AmineTMIRI/frontend
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

add size / oi ratio

Browse Source
This commit is contained in:
MuslemRahimi 2024-12-09 21:48:51 +01:00
parent b90952df92
commit 1ae1b4b674
2 changed files with 67 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
src/routes/options-flow/+page.svelte
View File

@ -43,7 +43,7 @@
const allRules = {
size: {
label: "Size",
step: ["100K", "50K", "20K", "10K", "5K", "2K", "1K", "100", "0"],
step: ["50K", "20K", "10K", "5K", "2K", "1K", "100", "0"],
defaultCondition: "over",
defaultValue: "any",
},
@ -65,6 +65,12 @@
defaultCondition: "over",
defaultValue: "any",
},
sizeOIRatio: {
label: "Size / Open Interest",
step: ["100%", "80%", "60%", "50%", "30%", "15%", "10%", "5%"],
defaultCondition: "over",
defaultValue: "any",
},
cost_basis: {
label: "Premium",
step: [

74
src/routes/options-flow/workers/filterWorker.ts
View File

@ -70,22 +70,66 @@ function createRuleCheck(rule, ruleName, ruleValue) {
const now = new Date(new Date().toLocaleString("en-US", { timeZone: "America/New_York" }));
if (ruleName === 'volumeoiratio') {
return (item) => {
const volume = parseFloat(item.volume);
const openInterest = parseFloat(item.open_interest);
if (ruleName === 'volumeoiratio') {
return (item) => {
const volume = parseFloat(item.volume);
const openInterest = parseFloat(item.open_interest);
if (isNaN(volume) || isNaN(openInterest) || openInterest === 0) {
return false;
}
if (isNaN(volume) || isNaN(openInterest) || openInterest === 0) {
return false;
}
const ratio = (volume / openInterest) * 100;
const ratio = (volume / openInterest) * 100;
// Handle 'between' condition for volume to open interest ratio
if (rule.condition === 'between' && Array.isArray(ruleValue)) {
const [minRatio, maxRatio] = ruleValue.map(convertUnitToValue); // Convert ruleValue to numeric values
if (minRatio === null && maxRatio === null) return true;
if (minRatio === null) return ratio <= maxRatio;
if (maxRatio === null) return ratio >= minRatio;
return ratio >= minRatio && ratio <= maxRatio;
}
// Existing conditions for 'over' and 'under'
if (rule.condition === 'over' && ratio <= ruleValue) return false;
if (rule.condition === 'under' && ratio >= ruleValue) return false;
return true;
};
}
if (ruleName === 'sizeoiratio') {
return (item) => {
const size = parseFloat(item?.size);
const openInterest = parseFloat(item?.open_interest);
if (isNaN(size) || isNaN(openInterest) || openInterest === 0) {
return false;
}
const ratio = (size / openInterest) * 100;
// Handle 'between' condition for size to open interest ratio
if (rule.condition === 'between' && Array.isArray(ruleValue)) {
const [minRatio, maxRatio] = ruleValue?.map(convertUnitToValue); // Convert ruleValue to numeric values
if (minRatio === null && maxRatio === null) return true;
if (minRatio === null) return ratio <= maxRatio;
if (maxRatio === null) return ratio >= minRatio;
return ratio >= minRatio && ratio <= maxRatio;
}
// Existing conditions for 'over' and 'under'
if (rule.condition === 'over' && ratio <= ruleValue) return false;
if (rule.condition === 'under' && ratio >= ruleValue) return false;
return true;
};
}
if (rule.condition === 'over' && ratio <= ruleValue) return false;
if (rule.condition === 'under' && ratio >= ruleValue) return false;
return true;
};
}
if (ruleName === 'date_expiration') {
// If ruleValue is empty, undefined, "any", or an array containing only "any", return a function that always returns true
@ -93,6 +137,7 @@ function createRuleCheck(rule, ruleName, ruleValue) {
return () => true;
}
return (item) => {
const expirationDate = new Date(item[rule.name]);
if (isNaN(expirationDate)) return false; // Handle invalid dates
@ -242,7 +287,8 @@ onmessage = async (event: MessageEvent) => {
const { rawData, ruleOfList, filterQuery } = event.data || {};
// Filter the data
let filteredData = await filterRawData(rawData, ruleOfList, filterQuery);
// Remove duplicates based on id
console.log(ruleOfList)
filteredData = Array.from(
new Map(filteredData?.map((item) => [item?.id, item]))?.values()
);