 avraham
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4d989f10eb
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gitignore Bruno files
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2025-03-02 17:54:41 -05:00 |
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avraham
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906e63eb91
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use line on stock price chart; more compact data transfer format
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2025-03-02 17:53:59 -05:00 |
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avraham
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3732680d52
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use CLICKHOUSE_URL envvar instead of CLICKHOUSE_HOST
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2025-03-02 09:35:43 -05:00 |
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avraham
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3c841f488c
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attempt to remove outliers from chart data
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2025-02-24 09:15:57 -05:00 |
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avraham
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b6cc25b769
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begin with narrower lookback period
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2025-02-24 09:15:35 -05:00 |
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avraham
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14dff05785
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fix: case where calendar exit price data is empty
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2025-02-24 09:15:09 -05:00 |
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avraham
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f05831b5f1
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return moniness in percentage, not ratio
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2025-02-23 13:20:05 -05:00 |
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avraham
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b7f9d60715
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friendlier variable names; use sliders for input
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2025-02-23 13:11:34 -05:00 |
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avraham
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b2169e1da7
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adjust moniness step in form
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2025-02-07 09:36:05 -05:00 |
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avraham
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aeac0e1042
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update Dockerfile to use latest corepack to fix npm keys
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2025-02-07 09:31:34 -05:00 |
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avraham
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904d2da84a
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send strikePercentageFromUnderlyingPriceRange* as ratio not percentage
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2025-02-07 09:30:50 -05:00 |
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avraham
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694bb38536
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update Dockerfile to use latest corepack to fix npm keys
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2025-02-07 09:25:33 -05:00 |
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avraham
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64a5172ea8
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use new clickhouse tables
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2025-02-07 09:23:47 -05:00 |
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avraham
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ac9554ba21
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migrated to mui Grid2
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2024-10-06 15:14:30 -04:00 |
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avraham
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2597c0f6ac
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attempt fix: trpc routes not found
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2024-09-29 20:19:51 -04:00 |
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avraham
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add21288be
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fix: Dockerfile - no longer using postcss and tailwind
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2024-09-29 20:03:58 -04:00 |
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avraham
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db809d7b57
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remove unused imports
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2024-09-29 20:02:55 -04:00 |
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avraham
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8986dc4ea9
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fully adopt @mui/material; refactor
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2024-09-29 20:01:53 -04:00 |
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avraham
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ea9bd307f3
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refactor
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2024-09-26 21:00:58 -04:00 |
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avraham
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7bca5e701d
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refactor
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2024-09-26 20:14:11 -04:00 |
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avraham
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82915fb0b5
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aider: implement simple cli in ink for running backtests
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2024-08-11 19:58:40 -04:00 |
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avraham
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d134385bd7
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use tsc for type-checking
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2024-08-11 19:52:29 -04:00 |
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avraham
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3bc976b63a
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use standard export name for AggregateDatabase subtype instances
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2024-08-11 19:51:32 -04:00 |
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avraham
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72f45b81a5
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fix: clickhouse-to-lmdbx script imports
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2024-08-11 19:16:30 -04:00 |
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avraham
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d6762fdae5
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re-organized code; implemented getAggregate() where it was missing
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2024-08-11 18:08:54 -04:00 |
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avraham
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15a5d7c67b
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use lmdbx for stockdb in backtest, and limit to calendars within 5% of the money
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2024-08-11 17:39:34 -04:00 |
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avraham
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fe1265810d
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fix: the "optiondb-lmdbx" calendardb was returning too many possible strike-front-back permutations due to faulty programming
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2024-08-11 17:38:04 -04:00 |
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avraham
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8d908521fd
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fix: getClosingPrice() for two calendardb modules
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2024-08-11 17:36:31 -04:00 |
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avraham
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5b3e9f85f6
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fix: lmdbx optiondb getAggregateSync() returned tsStart = undefined
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2024-08-11 17:35:00 -04:00 |
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avraham
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666ff16583
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add getAggregate method
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2024-08-11 17:33:31 -04:00 |
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avraham
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35b3278d08
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add aider
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2024-08-11 17:30:45 -04:00 |
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avraham
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704d59a363
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use tsx to run
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2024-08-11 17:29:08 -04:00 |
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avraham
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93d5ac8a30
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refactor; backtest using lmdbx
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2024-08-07 21:57:03 -04:00 |
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avraham
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1d83cd419a
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fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions.
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2024-08-04 19:26:27 -04:00 |
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avraham
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cfb207aae8
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Revert "feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script"
This reverts commit c749321fe9.
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2024-08-04 18:24:28 -04:00 |
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avraham
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c749321fe9
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feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script
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2024-08-04 18:23:19 -04:00 |
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avraham
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eba5344b15
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fix biome kvetches
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2024-08-02 17:00:35 -04:00 |
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avraham
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39bb6c85f8
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fix biome kvetches
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2024-08-02 17:00:01 -04:00 |
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avraham
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bf094de461
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improve and extract nextDate() function; improve clickhouse-to-lmdbx sync script
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2024-08-02 16:41:42 -04:00 |
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avraham
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85cafd985d
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don't use /tmp dir for lmdbx dbs
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2024-08-02 16:40:28 -04:00 |
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avraham
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70b690ab9d
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converted frontend from tailwind to material-ui using AI
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2024-08-02 13:37:08 -04:00 |
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avraham
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3e5e728d92
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well-interfaced pluggable databases
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2024-07-30 03:46:41 +00:00 |
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avraham
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9e1a5906e4
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ignore asdf's pnpm's pnpm-store, which ends up in the repo, not in ~
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2024-07-17 01:48:38 +00:00 |
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avraham
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99a32230ce
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use asdf instead of nvm
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2024-07-17 01:47:57 +00:00 |
|
 Avraham Sakal
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742414697f
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add stock aggregate fetching functions
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2024-07-12 19:39:13 -04:00 |
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Avraham Sakal
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df4925e3a4
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add materialized view to keep individual contract existences
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2024-07-05 16:47:15 -04:00 |
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Avraham Sakal
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cd9dd9fefc
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I don't have the underlying data yet
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2024-07-05 16:42:04 -04:00 |
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Avraham Sakal
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37363030ec
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use envs for secrets
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2024-07-05 15:45:29 -04:00 |
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Avraham Sakal
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cb7dbc29e8
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stream-ingest flat files from polygon; add a few tables
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2024-07-05 15:33:54 -04:00 |
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Avraham Sakal
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c6e5c76952
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handle newly-encountered DELAYED error
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2024-07-01 08:31:40 -04:00 |
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