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add dev envs; add lookbackPeriod

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This commit is contained in:
Avraham Sakal
2024-02-04 18:15:38 -05:00
parent dc63f31647
commit 63185f485f
11 changed files with 82 additions and 5 deletions
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server/src/env.ts
+7
View File
@@ -0,0 +1,7 @@
import dotenv from 'dotenv';
if(process.env.NODE_DEV==="development"){
dotenv.config({ path:"../.env.development" });
}
export default null;
server/src/index.ts
+17 -4
View File
@@ -1,6 +1,7 @@
import _ from './env';
import { publicProcedure, router } from './trpc.js';
import { query } from './clickhouse.js';
import { createHTTPHandler, createHTTPServer } from '@trpc/server/adapters/standalone';
import { createHTTPHandler } from '@trpc/server/adapters/standalone';
import cors from 'cors';
import { Object as ObjectT, String as StringT, TSchema, Number as NumberT } from '@sinclair/typebox';
import { TypeCompiler } from '@sinclair/typebox/compiler';
@@ -140,15 +141,19 @@ const appRouter = router({
getHistoricalStockQuoteChartData: publicProcedure
.input(RpcType(ObjectT({
underlying:StringT(),
lookbackPeriodStart:StringT(),
lookbackPeriodEnd:StringT(),
})))
.query(async (opts)=>{
const {underlying, } = opts.input;
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'));
}),
@@ -159,9 +164,11 @@ const appRouter = router({
daysBetweenFrontAndBackExpiration:NumberT(),
strikePercentageFromUnderlyingPriceRangeMin:NumberT(),
strikePercentageFromUnderlyingPriceRangeMax:NumberT(),
lookbackPeriodStart:StringT(),
lookbackPeriodEnd:StringT(),
})))
.query(async (opts)=>{
const {underlying, daysToFrontExpiration, daysBetweenFrontAndBackExpiration, strikePercentageFromUnderlyingPriceRangeMin, strikePercentageFromUnderlyingPriceRangeMax, } = opts.input;
const {underlying, daysToFrontExpiration, daysBetweenFrontAndBackExpiration, strikePercentageFromUnderlyingPriceRangeMin, strikePercentageFromUnderlyingPriceRangeMax, lookbackPeriodStart, lookbackPeriodEnd, } = opts.input;
return (await query<[number,number]>(`
SELECT
toUnixTimestamp(tsStart) as x,
@@ -172,6 +179,8 @@ const appRouter = router({
AND strikePercentageFromUnderlyingPrice >= ${strikePercentageFromUnderlyingPriceRangeMin}
AND strikePercentageFromUnderlyingPrice <= ${strikePercentageFromUnderlyingPriceRangeMax}
AND daysBetweenFrontAndBackExpiration = ${daysBetweenFrontAndBackExpiration}
AND tsStart >= '${lookbackPeriodStart} 00:00:00'
AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
`,'JSONEachRow'));
}),
getHistoricalCalendarExitQuoteChartData: publicProcedure
@@ -179,9 +188,11 @@ const appRouter = router({
underlying:StringT(),
daysToFrontExpiration:NumberT(),
daysBetweenFrontAndBackExpiration:NumberT(),
lookbackPeriodStart:StringT(),
lookbackPeriodEnd:StringT(),
})))
.query(async (opts)=>{
const {underlying, daysToFrontExpiration, daysBetweenFrontAndBackExpiration, } = opts.input;
const {underlying, daysToFrontExpiration, daysBetweenFrontAndBackExpiration, lookbackPeriodStart, lookbackPeriodEnd, } = opts.input;
return (await query<[number,number]>(`
SELECT
FLOOR(strikePercentageFromUnderlyingPrice, 1) as x,
@@ -192,6 +203,8 @@ const appRouter = router({
AND strikePercentageFromUnderlyingPrice >= -5.0
AND strikePercentageFromUnderlyingPrice <= 5.0
AND daysBetweenFrontAndBackExpiration = ${daysBetweenFrontAndBackExpiration}
AND tsStart >= '${lookbackPeriodStart} 00:00:00'
AND tsStart <= '${lookbackPeriodEnd} 00:00:00'
ORDER BY x ASC
`,'JSONEachRow'));
}),