add worker

This commit is contained in:
MuslemRahimi 2025-04-09 12:20:12 +02:00
parent 7a8ca4aa10
commit 87f78615d6
3 changed files with 365 additions and 15 deletions

View File

@ -20,6 +20,7 @@
let isLoaded = false; let isLoaded = false;
let shouldUpdate = false; let shouldUpdate = false;
let config: any = null; let config: any = null;
let downloadWorker: Worker | undefined;
// Strategy selection // Strategy selection
let selectedStrategy = "Long Call"; let selectedStrategy = "Long Call";
@ -131,6 +132,13 @@
let userStrategy = []; let userStrategy = [];
let description = prebuiltStrategy[0]?.description; let description = prebuiltStrategy[0]?.description;
const handleDownloadMessage = async (event) => {
rawData = event?.data?.output;
currentStockPrice = rawData?.getStockQuote?.price || 0;
await loadData();
};
async function changeStrategy(strategy) { async function changeStrategy(strategy) {
selectedStrategy = strategy?.name; selectedStrategy = strategy?.name;
description = strategy?.description; description = strategy?.description;
@ -1171,21 +1179,9 @@
async function getStockData() { async function getStockData() {
try { try {
const postData = { ticker: selectedTicker }; downloadWorker.postMessage({
const response = await fetch("/api/options-calculator", { ticker: selectedTicker,
method: "POST",
headers: {
"Content-Type": "application/json",
},
body: JSON.stringify(postData),
}); });
if (!response.ok) {
throw new Error(`Failed to fetch stock data: ${response.statusText}`);
}
rawData = (await response.json()) || {};
currentStockPrice = rawData?.getStockQuote?.price || 0;
} catch (error) { } catch (error) {
console.error("Error fetching stock data:", error); console.error("Error fetching stock data:", error);
} }
@ -1409,8 +1405,13 @@
} }
} }
if (!downloadWorker) {
const DownloadWorker = await import("./workers/downloadWorker?worker");
downloadWorker = new DownloadWorker.default();
downloadWorker.onmessage = handleDownloadMessage;
}
await getStockData(); await getStockData();
await loadData();
shouldUpdate = true; shouldUpdate = true;
}); });

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@ -0,0 +1,38 @@
// Cache to store previous requests
let cache = new Map();
const getStockData = async (ticker) => {
// Check if data for this rule set is already in the cache
if (cache.has(ticker)) {
console.log("Returning cached data");
return cache.get(ticker);
}
const postData = { ticker: ticker };
const response = await fetch("/api/options-calculator", {
method: "POST",
headers: {
"Content-Type": "application/json",
},
body: JSON.stringify(postData),
});
const output = (await response.json()) || {};
cache.set(ticker, output);
return output;
};
onmessage = async (event) => {
const { ticker } = event.data;
const output = await getStockData(ticker);
postMessage({ message: "success", output });
};
export {};

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@ -0,0 +1,311 @@
// Helper function for currency formatting
function formatCurrency(value: number): string {
return Math.abs(value)?.toLocaleString("en-US", {
minimumFractionDigits: 2,
maximumFractionDigits: 2,
});
}
function calculateMetrics(userStrategy) {
const multiplier = 100;
let metrics = {};
// Get all legs in the strategy
const allLegs = [...userStrategy];
// Check if strategy is empty
if (allLegs.length === 0) {
metrics = {
maxProfit: "$0",
maxLoss: "$0",
};
return metrics;
}
// Consolidate identical strikes with opposite actions (Buy/Sell)
const consolidatedLegs = [];
const strikeMap = new Map();
// Group legs by strike and option type
allLegs.forEach((leg) => {
const key = `${leg.strike}-${leg.optionType}`;
if (!strikeMap.has(key)) {
strikeMap.set(key, []);
}
strikeMap.get(key).push(leg);
});
// Consolidate legs with same strike/option type into net positions
strikeMap.forEach((legs, key) => {
let netQuantity = 0;
let netCost = 0;
legs.forEach((leg) => {
const quantity = leg.quantity || 1;
if (leg.action === "Buy") {
netQuantity += quantity;
netCost += leg.optionPrice * quantity;
} else {
netQuantity -= quantity;
netCost -= leg.optionPrice * quantity;
}
});
// Only include legs with nonzero positions
if (netQuantity !== 0) {
const [strike, optionType] = key.split("-");
consolidatedLegs.push({
strike: parseFloat(strike),
optionType,
optionPrice: Math.abs(netCost / netQuantity),
quantity: Math.abs(netQuantity),
action: netQuantity > 0 ? "Buy" : "Sell",
});
}
});
// Separate the legs by type and action
const buyCalls = consolidatedLegs.filter(
(leg) => leg.action === "Buy" && leg.optionType === "Call",
);
const sellCalls = consolidatedLegs.filter(
(leg) => leg.action === "Sell" && leg.optionType === "Call",
);
const buyPuts = consolidatedLegs.filter(
(leg) => leg.action === "Buy" && leg.optionType === "Put",
);
const sellPuts = consolidatedLegs.filter(
(leg) => leg.action === "Sell" && leg.optionType === "Put",
);
// Calculate net premium for the entire strategy.
let netPremium = 0;
allLegs.forEach((leg) => {
const quantity = leg.quantity || 1;
const premium = leg.optionPrice * multiplier * quantity;
if (leg.action === "Buy") {
netPremium -= premium;
} else {
netPremium += premium;
}
});
// --- VERTICAL SPREAD HANDLING (UPDATED) ---
if (buyCalls.length === 1 && sellCalls.length === 1) {
const buyCall = buyCalls[0];
const sellCall = sellCalls[0];
const spreadWidth =
Math.abs(buyCall.strike - sellCall.strike) * multiplier;
if (buyCall.strike < sellCall.strike) {
// Bull call spread: max loss is net debit, max profit is spread width - net debit
const maxLoss = -netPremium; // Net debit is negative, convert to positive
const maxProfit = spreadWidth - maxLoss;
metrics = {
maxProfit: `$${formatCurrency(maxProfit)}`,
maxLoss: `$${formatCurrency(maxLoss)}`,
};
} else {
// Bear call spread: max profit is net credit, max loss is spread width - net credit
const maxProfit = netPremium;
const maxLoss = spreadWidth - maxProfit;
metrics = {
maxProfit: `$${formatCurrency(maxProfit)}`,
maxLoss: `$${formatCurrency(maxLoss)}`,
};
}
return metrics;
}
// --- END VERTICAL SPREAD HANDLING ---
// Determine unlimited profit/loss flags based on calls only.
let hasUnlimitedProfit = false;
let hasUnlimitedLoss = false;
if (buyCalls.length > 0) {
const sortedBuyCalls = [...buyCalls].sort((a, b) => a.strike - b.strike);
const sortedSellCalls = [...sellCalls].sort(
(a, b) => a.strike - b.strike,
);
if (
sellCalls.length === 0 ||
sortedBuyCalls[sortedBuyCalls.length - 1].strike >
sortedSellCalls[sortedSellCalls.length - 1].strike
) {
hasUnlimitedProfit = true;
}
const totalBuyCallQuantity = sortedBuyCalls.reduce(
(sum, leg) => sum + (leg.quantity || 1),
0,
);
const totalSellCallQuantity = sortedSellCalls.reduce(
(sum, leg) => sum + (leg.quantity || 1),
0,
);
if (totalBuyCallQuantity > totalSellCallQuantity) {
hasUnlimitedProfit = true;
}
}
if (sellCalls.length > 0) {
const sortedBuyCalls = [...buyCalls].sort((a, b) => a.strike - b.strike);
const sortedSellCalls = [...sellCalls].sort(
(a, b) => a.strike - b.strike,
);
if (
buyCalls.length === 0 ||
sortedSellCalls[sortedSellCalls.length - 1].strike >
sortedBuyCalls[sortedBuyCalls.length - 1].strike
) {
hasUnlimitedLoss = true;
}
const totalBuyCallQuantity = sortedBuyCalls.reduce(
(sum, leg) => sum + (leg.quantity || 1),
0,
);
const totalSellCallQuantity = sortedSellCalls.reduce(
(sum, leg) => sum + (leg.quantity || 1),
0,
);
if (totalSellCallQuantity > totalBuyCallQuantity) {
hasUnlimitedLoss = true;
}
}
// Check if exactly one put is bought and one sold (vertical spread)
if (buyPuts.length === 1 && sellPuts.length === 1) {
const buyStrike = buyPuts[0].strike;
const sellStrike = sellPuts[0].strike;
const spreadWidth = Math.abs(buyStrike - sellStrike) * multiplier;
// Bull Put Spread (sell higher strike, buy lower strike)
if (sellStrike > buyStrike) {
const maxProfit = netPremium; // Net credit received
const maxLoss = spreadWidth - maxProfit;
metrics = {
maxProfit: `$${formatCurrency(maxProfit)}`,
maxLoss: `$${formatCurrency(maxLoss)}`,
};
return metrics;
}
// Bear Put Spread (buy higher strike, sell lower strike)
else if (buyStrike > sellStrike) {
const maxProfit = spreadWidth - Math.abs(netPremium);
const maxLoss = Math.abs(netPremium); // Net debit paid
metrics = {
maxProfit: `$${formatCurrency(maxProfit)}`,
maxLoss: `$${formatCurrency(maxLoss)}`,
};
return metrics;
}
}
// --- RATIO SPREAD HANDLING ---
// Detect a pattern where two (or more) long calls bracket the short call(s) with balanced quantities.
if (buyCalls.length >= 2 && sellCalls.length >= 1) {
const buyStrikes = buyCalls.map((leg) => leg.strike);
const sellStrikes = sellCalls.map((leg) => leg.strike);
const lowerBuy = Math.min(...buyStrikes);
const higherBuy = Math.max(...buyStrikes);
const minSell = Math.min(...sellStrikes);
const maxSell = Math.max(...sellStrikes);
const totalBuyCallQuantity = buyCalls.reduce(
(sum, leg) => sum + leg.quantity,
0,
);
const totalSellCallQuantity = sellCalls.reduce(
(sum, leg) => sum + leg.quantity,
0,
);
if (
lowerBuy < minSell &&
higherBuy > maxSell &&
totalBuyCallQuantity === totalSellCallQuantity
) {
hasUnlimitedProfit = false;
hasUnlimitedLoss = false;
}
}
// --- END RATIO SPREAD HANDLING ---
// If we haven't returned earlier via a specific branch, then compute profit and loss
// by simulating across various price points.
const strikes = allLegs.map((leg) => leg.strike);
const minStrike = Math.min(...strikes);
const maxStrike = Math.max(...strikes);
const pricePoints = [0, minStrike / 2, ...strikes, maxStrike * 1.5];
let computedMaxProfit = -Infinity;
let computedMaxLoss = -netPremium; // starting point: net premium paid
pricePoints.forEach((price) => {
let profitAtPrice = netPremium;
allLegs.forEach((leg) => {
const quantity = leg.quantity || 1;
if (leg.optionType === "Call") {
if (price > leg.strike) {
const intrinsicValue = (price - leg.strike) * multiplier * quantity;
profitAtPrice +=
leg.action === "Buy" ? intrinsicValue : -intrinsicValue;
}
} else if (leg.optionType === "Put") {
if (price < leg.strike) {
const intrinsicValue = (leg.strike - price) * multiplier * quantity;
profitAtPrice +=
leg.action === "Buy" ? intrinsicValue : -intrinsicValue;
}
}
});
computedMaxProfit = Math.max(computedMaxProfit, profitAtPrice);
if (profitAtPrice < 0) {
computedMaxLoss = Math.min(computedMaxLoss, profitAtPrice);
}
});
// Adjust final metrics based on unlimited flags:
if (hasUnlimitedProfit && !hasUnlimitedLoss) {
metrics = {
maxProfit: "Unlimited",
maxLoss: `$${formatCurrency(Math.abs(computedMaxLoss))}`,
};
} else if (!hasUnlimitedProfit && hasUnlimitedLoss) {
metrics = {
maxProfit: `$${formatCurrency(computedMaxProfit)}`,
maxLoss: "Unlimited",
};
} else if (hasUnlimitedProfit && hasUnlimitedLoss) {
metrics = {
maxProfit: "Unlimited",
maxLoss: "Unlimited",
};
} else {
metrics = {
maxProfit: `$${formatCurrency(computedMaxProfit)}`,
maxLoss: `$${formatCurrency(Math.abs(computedMaxLoss))}`,
};
}
return metrics;
}
function calculateBreakevenPrice(dataPoints) {
let breakEvenPrice = null;
// Loop over the dataPoints to find a sign change from loss to profit or vice versa
for (let i = 1; i < dataPoints.length; i++) {
const [prevPrice, prevProfitLoss] = dataPoints[i - 1];
const [currPrice, currProfitLoss] = dataPoints[i];
// Check if there is a sign change between consecutive points
if (
(prevProfitLoss < 0 && currProfitLoss >= 0) ||
(prevProfitLoss > 0 && currProfitLoss <= 0)
) {
// Linear interpolation to estimate the exact crossing point
const priceDiff = currPrice - prevPrice;
const profitDiff = currProfitLoss - prevProfitLoss;
const ratio = Math.abs(prevProfitLoss) / Math.abs(profitDiff);
breakEvenPrice = prevPrice + ratio * priceDiff;
break;
}
}
return breakEvenPrice;
}