From 1ae1b4b6747974e758d77b897a5ac3708fb794f9 Mon Sep 17 00:00:00 2001
From: MuslemRahimi <moslem_rahimi@hotmail.de>
Date: Mon, 9 Dec 2024 21:48:51 +0100
Subject: [PATCH] add size / oi ratio

---
 src/routes/options-flow/+page.svelte          |  8 +-
 .../options-flow/workers/filterWorker.ts      | 74 +++++++++++++++----
 2 files changed, 67 insertions(+), 15 deletions(-)

diff --git a/src/routes/options-flow/+page.svelte b/src/routes/options-flow/+page.svelte
index 63f6fd36..340a169a 100644
--- a/src/routes/options-flow/+page.svelte
+++ b/src/routes/options-flow/+page.svelte
@@ -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: [
diff --git a/src/routes/options-flow/workers/filterWorker.ts b/src/routes/options-flow/workers/filterWorker.ts
index 571d0eb3..eb37b9b7 100644
--- a/src/routes/options-flow/workers/filterWorker.ts
+++ b/src/routes/options-flow/workers/filterWorker.ts
@@ -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()
   );