 avraham
|
3c841f488c
|
attempt to remove outliers from chart data
|
6 months ago |
|
avraham
|
b6cc25b769
|
begin with narrower lookback period
|
6 months ago |
|
avraham
|
14dff05785
|
fix: case where calendar exit price data is empty
|
6 months ago |
|
avraham
|
f05831b5f1
|
return moniness in percentage, not ratio
|
6 months ago |
|
avraham
|
b7f9d60715
|
friendlier variable names; use sliders for input
|
6 months ago |
|
avraham
|
b2169e1da7
|
adjust moniness step in form
|
7 months ago |
|
avraham
|
aeac0e1042
|
update Dockerfile to use latest corepack to fix npm keys
|
7 months ago |
|
avraham
|
904d2da84a
|
send `strikePercentageFromUnderlyingPriceRange*` as ratio not percentage
|
7 months ago |
|
avraham
|
694bb38536
|
update Dockerfile to use latest corepack to fix npm keys
|
7 months ago |
|
avraham
|
64a5172ea8
|
use new clickhouse tables
|
7 months ago |
|
avraham
|
ac9554ba21
|
migrated to mui `Grid2`
|
11 months ago |
|
avraham
|
2597c0f6ac
|
attempt fix: trpc routes not found
|
11 months ago |
|
avraham
|
add21288be
|
fix: Dockerfile - no longer using postcss and tailwind
|
11 months ago |
|
avraham
|
db809d7b57
|
remove unused imports
|
11 months ago |
|
avraham
|
8986dc4ea9
|
fully adopt `@mui/material`; refactor
|
11 months ago |
|
avraham
|
ea9bd307f3
|
refactor
|
11 months ago |
|
avraham
|
7bca5e701d
|
refactor
|
11 months ago |
|
avraham
|
82915fb0b5
|
aider: implement simple cli in `ink` for running backtests
|
1 year ago |
|
avraham
|
d134385bd7
|
use `tsc` for type-checking
|
1 year ago |
|
avraham
|
3bc976b63a
|
use standard export name for AggregateDatabase subtype instances
|
1 year ago |
|
avraham
|
72f45b81a5
|
fix: `clickhouse-to-lmdbx` script imports
|
1 year ago |
|
avraham
|
d6762fdae5
|
re-organized code; implemented `getAggregate()` where it was missing
|
1 year ago |
|
avraham
|
15a5d7c67b
|
use lmdbx for stockdb in backtest, and limit to calendars within 5% of the money
|
1 year ago |
|
avraham
|
fe1265810d
|
fix: the "optiondb-lmdbx" calendardb was returning too many possible strike-front-back permutations due to faulty programming
|
1 year ago |
|
avraham
|
8d908521fd
|
fix: `getClosingPrice()` for two calendardb modules
|
1 year ago |
|
avraham
|
5b3e9f85f6
|
fix: lmdbx optiondb `getAggregateSync()` returned `tsStart = undefined`
|
1 year ago |
|
avraham
|
666ff16583
|
add `getAggregate` method
|
1 year ago |
|
avraham
|
35b3278d08
|
add `aider`
|
1 year ago |
|
avraham
|
704d59a363
|
use `tsx` to run
|
1 year ago |
|
avraham
|
93d5ac8a30
|
refactor; backtest using lmdbx
|
1 year ago |
|
avraham
|
1d83cd419a
|
fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions.
|
1 year ago |
|
avraham
|
cfb207aae8
|
Revert "feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in `clickhouse-to-lmdbx.ts` script"
This reverts commit c749321fe9.
|
1 year ago |
|
avraham (aider)
|
c749321fe9
|
feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in `clickhouse-to-lmdbx.ts` script
|
1 year ago |
|
avraham
|
eba5344b15
|
fix biome kvetches
|
1 year ago |
|
avraham
|
39bb6c85f8
|
fix biome kvetches
|
1 year ago |
|
avraham
|
bf094de461
|
improve and extract `nextDate()` function; improve clickhouse-to-lmdbx sync script
|
1 year ago |
|
avraham
|
85cafd985d
|
don't use `/tmp` dir for lmdbx dbs
|
1 year ago |
|
avraham
|
70b690ab9d
|
converted frontend from tailwind to material-ui using AI
|
1 year ago |
|
avraham
|
3e5e728d92
|
well-interfaced pluggable databases
|
1 year ago |
|
Avraham Sakal
|
9e1a5906e4
|
ignore asdf's pnpm's `pnpm-store`, which ends up in the repo, not in `~`
|
1 year ago |
|
Avraham Sakal
|
99a32230ce
|
use asdf instead of nvm
|
1 year ago |
Avraham Sakal
|
742414697f
|
add stock aggregate fetching functions
|
1 year ago |
|
Avraham Sakal
|
df4925e3a4
|
add materialized view to keep individual contract existences
|
1 year ago |
|
Avraham Sakal
|
cd9dd9fefc
|
I don't have the underlying data yet
|
1 year ago |
|
Avraham Sakal
|
37363030ec
|
use envs for secrets
|
1 year ago |
|
Avraham Sakal
|
cb7dbc29e8
|
stream-ingest flat files from polygon; add a few tables
|
1 year ago |
|
Avraham Sakal
|
c6e5c76952
|
handle newly-encountered `DELAYED` error
|
1 year ago |
|
Avraham Sakal
|
71f72eb474
|
handle any socket hangups
|
1 year ago |
|
Avraham Sakal
|
f8279d4932
|
retry clickhouse insert in case of socket hangup
|
1 year ago |
|
Avraham Sakal
|
fc2526a4aa
|
fix: option contract aggregate sync on empty batches or unauthorized fetches
|
1 year ago |