modify filter system for ema rules
This commit is contained in:
MuslemRahimi
parent
a6b5d56a66
commit
613b78216e
@ -47,10 +47,10 @@ const allRules = {
|
||||
sma50: { label: 'SMA50', step: ['Stock Price'], category: 'ta', defaultCondition: 'over', defaultValue: 'Stock Price' },
|
||||
sma100: { label: 'SMA100', step: ['Stock Price'], category: 'ta', defaultCondition: 'over', defaultValue: 'Stock Price' },
|
||||
sma200: { label: 'SMA200', step: ['Stock Price'], category: 'ta', defaultCondition: 'over', defaultValue: 'Stock Price' },
|
||||
ema20: { label: 'EMA20', step: ['Stock Price > EMA20', 'EMA20 > EMA50'], category: 'ta', defaultValue: 'any' },
|
||||
ema50: { label: 'EMA50', step: ['Stock Price'], category: 'ta', defaultCondition: 'over', defaultValue: 'Stock Price' },
|
||||
ema100: { label: 'EMA100', step: ['Stock Price'], category: 'ta', defaultCondition: 'over', defaultValue: 'Stock Price' },
|
||||
ema200: { label: 'EMA200', step: ['Stock Price'], category: 'ta', defaultCondition: 'over', defaultValue: 'Stock Price' },
|
||||
ema20: { label: 'EMA20', step: ['Stock Price > EMA20', 'EMA20 > EMA50', 'EMA20 > EMA100', 'EMA20 > EMA200'], category: 'ta', defaultValue: 'any' },
|
||||
ema50: { label: 'EMA50', step: ['Stock Price > EMA50', 'EMA50 > EMA20', 'EMA50 > EMA100', 'EMA50 > EMA200'], category: 'ta', defaultCondition: 'over', defaultValue: 'any' },
|
||||
ema100: { label: 'EMA100', step: ['Stock Price > EMA100', 'EMA100 > EMA20', 'EMA100 > EMA50', 'EMA100 > EMA200'], category: 'ta', defaultCondition: 'over', defaultValue: 'any' },
|
||||
ema200: { label: 'EMA200', step: ['Stock Price > EMA200', 'EMA200 > EMA20', 'EMA200 > EMA50', 'EMA200 > EMA100'], category: 'ta', defaultCondition: 'over', defaultValue: 'any' },
|
||||
price: { label: 'Stock Price', step: [1000,500,400,300,200,150,100,80,60,50,20,10,1], category: 'fund', defaultCondition: 'over', defaultValue: 10 },
|
||||
|
||||
change1W: { label: 'Price Change 1W', step: ['20%','10%','5%','1%','-1%','-5%','-10%','-20%'], category: 'ta', defaultCondition: 'over', defaultValue: '1%' },
|
||||
@ -158,16 +158,31 @@ const allRules = {
|
||||
|
||||
|
||||
const getStockScreenerData = async (rules) => {
|
||||
|
||||
console.log('Fetching new data from API');
|
||||
|
||||
// Extract the rule names
|
||||
let getRuleOfList = rules?.map(rule => rule.name) || [];
|
||||
|
||||
// If 'ema20' is included, ensure 'ema50' is also added
|
||||
if (getRuleOfList?.includes("ema20") && !getRuleOfList?.includes("ema50")) {
|
||||
getRuleOfList.push("ema50");
|
||||
}
|
||||
console.log(getRuleOfList)
|
||||
// Define the EMA parameters to check
|
||||
const emaParameters = ['ema20', 'ema50', 'ema100', 'ema200'];
|
||||
|
||||
// Function to check and add missing EMA parameters
|
||||
const ensureAllEmaParameters = (params) => {
|
||||
const includedEmaParameters = params.filter(param => emaParameters.includes(param));
|
||||
if (includedEmaParameters.length > 0) {
|
||||
emaParameters.forEach(param => {
|
||||
if (!params.includes(param)) {
|
||||
params.push(param);
|
||||
}
|
||||
});
|
||||
}
|
||||
};
|
||||
|
||||
// Ensure all required EMA parameters are included
|
||||
ensureAllEmaParameters(getRuleOfList);
|
||||
|
||||
console.log(getRuleOfList);
|
||||
|
||||
const postData = { ruleOfList: getRuleOfList };
|
||||
const response = await fetch(data?.apiURL + '/stock-screener-data', {
|
||||
method: 'POST',
|
||||
@ -177,11 +192,13 @@ const getStockScreenerData = async (rules) => {
|
||||
},
|
||||
body: JSON.stringify(postData)
|
||||
});
|
||||
|
||||
const output = await response.json();
|
||||
|
||||
return output;
|
||||
};
|
||||
|
||||
|
||||
let filteredData = [];
|
||||
let displayResults = [];
|
||||
let isSaved = false;
|
||||
@ -272,6 +289,9 @@ function handleAddRule() {
|
||||
case 'sector':
|
||||
case 'country':
|
||||
case 'ema20':
|
||||
case 'ema50':
|
||||
case 'ema100':
|
||||
case 'ema200':
|
||||
newRule = { name: ruleName, value: Array.isArray(valueMappings[ruleName]) ? valueMappings[ruleName] : [valueMappings[ruleName]] }; // Ensure value is an array
|
||||
break;
|
||||
default:
|
||||
@ -529,7 +549,7 @@ function changeRuleCondition(name: string, state: string) {
|
||||
|
||||
async function handleChangeValue(value) {
|
||||
// Check if the current rule is "country"
|
||||
if (['ema20', 'analystRating','sector','country']?.includes(ruleName)) {
|
||||
if (['ema20', 'ema50', 'ema100', 'ema200','analystRating','sector','country']?.includes(ruleName)) {
|
||||
// Ensure valueMappings[ruleName] is initialized as an array
|
||||
searchQuery = '';
|
||||
if (!Array.isArray(valueMappings[ruleName])) {
|
||||
@ -855,7 +875,7 @@ function handleInput(event) {
|
||||
</Button>
|
||||
</DropdownMenu.Trigger>
|
||||
<DropdownMenu.Content class="w-56 h-fit max-h-72 overflow-y-auto scroller">
|
||||
{#if !['ema20', 'analystRating','sector','country']?.includes(row?.rule)}
|
||||
{#if !['ema20', 'ema50', 'ema100', 'ema200', 'analystRating','sector','country']?.includes(row?.rule)}
|
||||
<DropdownMenu.Label class="absolute mt-2 h-11 border-gray-800 border-b -top-1 z-20 fixed sticky bg-[#09090B]">
|
||||
<div class="flex items-center justify-start gap-x-1">
|
||||
<div class="relative inline-block flex flex-row items-center justify-center">
|
||||
@ -885,7 +905,7 @@ function handleInput(event) {
|
||||
</div>
|
||||
{/if}
|
||||
<DropdownMenu.Group class="min-h-10 mt-2">
|
||||
{#if !['ema20','analystRating','sector','country']?.includes(row?.rule)}
|
||||
{#if !['ema20', 'ema50', 'ema100', 'ema200', 'analystRating','sector','country']?.includes(row?.rule)}
|
||||
{#each row?.step as newValue}
|
||||
<DropdownMenu.Item class="sm:hover:bg-[#27272A]">
|
||||
|
||||
@ -894,7 +914,7 @@ function handleInput(event) {
|
||||
</button>
|
||||
</DropdownMenu.Item>
|
||||
{/each}
|
||||
{:else if ['ema20']?.includes(row?.rule)}
|
||||
{:else if ['ema20', 'ema50', 'ema100', 'ema200']?.includes(row?.rule)}
|
||||
{#each row?.step as item}
|
||||
<DropdownMenu.Item class="sm:hover:bg-[#27272A]">
|
||||
<div class="flex items-center" on:click|capture={(event) => event.preventDefault()}>
|
||||
@ -1162,14 +1182,8 @@ function handleInput(event) {
|
||||
{#each displayRules as row (row?.rule)}
|
||||
{#if row?.rule !== 'marketCap'}
|
||||
<td class="whitespace-nowrap text-sm sm:text-[1rem] text-end text-white border-b-[#09090B]">
|
||||
{#if row?.rule === 'analystRating'}
|
||||
{item?.analystRating}
|
||||
{:else if row?.rule === 'sector'}
|
||||
{item?.sector}
|
||||
{:else if row?.rule === 'country'}
|
||||
{item?.country}
|
||||
{:else if row?.rule === 'ema20'}
|
||||
{item?.ema20}
|
||||
{#if ['ema20', 'ema50', 'ema100', 'ema200', 'analystRating','sector','country','analystRating']?.includes(row?.rule)}
|
||||
{item[row?.rule]}
|
||||
{:else if ['fundamentalAnalysis','trendAnalysis']?.includes(row?.rule)}
|
||||
{item[row?.rule]?.accuracy}%
|
||||
{:else}
|
||||
|
||||
@ -1,62 +1,76 @@
|
||||
import { getCache, setCache } from '$lib/store';
|
||||
import { getCache, setCache } from "$lib/store";
|
||||
|
||||
// Define the EMA parameters to check
|
||||
const emaParameters = ["ema20", "ema50", "ema100", "ema200"];
|
||||
// Function to check and add missing EMA parameters
|
||||
const ensureAllEmaParameters = (params) => {
|
||||
const includedEmaParameters = params.filter((param) =>
|
||||
emaParameters.includes(param)
|
||||
);
|
||||
if (includedEmaParameters.length > 0) {
|
||||
emaParameters.forEach((param) => {
|
||||
if (!params.includes(param)) {
|
||||
params.push(param);
|
||||
}
|
||||
});
|
||||
}
|
||||
};
|
||||
|
||||
export const load = async ({ parent, params }) => {
|
||||
const { apiURL, apiKey, fastifyURL } = await parent();
|
||||
|
||||
const getStrategyId = async () => {
|
||||
return params.strategyId;
|
||||
};
|
||||
|
||||
export const load = async ({parent, params}) => {
|
||||
const getStrategy = async () => {
|
||||
let output;
|
||||
|
||||
// make the POST request to the endpoint
|
||||
const postData = { strategyId: params.strategyId };
|
||||
const response = await fetch(fastifyURL + "/get-strategy", {
|
||||
method: "POST",
|
||||
headers: {
|
||||
"Content-Type": "application/json",
|
||||
},
|
||||
body: JSON.stringify(postData),
|
||||
});
|
||||
|
||||
const { apiURL, apiKey, fastifyURL} = await parent();
|
||||
output = (await response.json())?.items;
|
||||
|
||||
const getStrategyId = async () => {
|
||||
return params.strategyId;
|
||||
};
|
||||
return output;
|
||||
};
|
||||
|
||||
const getStrategy = async () => {
|
||||
let output;
|
||||
|
||||
// make the POST request to the endpoint
|
||||
const postData = {'strategyId': params.strategyId}
|
||||
const response = await fetch(fastifyURL+'/get-strategy', {
|
||||
method: 'POST',
|
||||
headers: {
|
||||
"Content-Type": "application/json"
|
||||
},
|
||||
body: JSON.stringify(postData)
|
||||
});
|
||||
|
||||
output = (await response.json())?.items;
|
||||
|
||||
return output;
|
||||
};
|
||||
|
||||
|
||||
|
||||
const getStockScreenerData = async () => {
|
||||
let output;
|
||||
const strategy = await getStrategy();
|
||||
const ruleOfList = strategy?.rules?.map(item => item?.name) || [];
|
||||
const ruleNames = ruleOfList.sort().join(',');
|
||||
let getRuleOfList = strategy?.rules?.map((item) => item?.name) || [];
|
||||
|
||||
// Ensure all required EMA parameters are included
|
||||
ensureAllEmaParameters(getRuleOfList);
|
||||
|
||||
const ruleNames = getRuleOfList.sort().join(",");
|
||||
|
||||
// Get cached data for the specific tickerID
|
||||
const cachedData = getCache(ruleNames, 'getStockScreenerData');
|
||||
const cachedData = getCache(ruleNames, "getStockScreenerData");
|
||||
if (cachedData) {
|
||||
output = cachedData;
|
||||
} else {
|
||||
|
||||
const postData = {'ruleOfList': ruleOfList}
|
||||
const postData = { ruleOfList: getRuleOfList };
|
||||
// make the POST request to the endpoint
|
||||
const response = await fetch(apiURL + '/stock-screener-data', {
|
||||
method: 'POST',
|
||||
const response = await fetch(apiURL + "/stock-screener-data", {
|
||||
method: "POST",
|
||||
headers: {
|
||||
"Content-Type": "application/json", "X-API-KEY": apiKey
|
||||
"Content-Type": "application/json",
|
||||
"X-API-KEY": apiKey,
|
||||
},
|
||||
body: JSON.stringify(postData)
|
||||
body: JSON.stringify(postData),
|
||||
});
|
||||
|
||||
output = await response.json();
|
||||
|
||||
// Cache the data for this specific tickerID with a specific name 'getStockScreenerData'
|
||||
setCache(ruleNames, output, 'getStockScreenerData');
|
||||
setCache(ruleNames, output, "getStockScreenerData");
|
||||
}
|
||||
|
||||
return output;
|
||||
@ -68,4 +82,4 @@ export const load = async ({parent, params}) => {
|
||||
getStrategy: await getStrategy(),
|
||||
getStrategyId: await getStrategyId(),
|
||||
};
|
||||
};
|
||||
};
|
||||
|
||||
@ -1,5 +1,25 @@
|
||||
import { sectorList, listOfRelevantCountries } from "$lib/utils";
|
||||
|
||||
const movingAverageConditions = {
|
||||
"Stock Price > EMA20": (item) => item.price > item.ema20,
|
||||
"Stock Price > EMA50": (item) => item.price > item.ema50,
|
||||
"Stock Price > EMA100": (item) => item.price > item.ema100,
|
||||
"Stock Price > EMA200": (item) => item.price > item.ema200,
|
||||
"EMA20 > EMA50": (item) => item.ema20 > item.ema50,
|
||||
"EMA20 > EMA100": (item) => item.ema20 > item.ema100,
|
||||
"EMA20 > EMA200": (item) => item.ema20 > item.ema200,
|
||||
"EMA50 > EMA20": (item) => item.ema50 > item.ema20,
|
||||
"EMA50 > EMA100": (item) => item.ema50 > item.ema100,
|
||||
"EMA50 > EMA200": (item) => item.ema50 > item.ema200,
|
||||
"EMA100 > EMA20": (item) => item.ema100 > item.ema20,
|
||||
"EMA100 > EMA50": (item) => item.ema100 > item.ema50,
|
||||
"EMA100 > EMA200": (item) => item.ema100 > item.ema200,
|
||||
"EMA200 > EMA20": (item) => item.ema200 > item.ema20,
|
||||
"EMA200 > EMA50": (item) => item.ema200 > item.ema50,
|
||||
"EMA200 > EMA100": (item) => item.ema200 > item.ema100,
|
||||
// Add additional conditions here
|
||||
};
|
||||
|
||||
// Convert the input to a value or return it as-is if it's already an array
|
||||
function convertUnitToValue(
|
||||
input: string | number | string[]
|
||||
@ -58,15 +78,14 @@ async function filterStockScreenerData(stockScreenerData, ruleOfList) {
|
||||
const ruleName = rule.name.toLowerCase();
|
||||
|
||||
// Handle trend and fundamental analysis
|
||||
if (["trendanalysis", "fundamentalanalysis"].includes(ruleName)) {
|
||||
const accuracy = item[ruleName]?.accuracy;
|
||||
if (["trendAnalysis", "fundamentalAnalysis"].includes(rule.name)) {
|
||||
const accuracy = item[rule.name]?.accuracy;
|
||||
if (rule.condition === "over" && accuracy <= ruleValue) return false;
|
||||
if (rule.condition === "under" && accuracy > ruleValue) return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
// Handle categorical data like analyst ratings, sector, country
|
||||
if (["analystrating", "sector", "country"].includes(ruleName)) {
|
||||
else if (["analystrating", "sector", "country"].includes(ruleName)) {
|
||||
if (ruleValue === "any") return true;
|
||||
return Array.isArray(ruleValue)
|
||||
? ruleValue.includes(itemValue)
|
||||
@ -74,7 +93,7 @@ async function filterStockScreenerData(stockScreenerData, ruleOfList) {
|
||||
}
|
||||
|
||||
// Handle moving averages
|
||||
if (
|
||||
else if (
|
||||
[
|
||||
"ema20",
|
||||
"ema50",
|
||||
@ -89,19 +108,11 @@ async function filterStockScreenerData(stockScreenerData, ruleOfList) {
|
||||
if (ruleValue === "any") return true;
|
||||
|
||||
for (const condition of ruleValue) {
|
||||
if (condition === "Stock Price > EMA20") {
|
||||
const stockPrice = item["price"];
|
||||
const maValue = item["ema20"];
|
||||
if (!stockPrice || !maValue) return false;
|
||||
if (!(stockPrice > maValue)) return false;
|
||||
if (movingAverageConditions[condition]) {
|
||||
if (!movingAverageConditions[condition](item)) return false;
|
||||
} else {
|
||||
console.warn(`Unknown condition: ${condition}`);
|
||||
}
|
||||
if (condition === "EMA20 > EMA50") {
|
||||
const ema20 = item["ema20"];
|
||||
const ema50 = item["ema50"];
|
||||
if (!ema20 || !ema50) return false;
|
||||
if (ema20 < ema50) return false;
|
||||
}
|
||||
// Add additional conditions here
|
||||
}
|
||||
|
||||
return true; // If all conditions are met
|
||||
@ -117,6 +128,7 @@ async function filterStockScreenerData(stockScreenerData, ruleOfList) {
|
||||
});
|
||||
});
|
||||
}
|
||||
|
||||
onmessage = async (event: MessageEvent) => {
|
||||
const { stockScreenerData, ruleOfList } = event.data || {};
|
||||
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user