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• c83f2ce0a0 use Slider for lookback period main avraham 2025-03-03 21:35:51 -05:00
• 4d989f10eb gitignore Bruno files avraham 2025-03-02 17:54:41 -05:00
• 906e63eb91 use line on stock price chart; more compact data transfer format avraham 2025-03-02 17:53:59 -05:00
• 3732680d52 use CLICKHOUSE_URL envvar instead of CLICKHOUSE_HOST avraham 2025-03-02 09:35:43 -05:00
• 3c841f488c attempt to remove outliers from chart data avraham 2025-02-24 09:15:57 -05:00
• b6cc25b769 begin with narrower lookback period avraham 2025-02-24 09:15:35 -05:00
• 14dff05785 fix: case where calendar exit price data is empty avraham 2025-02-24 09:15:09 -05:00
• f05831b5f1 return moniness in percentage, not ratio avraham 2025-02-23 13:20:05 -05:00
• b7f9d60715 friendlier variable names; use sliders for input avraham 2025-02-23 13:11:34 -05:00
• b2169e1da7 adjust moniness step in form avraham 2025-02-07 09:36:05 -05:00
• aeac0e1042 update Dockerfile to use latest corepack to fix npm keys avraham 2025-02-07 09:31:34 -05:00
• 904d2da84a send strikePercentageFromUnderlyingPriceRange* as ratio not percentage avraham 2025-02-07 09:30:50 -05:00
• 694bb38536 update Dockerfile to use latest corepack to fix npm keys avraham 2025-02-07 09:25:33 -05:00
• 64a5172ea8 use new clickhouse tables avraham 2025-02-07 09:23:47 -05:00
• ac9554ba21 migrated to mui Grid2 avraham 2024-10-06 15:14:30 -04:00
• 2597c0f6ac attempt fix: trpc routes not found avraham 2024-09-29 20:19:51 -04:00
• add21288be fix: Dockerfile - no longer using postcss and tailwind avraham 2024-09-29 20:03:58 -04:00
• db809d7b57 remove unused imports avraham 2024-09-29 20:02:55 -04:00
• 8986dc4ea9 fully adopt @mui/material; refactor avraham 2024-09-29 20:01:53 -04:00
• ea9bd307f3 refactor avraham 2024-09-26 21:00:58 -04:00
• 7bca5e701d refactor avraham 2024-09-26 20:14:11 -04:00
• 82915fb0b5 aider: implement simple cli in ink for running backtests avraham 2024-08-11 19:58:40 -04:00
• d134385bd7 use tsc for type-checking avraham 2024-08-11 19:52:29 -04:00
• 3bc976b63a use standard export name for AggregateDatabase subtype instances avraham 2024-08-11 19:51:32 -04:00
• 72f45b81a5 fix: clickhouse-to-lmdbx script imports avraham 2024-08-11 19:16:30 -04:00
• d6762fdae5 re-organized code; implemented getAggregate() where it was missing avraham 2024-08-11 18:08:54 -04:00
• 15a5d7c67b use lmdbx for stockdb in backtest, and limit to calendars within 5% of the money avraham 2024-08-11 17:39:34 -04:00
• fe1265810d fix: the "optiondb-lmdbx" calendardb was returning too many possible strike-front-back permutations due to faulty programming avraham 2024-08-11 17:38:04 -04:00
• 8d908521fd fix: getClosingPrice() for two calendardb modules avraham 2024-08-11 17:36:31 -04:00
• 5b3e9f85f6 fix: lmdbx optiondb getAggregateSync() returned tsStart = undefined avraham 2024-08-11 17:35:00 -04:00
• 666ff16583 add getAggregate method avraham 2024-08-11 17:33:31 -04:00
• 35b3278d08 add aider avraham 2024-08-11 17:30:45 -04:00
• 704d59a363 use tsx to run avraham 2024-08-11 17:29:08 -04:00
• 93d5ac8a30 refactor; backtest using lmdbx avraham 2024-08-07 21:57:03 -04:00
• 1d83cd419a fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions. avraham 2024-08-04 19:26:27 -04:00
• cfb207aae8 Revert "feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script" avraham 2024-08-04 18:24:28 -04:00
• c749321fe9 feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script avraham 2024-08-04 18:23:19 -04:00
• eba5344b15 fix biome kvetches avraham 2024-08-02 17:00:35 -04:00
• 39bb6c85f8 fix biome kvetches avraham 2024-08-02 17:00:01 -04:00
• bf094de461 improve and extract nextDate() function; improve clickhouse-to-lmdbx sync script avraham 2024-08-02 16:41:42 -04:00
• 85cafd985d don't use /tmp dir for lmdbx dbs avraham 2024-08-02 16:40:28 -04:00
• 70b690ab9d converted frontend from tailwind to material-ui using AI avraham 2024-08-02 13:37:08 -04:00
• 3e5e728d92 well-interfaced pluggable databases avraham 2024-07-30 03:46:41 +00:00
• 9e1a5906e4 ignore asdf's pnpm's pnpm-store, which ends up in the repo, not in ~ avraham 2024-07-17 01:48:38 +00:00
• 99a32230ce use asdf instead of nvm avraham 2024-07-17 01:47:57 +00:00
• 742414697f add stock aggregate fetching functions Avraham Sakal 2024-07-12 19:39:13 -04:00
• df4925e3a4 add materialized view to keep individual contract existences Avraham Sakal 2024-07-05 16:47:15 -04:00
• cd9dd9fefc I don't have the underlying data yet Avraham Sakal 2024-07-05 16:42:04 -04:00
• 37363030ec use envs for secrets Avraham Sakal 2024-07-05 15:45:29 -04:00
• cb7dbc29e8 stream-ingest flat files from polygon; add a few tables Avraham Sakal 2024-07-05 15:33:54 -04:00
• c6e5c76952 handle newly-encountered DELAYED error Avraham Sakal 2024-07-01 08:31:40 -04:00
• 71f72eb474 handle any socket hangups Avraham Sakal 2024-07-01 08:16:41 -04:00
• f8279d4932 retry clickhouse insert in case of socket hangup Avraham Sakal 2024-06-30 21:45:51 -04:00
• fc2526a4aa fix: option contract aggregate sync on empty batches or unauthorized fetches Avraham Sakal 2024-06-30 21:14:37 -04:00
• e0a2bc395e use sqlite for sync state; use sync.ts lib instead of scripts Avraham Sakal 2024-06-30 17:31:10 -04:00
• ad66397639 reduce data points for historical exit quotes by aggregating and applying weighted transparency clean frontend html structure Avraham Sakal 2024-06-23 21:07:36 -04:00
• 28caba57ca add .nvmrc to frontend and server Avraham Sakal 2024-06-23 17:51:03 -04:00
• 60e09b261a proper html title Avraham Sakal 2024-06-23 17:50:50 -04:00
• 8a2aa8478e truncate calendar prices to two decimal places Avraham Sakal 2024-06-23 17:48:40 -04:00
• 7dd43b0a34 second route for historical calendar page Avraham Sakal 2024-06-23 17:48:11 -04:00
• 819ca5733f oops. now need to include postcss.config.js in Dockerfile Avraham Sakal 2024-06-17 22:01:42 -04:00
• 767691902c oops. now need to include tailwind.config.js in Dockerfile Avraham Sakal 2024-06-17 21:58:39 -04:00
• c53b8515da oops. now need to include index.css in Dockerfile Avraham Sakal 2024-06-17 21:54:53 -04:00
• 6d8b874a82 revamp frontend with tailwind Avraham Sakal 2024-06-17 21:49:32 -04:00
• 5614586b66 fix ingestion script not marking done when no results are returned Avraham Sakal 2024-03-27 21:58:04 -04:00
• a0970a7fca change ingest begin date Avraham Sakal 2024-03-18 12:40:18 -04:00
• efbcbade11 implement retries Avraham Sakal 2024-03-17 12:02:41 -04:00
• a05e3cc78a skip pending sync reversion; 10x concurrency Avraham Sakal 2024-03-13 08:11:22 -04:00
• 9168e4df28 re-order available underlyings Avraham Sakal 2024-03-12 23:40:17 -04:00
• 438585f9e0 calendar optimizer page works Avraham Sakal 2024-03-12 23:37:35 -04:00
• 4580494810 option aggregate sync statuses usable by ingest script Avraham Sakal 2024-03-12 22:19:37 -04:00
• ead2e5bd1b refactor calendar optimizer page Avraham Sakal 2024-03-11 22:19:22 -04:00
• 6d8ac852ab temporarily limit available underlyings Avraham Sakal 2024-03-11 21:59:40 -04:00
• 0ecbcad0b0 option aggregate table; "ingest" scripts; unthrottled polygon Avraham Sakal 2024-03-03 22:31:22 -05:00
• de48720d17 functioning polygon-to-clickhouse sync script for option contracts Avraham Sakal 2024-02-29 18:52:37 -05:00
• c9dc6c8c3d fix: tree-shaked env.ts Avraham Sakal 2024-02-29 18:50:41 -05:00
• dabfec86a1 get unsynced symbol-asOfDate combos in batches use clickhouse.sakal.us instead of kubectl port-forward Avraham Sakal 2024-02-25 15:18:15 -05:00
• 5c8a54b4b5 add TODOs Avraham Sakal 2024-02-25 12:08:53 -05:00
• 8868a29880 sync option contracts for every asOfDate Avraham Sakal 2024-02-25 11:57:17 -05:00
• 113b6e66e5 ingest symbols and symbol_sync_statuses Avraham Sakal 2024-02-18 20:40:09 -05:00
• e6a5002ec0 sync chart scale Avraham Sakal 2024-02-18 20:39:36 -05:00
• ae7ae7e7ee add symbols table Avraham Sakal 2024-02-18 17:47:34 -05:00
• d5cc6d90b5 static handlers; use onBlur instead of onChange which gets converted to onInput due to preact/compat Avraham Sakal 2024-02-04 21:51:00 -05:00
• 0627acc8cf backend input validation Avraham Sakal 2024-02-04 21:50:22 -05:00
• 63185f485f add dev envs; add lookbackPeriod Avraham Sakal 2024-02-04 18:15:38 -05:00
• dc63f31647 init Avraham Sakal 2024-02-04 15:36:28 -05:00