From 949f5e0bc10ec856a974090302239614ee47b17b Mon Sep 17 00:00:00 2001 From: MuslemRahimi Date: Thu, 12 Sep 2024 15:35:25 +0200 Subject: [PATCH] add advanced filter to options flow --- src/routes/options-flow/+page.svelte | 130 ++++-------------- .../options-flow/workers/filterWorker.ts | 55 +++++++- 2 files changed, 77 insertions(+), 108 deletions(-) diff --git a/src/routes/options-flow/+page.svelte b/src/routes/options-flow/+page.svelte index 7f56e79c..eb45685d 100644 --- a/src/routes/options-flow/+page.svelte +++ b/src/routes/options-flow/+page.svelte @@ -25,8 +25,9 @@ const allRules = { cost_basis: { label: 'Premium', step: ['10M','5M','1M','500K','100K','50K','10K','5K'], defaultCondition: 'over', defaultValue: '50K' }, put_call: { label: 'Contract Type', step: ["Calls", "Puts"], defaultValue: 'any' }, sentiment: { label: 'Sentiment', step: ["Bullish","Neutral", "Bearish"], defaultValue: 'any' }, - execution_estimate: { label: 'Execution', step: ["At Ask","At Bid"], defaultValue: 'any' }, + execution_estimate: { label: 'Execution', step: ["At Ask","At Bid", "Below Ask", "Below Bid"], defaultValue: 'any' }, option_activity_type: { label: 'Option Type', step: ["Sweep","Trade"], defaultValue: 'any' }, + date_expiration: { label: 'Date Expiration', step: ["1 day","1 Week","2 Weeks","1 Month","3 Months","6 Months","1 Year","3 Years"], defaultValue: 'any' }, }; @@ -80,8 +81,13 @@ async function handleResetAll() { ruleOfList = []; ruleOfList = [...ruleOfList]; ruleName = ''; + checkedItems = new Set(); + Object.keys(allRules).forEach(ruleName => { + ruleCondition[ruleName] = allRules[ruleName].defaultCondition; + valueMappings[ruleName] = allRules[ruleName].defaultValue; + }); displayRules = allRows?.filter(row => ruleOfList.some(rule => rule.name === row.rule)); - + displayedData = rawData; } function changeRule(state: string) @@ -107,8 +113,9 @@ function handleAddRule() { switch (ruleName) { case "put_call": case "sentiment": - case "execution_estimate","option_activity_type": + case "execution_estimate": case "option_activity_type": + case "date_expiration": newRule = { name: ruleName, value: Array.isArray(valueMappings[ruleName]) ? valueMappings[ruleName] : [valueMappings[ruleName]] }; // Ensure value is an array break; default: @@ -152,12 +159,13 @@ async function handleRule(newRule) { const loadWorker = async () => { syncWorker.postMessage({ rawData, ruleOfList }); - console.log(ruleOfList) }; const handleMessage = (event) => { displayRules = allRows?.filter(row => ruleOfList.some(rule => rule.name === row.rule)); displayedData = event.data?.filteredData ?? []; + calculateStats(displayedData); + //console.log(displayedData) }; @@ -181,7 +189,7 @@ async function handleChangeValue(value) { } else { checkedItems.add(value); } - if (["put_call","sentiment","execution_estimate","option_activity_type"]?.includes(ruleName)) { + if (["put_call","sentiment","execution_estimate","option_activity_type","date_expiration"]?.includes(ruleName)) { // Ensure valueMappings[ruleName] is initialized as an array if (!Array.isArray(valueMappings[ruleName])) { valueMappings[ruleName] = []; // Initialize as an empty array if not already @@ -292,36 +300,9 @@ const nyseDate = new Date(data?.getOptionsFlowFeed?.at(0)?.date ?? null)?.toLoca let optionOpenInterest; let optionSentiment; let optionPrice; - let optionTradeCount; let optionexecution_estimate; - let optionExchange; - /* - async function infiniteHandler({ detail: { loaded, complete, error } }) { - try { - const lastId = rawData?.at(-1)?.id; - const postData = {'lastId': lastId}; - const response = await fetch(data?.apiURL + '/options-flow-feed', { - method: 'POST', - headers: { - "Content-Type": "application/json", "X-API-KEY": data?.apiKey - }, - body: JSON.stringify(postData), - }); - const newData = await response.json(); - if(newData?.length === 0) { - complete(); - } - else { - rawData = [...rawData,...newData]; - loaded(); - } - } catch (e) { - error(); - } - } - */ function toggleMode() { if ($isOpen) { @@ -366,9 +347,9 @@ function handleViewData(optionData) { optionOpenInterest = new Intl.NumberFormat("en", {minimumFractionDigits: 0, maximumFractionDigits: 0}).format(optionData?.open_interest); optionSentiment = optionData?.sentiment; optionPrice = optionData?.price; - optionTradeCount = optionData?.tradeCount; + //optionTradeCount = optionData?.tradeCount; optionexecution_estimate = optionData?.execution_estimate; - optionExchange = optionData?.exchange; + //optionExchange = optionData?.exchange; const openPopup = $screenWidth < 640 ? document.getElementById("optionDetailsMobileModal") : document.getElementById("optionDetailsDesktopModal"); openPopup?.dispatchEvent(new MouseEvent('click')) @@ -639,6 +620,7 @@ function calculateStats(data) { // Update a separate variable for displayed data, not rawData itself displayedData = filteredData; + calculateStats(displayedData); }, 200); } @@ -657,40 +639,6 @@ const debouncedHandleInput = debounce(handleInput, 300); -// Function to filter elements with date_expiration within a given number of days -const filterExpiringSoon = (data, days) => { - const currentDate = new Date(); // Get today's date - return data.filter(item => { - const expirationDate = new Date(item?.date_expiration); - const timeDiff = expirationDate - currentDate; // Time difference in milliseconds - const daysDiff = timeDiff / (1000 * 60 * 60 * 24); // Convert to days - return daysDiff <= days && daysDiff >= 0; // Ensure it's within the specified number of days and not in the past - }); -}; - - -$: { - if(filterList && typeof window !== 'undefined' && mode === false) - { - if(filterList?.length !== 0) - { - const newData = filterExpiringSoon(rawData, Math.max(...filterList)); - if (newData?.length !== 0) { - rawData = newData; - notFound = false; - } else { - notFound = true; - rawData = data?.getOptionsFlowFeed; - } - - } - else if (filterQuery?.length === 0) { - rawData = data?.getOptionsFlowFeed; - - } - calculateStats(rawData); - } - } @@ -858,7 +806,7 @@ $: { - {#if !['put_call',"sentiment", "execution_estimate","option_activity_type"]?.includes(row?.rule)} + {#if !['put_call',"sentiment", "execution_estimate","option_activity_type","date_expiration"]?.includes(row?.rule)}
@@ -882,7 +830,7 @@ $: {
{/if} - {#if !['put_call',"sentiment", "execution_estimate","option_activity_type"]?.includes(row?.rule)} + {#if !['put_call',"sentiment", "execution_estimate","option_activity_type","date_expiration"]?.includes(row?.rule)} {#each row?.step as newValue} @@ -891,7 +839,7 @@ $: { {/each} - {:else if ['put_call',"sentiment", "execution_estimate","option_activity_type"]?.includes(row?.rule)} + {:else if ['put_call',"sentiment", "execution_estimate","option_activity_type","date_expiration"]?.includes(row?.rule)} {#each row?.step as item}
event.preventDefault()}> @@ -1254,18 +1202,7 @@ $: { Add Filters
- -
e?.key === 'Enter' ? e.preventDefault() : '' }> - -
-
- -
-
-
- +
@@ -1306,35 +1243,18 @@ $: {
-
-
+
+
-
- - -
e?.key === 'Enter' ? e.preventDefault() : '' }> - -
-
- -
-
-
- -
- - - - - + + +
{#each allRows as row, index} diff --git a/src/routes/options-flow/workers/filterWorker.ts b/src/routes/options-flow/workers/filterWorker.ts index c2bd10f9..e19629e0 100644 --- a/src/routes/options-flow/workers/filterWorker.ts +++ b/src/routes/options-flow/workers/filterWorker.ts @@ -19,8 +19,20 @@ function convertUnitToValue( "bearish", "at bid", "at ask", + "below bid", + "below ask", "sweep", "trade", + ...[ + "1 day", + "1 Week", + "2 Weeks", + "1 Month", + "3 Months", + "6 Months", + "1 Year", + "3 Years", + ], ]); if (nonNumericValues.has(lowerInput)) return input; if (input.endsWith("%")) { @@ -51,6 +63,34 @@ function isAny(value: string | string[]): boolean { return false; } +function isDateWithinRange(dateString: string, range: string): boolean { + const now = new Date(); + const expirationDate = new Date(dateString); + const timeDiff = expirationDate.getTime() - now.getTime(); + const daysDiff = timeDiff / (1000 * 60 * 60 * 24); + + switch (range.toLowerCase()) { + case "1 day": + return daysDiff >= 0 && daysDiff <= 1; + case "1 week": + return daysDiff > 1 && daysDiff <= 7; + case "2 weeks": + return daysDiff > 7 && daysDiff <= 14; + case "1 month": + return daysDiff > 14 && daysDiff <= 30; + case "3 months": + return daysDiff > 30 && daysDiff <= 90; + case "6 months": + return daysDiff > 90 && daysDiff <= 180; + case "1 year": + return daysDiff > 180 && daysDiff <= 365; + case "3 years": + return daysDiff > 365 && daysDiff <= 1095; + default: + return false; + } +} + async function filterRawData(rawData, ruleOfList) { return rawData?.filter((item) => { return ruleOfList.every((rule) => { @@ -58,6 +98,15 @@ async function filterRawData(rawData, ruleOfList) { const ruleValue = convertUnitToValue(rule.value); const ruleName = rule.name.toLowerCase(); + // 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 like analyst ratings, sector, country if ( [ @@ -67,14 +116,14 @@ async function filterRawData(rawData, ruleOfList) { "option_activity_type", ].includes(ruleName) ) { - if (isAny(ruleValue)) return true; // Return true for "any" or ["any"] + if (isAny(ruleValue)) return true; if (Array.isArray(ruleValue)) return ruleValue.includes(itemValue); return itemValue === ruleValue; } // Default numeric or string comparison - if (typeof ruleValue === "string") return true; // Skip non-numeric comparisons - if (itemValue === null) return false; // Null values do not meet any condition + if (typeof ruleValue === "string") return true; + if (itemValue === null) return false; if (rule.condition === "over" && itemValue <= ruleValue) return false; if (rule.condition === "under" && itemValue > ruleValue) return false; return true;