox/compiler";
-import { TRPCError } from "@trpc/server";
 import { createServer } from "node:http";
 import { Env } from "@humanwhocodes/env";
+import StockPriceChart from "./StockPriceChart.js";
+import SimilarCalendarPriceChart from "./SimilarCalendarPriceChart.js";
+import CalendarExitPriceChart from "./CalendarExitPriceChart.js";
+import CalendarCharacteristicsForm from "./CalendarCharacteristicsForm.js";
 
 const env = new Env();
 
 const LISTEN_PORT = env.get("LISTEN_PORT", 3005);
 
-/**
+export const getOpensForUnderlying = publicProcedure
- * Generate a TRPC-compatible validator function given a Typebox schema.
+  .input(
- * This was copied from [https://github.com/sinclairzx81/typebox/blob/6cfcdc02cc813af2f1be57407c771fc4fadfc34a/example/trpc/readme.md].
+    RpcType(
- * @param schema A Typebox schema
+      ObjectT({
- * @returns A TRPC-compatible validator function
+        underlying: StringT({ maxLength: 5 }),
- */
+      })
-export function RpcType<T extends TSchema>(schema: T) {
+    )
-	const check = TypeCompiler.Compile(schema);
+  )
-	return (value: unknown) => {
+  .query(async (opts) => {
-		if (check.Check(value)) return value;
+    const { underlying } = opts.input;
-		const { path, message } = check.Errors(value).First();
+    return await query<{ x: number; y: number }>(
-		throw new TRPCError({
+      `
-			message: `${message} for ${path}`,
+		SELECT
-			code: "BAD_REQUEST",
+			toUnixTimestamp(tsStart) as x,
-		});
+			open as y
-	};
+		FROM stock_aggregates
-}
+		WHERE symbol = '${underlying}'
+		ORDER BY tsStart ASC
+	`,
+      "JSONEachRow"
+    );
+  });
+
+export const getOpensForOptionContract = publicProcedure
+  .input(
+    RpcType(
+      ObjectT({
+        underlying: StringT({ maxLength: 5 }),
+        expirationDate: StringT(),
+        strike: NumberT(),
+      })
+    )
+  )
+  .query(async (opts) => {
+    const { underlying, expirationDate, strike } = opts.input;
+    return await query<{ x: number; y: number }>(
+      `
+		SELECT
+			toUnixTimestamp(tsStart) as x,
+			open as y
+		FROM option_contract_aggregates
+		WHERE symbol = '${underlying}'
+		AND expirationDate = '${expirationDate}'
+		AND strike = ${strike}
+		AND type = 'call'
+		ORDER BY tsStart ASC
+	`,
+      "JSONEachRow"
+    );
+  });
 
 const appRouter = router({
-	getAvailableUnderlyings: publicProcedure.query(async (opts) => {
+  CalendarCharacteristicsForm,
-		// return (
+  StockPriceChart,
-		//   await query<{ symbol: string }>(`
+  SimilarCalendarPriceChart,
-		//   SELECT DISTINCT(symbol) as symbol FROM option_contract_existences WHERE asOfDate = (SELECT max(asOfDate) FROM option_contract_existences)
+  CalendarExitPriceChart,
-		// `)
+
-		// ).map(({ symbol }) => symbol);
+  getOpensForUnderlying,
-		return ["AAPL", "AMD", "GOOGL", "MSFT", "NFLX"];
+  getOpensForOptionContract,
-	}),
-	getAvailableAsOfDates: publicProcedure
-		.input(RpcType(ObjectT({ underlying: StringT() })))
-		.query(async (opts) => {
-			const underlying = opts.input.underlying;
-			return (
-				await query<{ asOfDate: string }>(`
-        SELECT 
-          DISTINCT(asOfDate) as asOfDate 
-        FROM option_contract_existences 
-        WHERE symbol = '${underlying}'
-        ORDER BY asOfDate
-      `)
-			).map(({ asOfDate }) => asOfDate);
-		}),
-	getExpirationsForUnderlying: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-					asOfDate: StringT(),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const { underlying, asOfDate } = opts.input;
-			return (
-				await query<{ expirationDate: string }>(`
-        SELECT
-          DISTINCT(expirationDate) as expirationDate
-        FROM option_contract_existences
-        WHERE symbol = '${underlying}'
-        AND asOfDate = '${asOfDate}'
-        ORDER BY expirationDate
-      `)
-			).map(({ expirationDate }) => expirationDate);
-		}),
-	getStrikesForUnderlying: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-					asOfDate: StringT(),
-					expirationDate: StringT(),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const { underlying, asOfDate, expirationDate } = opts.input;
-			return (
-				await query<{ strike: string }>(`
-        SELECT
-          DISTINCT(strike) as strike
-        FROM option_contract_existences
-        WHERE symbol = '${underlying}'
-        AND asOfDate = '${asOfDate}'
-        AND expirationDate = '${expirationDate}'
-        ORDER BY strike
-      `)
-			).map(({ strike }) => strike);
-		}),
-	getOpensForUnderlying: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const { underlying } = opts.input;
-			return await query<{ x: number; y: number }>(
-				`
-        SELECT
-          toUnixTimestamp(tsStart) as x,
-          open as y
-        FROM stock_aggregates
-        WHERE symbol = '${underlying}'
-        ORDER BY tsStart ASC
-      `,
-				"JSONEachRow",
-			);
-		}),
-	getOpensForOptionContract: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-					expirationDate: StringT(),
-					strike: NumberT(),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const { underlying, expirationDate, strike } = opts.input;
-			return await query<{ x: number; y: number }>(
-				`
-        SELECT
-          toUnixTimestamp(tsStart) as x,
-          open as y
-        FROM option_contract_aggregates
-        WHERE symbol = '${underlying}'
-        AND expirationDate = '${expirationDate}'
-        AND strike = ${strike}
-        AND type = 'call'
-        ORDER BY tsStart ASC
-      `,
-				"JSONEachRow",
-			);
-		}),
-	getHistoricalCalendarPrices: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-					daysToFrontExpiration: NumberT(),
-					daysBetweenFrontAndBackExpiration: NumberT(),
-					strikePercentageFromUnderlyingPriceRangeMin: NumberT(),
-					strikePercentageFromUnderlyingPriceRangeMax: NumberT(),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const {
-				underlying,
-				daysToFrontExpiration,
-				daysBetweenFrontAndBackExpiration,
-				strikePercentageFromUnderlyingPriceRangeMin,
-				strikePercentageFromUnderlyingPriceRangeMax,
-			} = opts.input;
-			return (
-				await query<[number, number]>(
-					`
-        SELECT
-          toUnixTimestamp(tsStart) as asOfTs,
-          calendarPrice
-        FROM calendar_histories
-        WHERE symbol = '${underlying}'
-        AND daysToFrontExpiration = ${daysToFrontExpiration}
-        AND strikePercentageFromUnderlyingPrice >= ${strikePercentageFromUnderlyingPriceRangeMin}
-        AND strikePercentageFromUnderlyingPrice <= ${strikePercentageFromUnderlyingPriceRangeMax}
-        AND daysBetweenFrontAndBackExpiration = ${daysBetweenFrontAndBackExpiration}
-      `,
-					"JSONCompactEachRow",
-				)
-			).reduce(
-				(columns, row) => {
-					columns[0].push(row[0]);
-					columns[1].push(row[1]);
-					return columns;
-				},
-				[[], []],
-			);
-		}),
-	getHistoricalStockQuoteChartData: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-					lookbackPeriodStart: StringT(),
-					lookbackPeriodEnd: StringT(),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const { underlying, lookbackPeriodStart, lookbackPeriodEnd } = opts.input;
-			return await query<[number, number]>(
-				`
-        SELECT
-          toUnixTimestamp(tsStart) as x,
-          open as y
-        FROM stock_aggregates
-        WHERE symbol = '${underlying}'
-        AND tsStart >= '${lookbackPeriodStart} 00:00:00'
-        AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
-        ORDER BY x ASC
-      `,
-				"JSONEachRow",
-			);
-		}),
-	getHistoricalCalendarQuoteChartData: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-					daysToFrontExpiration: NumberT(),
-					daysBetweenFrontAndBackExpiration: NumberT(),
-					strikePercentageFromUnderlyingPriceRangeMin: NumberT(),
-					strikePercentageFromUnderlyingPriceRangeMax: NumberT(),
-					lookbackPeriodStart: StringT(),
-					lookbackPeriodEnd: StringT(),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const {
-				underlying,
-				daysToFrontExpiration,
-				daysBetweenFrontAndBackExpiration,
-				strikePercentageFromUnderlyingPriceRangeMin,
-				strikePercentageFromUnderlyingPriceRangeMax,
-				lookbackPeriodStart,
-				lookbackPeriodEnd,
-			} = 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 <= '${lookbackPeriodEnd} 00:00:00'
-      `,
-				"JSONEachRow",
-			);
-		}),
-	getHistoricalCalendarExitQuoteChartData: publicProcedure
-		.input(
-			RpcType(
-				ObjectT({
-					underlying: StringT({ maxLength: 5 }),
-					daysToFrontExpiration: NumberT(),
-					daysBetweenFrontAndBackExpiration: NumberT(),
-					lookbackPeriodStart: StringT({
-						pattern: "[0-9]{4}-[0-9]{2}-[0-9]{2}",
-					}),
-					lookbackPeriodEnd: StringT({ pattern: "[0-9]{4}-[0-9]{2}-[0-9]{2}" }),
-				}),
-			),
-		)
-		.query(async (opts) => {
-			const {
-				underlying,
-				daysToFrontExpiration,
-				daysBetweenFrontAndBackExpiration,
-				lookbackPeriodStart,
-				lookbackPeriodEnd,
-			} = opts.input;
-			return await query<[number, number, number]>(
-				`
-        SELECT
-          FLOOR(strikePercentageFromUnderlyingPrice, 1) as x,
-          FLOOR(calendarPrice, 1) as y,
-          count(*) as n
-        FROM calendar_histories
-        WHERE symbol = '${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'
-        GROUP BY x, y
-        ORDER BY x ASC, y ASC
-      `,
-				"JSONEachRow",
-			);
-		}),
 });
 
 // Export type router type signature,
@@ -313,20 +84,20 @@ const appRouter = router({
 export type AppRouter = typeof appRouter;
 
 const handler = createHTTPHandler({
-	middleware: cors(),
+  middleware: cors(),
-	router: appRouter,
+  router: appRouter,
-	createContext() {
+  createContext() {
-		return {};
+    return {};
-	},
+  },
 });
 
 const server = createServer((req, res) => {
-	if (req.url.startsWith("/healthz")) {
+  if (req.url.startsWith("/healthz")) {
-		res.statusCode = 200;
+    res.statusCode = 200;
-		res.end("OK");
+    res.end("OK");
-	} else {
+  } else {
-		handler(req, res);
+    handler(req, res);
-	}
+  }
 });
 
 server.listen(Number.parseInt(LISTEN_PORT));

server/src/interfaces.ts

@@ -1,25 +0,0 @@
-export type Candlestick = {
-	open: number;
-	close: number;
-	high: number;
-	low: number;
-};
-
-export type Aggregate<T> = {
-	key: T;
-	/** UNIX time in milliseconds */
-	tsStart: number;
-} & Candlestick;
-
-export type AggregateDatabase<T> = {
-	getKeys: ({
-		key,
-		date,
-	}: { key?: T | Partial<T>; date?: string }) => Promise<Array<T>>;
-	getAggregates: ({
-		key,
-		date,
-	}: { key: T; date: string }) => Promise<Array<Omit<Aggregate<T>, "key">>>;
-	insertAggregates: (aggregates: Array<Aggregate<T>>) => Promise<void>;
-	getClosingPrice: ({ key }: { key: T }) => Promise<number>;
-};

server/src/lib/clickhouse.ts

@@ -1,31 +1,38 @@
 import { createClient as createClickhouseClient } from "@clickhouse/client";
 import type { DataFormat } from "@clickhouse/client";
 import { Env } from "@humanwhocodes/env";
+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,
+  },
 });
 
 export async function query<T>(
   queryString: string,
   format: DataFormat = "JSONEachRow"
 ): Promise<Array<T>> {
-  return await (
+  return await retry(
-    await clickhouse.query({
+    async () => {
-      query: queryString,
+      const result = await clickhouse.query({
-      format,
+        query: queryString,
-      clickhouse_settings: {
+        format,
-        output_format_json_quote_64bit_integers: 0,
+        clickhouse_settings: {
-        //output_format_json_quote_64bit_floats: false,
+          output_format_json_quote_64bit_integers: 0,
-        //output_format_json_quote_64bit_decimals: false,
+        },
-      },
+      });
-    })
+      return await result.json();
-  ).json();
+    },
+    { maxRetries: 5 }
+  );
 }

server/src/lib/utils/retry.ts

@@ -0,0 +1,61 @@
+type RetryDecision = {
+  shouldRetry: boolean;
+  maxRetries?: number;
+  delay?: number;
+};
+
+type RetryOptions = {
+  maxRetries?: number;
+  delay?: number;
+  shouldRetry?: (error: unknown) => RetryDecision;
+};
+
+export async function retry<T>(
+  fn: () => Promise<T>,
+  options: RetryOptions = {},
+): Promise<T> {
+  const {
+    maxRetries: defaultMaxRetries = 3,
+    delay: defaultDelay = 1000,
+    shouldRetry = retryOnAnyError,
+  } = options;
+
+  let attempt = 1;
+  while (true) {
+    try {
+      return await fn();
+    } catch (error) {
+      const decision = shouldRetry(error);
+      if (!decision.shouldRetry) throw error;
+
+      const currentMaxRetries = decision.maxRetries ?? defaultMaxRetries;
+      const currentDelay = decision.delay ?? defaultDelay;
+
+      if (attempt >= currentMaxRetries) throw error;
+
+      console.warn(
+        `Error occurred, retrying (attempt ${attempt}/${currentMaxRetries})...`,
+      );
+      console.error(error);
+      await new Promise((resolve) => setTimeout(resolve, currentDelay));
+      attempt++;
+    }
+  }
+}
+
+export const retryOnAnyError = (): RetryDecision => ({ shouldRetry: true });
+export const retryOnTimeout = (error: unknown): RetryDecision =>
+  error instanceof Error && error.message.includes("timeout")
+    ? { shouldRetry: true, maxRetries: 5, delay: 2000 }
+    : { shouldRetry: false };
+export const retryOnErrorType =
+  (errorType: new () => Error, options?: Partial<RetryDecision>) =>
+  (error: unknown) =>
+    error instanceof errorType
+      ? { shouldRetry: true, ...options }
+      : { shouldRetry: false };
+export const retryOnErrorSubstring =
+  (substring: string, options?: Partial<RetryDecision>) => (error: unknown) =>
+    error instanceof Error && error.message.includes(substring)
+      ? { shouldRetry: true, ...options }
+      : { shouldRetry: false };

server/src/scripts/clickhouse-to-lmdbx.ts

@@ -1,9 +1,12 @@
-import type { AggregateDatabase } from "../interfaces.js";
+import type { AggregateDatabase } from "../AggregateDatabase/interfaces.js";
-// import { stockDatabase as stockDatabaseClickhouse } from "../stockdb.clickhouse.js";
+import { database as stockDatabaseClickhouse } from "../AggregateDatabase/Stock/clickhouse.js";
-// import { stockDatabase as stockDatabaseLmdbx } from "../stockdb.lmdbx.js";
+import { database as stockDatabaseLmdbx } from "../AggregateDatabase/Stock/lmdbx.js";
-import { optionContractDatabase as optionContractDatabaseClickhouse } from "../optiondb.clickhouse.js";
+// import { optionContractDatabase as optionContractDatabaseClickhouse } from "../optiondb.clickhouse.js";
-import { optionContractDatabase as optionContractDatabaseLmdbx } from "../optiondb.lmdbx.js";
+// import { optionContractDatabase as optionContractDatabaseLmdbx } from "../optiondb.lmdbx.js";
-import { nextDate } from "../lib/util.js";
+import { nextDate } from "../lib/utils/nextDate.js";
+import { retry, retryOnTimeout } from "../lib/utils/retry.js";
+import type { OptionContractKey } from "../AggregateDatabase/OptionContract/interfaces.js";
+import type { StockKey } from "../AggregateDatabase/Stock/interfaces.js";
 
 async function syncAggregates<T>({
   fromDatabase,
@@ -23,7 +26,13 @@ async function syncAggregates<T>({
 }
 
 const symbols = ["AMD", "AAPL", "MSFT", "GOOGL", "NFLX", "NVDA"];
-async function run() {
+async function run<T extends StockKey | OptionContractKey>({
+  fromDatabase,
+  toDatabase,
+}: {
+  fromDatabase: AggregateDatabase<T>;
+  toDatabase: AggregateDatabase<T>;
+}) {
   const startDate = process.argv[2];
   const endDate = process.argv[3];
 
@@ -36,21 +45,33 @@ async function run() {
     // const symbols = await stockDatabaseClickhouse.getSymbols({ date });
     for (const symbol of symbols) {
       console.log(date, symbol);
-      const keys = await optionContractDatabaseClickhouse.getKeys({
+      const keys = await retry(
-        key: { symbol },
+        () =>
-        date,
+          fromDatabase.getKeys({
-      });
+            key: { symbol } as T,
+            date,
+          }),
+        { shouldRetry: retryOnTimeout }
+      );
+
       for (const key of keys) {
         // console.log(date, symbol, key.expirationDate, key.strike, key.type);
-        await syncAggregates({
+        await retry(
-          fromDatabase: optionContractDatabaseClickhouse,
+          () =>
-          toDatabase: optionContractDatabaseLmdbx,
+            syncAggregates({
-          key,
+              fromDatabase,
-          date,
+              toDatabase,
-        });
+              key,
+              date,
+            }),
+          { shouldRetry: retryOnTimeout }
+        );
       }
     }
   }
 }
 
-await run();
+await run({
+  fromDatabase: stockDatabaseClickhouse,
+  toDatabase: stockDatabaseLmdbx,
+});

server/src/stockdb.clickhouse.ts

@@ -1,59 +0,0 @@
-import type { StockDatabase, StockKey } from "./stockdb.interfaces.js";
-import type { Aggregate } from "./interfaces.js";
-import { clickhouse, query } from "./lib/clickhouse.js";
-
-function makeStockDatabase(): StockDatabase {
-	const stockDatabase: Omit<StockDatabase, "getSymbols"> = {
-		getKeys: async ({ date }) => {
-			return (
-				await query(`
-          SELECT DISTINCT symbol FROM stock_aggregates WHERE toDate(tsStart) = '${date}'
-        `)
-			).map(({ symbol }) => symbol);
-		},
-		getAggregates: async ({ key: symbol, date }) => {
-			return (
-				await query<Omit<Aggregate<StockKey>, "key">>(`
-        SELECT 
-            toUnixTimestamp(tsStart) as tsStart,
-            open,
-            close,
-            high,
-            low
-        FROM stock_aggregates
-        WHERE symbol = '${symbol}'
-        AND toDate(tsStart) = '${date}'
-        ORDER BY tsStart ASC
-      `)
-			).map((aggregate) => ({
-				...aggregate,
-				tsStart: aggregate.tsStart * 1000, // unfortunately, `toUnixTimestamp` only returns second-precision
-			}));
-		},
-		insertAggregates: async (aggregates) => {
-			// stock existence is taken care of by clickhouse materialized view
-			await clickhouse.insert({
-				table: "stock_aggregates",
-				values: aggregates.map(({ key, tsStart, open, close, high, low }) => ({
-					symbol: key,
-					tsStart,
-					open,
-					close,
-					high,
-					low,
-				})),
-			});
-		},
-		getClosingPrice: async ({ key }) => {
-			// no-op: not used since stocks don't have a "closing" price, unlike options.
-			return 0;
-		},
-	};
-
-	return {
-		...stockDatabase,
-		getSymbols: stockDatabase.getKeys,
-	};
-}
-
-export const stockDatabase: StockDatabase = makeStockDatabase();

server/src/stockdb.interfaces.ts

@@ -1,7 +0,0 @@
-import type { AggregateDatabase } from "./interfaces.js";
-
-export type StockKey = string;
-
-export type StockDatabase = AggregateDatabase<StockKey> & {
-	getSymbols: AggregateDatabase<StockKey>["getKeys"];
-};

server/src/stockdb.lmdbx.ts

@@ -1,80 +0,0 @@
-import type { StockDatabase } from "./stockdb.interfaces.js";
-import { open } from "lmdbx";
-
-const stockAggregatesDb = open({
-	path: "/tmp/stock-aggregates.db",
-	// any options go here, we can turn on compression like this:
-	compression: true,
-});
-
-const stockExistenceDb = open({
-	path: "/tmp/stock-existence.db",
-	// any options go here, we can turn on compression like this:
-	compression: true,
-});
-
-/** Largest possible key according to the `ordered-binary` (used by lmdbx) docs. */
-const MAXIMUM_KEY = Buffer.from([0xff]);
-
-function makeStockDatabase(): StockDatabase {
-	const stockDatabase: Omit<StockDatabase, "getSymbols"> = {
-		getKeys: async ({ date }) => {
-			return stockExistenceDb
-				.getRange({
-					start: [date],
-					end: [date, MAXIMUM_KEY],
-				})
-				.map(({ key }) => key[1]).asArray;
-		},
-		getAggregates: async ({ key: symbol, date }) => {
-			const startOfDayUnix = new Date(`${date}T00:00:00Z`).valueOf();
-			const endOfDayUnix = startOfDayUnix + 3600 * 24 * 1000;
-			return stockAggregatesDb
-				.getRange({
-					start: [symbol, startOfDayUnix],
-					end: [symbol, endOfDayUnix],
-				})
-				.map(({ key, value }) => ({
-					tsStart: key[1],
-					open: value.open,
-					close: value.close,
-					high: value.high,
-					low: value.low,
-				})).asArray;
-		},
-		insertAggregates: async (aggregates) => {
-			await stockExistenceDb.batch(() => {
-				for (const aggregate of aggregates) {
-					stockExistenceDb.put(
-						[
-							new Date(aggregate.tsStart).toISOString().substring(0, 10),
-							aggregate.key,
-						],
-						null,
-					);
-				}
-			});
-			await stockAggregatesDb.batch(() => {
-				for (const aggregate of aggregates) {
-					stockAggregatesDb.put([aggregate.key, aggregate.tsStart], {
-						open: aggregate.open,
-						close: aggregate.close,
-						high: aggregate.high,
-						low: aggregate.low,
-					});
-				}
-			});
-		},
-		getClosingPrice: async ({ key }) => {
-			// no-op: not used since stocks don't have a "closing" price, unlike options.
-			return 0;
-		},
-	};
-
-	return {
-		...stockDatabase,
-		getSymbols: stockDatabase.getKeys,
-	};
-}
-
-export const stockDatabase: StockDatabase = makeStockDatabase();

server/src/trpc.ts

@@ -1,14 +1,35 @@
-import { initTRPC } from '@trpc/server';
+import { initTRPC } from "@trpc/server";
- 
+import { TypeCompiler } from "@sinclair/typebox/compiler";
+import { TRPCError } from "@trpc/server";
+import type { TSchema } from "@sinclair/typebox";
+
 /**
  * Initialization of tRPC backend
  * Should be done only once per backend!
  */
 const t = initTRPC.create();
- 
+
 /**
  * Export reusable router and procedure helpers
  * that can be used throughout the router
  */
 export const router = t.router;
-export const publicProcedure = t.procedure;
+export const publicProcedure = t.procedure;
+
+/**
+ * Generate a TRPC-compatible validator function given a Typebox schema.
+ * This was copied from [https://github.com/sinclairzx81/typebox/blob/6cfcdc02cc813af2f1be57407c771fc4fadfc34a/example/trpc/readme.md].
+ * @param schema A Typebox schema
+ * @returns A TRPC-compatible validator function
+ */
+export function RpcType<T extends TSchema>(schema: T) {
+  const check = TypeCompiler.Compile(schema);
+  return (value: unknown) => {
+    if (check.Check(value)) return value;
+    const { path, message } = check.Errors(value).First();
+    throw new TRPCError({
+      message: `${message} for ${path}`,
+      code: "BAD_REQUEST",
+    });
+  };
+}

server/tsconfig.json

@@ -1,12 +1,13 @@
 {
-	"compilerOptions": {
+  "compilerOptions": {
-		"target": "ES2020",
+    "jsx": "react",
-		"module": "ESNext",
+    "target": "ES2020",
-		"moduleResolution": "bundler",
+    "module": "ESNext",
-		"noEmit": true,
+    "moduleResolution": "bundler",
-		"allowJs": true,
+    "noEmit": true,
-		"checkJs": true,
+    "allowJs": true,
-		"lib": ["es2022"]
+    "checkJs": false,
-	},
+    "lib": ["es2022"]
-	"include": ["**/*"]
+  },
+  "include": ["src/**/*"]
 }