update screener of options flow page
This commit is contained in:
MuslemRahimi
parent
0455cac269
commit
703d30b6ab
@ -44,7 +44,7 @@
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const allRules = {
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volume: {
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label: "Volume",
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step: ["100K", "10K", "1K"],
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step: ["100K", "50K", "20K", "10K", "5K", "2K", "1K", "100", "0"],
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defaultCondition: "over",
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defaultValue: "any",
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},
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@ -133,7 +133,13 @@
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Object.keys(allRules).forEach((ruleName) => {
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ruleCondition[ruleName] = allRules[ruleName].defaultCondition;
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valueMappings[ruleName] = allRules[ruleName].defaultValue;
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// Check if the default condition is "between"
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if (allRules[ruleName].defaultCondition === "between") {
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valueMappings[ruleName] = allRules[ruleName].defaultValue || [null, null];
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} else {
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valueMappings[ruleName] = allRules[ruleName].defaultValue;
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}
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});
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// Update ruleCondition and valueMappings based on existing rules
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@ -277,9 +283,17 @@
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//console.log(displayedData)
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};
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function changeRuleCondition(name: string, state: string) {
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async function changeRuleCondition(name: string, state: string) {
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ruleName = name;
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ruleCondition[ruleName] = state;
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if (
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ruleCondition[ruleName] === "between" &&
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["over", "under"]?.includes(state?.toLowerCase())
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) {
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valueMappings[ruleName] = "";
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}
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ruleCondition[ruleName] = state?.toLowerCase();
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await handleChangeValue(valueMappings[ruleName]);
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}
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let checkedItems = new Set(ruleOfList.flatMap((rule) => rule.value));
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@ -288,12 +302,43 @@
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return checkedItems.has(item);
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}
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// Utility function to convert values to comparable numbers
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// Utility function to convert values to comparable numbers
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function parseValue(val) {
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if (typeof val === "string") {
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// Handle percentage values
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if (val.endsWith("%")) {
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return parseFloat(val);
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}
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// Handle values with suffixes like K (thousand), M (million), B (billion)
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const suffixMap = {
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K: 1e3,
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M: 1e6,
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B: 1e9,
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};
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const suffix = val.slice(-1).toUpperCase();
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const numberPart = parseFloat(val);
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if (suffix in suffixMap) {
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return numberPart * suffixMap[suffix];
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}
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}
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return parseFloat(val);
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}
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// Custom sorting function
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function customSort(a, b) {
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return parseValue(a) - parseValue(b);
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}
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async function handleChangeValue(value) {
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// Toggle checkedItems logic
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if (checkedItems.has(value)) {
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checkedItems.delete(value);
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} else {
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checkedItems.add(value);
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}
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// Specific rule handling for options-related rules
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if (
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[
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"put_call",
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@ -306,29 +351,37 @@
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) {
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// Ensure valueMappings[ruleName] is initialized as an array
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if (!Array.isArray(valueMappings[ruleName])) {
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valueMappings[ruleName] = []; // Initialize as an empty array if not already
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valueMappings[ruleName] = [];
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}
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// Similar logic to the original function for adding/removing values
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const index = valueMappings[ruleName].indexOf(value);
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if (index === -1) {
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// Add the country if it's not already selected
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valueMappings[ruleName].push(value);
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// Sort the array when a new value is added
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valueMappings[ruleName] = valueMappings[ruleName].sort(customSort);
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} else {
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// Remove the country if it's already selected (deselect)
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valueMappings[ruleName].splice(index, 1);
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}
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// If no countries are selected, set value to "any"
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// Set to "any" if no values are selected
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if (valueMappings[ruleName].length === 0) {
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valueMappings[ruleName] = "any";
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}
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} else if (ruleName in valueMappings) {
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// Handle non-country rules as single values
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valueMappings[ruleName] = value;
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// For rules that require sorting (like range or numeric values)
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if (ruleCondition[ruleName] === "between" && Array.isArray(value)) {
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// Sort the array for between conditions
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valueMappings[ruleName] = value.sort(customSort);
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} else {
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// Handle non-specific rules as single values
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valueMappings[ruleName] = value;
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}
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} else {
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console.warn(`Unhandled rule: ${ruleName}`);
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}
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// Update ruleOfList (if applicable)
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const ruleToUpdate = ruleOfList?.find((rule) => rule.name === ruleName);
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if (ruleToUpdate) {
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ruleToUpdate.value = valueMappings[ruleToUpdate.name];
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@ -336,10 +389,40 @@
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ruleOfList = [...ruleOfList];
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}
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// Trigger worker load and save cookie
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shouldLoadWorker.set(true);
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await saveCookieRuleOfList();
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}
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async function stepSizeValue(value, condition) {
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const match = value.toString().match(/^(-?[\d.]+)([KMB%]?)$/);
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if (!match) return value;
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let [_, number, suffix] = match;
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number = parseFloat(number);
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let step = 1;
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number += condition === "add" ? step : -step;
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// Round to 2 decimal places for consistency
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number = parseFloat(number?.toFixed(2));
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const newValue = suffix ? `${number}${suffix}` : Math?.round(number);
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await handleChangeValue(newValue);
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}
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async function handleValueInput(event, ruleName, index = null) {
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const newValue = event.target.value;
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if (ruleCondition[ruleName] === "between") {
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const currentValues = valueMappings[ruleName] || ["", ""];
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currentValues[index] = newValue;
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await handleChangeValue(currentValues);
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} else {
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await handleChangeValue(newValue);
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}
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}
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const nyseDate = new Date(
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data?.getOptionsFlowFeed?.at(0)?.date ?? null,
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)?.toLocaleString("en-US", {
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@ -1272,10 +1355,14 @@ function sendMessage(message) {
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<span class="truncate ml-2 text-sm sm:text-[1rem]">
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{#if valueMappings[row?.rule] === "any"}
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Any
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{:else if ruleCondition[row?.rule] === "between"}
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{Array.isArray(valueMappings[row?.rule])
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? `${valueMappings[row?.rule][0]}-${valueMappings[row?.rule][1] ?? "Any"}`
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: "Any"}
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{:else}
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{ruleCondition[row?.rule] !== undefined
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? ruleCondition[row?.rule]
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: ""}
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{ruleCondition[row?.rule]
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?.replace("under", "Under")
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?.replace("over", "Over") ?? ""}
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{valueMappings[row?.rule]}
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{/if}
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</span>
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@ -1295,7 +1382,7 @@ function sendMessage(message) {
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</Button>
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</DropdownMenu.Trigger>
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<DropdownMenu.Content
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class="w-56 h-fit max-h-72 overflow-y-auto "
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class="w-64 min-h-auto max-h-72 overflow-y-auto scroller"
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>
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{#if !["put_call", "sentiment", "execution_estimate", "option_activity_type", "date_expiration", "underlying_type"]?.includes(row?.rule)}
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<DropdownMenu.Label
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@ -1304,42 +1391,148 @@ function sendMessage(message) {
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<div
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class="flex items-center justify-start gap-x-1"
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>
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<!--Start Dropdown for Condition-->
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<div
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class="relative inline-block flex flex-row items-center justify-center"
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class="-ml-2 relative inline-block text-left"
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>
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<label
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on:click={() =>
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changeRuleCondition(row?.rule, "under")}
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class="cursor-pointer flex flex-row mr-2 justify-center items-center"
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>
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<input
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type="radio"
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class="radio checked:bg-[#fff] bg-[#09090B] border border-gray-600 mr-2"
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checked={ruleCondition[row?.rule] ===
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"under"}
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name={row?.rule}
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/>
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<span class="label-text text-white"
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>Under</span
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>
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</label>
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<label
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on:click={() =>
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changeRuleCondition(row?.rule, "over")}
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class="cursor-pointer flex flex-row ml-2 justify-center items-center"
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>
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<input
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type="radio"
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class="radio checked:bg-[#fff] bg-[#09090B] border border-gray-600 mr-2"
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checked={ruleCondition[row?.rule] ===
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"over"}
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name={row?.rule}
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/>
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<span class="label-text text-white"
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>Over</span
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>
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</label>
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<DropdownMenu.Root>
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<DropdownMenu.Trigger asChild let:builder
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><Button
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builders={[builder]}
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class="w-fit -mt-1 -ml-2 bg-[#09090B] flex flex-row justify-between items-center text-white"
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>
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<span
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class="truncate ml-2 text-sm sm:text-[1rem]"
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>
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{ruleCondition[ruleName]
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?.replace("under", "Under")
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?.replace("over", "Over")
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?.replace("between", "Between")}
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</span>
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<svg
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class="mt-1 -mr-1 ml-1 h-5 w-5 xs:ml-2 !ml-0 sm:ml-0 inline-block"
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viewBox="0 0 20 20"
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fill="currentColor"
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style="max-width:40px"
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aria-hidden="true"
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><path
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fill-rule="evenodd"
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d="M5.293 7.293a1 1 0 011.414 0L10 10.586l3.293-3.293a1 1 0 111.414 1.414l-4 4a1 1 0 01-1.414 0l-4-4a1 1 0 010-1.414z"
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clip-rule="evenodd"
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></path></svg
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>
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</Button>
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</DropdownMenu.Trigger>
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<DropdownMenu.Content>
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<DropdownMenu.Group>
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{#each ["Over", "Under", "Between"] as item}
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<DropdownMenu.Item
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on:click={() =>
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changeRuleCondition(
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row?.rule,
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item,
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)}
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class="cursor-pointer text-[1rem] font-normal"
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>{item}</DropdownMenu.Item
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>
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{/each}
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</DropdownMenu.Group>
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</DropdownMenu.Content>
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</DropdownMenu.Root>
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</div>
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{#if ruleCondition[row?.rule] === "between"}
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<div class="flex gap-x-1 -ml-2 z-10 -mt-1">
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<input
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type="text"
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placeholder="Min"
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value={Array.isArray(
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valueMappings[row?.rule],
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)
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? (valueMappings[row?.rule][0] ?? "")
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: ""}
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on:input={(e) =>
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handleValueInput(e, row?.rule, 0)}
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class="ios-zoom-fix block max-w-[3.5rem] rounded-sm placeholder:text-gray-200 font-normal p-1 text-sm shadow-sm focus:border-blue-500 focus:ring-blue-500 bg-secondary"
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/>
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<span
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class="text-white text-[1rem] font-normal mt-1"
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>
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&
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</span>
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<input
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type="text"
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placeholder="Max"
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value={Array.isArray(
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valueMappings[row?.rule],
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)
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? (valueMappings[row?.rule][1] ?? "")
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: ""}
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on:input={(e) =>
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handleValueInput(e, row?.rule, 1)}
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class="ios-zoom-fix block max-w-[3.5rem] rounded-sm placeholder:text-gray-200 font-normal p-1 text-sm shadow-sm focus:border-blue-500 focus:ring-blue-500 bg-secondary"
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/>
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</div>
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{:else}
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<input
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type="text"
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placeholder="Value"
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value={valueMappings[row?.rule] === "any"
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? ""
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: valueMappings[row?.rule]}
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on:input={(e) =>
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handleValueInput(e, row?.rule)}
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class="ios-zoom-fix block max-w-[4.8rem] rounded-sm placeholder:text-gray-200 font-normal p-1 text-sm shadow-sm focus:border-blue-500 focus:ring-blue-500 bg-secondary"
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/>
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{/if}
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{#if ["over", "under"]?.includes(ruleCondition[ruleName]?.toLowerCase())}
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<div
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class="ml-2 flex touch-manipulation flex-row items-center gap-x-1.5"
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>
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<button
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on:click={() =>
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stepSizeValue(
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valueMappings[row?.rule],
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"add",
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)}
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><svg
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class="size-6 cursor-pointer text-white"
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fill="none"
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viewBox="0 0 24 24"
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stroke="currentColor"
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style="max-width:40px"
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><path
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stroke-linecap="round"
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stroke-linejoin="round"
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stroke-width="2"
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d="M12 9v6m3-3H9m12 0a9 9 0 11-18 0 9 9 0 0118 0z"
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></path></svg
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></button
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>
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<button
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on:click={() =>
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stepSizeValue(
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valueMappings[row?.rule],
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"minus",
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)}
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><svg
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class="size-6 cursor-pointer text-white"
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fill="none"
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viewBox="0 0 24 24"
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stroke="currentColor"
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style="max-width:40px"
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><path
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stroke-linecap="round"
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stroke-linejoin="round"
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stroke-width="2"
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d="M15 12H9m12 0a9 9 0 11-18 0 9 9 0 0118 0z"
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></path></svg
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></button
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>
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</div>
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{/if}
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<!--End Dropdown for Condition-->
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</div>
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</DropdownMenu.Label>
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{:else}
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@ -1352,22 +1545,48 @@ function sendMessage(message) {
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{/if}
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<DropdownMenu.Group class="min-h-10 mt-2">
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{#if !["put_call", "sentiment", "execution_estimate", "option_activity_type", "date_expiration", "underlying_type"]?.includes(row?.rule)}
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{#each row?.step as newValue}
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<DropdownMenu.Item
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class="sm:hover:bg-[#2A2E39]"
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>
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<button
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on:click={() => {
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handleChangeValue(newValue);
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}}
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class="block w-full border-b border-gray-600 px-4 py-1.5 text-left text-sm sm:text-[1rem] rounded text-white last:border-0 sm:hover:bg-[#2A2E39] focus:bg-blue-100 focus:text-gray-900 focus:outline-none"
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{#each row?.step as newValue, index}
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{#if ruleCondition[row?.rule] === "between"}
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{#if newValue && row?.step[index + 1]}
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<DropdownMenu.Item
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class="sm:hover:bg-primary"
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>
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<button
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on:click={() => {
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handleChangeValue([
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row?.step[index],
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row?.step[index + 1],
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]);
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}}
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class="block w-full border-b border-gray-600 px-4 py-1.5 text-left text-sm sm:text-[1rem] rounded text-white last:border-0 sm:hover:bg-primary focus:bg-blue-100 focus:text-gray-900 focus:outline-none"
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>
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{ruleCondition[row?.rule]?.replace(
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"between",
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"Between",
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)}
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{row?.step[index + 1]} - {row?.step[
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index
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]}
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</button>
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</DropdownMenu.Item>
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{/if}
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{:else}
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<DropdownMenu.Item
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class="sm:hover:bg-primary"
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>
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{ruleCondition[row?.rule] !== undefined
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? ruleCondition[row?.rule]
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: ""}
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{newValue}
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</button>
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</DropdownMenu.Item>
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<button
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on:click={() => {
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handleChangeValue(newValue);
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}}
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class="block w-full border-b border-gray-600 px-4 py-1.5 text-left text-sm sm:text-[1rem] rounded text-white last:border-0 sm:hover:bg-primary focus:bg-blue-100 focus:text-gray-900 focus:outline-none"
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>
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{ruleCondition[row?.rule]
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?.replace("under", "Under")
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?.replace("over", "Over")}
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{newValue}
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</button>
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</DropdownMenu.Item>
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{/if}
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{/each}
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{:else if ["put_call", "sentiment", "execution_estimate", "option_activity_type", "date_expiration", "underlying_type"]?.includes(row?.rule)}
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{#each row?.step as item}
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@ -136,97 +136,173 @@ function isDateWithinRange(dateString: string, range: string): boolean {
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}
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async function filterRawData(rawData, ruleOfList, filterQuery) {
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// Split filterQuery into an array of tickers if it's a comma-separated string
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// Early return for empty inputs
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if (!rawData?.length || !ruleOfList?.length) {
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return rawData || [];
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}
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// Preprocess filter tickers
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const filterTickers = filterQuery
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? filterQuery.split(",").map((ticker) => ticker.trim().toUpperCase())
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: [];
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return rawData?.filter((item) => {
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// Check if the item's ticker matches any of the tickers in filterTickers
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if (
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filterTickers.length > 0 &&
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!filterTickers.includes(item.ticker.toUpperCase())
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) {
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return false; // Exclude if the ticker doesn't match any in filterTickers
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||||
// Precompile rules for more efficient filtering
|
||||
const compiledRules = ruleOfList.map(rule => {
|
||||
const ruleName = rule.name.toLowerCase();
|
||||
const ruleValue = convertUnitToValue(rule.value);
|
||||
|
||||
return {
|
||||
...rule,
|
||||
compiledCheck: createRuleCheck(rule, ruleName, ruleValue)
|
||||
};
|
||||
});
|
||||
|
||||
// Optimized filtering with precompiled rules
|
||||
return rawData.filter(item => {
|
||||
// Early ticker filtering
|
||||
if (filterTickers.length > 0 &&
|
||||
!filterTickers.includes(item.ticker.toUpperCase())) {
|
||||
return false;
|
||||
}
|
||||
|
||||
return ruleOfList.every((rule) => {
|
||||
const ruleName = rule.name.toLowerCase();
|
||||
const ruleValue = convertUnitToValue(rule.value);
|
||||
|
||||
// Handle volumeOIRatio
|
||||
if (ruleName === "volumeoiratio") {
|
||||
const volume = parseFloat(item.volume);
|
||||
const openInterest = parseFloat(item.open_interest);
|
||||
|
||||
if (isNaN(volume) || isNaN(openInterest) || openInterest === 0) {
|
||||
return false; // Invalid data, exclude this item
|
||||
}
|
||||
|
||||
const ratio = (volume / openInterest) * 100;
|
||||
|
||||
if (rule.condition === "over" && ratio <= ruleValue) return false;
|
||||
if (rule.condition === "under" && ratio >= ruleValue) return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
const itemValue = item[rule.name];
|
||||
|
||||
// Handle date_expiration
|
||||
if (ruleName === "date_expiration") {
|
||||
if (isAny(ruleValue)) return true;
|
||||
if (Array.isArray(ruleValue)) {
|
||||
return ruleValue.some((range) => isDateWithinRange(itemValue, range));
|
||||
}
|
||||
return isDateWithinRange(itemValue, ruleValue as string);
|
||||
}
|
||||
|
||||
// Handle categorical data
|
||||
else if (
|
||||
[
|
||||
"put_call",
|
||||
"sentiment",
|
||||
"execution_estimate",
|
||||
"option_activity_type",
|
||||
"underlying_type",
|
||||
].includes(ruleName)
|
||||
) {
|
||||
if (isAny(ruleValue)) return true;
|
||||
if (itemValue === null || itemValue === undefined) return false;
|
||||
|
||||
const lowerItemValue = itemValue.toString().toLowerCase();
|
||||
|
||||
if (Array.isArray(ruleValue)) {
|
||||
return ruleValue.some(
|
||||
(value) => lowerItemValue === value.toString().toLowerCase(),
|
||||
);
|
||||
}
|
||||
|
||||
return lowerItemValue === ruleValue.toString().toLowerCase();
|
||||
}
|
||||
|
||||
// Default numeric or string comparison
|
||||
if (typeof ruleValue === "string") return true;
|
||||
if (itemValue === null || itemValue === undefined) return false;
|
||||
const numericItemValue = parseFloat(itemValue);
|
||||
if (isNaN(numericItemValue)) return false;
|
||||
|
||||
if (rule.condition === "over" && numericItemValue <= ruleValue)
|
||||
return false;
|
||||
if (rule.condition === "under" && numericItemValue >= ruleValue)
|
||||
return false;
|
||||
return true;
|
||||
});
|
||||
// Apply all precompiled rules
|
||||
return compiledRules.every(rule => rule.compiledCheck(item));
|
||||
});
|
||||
}
|
||||
|
||||
// Centralized rule checking logic
|
||||
function createRuleCheck(rule, ruleName, ruleValue) {
|
||||
// Handle volumeOIRatio
|
||||
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;
|
||||
}
|
||||
|
||||
const ratio = (volume / openInterest) * 100;
|
||||
|
||||
if (rule.condition === 'over' && ratio <= ruleValue) return false;
|
||||
if (rule.condition === 'under' && ratio >= ruleValue) return false;
|
||||
return true;
|
||||
};
|
||||
}
|
||||
|
||||
// Handle "between" condition
|
||||
if (rule.condition === 'between') {
|
||||
return (item) => {
|
||||
const itemValue = parseFloat(item[rule.name]);
|
||||
|
||||
// Handle array of ruleValue for between condition
|
||||
if (!Array.isArray(ruleValue)) return true;
|
||||
|
||||
// Convert rule values, ensuring they are valid
|
||||
const [min, max] = ruleValue.map(convertUnitToValue);
|
||||
|
||||
// Handle the case where one or both values are missing (empty string or undefined)
|
||||
if ((min === '' || min === undefined || min === null) &&
|
||||
(max === '' || max === undefined || max === null)) {
|
||||
return true; // If both values are empty or undefined, consider the condition as met (open-ended)
|
||||
}
|
||||
|
||||
// If only one of min or max is missing, handle it as open-ended
|
||||
if (min === '' || min === undefined || min === null) {
|
||||
return itemValue <= max; // If min is missing, only check against max
|
||||
}
|
||||
|
||||
if (max === '' || max === undefined || max === null) {
|
||||
return itemValue >= min; // If max is missing, only check against min
|
||||
}
|
||||
|
||||
// If both min and max are defined, proceed with the normal comparison
|
||||
return itemValue > min && itemValue < max;
|
||||
};
|
||||
}
|
||||
|
||||
// Handle date_expiration
|
||||
if (ruleName === 'date_expiration') {
|
||||
// If 'any' is specified or no specific range is set
|
||||
if (isAny(ruleValue)) return () => true;
|
||||
|
||||
return (item) => {
|
||||
if (Array.isArray(ruleValue)) {
|
||||
return ruleValue.some(range => isDateWithinRange(item[rule.name], range));
|
||||
}
|
||||
return isDateWithinRange(item[rule.name], ruleValue);
|
||||
};
|
||||
}
|
||||
|
||||
// Categorical data handling
|
||||
const categoricalFields = [
|
||||
'put_call',
|
||||
'sentiment',
|
||||
'execution_estimate',
|
||||
'option_activity_type',
|
||||
'underlying_type'
|
||||
];
|
||||
|
||||
if (categoricalFields.includes(ruleName)) {
|
||||
// If 'any' is specified
|
||||
if (isAny(ruleValue)) return () => true;
|
||||
|
||||
return (item) => {
|
||||
const itemValue = item[rule.name];
|
||||
|
||||
// Handle null or undefined
|
||||
if (itemValue === null || itemValue === undefined) return false;
|
||||
|
||||
const lowerItemValue = itemValue.toString().toLowerCase();
|
||||
|
||||
// Handle array of values
|
||||
if (Array.isArray(ruleValue)) {
|
||||
return ruleValue.some(
|
||||
value => lowerItemValue === value.toString().toLowerCase()
|
||||
);
|
||||
}
|
||||
|
||||
// Single value comparison
|
||||
return lowerItemValue === ruleValue.toString().toLowerCase();
|
||||
};
|
||||
}
|
||||
|
||||
// Default numeric comparison
|
||||
return (item) => {
|
||||
const itemValue = item[rule.name];
|
||||
|
||||
// Skip string rule values
|
||||
if (typeof ruleValue === 'string') return true;
|
||||
|
||||
// Handle null or undefined
|
||||
if (itemValue === null || itemValue === undefined) return false;
|
||||
|
||||
const numericItemValue = parseFloat(itemValue);
|
||||
|
||||
// Invalid numeric conversion
|
||||
if (isNaN(numericItemValue)) return false;
|
||||
|
||||
// Comparison conditions
|
||||
if (rule.condition === 'over' && numericItemValue <= ruleValue) return false;
|
||||
if (rule.condition === 'under' && numericItemValue >= ruleValue) return false;
|
||||
|
||||
return true;
|
||||
};
|
||||
}
|
||||
|
||||
// Web Worker message handler
|
||||
onmessage = async (event: MessageEvent) => {
|
||||
const { rawData, ruleOfList, filterQuery } = event.data || {};
|
||||
|
||||
// Filter the data
|
||||
let filteredData = await filterRawData(rawData, ruleOfList, filterQuery);
|
||||
filteredData = Array?.from(
|
||||
new Map(filteredData?.map((item) => [item?.id, item]))?.values(),
|
||||
|
||||
// Remove duplicates based on id
|
||||
filteredData = Array.from(
|
||||
new Map(filteredData?.map((item) => [item?.id, item]))?.values()
|
||||
);
|
||||
|
||||
postMessage({ message: "success", filteredData });
|
||||
};
|
||||
|
||||
export {};
|
||||
export {};
|
||||
@ -2814,7 +2814,7 @@ const handleKeyDown = (event) => {
|
||||
</Button>
|
||||
</DropdownMenu.Trigger>
|
||||
<DropdownMenu.Content
|
||||
class="w-64 min-h-64 max-h-72 overflow-y-auto scroller"
|
||||
class="w-64 min-h-auto max-h-72 overflow-y-auto scroller"
|
||||
>
|
||||
{#if !["sma20", "sma50", "sma100", "sma200", "ema20", "ema50", "ema100", "ema200", "grahamNumber", "analystRating", "halalStocks", "score", "sector", "industry", "country"]?.includes(row?.rule)}
|
||||
<DropdownMenu.Label
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user