add Options Net Flow Component
This commit is contained in:
MuslemRahimi
parent
f1453093cb
commit
554eddea51
@ -182,7 +182,7 @@ function findLowestAndhighestIV(data, lastDateStr) {
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],
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series: [
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{
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name: 'Close Price',
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name: 'Price',
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data: priceList,
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type: 'line',
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itemStyle: {
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@ -332,7 +332,7 @@ function findLowestAndhighestIV(data, lastDateStr) {
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<div class="h-full transform -translate-x-1/2 " aria-hidden="true"></div>
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<div class="w-3 h-3 bg-[#fff] border-4 box-content border-[#202020] rounded-full transform sm:-translate-x-1/2" aria-hidden="true"></div>
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<span class="mt-2 sm:mt-0 text-white text-center sm:text-start text-xs sm:text-md inline-block">
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Close Price
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Price
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</span>
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</div>
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<div class="flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center">
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405
src/lib/components/OptionsNetFlow.svelte
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405
src/lib/components/OptionsNetFlow.svelte
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@ -0,0 +1,405 @@
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<script lang ='ts'>
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import { optionsNetFlowComponent, displayCompanyName, stockTicker, assetType, etfTicker, screenWidth, userRegion, getCache, setCache} from '$lib/store';
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import InfoModal from '$lib/components/InfoModal.svelte';
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import { Chart } from 'svelte-echarts'
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import { abbreviateNumber, formatString } from "$lib/utils";
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import Lazy from 'svelte-lazy';
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export let data;
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let isLoaded = false;
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const usRegion = ['cle1','iad1','pdx1','sfo1'];
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let apiURL;
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userRegion.subscribe(value => {
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if (usRegion.includes(value)) {
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apiURL = import.meta.env.VITE_USEAST_API_URL;
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} else {
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apiURL = import.meta.env.VITE_EU_API_URL;
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}
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});
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let rawData = [];
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let optionsData;
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let avgFee;
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let lowestIV;
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let highestIV;
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let lowestRV;
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let highestRV;
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let ivRank;
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let totalAvailableShares;
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function formatDateRange(lastDateStr) {
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// Convert lastDateStr to Date object
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const lastDate = new Date(lastDateStr);
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// Set the first date to the beginning of the month of lastDate
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const firstDate = new Date(lastDate.getFullYear(), lastDate.getMonth(), 1);
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// Format first and last dates
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const firstDateFormatted = firstDate.toLocaleString('en-US', { month: 'short', day: 'numeric', year: 'numeric', day: '2-digit' });
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const lastDateFormatted = lastDate.toLocaleString('en-US', { month: 'short', day: 'numeric', year: 'numeric', day: '2-digit' });
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// Construct and return the formatted date range string
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return `${firstDateFormatted} - ${lastDateFormatted}`;
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}
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function findLowestAndhighestIV(data, lastDateStr) {
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// Convert lastDateStr to Date object
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const lastDate = new Date(lastDateStr);
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// Set the first date to the beginning of the month of lastDate
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const firstDate = new Date(lastDate.getFullYear(), lastDate.getMonth(), 1);
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// Filter data to include only prices within the specified month period
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const filteredData = data.filter(item => {
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const currentDate = new Date(item?.date);
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return currentDate >= firstDate && currentDate <= lastDate;
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});
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// Extract prices from filtered data
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let impliedVol = filteredData?.map(item => parseFloat(item?.netCall));
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let realizedVol = filteredData?.map(item => parseFloat(item?.netPut));
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// Find the lowest and highest prices
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lowestIV = Math.min(...impliedVol)?.toFixed(0);
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highestIV = Math.max(...impliedVol)?.toFixed(0);
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lowestRV = Math.min(...realizedVol)?.toFixed(0);
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highestRV = Math.max(...realizedVol)?.toFixed(0);
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}
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function normalizer(value) {
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if (Math?.abs(value) >= 1e18) {
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return { unit: 'Q', denominator: 1e18 };
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} else if (Math?.abs(value) >= 1e12) {
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return { unit: 'T', denominator: 1e12 };
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} else if (Math?.abs(value) >= 1e9) {
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return { unit: 'B', denominator: 1e9 };
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} else if (Math?.abs(value) >= 1e6) {
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return { unit: 'M', denominator: 1e6 };
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} else if (Math?.abs(value) >= 1e5) {
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return { unit: 'K', denominator: 1e5 };
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} else {
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return { unit: '', denominator: 1 };
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}
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}
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function getPlotOptions() {
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let dates = [];
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let priceList = [];
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let netCallList = [];
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let netPutList = [];
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let volumeList = [];
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// Iterate over the data and extract required information
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rawData?.forEach(item => {
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dates?.push(item?.date);
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priceList?.push(item?.price);
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netCallList?.push(item?.netCall)
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netPutList?.push(item?.netPut)
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volumeList?.push(item?.volume)
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});
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// Find the lowest and highest prices
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findLowestAndhighestIV(rawData, rawData?.slice(-1)?.at(0)?.date)
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// Calculate IV Rank
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const lowestIV = Math.min(...netCallList); // Find the lowest IV in the past
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const highestIV = Math.max(...netCallList); // Find the highest IV in the past
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ivRank = ((netCallList?.slice(-1) - lowestIV) / (highestIV - lowestIV) * 100).toFixed(2); // Compute IV Rank
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// Compute the average of item?.traded
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const totalNumber = netCallList?.reduce((acc, item) => acc + item, 0);
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avgFee = (totalNumber / netCallList?.length)?.toFixed(1);
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totalAvailableShares = priceList?.reduce((accumulator, sum) => {
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return accumulator + sum;
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}, 0);
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const {unit, denominator } = normalizer(Math.max(...netCallList) ?? 0)
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const option = {
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silent: true,
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tooltip: {
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trigger: 'axis',
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hideDelay: 100, // Set the delay in milliseconds
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},
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animation: $screenWidth < 640 ? false: true,
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grid: {
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left: '2%',
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right: '4%',
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bottom: '0%',
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top: '10%',
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containLabel: true
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},
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xAxis:
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{
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type: 'category',
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boundaryGap: false,
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data: dates,
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},
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yAxis: [
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{
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type: 'value',
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splitLine: {
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show: false, // Disable x-axis grid lines
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},
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axisLabel: {
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color: '#6E7079', // Change label color to white
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formatter: function (value, index) {
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// Display every second tick
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if (index % 2 === 0) {
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//value = Math.max(value, 0);
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return '$'+(value / denominator)?.toFixed(0) + unit; // Format value in millions
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} else {
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return ''; // Hide this tick
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}
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}
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},
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},
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{
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type: 'value',
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splitLine: {
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show: false, // Disable x-axis grid lines
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},
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position: 'right',
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axisLabel: {
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formatter: function (value, index) {
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if (index % 2 === 0) {
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return '$'+value?.toFixed(1)
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} else {
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return ''; // Hide this tick
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}
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}
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}
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},
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],
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series: [
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{
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name: 'Price',
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data: priceList,
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type: 'line',
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yAxisIndex: 1,
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itemStyle: {
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color: '#fff'
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},
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showSymbol: false,
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},
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{
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name: 'Net Call',
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data: netCallList,
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type: 'line',
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areaStyle: {opacity: 0.3},
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stack: 'NetFlow',
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itemStyle: {
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color: '#10DB06'
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},
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showSymbol: false,
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},
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{
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name: 'Net Put',
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data: netPutList,
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type: 'line',
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areaStyle: {opacity: 0.3},
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stack: 'NetFlow',
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itemStyle: {
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color: '#FF2F1F'
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},
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showSymbol: false,
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},
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]
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};
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return option;
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}
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const getOptionsNetFlow = async (ticker) => {
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// Get cached data for the specific tickerID
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const cachedData = getCache(ticker, 'getOptionsNetFlow');
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if (cachedData) {
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rawData = cachedData;
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} else {
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const postData = {'ticker': ticker};
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// make the POST request to the endpoint
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const response = await fetch(apiURL + '/options-net-flow-ticker', {
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method: 'POST',
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headers: {
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'Content-Type': 'application/json',
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},
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body: JSON.stringify(postData)
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});
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rawData = (await response.json());
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// Cache the data for this specific tickerID with a specific name 'getOptionsNetFlow'
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setCache(ticker, rawData, 'getOptionsNetFlow');
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}
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if(rawData?.length !== 0) {
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$optionsNetFlowComponent = true;
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} else {
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$optionsNetFlowComponent = false;
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}
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};
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$: {
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if($assetType === 'stock' ? $stockTicker :$etfTicker && typeof window !== 'undefined') {
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isLoaded=false;
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const ticker = $assetType === 'stock' ? $stockTicker :$etfTicker
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const asyncFunctions = [
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getOptionsNetFlow(ticker)
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];
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Promise.all(asyncFunctions)
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.then((results) => {
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optionsData = getPlotOptions()
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})
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.catch((error) => {
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console.error('An error occurred:', error);
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});
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isLoaded = true;
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}
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}
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let charNumber = 20;
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$: {
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if($screenWidth < 640)
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{
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charNumber = 20;
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}
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else {
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charNumber =40;
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}
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}
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</script>
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<section class="overflow-hidden text-white h-full pb-8">
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<main class="overflow-hidden ">
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<div class="flex flex-row items-center">
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<label for="optionsNetFlowInfo" class="mr-1 cursor-pointer flex flex-row items-center text-white text-xl sm:text-3xl font-bold">
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Options Net Flow
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</label>
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<InfoModal
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title={"Options Net Flow"}
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content={"An Options Net Flow of XY% means the market expects significant price fluctuations for the stock, with an annualized potential range of ±XY% from its current price. This indicates high uncertainty and risk, leading to more expensive options but doesn't predict price direction."}
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id={"optionsNetFlowInfo"}
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/>
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</div>
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{#if data?.user?.tier === 'Pro'}
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{#if isLoaded}
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{#if rawData?.length !== 0}
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<div class="w-full flex flex-col items-start">
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<div class="text-white text-sm sm:text-[1rem] mt-2 mb-2 w-full">
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Analysis of the 20-day moving average of the options net flow demonstrates a bearish trend, characterized by the Net Put Flow exceeding the Net Call Flow.
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</div>
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</div>
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<div class="pb-2 rounded-lg bg-[#0F0F0F]">
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<Lazy height={300} fadeOption={{delay: 100, duration: 500}} keep={true}>
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<div class="app w-full h-[300px] mt-5">
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<Chart options={optionsData} class="chart" />
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</div>
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</Lazy>
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</div>
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<div class="flex flex-row items-center justify-between mx-auto mt-5 w-full sm:w-11/12">
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<div class="mt-3.5 sm:mt-0 flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center">
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<div class="h-full transform -translate-x-1/2 " aria-hidden="true"></div>
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<div class="w-3 h-3 bg-[#fff] border-4 box-content border-[#202020] rounded-full transform sm:-translate-x-1/2" aria-hidden="true"></div>
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<span class="mt-2 sm:mt-0 text-white text-center sm:text-start text-xs sm:text-md inline-block">
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Price
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</span>
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</div>
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<div class="flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center">
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<div class="h-full transform -translate-x-1/2 " aria-hidden="true"></div>
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<div class="w-3 h-3 bg-[#10DB06] border-4 box-content border-[#202020] rounded-full transform sm:-translate-x-1/2" aria-hidden="true"></div>
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<span class="mt-2 sm:mt-0 text-white text-xs sm:text-md sm:font-medium inline-block">
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Net Call
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</span>
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</div>
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<div class="flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center">
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<div class="h-full transform -translate-x-1/2 " aria-hidden="true"></div>
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<div class="w-3 h-3 bg-[#FF2F1F] border-4 box-content border-[#202020] rounded-full transform sm:-translate-x-1/2" aria-hidden="true"></div>
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<span class="mt-2 sm:mt-0 text-white text-xs sm:text-md sm:font-medium inline-block">
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Net Put
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</span>
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</div>
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</div>
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{/if}
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{:else}
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<div class="flex justify-center items-center h-80">
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<div class="relative">
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<label class="bg-[#202020] rounded-xl h-14 w-14 flex justify-center items-center absolute top-1/2 left-1/2 transform -translate-x-1/2 -translate-y-1/2">
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<span class="loading loading-spinner loading-md"></span>
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</label>
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</div>
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</div>
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{/if}
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{:else}
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<div class="shadow-lg shadow-bg-[#000] bg-[#202020] sm:bg-opacity-[0.5] text-sm sm:text-[1rem] rounded-md w-full p-4 min-h-24 mt-4 text-white m-auto flex justify-center items-center text-center font-semibold">
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<svg class="mr-1.5 w-5 h-5 inline-block"xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path fill="#A3A3A3" d="M17 9V7c0-2.8-2.2-5-5-5S7 4.2 7 7v2c-1.7 0-3 1.3-3 3v7c0 1.7 1.3 3 3 3h10c1.7 0 3-1.3 3-3v-7c0-1.7-1.3-3-3-3M9 7c0-1.7 1.3-3 3-3s3 1.3 3 3v2H9z"/></svg>
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Unlock content with <a class="inline-block ml-2 text-blue-400 hover:sm:text-white" href="/pricing">Pro Subscription</a>
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</div>
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{/if}
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</main>
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</section>
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<style>
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.app {
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height: 300px;
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max-width: 100%; /* Ensure chart width doesn't exceed the container */
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}
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@media (max-width: 640px) {
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.app {
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height: 210px;
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}
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}
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.chart {
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width: 100%;
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}
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</style>
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@ -76,7 +76,7 @@ export const clinicalTrialComponent = writable(<boolean>(false));
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export const failToDeliverComponent= writable(<boolean>(false));
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export const borrowedShareComponent= writable(<boolean>(false));
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export const impliedVolatilityComponent= writable(<boolean>(false));
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export const optionsNetFlowComponent= writable(<boolean>(false));
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export const strategyId = writable(<string> (""));
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export const articleId = writable(<string> (""));
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@ -3,7 +3,7 @@
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import {AreaSeries, Chart, PriceLine, CandlestickSeries} from 'svelte-lightweight-charts';
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import { TrackingModeExitMode } from 'lightweight-charts';
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import {getCache, setCache, impliedVolatilityComponent, borrowedShareComponent, clinicalTrialComponent, optionComponent, failToDeliverComponent, marketMakerComponent, analystEstimateComponent, sentimentComponent, screenWidth, displayCompanyName, numberOfUnreadNotification, globalForm, varComponent, shareStatisticsComponent, enterpriseComponent, darkPoolComponent, retailVolumeComponent, shareholderComponent, trendAnalysisComponent, revenueSegmentationComponent, priceAnalysisComponent, fundamentalAnalysisComponent, userRegion, isCrosshairMoveActive, realtimePrice, priceIncrease, currentPortfolioPrice, currentPrice, stockTicker, isOpen, isBeforeMarketOpen, isWeekend} from '$lib/store';
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import {getCache, setCache, optionsNetFlowComponent, impliedVolatilityComponent, borrowedShareComponent, clinicalTrialComponent, optionComponent, failToDeliverComponent, marketMakerComponent, analystEstimateComponent, sentimentComponent, screenWidth, displayCompanyName, numberOfUnreadNotification, globalForm, varComponent, shareStatisticsComponent, enterpriseComponent, darkPoolComponent, retailVolumeComponent, shareholderComponent, trendAnalysisComponent, revenueSegmentationComponent, priceAnalysisComponent, fundamentalAnalysisComponent, userRegion, isCrosshairMoveActive, realtimePrice, priceIncrease, currentPortfolioPrice, currentPrice, stockTicker, isOpen, isBeforeMarketOpen, isWeekend} from '$lib/store';
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import { onDestroy, onMount } from 'svelte';
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import BullBearSay from '$lib/components/BullBearSay.svelte';
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import CommunitySentiment from '$lib/components/CommunitySentiment.svelte';
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@ -1320,6 +1320,14 @@ function changeChartType() {
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{/await}
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</div>
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</Lazy>
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<Lazy>
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<div class="w-full mt-10 sm:mt-5 m-auto sm:pl-6 sm:pb-6 sm:pt-6 {!$optionsNetFlowComponent ? 'hidden' : ''}">
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{#await import('$lib/components/OptionsNetFlow.svelte') then {default: Comp}}
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<svelte:component this={Comp} data={data} />
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{/await}
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</div>
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</Lazy>
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<Lazy>
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<div class="w-full mt-10 sm:mt-5 m-auto sm:pl-6 sm:pb-6 sm:pt-6 {!$impliedVolatilityComponent ? 'hidden' : ''}">
|
||||
|
||||
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Reference in New Issue
Block a user