add supporting files

cep/ib_mds.py

@@ -67,7 +67,7 @@ class IbKafkaProducer():
         rc = self.con.connect()
         if rc:
             self.ib_conn_status = 'OK'
-        logging.info('******* Starting IbKafkaProducer)
+        logging.info('******* Starting IbKafkaProducer')
         logging.info('IbKafkaProducer: connection status to IB is %d' % rc)
         logging.info('IbKafkaProducer: connecting to kafka host: %s...' % kafka_host)
         logging.info('IbKafkaProducer: message mode is async')
@@ -132,18 +132,19 @@ class IbKafkaProducer():
             self.con = ibConnection(host, port, appid)
             self.con.registerAll(self.on_ib_message)
             rc = None
-            while not rc:
+            while not rc and not self.quit:
                 logging.error('IbKafkaProducer: attempt reconnection!')
                 rc = self.con.connect()
                 logging.info('IbKafkaProducer: connection status to IB is %d (0-broken 1-good)' % rc)
                 sleep(2)
             
-            # resubscribe tickers again!
-            self.load_tickers()                
-            a = AlertHelper(self.config)
-            a.post_msg('ib_mds recovered from broken ib conn, re-subscribe tickers...')            
-            logging.debug('on_ib_conn_broken: completed restoration. releasing lock...')
-            self.ib_conn_status = 'OK'
+            if not self.quit:
+                # resubscribe tickers again!
+                self.load_tickers()                
+                a = AlertHelper(self.config)
+                a.post_msg('ib_mds recovered from broken ib conn, re-subscribe tickers...')            
+                logging.debug('on_ib_conn_broken: completed restoration. releasing lock...')
+                self.ib_conn_status = 'OK'
             
         finally:
             self.tlock.release()          

config/app.cfg

@@ -0,0 +1,95 @@
+[global]
+server.socket_host: "0.0.0.0"
+server.socket_port: 8082
+
+[redis]
+redis.server: "localhost"
+redis.port: 6379
+redis.db: 3
+redis.sleep: 0.5
+redis.datastore.key.option_implv: 'opt_implv'
+redis.datastore.key.option_chains: 'opt_chains'
+redis.datastore.key.option_set: 'opt_set'
+redis.datastore.key.option_implv_ts_set: 'opt_implv_ts_set'
+redis.datastore.key.option_implv_ts: 'opt_implv_ts' 
+
+# a redis key that stores all the contract ids of contracts in a portfolio  
+redis.datastore.key.port_conid_set: 'port_conid_set' 
+redis.datastore.key.port_prefix: 'PT'
+# note that the port summary key has no prefix assigned to it
+# to retrive its value just use rs.get instead of self.rs_<xxx>
+redis.datastore.key.port_summary: 'port_summary'
+ 
+[/]
+tools.sessions.on : True
+tools.staticdir.root : '/home/larry-13.04/workspace/finopt/src/'
+#tools.staticdir.root : '/home/larry-13.04/production/finopt/'
+
+[/static]
+tools.staticdir.on : True
+#tools.staticdir.dir : './public'
+tools.staticdir.tmpl : './html'
+
+
+[options_data]
+options_data.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/opt.log', 'filemode': 'w','level': logging.INFO}"
+
+[portfolio]
+portfolio.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/port.log', 'filemode': 'w','level': logging.INFO}"
+
+[opt_serve]
+opt_serve.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/opt.log', 'filemode': 'w','level': logging.INFO}"
+
+[cep]
+kafka.host: 'vsu-01'
+kafka.port: 9092
+kafka.ib.topic.tick_price: 'ib_tick_price'
+kafka.ib.topic.tick_size: 'ib_tick_size'
+ib.subscription.fileloc: '/home/larry-13.04/workspace/finopt/data/subscription.txt'
+
+
+[market]
+hkex.openhours: '{"morning":[915,1200], "afternoon":[1300,1615]}'
+ib.gateway: '127.0.0.1'
+ib.port: 7496
+#gw port
+#ib.port:4001
+ib.appid.portfolio: 9922
+
+ib.appid: 9911
+option.underlying = "('HSI', 'FUT', 'HKFE', 'HKD', '', 0, '')"
+option.underlying.month_price = "[['20150929', 22817.0, '^HSI'], ['20151029', 22715.0, '^HSI']]"
+option.underlying.yahoo_ws = "{'use_yahoo': True, 'func': 'ystockquote.get_price'}"
+option.underlying.tick_size = 200
+option.greeks.recal = "{'use_last_if_no_bidask': True, 'rate':0.005, 'div':0.005, 'vol':0.2}"
+option.chain_range = 0.08
+option.bid_ask_spread_tolerance = 0.90
+
+[alert_bot]
+msg_bot.jid: "robo@route69.hopto.org"
+msg_bot.pass: 123
+msg_bot.recipients: "['blueman@route69.hopto.org']"
+msg_bot.redis_mq: 'chatq'
+msg_bot.redis_prefix: 'alert_bot'  
+#
+# 'filename': '../log/alert_bot.log', 'filemode': 'w', 
+msg_bot.logconfig: "{'level': logging.INFO}"
+
+
+[ib_mds]
+ib_mds.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib_mds.log', 'filemode': 'w','level': logging.INFO}"
+#ib_mds.ib_port: 7496
+ib_mds.ib_port: 4001
+ib_mds.appid.id: 9800
+ib_mds.gateway: '192.168.1.118'
+ib_mds.is_persist: 1
+ib_mds.persist_dir: '/home/larry-13.04/workspace/finopt/data/mds_files'
+ib_mds.spill_over_limit: 10000
+
+[ib_heartbeat]
+ib_heartbeat.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib_mds.log', 'filemode': 'w','level': logging.INFO}"
+ib_heartbeat.ib_port: 4001
+ib_heartbeat.appid.id: 9911
+ib_heartbeat.gateway: '192.168.1.118'
+ib_heartbeat.try_interval: 3
+ib_heartbeat.suppress_msg_interval: 60

html/gchart.py

@@ -0,0 +1,295 @@
+import math
+
+def jsfile(dp, fout, title):
+    
+    htmltext = """
+    <html>
+  <head>
+    <!--Load the AJAX API-->
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+
+      // Load the Visualization API and the piechart package.
+      google.load('visualization', '1.0', {'packages':['corechart']});
+
+      // Set a callback to run when the Google Visualization API is loaded.
+      google.setOnLoadCallback(drawChart);
+
+      // Callback that creates and populates a data table,
+      // instantiates the pie chart, passes in the data and
+      // draws it.
+      function drawChart() {
+var data = google.visualization.arrayToDataTable(
+%s
+);
+
+        var options = {
+          title: '%s',
+          legend: { position: 'top', maxLines: 2 },
+ 
+    colors: ['#5C3292', '#1A8763', '#871B47', '#999999', '#5CFF92'],
+    interpolateNulls: false,          
+        };
+
+        var chart = new google.visualization.Histogram(document.getElementById('chart_div'));
+        chart.draw(data, options);
+        
+        
+        
+      }
+    </script>
+  </head>
+
+  <body>
+    <!--Div that will hold the pie chart-->
+    <div id="chart_div"></div>
+  </body>
+</html>
+    
+    
+    """
+
+    htmltext = htmltext % (dp, title)
+    f = open(fout, 'w')
+    f.write(htmltext)
+    f.close()
+    #print htmltext
+
+def jsfile2(dp, fout, title):
+    
+    htmltext = """
+    <html>
+  <head>
+    <!--Load the AJAX API-->
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+
+      // Load the Visualization API and the piechart package.
+      google.load('visualization', '1.0', {'packages':['corechart']});
+
+      // Set a callback to run when the Google Visualization API is loaded.
+      google.setOnLoadCallback(drawChart);
+
+      // Callback that creates and populates a data table,
+      // instantiates the pie chart, passes in the data and
+      // draws it.
+      function drawChart() {
+var data = google.visualization.arrayToDataTable(
+%s
+);
+
+        var options = {
+          title: '%s',
+          legend: { position: 'top', maxLines: 2 },
+ 
+    colors: ['#5C3292', '#1A8763', '#871B47', '#999999', '#5CFF92'],
+    interpolateNulls: false,          
+        };
+
+        var chart = new google.visualization.Histogram(document.getElementById('chart_div'));
+        chart.draw(data, options);
+        
+        
+        
+      }
+    </script>
+  </head>
+
+  <body>
+    <!--Div that will hold the pie chart-->
+      <div id="chart_div"></div>
+  </body>
+</html>
+    
+    
+    """
+
+    htmltext = htmltext % (dp, title)
+    f = open(fout, 'w')
+    f.write(htmltext)
+    f.close()
+    #print htmltext
+
+
+def jsfile3(fout, jschunk, htmldiv):
+    
+    htmltext = """
+    <html>
+  <head>
+    <!--Load the AJAX API-->
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+
+      // Load the Visualization API and the piechart package.
+      google.load('visualization', '1.0', {'packages':['corechart']});
+
+      // Set a callback to run when the Google Visualization API is loaded.
+      google.setOnLoadCallback(drawChart);
+
+      // Callback that creates and populates a data table,
+      // instantiates the pie chart, passes in the data and
+      // draws it.
+      function drawChart() {
+
+    %s    
+        
+             
+        
+      }
+    </script>
+  </head>
+
+  <body>
+    <!--Div that will hold the pie chart-->
+    %s
+  </body>
+</html>
+    
+    
+    """
+
+    htmltext = htmltext % (jschunk, htmldiv)
+    f = open(fout, 'w')
+    f.write(htmltext)
+    f.close()
+    #print htmltext
+
+
+def format_weekly_data_points3(infile, outfile, title):
+
+
+    jstext = """
+
+var data%s = google.visualization.arrayToDataTable(
+%s
+);
+
+        var options = {
+          title: '%s',
+          legend: { position: 'top', maxLines: 2 },
+ 
+    colors: ['#5C3292', '#1A8763', '#871B47', '#999999', '#5CFF92'],
+    interpolateNulls: false,          
+        };
+
+        var chart%s = new google.visualization.Histogram(document.getElementById('chart_div%s'));
+        chart%s.draw(data%s, options);
+        
+        
+
+    """
+    
+    f = open(infile)
+    points_series = {}
+    cnt = 0
+    for l in f.readlines():
+        l = l.strip("\n").split(',')
+        
+        # to limit the data points to a partcular year range, add the condition
+        # l[2][0:4] not in ['2014', '2015', '2013']:
+        
+        if math.fabs(float(l[1])) > 0.035 or l[2][0:4] not in ['2014', '2015', '2013']:
+            continue
+        else:
+            if l[2][5:7] not in points_series:
+                points_series[l[2][5:7]]= []
+                
+            if l[0] == '1':
+                points_series[l[2][5:7]].append( "[%s, null,null,null,null]," % l[1])
+            elif l[0] == '2':
+                points_series[l[2][5:7]].append( "[null, %s, null,null,null]," % l[1])
+            elif l[0] == '3':
+                points_series[l[2][5:7]].append( "[null,null,%s, null,null]," % l[1])
+            elif l[0] == '4':
+                points_series[l[2][5:7]].append( "[null,null,null,%s, null]," % l[1])
+            elif l[0] == '5':
+                points_series[l[2][5:7]].append( "[null,null,null,null,%s ]," % l[1])
+
+#         cnt = cnt + 1
+#         if cnt > 50:
+#             break
+
+            
+    s = '[["M", "T", "W", "R", "F"],'
+    jstexts = {}
+    jschunk = ''
+    htmldiv = ''
+
+    for month, magnitudes in points_series.iteritems():
+    
+
+        s = '[["M", "T", "W", "R", "F"],'
+        s = s + ''.join(e for e in magnitudes)
+        s = s[:len(s)-1] + ']'
+        jstexts[month] = jstext
+        jstexts[month] = jstexts[month] % (month, s, "HKCE Open/Previous day fluctuation by month:" + month, month, month, month, month)
+        print month, len(magnitudes) -1
+        jschunk = jschunk + jstexts[month]
+        
+    
+    for month in sorted(points_series.keys()):
+        htmldiv = htmldiv + '<div id="chart_div%s"></div>' % month
+
+    #print jschunk
+    print htmldiv
+    jsfile3(outfile, jschunk, htmldiv)
+    
+
+    
+
+def format_weekly_data_points2(infile, outfile, title):
+    # this routine formats data into a tabular format of 5 columns
+    # each column represents a series of a weekday with monday starts at 1
+    # and tuesday starts at 2 
+    # the value at each column is the % change in HSI on the open vs previous close
+    # the objective is to see whether there exists a pattern with mondays 
+    # experience more fluctations when market opens
+    f = open(infile)
+    points = []
+    for l in f.readlines():
+        l = l.strip("\n").split(',')
+        if math.fabs(float(l[1])) > 0.035 or l[2][5:7] <> '10':
+            continue
+        else:
+            if l[0] == '1':
+                points.append( "[%s, null,null,null,null]," % l[1])
+            elif l[0] == '2':
+                points.append( "[null, %s, null,null,null]," % l[1])
+            elif l[0] == '3':
+                points.append( "[null,null,%s, null,null]," % l[1])
+            elif l[0] == '4':
+                points.append( "[null,null,null,%s, null]," % l[1])
+            elif l[0] == '5':
+                points.append( "[null,null,null,null,%s ]," % l[1])
+
+            
+    s = '[["M", "T", "W", "R", "F"],'
+
+    s = s + ''.join(e for e in points)
+    s = s[:len(s)-1] + ']'
+    
+    print len(points) -1
+    jsfile(s, outfile, title)
+
+
+def format_data_points(infile, outfile, title):
+    f = open(infile)
+    points = []
+    for l in f.readlines():
+        l = l.strip("\n").split(',')
+        points.append( "['%s', %s]," % (l[0], l[1]))
+    s = '[["daily change", "Num Days"],'
+
+    s = s + ''.join(e for e in points)
+    s = s[:len(s)-1] + ']'
+    print s
+    print len(points) -1
+    jsfile(s, outfile, title)
+    
+if __name__ == '__main__':
+    #format_data_points("data/hsi-monday-change.csv", "data/hsi-monday-change.html", "monday open change magnitude")
+    #format_weekly_data_points2("data/hsi-weekday-change.csv", "data/hsi-weekday-change.html", "weekday open change magnitude")
+    #format_weekly_data_points2("data/hsi-weekday-change-over-5-years.csv", "data/hsi-weekday-change-over-5-years.html", "weekday open change magnitude")
+    #format_weekly_data_points3("data/hsi-weekday-change-over-5-years.csv", "data/hsi-weekday-change-over-5-years.html", "weekday open change magnitude")
+    format_weekly_data_points3("data/hkce-weekday-change-over-5-years.csv", "data/hkce-weekday-change-over-5-years.html", "weekday open change magnitude")
+    

html/jstest.html

@@ -0,0 +1,84 @@
+<html>
+<head>
+<script type="text/javascript" src="http://cdnjs.cloudflare.com/ajax/libs/mathjs/2.1.1/math.min.js"></script>
+<script type="text/javascript" src="../static/math.min.js"></script>
+</head>
+
+<body>
+<script>
+var arr = [
+["strike",'P-20150828', 'C-20150828', 'P-20150929', 'C-20150929', ],[22200,0.270734444617,null,0.242985993558,null,],
+[22400,0.261369747691,null,0.232819715697,null,],
+[22600,0.251353651656,null,0.229132454791,null,],
+[22800,0.240969008475,0.351931555061,0.222927272429,0.220815668249,],
+[23000,0.229758525876,0.294410248151,0.218427691847,0.21626161508,],
+[23200,0.218659410879,0.275603698734,0.214404276766,0.21213093704,],
+[23400,0.207342374962,0.259170160748,0.210688875964,0.207158189383,],
+[23600,0.196168395475,0.244469681637,0.206833626108,0.204443543823,],
+[23800,0.184644378967,0.231450694292,0.204179966414,0.201382080537,],
+[24000,0.174256124286,0.221704626722,0.201361637122,0.198566710377,],
+[24200,0.161696861066,0.212393470141,0.198921365043,0.196384712922,],
+[24400,0.149106579291,0.204694281965,0.195749304976,0.19451759503,],
+[24600,0.129313564031,0.200488199952,0.195305382378,0.193065925499,],
+[24800,0.168825553718,0.198375969376,0.194509793447,0.192016547868,],
+[25000,null,0.197782230105,0.193721247084,0.191536559383,],
+[25200,null,0.199567025945,null,0.191317851418,],
+[25400,null,0.204887179548,null,0.19164870535,],
+[25600,null,0.211290483457,null,0.192816068081,],
+[25800,null,0.217868766488,null,0.194131464843,],
+];
+
+
+
+function minMax(myStringArray){
+    var arrayLength = myStringArray.length;
+    
+    var s = '';
+    var min, max;
+    min = 99999;
+    max = -1;
+    var allNums = new Array();
+    var k = 0
+    for (var i = 1; i < arrayLength; i++) {
+        for (j = 1; j < myStringArray[i].length; j++){
+
+
+                
+                if (myStringArray[i][j] == null) continue;
+                if (myStringArray[i][j] > max)
+                    max = myStringArray[i][j];
+                if (myStringArray[i][j] < min)
+                    min = myStringArray[i][j];
+				            
+				allNums[k++] = myStringArray[i][j];
+				
+        }   
+     
+        //s = s + myStringArray[i][0];
+    }
+	alert(math.median(allNums));
+	//document.querySelector('#s').value = math.median(allNums).toString();
+
+    return { "min" : min , "max": max };
+}
+
+
+
+
+var result = minMax(arr);
+alert( "Min Max " + result.min.toString() + " " + 
+    result.max.toString() + ((result.min + result.max)/2).toString());
+
+
+
+
+
+
+</script>
+
+<output id='out'></output>
+<br>
+<output id='s'></output>
+</body>
+
+</html>

html/jstest.html~

@@ -0,0 +1,83 @@
+<html>
+<head>
+<script type="text/javascript" src="http://cdnjs.cloudflare.com/ajax/libs/mathjs/2.1.1/math.min.js"></script>
+</head>
+
+<body>
+<script>
+var arr = [
+["strike",'P-20150828', 'C-20150828', 'P-20150929', 'C-20150929', ],[22200,0.270734444617,null,0.242985993558,null,],
+[22400,0.261369747691,null,0.232819715697,null,],
+[22600,0.251353651656,null,0.229132454791,null,],
+[22800,0.240969008475,0.351931555061,0.222927272429,0.220815668249,],
+[23000,0.229758525876,0.294410248151,0.218427691847,0.21626161508,],
+[23200,0.218659410879,0.275603698734,0.214404276766,0.21213093704,],
+[23400,0.207342374962,0.259170160748,0.210688875964,0.207158189383,],
+[23600,0.196168395475,0.244469681637,0.206833626108,0.204443543823,],
+[23800,0.184644378967,0.231450694292,0.204179966414,0.201382080537,],
+[24000,0.174256124286,0.221704626722,0.201361637122,0.198566710377,],
+[24200,0.161696861066,0.212393470141,0.198921365043,0.196384712922,],
+[24400,0.149106579291,0.204694281965,0.195749304976,0.19451759503,],
+[24600,0.129313564031,0.200488199952,0.195305382378,0.193065925499,],
+[24800,0.168825553718,0.198375969376,0.194509793447,0.192016547868,],
+[25000,null,0.197782230105,0.193721247084,0.191536559383,],
+[25200,null,0.199567025945,null,0.191317851418,],
+[25400,null,0.204887179548,null,0.19164870535,],
+[25600,null,0.211290483457,null,0.192816068081,],
+[25800,null,0.217868766488,null,0.194131464843,],
+];
+
+
+
+function minMax(myStringArray){
+    var arrayLength = myStringArray.length;
+    
+    var s = '';
+    var min, max;
+    min = 99999;
+    max = -1;
+    var allNums = new Array();
+    var k = 0
+    for (var i = 1; i < arrayLength; i++) {
+        for (j = 1; j < myStringArray[i].length; j++){
+
+
+                
+                if (myStringArray[i][j] == null) continue;
+                if (myStringArray[i][j] > max)
+                    max = myStringArray[i][j];
+                if (myStringArray[i][j] < min)
+                    min = myStringArray[i][j];
+				            
+				allNums[k++] = myStringArray[i][j];
+				
+        }   
+     
+        //s = s + myStringArray[i][0];
+    }
+	alert(math.median(allNums));
+	//document.querySelector('#s').value = math.median(allNums).toString();
+
+    return { "min" : min , "max": max };
+}
+
+
+
+
+var result = minMax(arr);
+alert( "Min Max " + result.min.toString() + " " + 
+    result.max.toString() + ((result.min + result.max)/2).toString());
+
+
+
+
+
+
+</script>
+
+<output id='out'></output>
+<br>
+<output id='s'></output>
+</body>
+
+</html>

html/opt-bands.html

@@ -0,0 +1,121 @@
+
+
+
+<html>
+  <head>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1", {packages:["corechart"]});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+/*        var data = new google.visualization.DataTable();
+
+        data.addColumn('number', 'x');
+        data.addColumn('number', 'values');
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+	data.addColumn('number', 'values');
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+*/
+
+  
+     
+/*
+[{label:'strikes', type:'number'},
+{label:'P',  type:'number'},
+{label:'p1', id:'i2', type:'number', role:'interval'},
+{label:'p2', id:'i2', type:'number', role:'interval'},
+{label:'C', type:'number'},
+{label:'c1', id:'i2', type:'number', role:'interval'},
+{label:'C2', id:'i2', type:'number', role:'interval'}],
+*/
+        
+        var data = google.visualization.arrayToDataTable([
+[{label:"strikes",type:"number"},
+{label: 'P-20150929', type:'number'},                
+{label: 'Pb-20150929', id:'i2', type:'number', role:'interval'},                
+{label: 'Pa-20150929', id:'i2', type:'number', role:'interval'},                
+{label: 'C-20150929', type:'number', },                
+{label: 'Cb-20150929', id:'i2', type:'number', role:'interval'},               
+ {label: 'Ca-20150929', id:'i2',type:'number', role:'interval'},],
+[14000,null,null,null,null,null,null,],
+[14800,7.0,2.0,7.0,null,null,null,],
+[16000,null,null,null,null,null,null,],
+[17000,null,null,null,null,null,null,],
+[17400,24.0,23.0,25.0,null,null,null,],
+[18800,58.5,58.0,59.0,null,null,null,],
+[19800,129.0,128.0,130.0,null,null,null,],
+[20000,151.0,150.0,152.0,null,null,null,],
+[20200,177.5,176.0,179.0,null,null,null,],
+[20400,209.5,208.0,211.0,null,null,null,],
+[20600,247.0,246.0,248.0,1183.5,1163.0,1204.0,],
+[20800,291.5,290.0,293.0,null,null,null,],
+[21000,343.5,342.0,345.0,888.5,876.0,901.0,],
+[21200,405.0,403.0,407.0,753.0,741.0,765.0,],
+[21400,480.0,478.0,482.0,626.5,618.0,635.0,],
+[21600,568.0,562.0,574.0,512.0,507.0,517.0,],
+[21800,669.5,661.0,678.0,412.5,410.0,415.0,],
+[22000,783.5,773.0,794.0,325.5,324.0,327.0,],
+[22200,null,null,null,251.5,250.0,253.0,],
+[22400,null,null,null,192.0,191.0,193.0,],
+[22600,null,null,null,145.5,144.0,147.0,],
+[22800,null,null,null,109.0,108.0,110.0,],
+[23000,null,null,null,80.5,80.0,81.0,],
+[23200,null,null,null,61.0,60.0,62.0,],
+[23400,null,null,null,45.5,45.0,46.0,],
+[23600,null,null,null,35.5,34.0,37.0,],
+[24800,null,null,null,null,null,null,],
+
+
+        ]);
+  
+        // The intervals data as narrow lines (useful for showing raw source data)
+
+    var options = {
+        title:'Bar/area interval chart',
+        curveType:'function',
+        intervals: { 'color':'series-color' },
+        interval: {
+            'i0': { 'color': '#4374E0', 'style':'bars', 'barWidth':0, 'lineWidth':4, 'pointSize':10, 'fillOpacity':1 },
+            'i1': { 'color': '#E49307', 'style':'bars', 'barWidth':0, 'lineWidth':4, 'pointSize':10, 'fillOpacity':1 },
+            'i2': { 'style':'area', 'curveType':'function', 'fillOpacity':0.3 }},
+        legend: 'bottom',pointShape: 'diamond',
+          trendlines: {
+            0: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true,
+	      
+		},
+            1: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            2: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            3: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            }}
+    };
+
+  
+        var chart_lines = new google.visualization.ScatterChart(document.getElementById('chart_lines'));
+        chart_lines.draw(data, options);
+      }
+    </script>
+  </head>
+  <body>
+    <div id="chart_lines" style="width: 1000px; height: 700px;"></div>
+  </body>
+</html>

html/opt-bands.html~

@@ -0,0 +1,121 @@
+
+
+
+<html>
+  <head>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1", {packages:["corechart"]});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+/*        var data = new google.visualization.DataTable();
+
+        data.addColumn('number', 'x');
+        data.addColumn('number', 'values');
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+	data.addColumn('number', 'values');
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+
+        data.addColumn({id:'i2', type:'number', role:'interval'});
+*/
+
+  
+     
+/*
+[{label:'strikes', type:'number'},
+{label:'P',  type:'number'},
+{label:'p1', id:'i2', type:'number', role:'interval'},
+{label:'p2', id:'i2', type:'number', role:'interval'},
+{label:'C', type:'number'},
+{label:'c1', id:'i2', type:'number', role:'interval'},
+{label:'C2', id:'i2', type:'number', role:'interval'}],
+*/
+        
+        var data2 = google.visualization.arrayToDataTable([
+[{label:"strikes",type:"number"},
+{label: 'P-20150929', type:'number'},                
+{label: 'Pb-20150929', id:'i2', type:'number', role:'interval'},                
+{label: 'Pa-20150929', id:'i2', type:'number', role:'interval'},                
+{label: 'C-20150929', type:'number', },                
+{label: 'Cb-20150929', id:'i2', type:'number', role:'interval'},               
+ {label: 'Ca-20150929', id:'i2',type:'number', role:'interval'},],
+[14000,null,null,null,null,null,null,],
+[14800,7.0,2.0,7.0,null,null,null,],
+[16000,null,null,null,null,null,null,],
+[17000,null,null,null,null,null,null,],
+[17400,24.0,23.0,25.0,null,null,null,],
+[18800,58.5,58.0,59.0,null,null,null,],
+[19800,129.0,128.0,130.0,null,null,null,],
+[20000,151.0,150.0,152.0,null,null,null,],
+[20200,177.5,176.0,179.0,null,null,null,],
+[20400,209.5,208.0,211.0,null,null,null,],
+[20600,247.0,246.0,248.0,1183.5,1163.0,1204.0,],
+[20800,291.5,290.0,293.0,null,null,null,],
+[21000,343.5,342.0,345.0,888.5,876.0,901.0,],
+[21200,405.0,403.0,407.0,753.0,741.0,765.0,],
+[21400,480.0,478.0,482.0,626.5,618.0,635.0,],
+[21600,568.0,562.0,574.0,512.0,507.0,517.0,],
+[21800,669.5,661.0,678.0,412.5,410.0,415.0,],
+[22000,783.5,773.0,794.0,325.5,324.0,327.0,],
+[22200,null,null,null,251.5,250.0,253.0,],
+[22400,null,null,null,192.0,191.0,193.0,],
+[22600,null,null,null,145.5,144.0,147.0,],
+[22800,null,null,null,109.0,108.0,110.0,],
+[23000,null,null,null,80.5,80.0,81.0,],
+[23200,null,null,null,61.0,60.0,62.0,],
+[23400,null,null,null,45.5,45.0,46.0,],
+[23600,null,null,null,35.5,34.0,37.0,],
+[24800,null,null,null,null,null,null,],
+
+
+        ]);
+  
+        // The intervals data as narrow lines (useful for showing raw source data)
+
+    var options = {
+        title:'Bar/area interval chart',
+        curveType:'function',
+        intervals: { 'color':'series-color' },
+        interval: {
+            'i0': { 'color': '#4374E0', 'style':'bars', 'barWidth':0, 'lineWidth':4, 'pointSize':10, 'fillOpacity':1 },
+            'i1': { 'color': '#E49307', 'style':'bars', 'barWidth':0, 'lineWidth':4, 'pointSize':10, 'fillOpacity':1 },
+            'i2': { 'style':'area', 'curveType':'function', 'fillOpacity':0.3 }},
+        legend: 'bottom',pointShape: 'diamond',
+          trendlines: {
+            0: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true,
+	      
+		},
+            1: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            2: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            3: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            }}
+    };
+
+  
+        var chart_lines = new google.visualization.ScatterChart(document.getElementById('chart_lines'));
+        chart_lines.draw(data, options);
+      }
+    </script>
+  </head>
+  <body>
+    <div id="chart_lines" style="width: 1000px; height: 700px;"></div>
+  </body>
+</html>

html/opt-chains-ex-tmpl.html

@@ -0,0 +1,262 @@
+<html>
+  <head>
+  <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
+  <title> Trading Options Monitor </title>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript" src="http://cdnjs.cloudflare.com/ajax/libs/mathjs/2.1.1/math.min.js"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1", {packages:["corechart"]});
+      google.load('visualization', '1', {'packages':['table']});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+	// data contains implied vols for a series of this and next month options
+	// the {{{stuff}}} is substituted by the backend python script with the actual data values 
+	var dataArray = [{{{data}}}];
+        var data = google.visualization.arrayToDataTable(dataArray);
+
+	// data2 contains premiums for a series of this and next month options 
+        var data2 = google.visualization.arrayToDataTable([
+{{{dataPremium}}}
+
+        ]);
+	
+
+        var options = {
+	title: "HSI PUT/CALL volatility",
+          hAxis: {minValue: 18000, maxValue: 22500},
+          vAxis: {minValue: 0.15, maxValue: 0.4},
+          chartArea: {width:'80%'},
+        curveType:'function',
+        intervals: { 'color':'series-color' },
+        interval: {
+            'i3': { 'color': '#4374E0', 'style':'bars', 'barWidth':0, 'lineWidth':1, 'pointSize':6, 'fillOpacity':0.3 },
+            'i4': { 'color': '#E49307', 'style':'bars', 'barWidth':0, 'lineWidth':1, 'pointSize':6, 'fillOpacity':0.3 },
+            'i2': { 'style':'area', 'curveType':'function', 'fillOpacity':0.3 }},
+
+	  pointShape: 'diamond',
+          trendlines: {
+            0: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true,
+	      
+		},
+            1: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            2: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            3: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            }
+          }
+        };
+
+
+	// helper routine to search for the min and max values in the data array
+	// the function skips row 1 which is a header row, 
+	// it skips the first column which is the strike price
+	function minMax(myStringArray){
+	    var arrayLength = myStringArray.length;
+	    var s = '';
+	    var min, max;
+	    min = 99999;
+	    max = -1;
+	    var allNums = new Array();
+	    var k = 0;
+	    for (var i = 1; i < arrayLength; i++) {
+		for (j = 1; j < myStringArray[i].length; j++){
+		        if (myStringArray[i][j] == null) continue;
+		        if (myStringArray[i][j] > max)
+		            max = myStringArray[i][j];
+		        if (myStringArray[i][j] < min)
+		            min = myStringArray[i][j];
+			allNums[k++] = myStringArray[i][j];	
+		}   
+		//s = s + myStringArray[i][0];
+		
+	    }
+	    return { "min" : min , "max": max, "median": math.median(allNums) };
+	}
+
+
+        var chartLinear = new google.visualization.ScatterChart(document.getElementById('chartLinear'));
+        chartLinear.draw(data, options);
+
+        options.trendlines[0].type = 'polynomial';
+        options.trendlines[1].type = 'polynomial';
+
+
+	// chart table display implied volatilities in a nicely formatted table	
+       var chartTbl = new google.visualization.Table(document.getElementById('chartTbl_div'));
+
+	// determine the min max and median of the implied vols
+	var data_range = minMax(dataArray);
+	var formatter = new google.visualization.BarFormat({base: data_range.median,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+	document.getElementById('vol_divider').value = (data_range.median / data_range.max) * 100;
+	document.getElementById('vol_divider_value').value = data_range.median;
+	var formatter2 = new google.visualization.NumberFormat({pattern:'0.####'});
+	for (i=1; i < 5; i++){
+		formatter2.format(data, i);
+		formatter.format(data, i); // Apply formatter to second column
+	}
+        var options2 = {
+          displayAnnotations: true,
+	  showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+        };
+	chartTbl.draw(data, options2);
+
+
+        var chartPremium = new google.visualization.ScatterChart(document.getElementById('chartPremium'));
+	options.title = 'PUT/CALL Premium';
+        chartPremium.draw(data2, options);
+	
+
+
+         document.getElementById('format-select').onchange = function() {
+
+           options['pointShape'] = this.value;
+
+           chartLinear.draw(data, options);
+
+         };
+
+        document.getElementById('vol_divider').onchange = function() {
+	   var x = this.value / 100 * (data_range.max - data_range.min) + data_range.min;
+	   document.getElementById('vol_divider_value').value = x;
+           //formatter = new google.visualization.BarFormat({base: x,min:0, max:0.5, width: 120});
+	   formatter = new google.visualization.BarFormat({base: x,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+   	   for (i=1; i < 5; i++){
+		formatter.format(data, i); // Apply formatter to second column
+	   }
+           chartTbl.draw(data, options2);
+         };
+
+
+        document.getElementById('haxis_range').onchange = function() {
+	   document.getElementById('haxis_from_value').value = this.value;
+	   options.hAxis.minValue = this.value;
+	   chartPremium.draw(data2, options);
+	   chartLinear.draw(data, options);
+
+         };
+      
+// The select handler. Call the chart's getSelection() method
+  function selectHandler() {
+    var selectedItem = chartLinear.getSelection()[0];
+    if (selectedItem) {
+      var value = data.getValue(selectedItem.row, selectedItem.column);
+      alert('The user selected ' + value);
+    }
+  }
+
+  // Listen for the 'select' event, and call my function selectHandler() when
+  // the user selects something on the chart.
+  google.visualization.events.addListener(chartLinear, 'select', selectHandler);
+
+      }
+
+
+    </script>
+    <script>
+    $(document).ready(function () {
+        $('input[id="b_refresh"]').click(function () {
+            
+            $.ajax({
+                type: 'Post',
+                url: '/ws_market_data?r_ckey=HSI-20150929-FUT-&fid=4',
+                success: function (data) {
+			document.getElementById('undly_last_px').value = data;
+                }
+            });
+            $.ajax({
+                type: 'Post',
+                url: '/getSHquote?qs=0000001,1399001,1399300',
+                success: function (data) {
+
+			var json_data = JSON.parse(data);
+
+			if (!String.prototype.format) {
+			  String.prototype.format = function() {
+			    var args = arguments;
+			    return this.replace(/{(\d+)}/g, function(match, number) { 
+			      return typeof args[number] != 'undefined'
+				? args[number]
+				: match
+			      ;
+			    });
+			  };
+			}
+
+
+			var s = "|  {0}: {1} [{2}%]  |  {3}: {4} [{5}%] |  {6}: {7} [{8}%]".format(
+							json_data['0000001']['name'],
+							json_data['0000001']['price'],
+							(json_data['0000001']['percent']*100).toFixed(2) ,
+							json_data['1399001']['name'],
+							json_data['1399001']['price'],
+							(json_data['1399001']['percent']*100).toFixed(2) ,
+							json_data['1399300']['name'],
+							json_data['1399300']['price'],
+							(json_data['1399300']['percent']*100).toFixed(2) );
+			
+			document.getElementById('ssidx_px').value = s;
+                }
+            });
+
+
+
+        })
+    })
+    </script>
+
+  </head>
+  <body>
+        <div id="d_undly_last_px">
+            <input type="button" id="b_refresh" value="Refresh Price" />
+	    <output id=undly_last_px></output>
+	    <output id=ssidx_px></output>
+        </div>
+    <div id="chartLinear" style="height: 350px; width: 850px"></div>
+    <div id="chartPremium" style="height: 350px; width: 850px"></div>
+<li>
+<label for=haxis_from>H-Axis Range Starts At:</label>
+<input type=range id=haxis_range min=10000 value=20000 max=25000 step=500>
+<output id=haxis_from_value></output>
+</li>
+<h2> Implied volatilities for this and next month HSI options</h2>
+    <div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
+    <select id="format-select">
+      <option value="">none</option>
+      <option value="Diamond" selected>Diamond</option>
+      <option value="triangle">triangle</option>
+      <option value="square">square</option>
+      <option value="diamond">diamond</option>
+      <option value="star">star</option>
+      <option value="polygon">polygon</option>
+    </select>
+    <div id="number_format_chart">
+<li>
+<label for=vol_divider>Volatility Divider</label>
+<input type=range id=vol_divider min=0 value=50 max=100 step=5>
+<output id=vol_divider_value></output>
+</li>
+
+
+
+  </body>
+</html>

html/opt-chains-ex-tmpl.html~

@@ -0,0 +1,262 @@
+<html>
+  <head>
+  <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
+  <title> Trading Options Monitor </title>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript" src="http://cdnjs.cloudflare.com/ajax/libs/mathjs/2.1.1/math.min.js"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1", {packages:["corechart"]});
+      google.load('visualization', '1', {'packages':['table']});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+	// data contains implied vols for a series of this and next month options
+	// the {{{stuff}}} is substituted by the backend python script with the actual data values 
+	var dataArray = [{{{data}}}];
+        var data = google.visualization.arrayToDataTable(dataArray);
+
+	// data2 contains premiums for a series of this and next month options 
+        var data2 = google.visualization.arrayToDataTable([
+{{{dataPremium}}}
+
+        ]);
+	
+
+        var options = {
+	title: "HSI PUT/CALL volatility",
+          hAxis: {minValue: 18000, maxValue: 22500},
+          vAxis: {minValue: 0.15, maxValue: 0.4},
+          chartArea: {width:'80%'},
+        curveType:'function',
+        intervals: { 'color':'series-color' },
+        interval: {
+            'i0': { 'color': '#4374E0', 'style':'bars', 'barWidth':0, 'lineWidth':1, 'pointSize':6, 'fillOpacity':0.3 },
+            'i1': { 'color': '#E49307', 'style':'bars', 'barWidth':0, 'lineWidth':1, 'pointSize':6, 'fillOpacity':0.3 },
+            'i2': { 'style':'area', 'curveType':'function', 'fillOpacity':0.3 }},
+
+	  pointShape: 'diamond',
+          trendlines: {
+            0: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true,
+	      
+		},
+            1: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            2: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            3: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            }
+          }
+        };
+
+
+	// helper routine to search for the min and max values in the data array
+	// the function skips row 1 which is a header row, 
+	// it skips the first column which is the strike price
+	function minMax(myStringArray){
+	    var arrayLength = myStringArray.length;
+	    var s = '';
+	    var min, max;
+	    min = 99999;
+	    max = -1;
+	    var allNums = new Array();
+	    var k = 0;
+	    for (var i = 1; i < arrayLength; i++) {
+		for (j = 1; j < myStringArray[i].length; j++){
+		        if (myStringArray[i][j] == null) continue;
+		        if (myStringArray[i][j] > max)
+		            max = myStringArray[i][j];
+		        if (myStringArray[i][j] < min)
+		            min = myStringArray[i][j];
+			allNums[k++] = myStringArray[i][j];	
+		}   
+		//s = s + myStringArray[i][0];
+		
+	    }
+	    return { "min" : min , "max": max, "median": math.median(allNums) };
+	}
+
+
+        var chartLinear = new google.visualization.ScatterChart(document.getElementById('chartLinear'));
+        chartLinear.draw(data, options);
+
+        options.trendlines[0].type = 'polynomial';
+        options.trendlines[1].type = 'polynomial';
+
+
+	// chart table display implied volatilities in a nicely formatted table	
+       var chartTbl = new google.visualization.Table(document.getElementById('chartTbl_div'));
+
+	// determine the min max and median of the implied vols
+	var data_range = minMax(dataArray);
+	var formatter = new google.visualization.BarFormat({base: data_range.median,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+	document.getElementById('vol_divider').value = (data_range.median / data_range.max) * 100;
+	document.getElementById('vol_divider_value').value = data_range.median;
+	var formatter2 = new google.visualization.NumberFormat({pattern:'0.####'});
+	for (i=1; i < 5; i++){
+		formatter2.format(data, i);
+		formatter.format(data, i); // Apply formatter to second column
+	}
+        var options2 = {
+          displayAnnotations: true,
+	  showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+        };
+	chartTbl.draw(data, options2);
+
+
+        var chartPremium = new google.visualization.ScatterChart(document.getElementById('chartPremium'));
+	options.title = 'PUT/CALL Premium';
+        chartPremium.draw(data2, options);
+	
+
+
+         document.getElementById('format-select').onchange = function() {
+
+           options['pointShape'] = this.value;
+
+           chartLinear.draw(data, options);
+
+         };
+
+        document.getElementById('vol_divider').onchange = function() {
+	   var x = this.value / 100 * (data_range.max - data_range.min) + data_range.min;
+	   document.getElementById('vol_divider_value').value = x;
+           //formatter = new google.visualization.BarFormat({base: x,min:0, max:0.5, width: 120});
+	   formatter = new google.visualization.BarFormat({base: x,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+   	   for (i=1; i < 5; i++){
+		formatter.format(data, i); // Apply formatter to second column
+	   }
+           chartTbl.draw(data, options2);
+         };
+
+
+        document.getElementById('haxis_range').onchange = function() {
+	   document.getElementById('haxis_from_value').value = this.value;
+	   options.hAxis.minValue = this.value;
+	   chartPremium.draw(data2, options);
+	   chartLinear.draw(data, options);
+
+         };
+      
+// The select handler. Call the chart's getSelection() method
+  function selectHandler() {
+    var selectedItem = chartLinear.getSelection()[0];
+    if (selectedItem) {
+      var value = data.getValue(selectedItem.row, selectedItem.column);
+      alert('The user selected ' + value);
+    }
+  }
+
+  // Listen for the 'select' event, and call my function selectHandler() when
+  // the user selects something on the chart.
+  google.visualization.events.addListener(chartLinear, 'select', selectHandler);
+
+      }
+
+
+    </script>
+    <script>
+    $(document).ready(function () {
+        $('input[id="b_refresh"]').click(function () {
+            
+            $.ajax({
+                type: 'Post',
+                url: '/ws_market_data?r_ckey=HSI-20150929-FUT-&fid=4',
+                success: function (data) {
+			document.getElementById('undly_last_px').value = data;
+                }
+            });
+            $.ajax({
+                type: 'Post',
+                url: '/getSHquote?qs=0000001,1399001,1399300',
+                success: function (data) {
+
+			var json_data = JSON.parse(data);
+
+			if (!String.prototype.format) {
+			  String.prototype.format = function() {
+			    var args = arguments;
+			    return this.replace(/{(\d+)}/g, function(match, number) { 
+			      return typeof args[number] != 'undefined'
+				? args[number]
+				: match
+			      ;
+			    });
+			  };
+			}
+
+
+			var s = "|  {0}: {1} [{2}%]  |  {3}: {4} [{5}%] |  {6}: {7} [{8}%]".format(
+							json_data['0000001']['name'],
+							json_data['0000001']['price'],
+							(json_data['0000001']['percent']*100).toFixed(2) ,
+							json_data['1399001']['name'],
+							json_data['1399001']['price'],
+							(json_data['1399001']['percent']*100).toFixed(2) ,
+							json_data['1399300']['name'],
+							json_data['1399300']['price'],
+							(json_data['1399300']['percent']*100).toFixed(2) );
+			
+			document.getElementById('ssidx_px').value = s;
+                }
+            });
+
+
+
+        })
+    })
+    </script>
+
+  </head>
+  <body>
+        <div id="d_undly_last_px">
+            <input type="button" id="b_refresh" value="Refresh Price" />
+	    <output id=undly_last_px></output>
+	    <output id=ssidx_px></output>
+        </div>
+    <div id="chartLinear" style="height: 350px; width: 850px"></div>
+    <div id="chartPremium" style="height: 350px; width: 850px"></div>
+<li>
+<label for=haxis_from>H-Axis Range Starts At:</label>
+<input type=range id=haxis_range min=10000 value=20000 max=25000 step=500>
+<output id=haxis_from_value></output>
+</li>
+<h2> Implied volatilities for this and next month HSI options</h2>
+    <div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
+    <select id="format-select">
+      <option value="">none</option>
+      <option value="Diamond" selected>Diamond</option>
+      <option value="triangle">triangle</option>
+      <option value="square">square</option>
+      <option value="diamond">diamond</option>
+      <option value="star">star</option>
+      <option value="polygon">polygon</option>
+    </select>
+    <div id="number_format_chart">
+<li>
+<label for=vol_divider>Volatility Divider</label>
+<input type=range id=vol_divider min=0 value=50 max=100 step=5>
+<output id=vol_divider_value></output>
+</li>
+
+
+
+  </body>
+</html>

html/opt-chains-tmpl.html

@@ -0,0 +1,255 @@
+<html>
+  <head>
+  <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
+  <title> Trading Options Monitor </title>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript" src="http://cdnjs.cloudflare.com/ajax/libs/mathjs/2.1.1/math.min.js"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1", {packages:["corechart"]});
+      google.load('visualization', '1', {'packages':['table']});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+	// data contains implied vols for a series of this and next month options
+	// the {{{stuff}}} is substituted by the backend python script with the actual data values 
+	var dataArray = [{{{data}}}];
+        var data = google.visualization.arrayToDataTable(dataArray);
+
+	// data2 contains premiums for a series of this and next month options 
+        var data2 = google.visualization.arrayToDataTable([
+{{{dataPremium}}}
+
+        ]);
+	
+
+        var options = {
+	title: "HSI PUT/CALL volatility",
+          hAxis: {minValue: 18000, maxValue: 22500},
+          vAxis: {minValue: 0.15, maxValue: 0.4},
+          chartArea: {width:'80%'},
+	  pointShape: 'diamond',
+          trendlines: {
+            0: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true,
+	      
+		},
+            1: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            2: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            3: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            }
+          }
+        };
+
+
+	// helper routine to search for the min and max values in the data array
+	// the function skips row 1 which is a header row, 
+	// it skips the first column which is the strike price
+	function minMax(myStringArray){
+	    var arrayLength = myStringArray.length;
+	    var s = '';
+	    var min, max;
+	    min = 99999;
+	    max = -1;
+	    var allNums = new Array();
+	    var k = 0;
+	    for (var i = 1; i < arrayLength; i++) {
+		for (j = 1; j < myStringArray[i].length; j++){
+		        if (myStringArray[i][j] == null) continue;
+		        if (myStringArray[i][j] > max)
+		            max = myStringArray[i][j];
+		        if (myStringArray[i][j] < min)
+		            min = myStringArray[i][j];
+			allNums[k++] = myStringArray[i][j];	
+		}   
+		//s = s + myStringArray[i][0];
+		
+	    }
+	    return { "min" : min , "max": max, "median": math.median(allNums) };
+	}
+
+
+        var chartLinear = new google.visualization.ScatterChart(document.getElementById('chartLinear'));
+        chartLinear.draw(data, options);
+
+        options.trendlines[0].type = 'polynomial';
+        options.trendlines[1].type = 'polynomial';
+
+
+	// chart table display implied volatilities in a nicely formatted table	
+       var chartTbl = new google.visualization.Table(document.getElementById('chartTbl_div'));
+
+	// determine the min max and median of the implied vols
+	var data_range = minMax(dataArray);
+	var formatter = new google.visualization.BarFormat({base: data_range.median,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+	document.getElementById('vol_divider').value = (data_range.median / data_range.max) * 100;
+	document.getElementById('vol_divider_value').value = data_range.median;
+	var formatter2 = new google.visualization.NumberFormat({pattern:'0.####'});
+	for (i=1; i < 5; i++){
+		formatter2.format(data, i);
+		formatter.format(data, i); // Apply formatter to second column
+	}
+        var options2 = {
+          displayAnnotations: true,
+	  showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+        };
+	chartTbl.draw(data, options2);
+
+
+        var chartPremium = new google.visualization.ScatterChart(document.getElementById('chartPremium'));
+	options.title = 'PUT/CALL Premium';
+        chartPremium.draw(data2, options);
+	
+
+
+         document.getElementById('format-select').onchange = function() {
+
+           options['pointShape'] = this.value;
+
+           chartLinear.draw(data, options);
+
+         };
+
+        document.getElementById('vol_divider').onchange = function() {
+	   var x = this.value / 100 * (data_range.max - data_range.min) + data_range.min;
+	   document.getElementById('vol_divider_value').value = x;
+           //formatter = new google.visualization.BarFormat({base: x,min:0, max:0.5, width: 120});
+	   formatter = new google.visualization.BarFormat({base: x,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+   	   for (i=1; i < 5; i++){
+		formatter.format(data, i); // Apply formatter to second column
+	   }
+           chartTbl.draw(data, options2);
+         };
+
+
+        document.getElementById('haxis_range').onchange = function() {
+	   document.getElementById('haxis_from_value').value = this.value;
+	   options.hAxis.minValue = this.value;
+	   chartPremium.draw(data2, options);
+	   chartLinear.draw(data, options);
+
+         };
+      
+// The select handler. Call the chart's getSelection() method
+  function selectHandler() {
+    var selectedItem = chartLinear.getSelection()[0];
+    if (selectedItem) {
+      var value = data.getValue(selectedItem.row, selectedItem.column);
+      alert('The user selected ' + value);
+    }
+  }
+
+  // Listen for the 'select' event, and call my function selectHandler() when
+  // the user selects something on the chart.
+  google.visualization.events.addListener(chartLinear, 'select', selectHandler);
+
+      }
+
+
+    </script>
+    <script>
+    $(document).ready(function () {
+        $('input[id="b_refresh"]').click(function () {
+            
+            $.ajax({
+                type: 'Post',
+                url: '/ws_market_data?r_ckey=HSI-20151029-FUT-&fid=4',
+                success: function (data) {
+			document.getElementById('undly_last_px').value = data;
+                }
+            });
+            $.ajax({
+                type: 'Post',
+                url: '/getSHquote?qs=0000001,1399001,1399300',
+                success: function (data) {
+
+			var json_data = JSON.parse(data);
+
+			if (!String.prototype.format) {
+			  String.prototype.format = function() {
+			    var args = arguments;
+			    return this.replace(/{(\d+)}/g, function(match, number) { 
+			      return typeof args[number] != 'undefined'
+				? args[number]
+				: match
+			      ;
+			    });
+			  };
+			}
+
+
+			var s = "|  {0}: {1} [{2}%]  |  {3}: {4} [{5}%] |  {6}: {7} [{8}%]".format(
+							json_data['0000001']['name'],
+							json_data['0000001']['price'],
+							(json_data['0000001']['percent']*100).toFixed(2) ,
+							json_data['1399001']['name'],
+							json_data['1399001']['price'],
+							(json_data['1399001']['percent']*100).toFixed(2) ,
+							json_data['1399300']['name'],
+							json_data['1399300']['price'],
+							(json_data['1399300']['percent']*100).toFixed(2) );
+			
+			document.getElementById('ssidx_px').value = s;
+                }
+            });
+
+
+
+        })
+    })
+    </script>
+
+  </head>
+  <body>
+        <div id="d_undly_last_px">
+            <input type="button" id="b_refresh" value="Refresh Price" />
+	    <output id=undly_last_px></output>
+	    <output id=ssidx_px></output>
+        </div>
+    <div id="chartLinear" style="height: 350px; width: 850px"></div>
+    <div id="chartPremium" style="height: 350px; width: 850px"></div>
+<li>
+<label for=haxis_from>H-Axis Range Starts At:</label>
+<input type=range id=haxis_range min=10000 value=20000 max=25000 step=500>
+<output id=haxis_from_value></output>
+</li>
+<h2> Implied volatilities for this and next month HSI options</h2>
+    <div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
+    <select id="format-select">
+      <option value="">none</option>
+      <option value="Diamond" selected>Diamond</option>
+      <option value="triangle">triangle</option>
+      <option value="square">square</option>
+      <option value="diamond">diamond</option>
+      <option value="star">star</option>
+      <option value="polygon">polygon</option>
+    </select>
+    <div id="number_format_chart">
+<li>
+<label for=vol_divider>Volatility Divider</label>
+<input type=range id=vol_divider min=0 value=50 max=100 step=5>
+<output id=vol_divider_value></output>
+</li>
+
+
+
+  </body>
+</html>

html/opt-chains-tmpl.html~

@@ -0,0 +1,255 @@
+<html>
+  <head>
+  <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
+  <title> Trading Options Monitor </title>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript" src="http://cdnjs.cloudflare.com/ajax/libs/mathjs/2.1.1/math.min.js"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1", {packages:["corechart"]});
+      google.load('visualization', '1', {'packages':['table']});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+	// data contains implied vols for a series of this and next month options
+	// the {{{stuff}}} is substituted by the backend python script with the actual data values 
+	var dataArray = [{{{data}}}];
+        var data = google.visualization.arrayToDataTable(dataArray);
+
+	// data2 contains premiums for a series of this and next month options 
+        var data2 = google.visualization.arrayToDataTable([
+{{{dataPremium}}}
+
+        ]);
+	
+
+        var options = {
+	title: "HSI PUT/CALL volatility",
+          hAxis: {minValue: 18000, maxValue: 22500},
+          vAxis: {minValue: 0.15, maxValue: 0.4},
+          chartArea: {width:'80%'},
+	  pointShape: 'diamond',
+          trendlines: {
+            0: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true,
+	      
+		},
+            1: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            2: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            },
+            3: {
+              type: 'polynomial',
+              showR2: true,
+              visibleInLegend: true
+
+            }
+          }
+        };
+
+
+	// helper routine to search for the min and max values in the data array
+	// the function skips row 1 which is a header row, 
+	// it skips the first column which is the strike price
+	function minMax(myStringArray){
+	    var arrayLength = myStringArray.length;
+	    var s = '';
+	    var min, max;
+	    min = 99999;
+	    max = -1;
+	    var allNums = new Array();
+	    var k = 0;
+	    for (var i = 1; i < arrayLength; i++) {
+		for (j = 1; j < myStringArray[i].length; j++){
+		        if (myStringArray[i][j] == null) continue;
+		        if (myStringArray[i][j] > max)
+		            max = myStringArray[i][j];
+		        if (myStringArray[i][j] < min)
+		            min = myStringArray[i][j];
+			allNums[k++] = myStringArray[i][j];	
+		}   
+		//s = s + myStringArray[i][0];
+		
+	    }
+	    return { "min" : min , "max": max, "median": math.median(allNums) };
+	}
+
+
+        var chartLinear = new google.visualization.ScatterChart(document.getElementById('chartLinear'));
+        chartLinear.draw(data, options);
+
+        options.trendlines[0].type = 'polynomial';
+        options.trendlines[1].type = 'polynomial';
+
+
+	// chart table display implied volatilities in a nicely formatted table	
+       var chartTbl = new google.visualization.Table(document.getElementById('chartTbl_div'));
+
+	// determine the min max and median of the implied vols
+	var data_range = minMax(dataArray);
+	var formatter = new google.visualization.BarFormat({base: data_range.median,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+	document.getElementById('vol_divider').value = (data_range.median / data_range.max) * 100;
+	document.getElementById('vol_divider_value').value = data_range.median;
+	var formatter2 = new google.visualization.NumberFormat({pattern:'0.####'});
+	for (i=1; i < 5; i++){
+		formatter2.format(data, i);
+		formatter.format(data, i); // Apply formatter to second column
+	}
+        var options2 = {
+          displayAnnotations: true,
+	  showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+        };
+	chartTbl.draw(data, options2);
+
+
+        var chartPremium = new google.visualization.ScatterChart(document.getElementById('chartPremium'));
+	options.title = 'PUT/CALL Premium';
+        chartPremium.draw(data2, options);
+	
+
+
+         document.getElementById('format-select').onchange = function() {
+
+           options['pointShape'] = this.value;
+
+           chartLinear.draw(data, options);
+
+         };
+
+        document.getElementById('vol_divider').onchange = function() {
+	   var x = this.value / 100 * (data_range.max - data_range.min) + data_range.min;
+	   document.getElementById('vol_divider_value').value = x;
+           //formatter = new google.visualization.BarFormat({base: x,min:0, max:0.5, width: 120});
+	   formatter = new google.visualization.BarFormat({base: x,
+                                                             min: data_range.min, 
+                                                             max: data_range.max, width: 120});
+   	   for (i=1; i < 5; i++){
+		formatter.format(data, i); // Apply formatter to second column
+	   }
+           chartTbl.draw(data, options2);
+         };
+
+
+        document.getElementById('haxis_range').onchange = function() {
+	   document.getElementById('haxis_from_value').value = this.value;
+	   options.hAxis.minValue = this.value;
+	   chartPremium.draw(data2, options);
+	   chartLinear.draw(data, options);
+
+         };
+      
+// The select handler. Call the chart's getSelection() method
+  function selectHandler() {
+    var selectedItem = chartLinear.getSelection()[0];
+    if (selectedItem) {
+      var value = data.getValue(selectedItem.row, selectedItem.column);
+      alert('The user selected ' + value);
+    }
+  }
+
+  // Listen for the 'select' event, and call my function selectHandler() when
+  // the user selects something on the chart.
+  google.visualization.events.addListener(chartLinear, 'select', selectHandler);
+
+      }
+
+
+    </script>
+    <script>
+    $(document).ready(function () {
+        $('input[id="b_refresh"]').click(function () {
+            
+            $.ajax({
+                type: 'Post',
+                url: '/ws_market_data?r_ckey=HSI-20150929-FUT-&fid=4',
+                success: function (data) {
+			document.getElementById('undly_last_px').value = data;
+                }
+            });
+            $.ajax({
+                type: 'Post',
+                url: '/getSHquote?qs=0000001,1399001,1399300',
+                success: function (data) {
+
+			var json_data = JSON.parse(data);
+
+			if (!String.prototype.format) {
+			  String.prototype.format = function() {
+			    var args = arguments;
+			    return this.replace(/{(\d+)}/g, function(match, number) { 
+			      return typeof args[number] != 'undefined'
+				? args[number]
+				: match
+			      ;
+			    });
+			  };
+			}
+
+
+			var s = "|  {0}: {1} [{2}%]  |  {3}: {4} [{5}%] |  {6}: {7} [{8}%]".format(
+							json_data['0000001']['name'],
+							json_data['0000001']['price'],
+							(json_data['0000001']['percent']*100).toFixed(2) ,
+							json_data['1399001']['name'],
+							json_data['1399001']['price'],
+							(json_data['1399001']['percent']*100).toFixed(2) ,
+							json_data['1399300']['name'],
+							json_data['1399300']['price'],
+							(json_data['1399300']['percent']*100).toFixed(2) );
+			
+			document.getElementById('ssidx_px').value = s;
+                }
+            });
+
+
+
+        })
+    })
+    </script>
+
+  </head>
+  <body>
+        <div id="d_undly_last_px">
+            <input type="button" id="b_refresh" value="Refresh Price" />
+	    <output id=undly_last_px></output>
+	    <output id=ssidx_px></output>
+        </div>
+    <div id="chartLinear" style="height: 350px; width: 850px"></div>
+    <div id="chartPremium" style="height: 350px; width: 850px"></div>
+<li>
+<label for=haxis_from>H-Axis Range Starts At:</label>
+<input type=range id=haxis_range min=10000 value=20000 max=25000 step=500>
+<output id=haxis_from_value></output>
+</li>
+<h2> Implied volatilities for this and next month HSI options</h2>
+    <div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
+    <select id="format-select">
+      <option value="">none</option>
+      <option value="Diamond" selected>Diamond</option>
+      <option value="triangle">triangle</option>
+      <option value="square">square</option>
+      <option value="diamond">diamond</option>
+      <option value="star">star</option>
+      <option value="polygon">polygon</option>
+    </select>
+    <div id="number_format_chart">
+<li>
+<label for=vol_divider>Volatility Divider</label>
+<input type=range id=vol_divider min=0 value=50 max=100 step=5>
+<output id=vol_divider_value></output>
+</li>
+
+
+
+  </body>
+</html>

html/opt-implv-ts.html

@@ -0,0 +1,1028 @@
+<html>
+  <head>
+    <script type="text/javascript" src="https://www.google.com/jsapi?autoload={'modules':[{'name':'visualization','version':'1','packages':['annotationchart']}]}"></script>
+    <script type='text/javascript'>
+      google.load('visualization', '1', {'packages':['annotationchart']});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+        var data = new google.visualization.DataTable();
+        data.addColumn('date', 'Date');
+        data.addColumn('number', 'put 21800 vol');
+        data.addColumn('number', 'put 22600 vol');
+         data.addColumn('number', 'put 22600 sep vol');
+         data.addColumn('string', 'market updates');
+        data.addRows([
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+</html>

html/opt-implv-ts.html~

@@ -0,0 +1,899 @@
+<html>
+  <head>
+    <script type="text/javascript" src="https://www.google.com/jsapi?autoload={'modules':[{'name':'visualization','version':'1','packages':['annotationchart']}]}"></script>
+    <script type='text/javascript'>
+      google.load('visualization', '1', {'packages':['annotationchart']});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
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+        data.addColumn('date', 'Date');
+        data.addColumn('number', 'put 21800 vol');
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+         data.addColumn('number', 'put 22600 sep vol');
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+[new Date(2015,7,24,10,53),0.522271269975,0.480389962195,0.337112628744,undefined,],
+[new Date(2015,7,24,10,54),0.519385531802,0.479159164786,0.338794640903,undefined,],
+[new Date(2015,7,24,10,55),0.517935483265,0.481070694117,0.338914917987,undefined,],
+[new Date(2015,7,24,10,56),0.521413614802,0.480754426862,0.338265739481,undefined,],
+[new Date(2015,7,24,10,57),0.516748190513,0.477901428575,0.337169572842,undefined,],
+[new Date(2015,7,24,10,58),0.515155054376,0.479803865358,0.336364839634,undefined,],
+[new Date(2015,7,24,10,59),0.521432351827,0.479709173586,0.338197147587,undefined,],
+[new Date(2015,7,24,11,00),0.51496607966,0.475570287982,0.339280183523,undefined,],
+[new Date(2015,7,24,11,01),0.517525429352,0.472277110972,0.342465018867,undefined,],
+[new Date(2015,7,24,11,02),0.517806587359,0.47660387876,0.336696407753,undefined,],
+[new Date(2015,7,24,11,03),0.516907423266,0.477143421519,0.339923802704,undefined,],
+[new Date(2015,7,24,11,04),0.51904763826,0.478535595011,0.340779053974,undefined,],
+[new Date(2015,7,24,11,05),0.51724225588,0.479474903994,0.341151250205,undefined,],
+[new Date(2015,7,24,11,06),0.520355639563,0.479097472753,0.342489423629,undefined,],
+[new Date(2015,7,24,11,07),0.523389340418,0.486013611643,0.344259972319,undefined,],
+[new Date(2015,7,24,11,08),0.532911701626,0.491527235365,0.344389135792,undefined,],
+[new Date(2015,7,24,11,09),0.538627869598,0.49357672126,0.346594313302,undefined,],
+[new Date(2015,7,24,11,10),0.534469955867,0.494466485938,0.348215898017,undefined,],
+[new Date(2015,7,24,11,11),0.538431883121,0.495359318609,0.348257767928,undefined,],
+[new Date(2015,7,24,11,12),0.546453412598,0.502642505625,0.355611473396,undefined,],
+[new Date(2015,7,24,11,13),0.553053453196,0.506637526559,0.356456381442,undefined,],
+[new Date(2015,7,24,11,14),0.55849494812,0.512489825972,0.363587710234,undefined,],
+[new Date(2015,7,24,11,15),0.561405094826,0.523309295654,0.364604567197,undefined,],
+[new Date(2015,7,24,11,16),0.567975687011,0.537194714563,0.3645346208,undefined,],
+[new Date(2015,7,24,11,17),0.570984105594,0.524405955748,0.365099099903,undefined,],
+[new Date(2015,7,24,11,18),0.570249924914,0.528942542959,0.368636493756,undefined,],
+[new Date(2015,7,24,11,19),0.572226451911,0.529257502713,0.367841402812,undefined,],
+[new Date(2015,7,24,11,20),0.563798673087,0.525726913828,0.36811982957,undefined,],
+[new Date(2015,7,24,11,21),0.564460672392,0.527988083984,0.36561355918,undefined,],
+[new Date(2015,7,24,11,22),0.562398827275,0.529110171736,0.36749583603,undefined,],
+[new Date(2015,7,24,11,23),0.553534725174,0.510622870107,0.364538747636,undefined,],
+[new Date(2015,7,24,11,24),0.551326061663,0.515151874134,0.363480534713,undefined,],
+[new Date(2015,7,24,11,25),0.546286821637,0.505834768067,0.362802477833,undefined,],
+[new Date(2015,7,24,11,26),0.540784966348,0.491520084836,0.361554779969,undefined,],
+[new Date(2015,7,24,11,27),0.531858177713,0.490715244246,0.357758072085,undefined,],
+[new Date(2015,7,24,11,28),0.528569734002,0.489394889677,0.354524538712,undefined,],
+[new Date(2015,7,24,11,29),0.51472597374,0.478597374922,0.352821963896,undefined,],
+[new Date(2015,7,24,11,30),0.508061504641,0.471952633389,0.352403768276,undefined,],
+[new Date(2015,7,24,11,31),0.504172522104,0.467864791937,0.35206391901,undefined,],
+[new Date(2015,7,24,11,32),0.500207453169,0.463050618632,0.350872991005,undefined,],
+[new Date(2015,7,24,11,33),0.507997594599,0.465426033615,0.351252510909,undefined,],
+[new Date(2015,7,24,11,34),0.510494339394,0.470298670349,0.353060006582,undefined,],
+[new Date(2015,7,24,11,35),0.515786225347,0.476478526999,0.35401973239,undefined,],
+[new Date(2015,7,24,11,36),0.51580870341,0.474454660796,0.35023630384,undefined,],
+[new Date(2015,7,24,11,37),0.515726797261,0.474412051053,0.352361419576,undefined,],
+[new Date(2015,7,24,11,38),0.51527393042,0.476018786124,0.351008832967,undefined,],
+[new Date(2015,7,24,11,39),0.515213185697,0.473619188053,0.350892446582,undefined,],
+[new Date(2015,7,24,11,40),0.511784068094,0.474418381095,0.350941063002,undefined,],
+[new Date(2015,7,24,11,41),0.521483678199,0.475345130605,0.349771388359,undefined,],
+[new Date(2015,7,24,11,42),0.519466055455,0.479707913179,0.348407943372,undefined,],
+[new Date(2015,7,24,11,43),0.523811516269,0.478865410595,0.3490675152,undefined,],
+[new Date(2015,7,24,11,44),0.525735223149,0.481197361224,0.353968053781,undefined,],
+[new Date(2015,7,24,11,45),0.531244176555,0.486976342708,0.350474158866,undefined,],
+[new Date(2015,7,24,11,46),0.535331537226,0.491415271913,0.351332445229,undefined,],
+[new Date(2015,7,24,11,47),0.536445999126,0.495106627632,0.352489753673,undefined,],
+[new Date(2015,7,24,11,48),0.539211414443,0.495106627632,0.353375325308,undefined,],
+[new Date(2015,7,24,11,49),0.53335854317,0.494903493822,0.349644734174,undefined,],
+[new Date(2015,7,24,11,50),0.536421924639,0.492635714356,0.353766163441,undefined,],
+[new Date(2015,7,24,11,51),0.539117228378,0.495457380508,0.355051828654,undefined,],
+[new Date(2015,7,24,11,52),0.535097049645,0.489946313507,0.352506553581,undefined,],
+
+        ]);
+
+        var chart = new google.visualization.AnnotationChart(document.getElementById('chart_div'));
+
+        var options = {
+          displayAnnotations: true
+        };
+
+        chart.draw(data, options);
+      }
+    </script>
+  </head>
+
+  <body>
+    <div id='chart_div' style='width: 900px; height: 500px;'></div>
+  </body>
+</html>

html/opt-pos-chart-tmpl.html

@@ -0,0 +1,96 @@
+<html>
+  <head>
+  <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1.1", {packages:["bar"]});
+      google.load('visualization', '1', {'packages':['table']});
+//      google.load("visualization", "1.1", {packages:["corechart"]});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+        var data = google.visualization.arrayToDataTable([
+          ['Strike Price', 'P', 'C', ],
+{{{dataPCpos}}}
+        ]);
+
+	var dataTbl = google.visualization.arrayToDataTable([
+{{{dataTablePos}}}
+
+        ]);
+
+
+        var options = {
+          width: 900,
+          chart: {
+            title: 'Option Postion Distribution. PUT:CALL Ratio [{{{PRvsCR}}}}]',
+            subtitle: 'for the month of {{{option_months}}}',
+          },
+ 
+        };
+
+        var chart = new google.charts.Bar(document.getElementById('barchart_material'));
+        chart.draw(data, options);
+
+
+
+
+	// chart table display implied volatilities in a nicely formatted table	
+       var chartTbl = new google.visualization.Table(document.getElementById('chartTbl_div'));
+
+
+       var portTbl = new google.visualization.Table(document.getElementById('portTblDiv'));
+
+	var formatter = new google.visualization.NumberFormat({pattern:'0.00'});
+	for (var i = 2; i < 9; i++)
+		formatter.format(dataTbl, i); 
+        var options2 = {
+          displayAnnotations: true,
+	  showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+        };
+	chartTbl.draw(dataTbl, options2);
+
+	$('input[id="b_reload"]').click();
+
+      }
+
+
+//        $(document).ready(function () {
+		$('input[id="b_reload"]').click(function () {
+//		   var formatter = new google.visualization.NumberFormat({pattern:'0.00'});
+//		   for (var i = 0; i < 9; i++)
+//				formatter.format(portTbl, i); 
+		   var options3 = {
+			displayAnnotations: true,
+			showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+			};	    
+		    $.ajax({
+			type: 'Post',
+			url: '/ws_position_summary',
+			success: function (data) {
+alert(data);
+				var jdata = JSON.parse('{"rows": [{"v": 0.047488620928674306}, {"v": -34.1918070686455}, {"v": 35.01931221132403}, {"v": -69.21111927996955}, {"v": 0.0}, {"v": 4350.744926215475}, {"v": -297.6744472363985}, {"v": 4648.419373451876}, {"v": 89903.71832036527}, {"v": "20150915231057"}, {"v": "OK"}], "cols": [{"type": "number", "label": "delta_1percent"}, {"type": "number", "label": "delta_all"}, {"type": "number", "label": "delta_c"}, {"type": "number", "label": "delta_p"}, {"type": "number", "label": "theta_1percent"}, {"type": "number", "label": "theta_all"}, {"type": "number", "label": "theta_c"}, {"type": "number", "label": "theta_p"}, {"type": "number", "label": "unreal_pl"}, {"type": "string", "label": "last_updated"}, {"type": "string", "label": "status"}]}');
+
+				$('#temp').text(jdata);
+				var d  = new google.visualization.DataTable(jdata);
+				portTbl.draw(d, options3);
+			}
+		    });
+		})
+//	});
+
+    </script>
+
+
+  </head>
+  <body>
+    <div id="barchart_material" style="width: 900px; height: 500px;"></div>
+    <div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
+    <div id="portTbl">
+        <input type="button" id="b_reload" value="Reload" />
+    </div>
+    <div id='portTblDiv' style='width: 900px; height: 500px;'></div>
+<div id='temp'></div>
+
+  </body>
+</html>
+

html/opt-pos-chart-tmpl.html~

@@ -0,0 +1,96 @@
+<html>
+  <head>
+  <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1.1", {packages:["bar"]});
+      google.load('visualization', '1', {'packages':['table']});
+//      google.load("visualization", "1.1", {packages:["corechart"]});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+        var data = google.visualization.arrayToDataTable([
+          ['Strike Price', 'P', 'C', ],
+{{{dataPCpos}}}
+        ]);
+
+	var dataTbl = google.visualization.arrayToDataTable([
+{{{dataTablePos}}}
+
+        ]);
+
+
+        var options = {
+          width: 900,
+          chart: {
+            title: 'Option Postion Distribution. PUT:CALL Ratio [{{{PRvsCR}}}}]',
+            subtitle: 'for the month of {{{option_months}}}',
+          },
+ 
+        };
+
+        var chart = new google.charts.Bar(document.getElementById('barchart_material'));
+        chart.draw(data, options);
+
+
+
+
+	// chart table display implied volatilities in a nicely formatted table	
+       var chartTbl = new google.visualization.Table(document.getElementById('chartTbl_div'));
+
+
+       var portTbl = new google.visualization.Table(document.getElementById('portTblDiv'));
+
+	var formatter = new google.visualization.NumberFormat({pattern:'0.00'});
+	for (var i = 2; i < 9; i++)
+		formatter.format(dataTbl, i); 
+        var options2 = {
+          displayAnnotations: true,
+	  showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+        };
+	chartTbl.draw(dataTbl, options2);
+
+	$('input[id="b_reload"]').click();
+
+      }
+
+
+        $(document).ready(function () {
+		$('input[id="b_reload"]').click(function () {
+//		   var formatter = new google.visualization.NumberFormat({pattern:'0.00'});
+//		   for (var i = 0; i < 9; i++)
+//				formatter.format(portTbl, i); 
+		   var options3 = {
+			displayAnnotations: true,
+			showRowNumber: true, width: '100%', height: '100%', allowHtml: true,
+			};	    
+		    $.ajax({
+			type: 'Post',
+			url: '/ws_position_summary',
+			success: function (data) {
+alert(data);
+				var jdata = JSON.parse('{"rows": [{"v": 0.047488620928674306}, {"v": -34.1918070686455}, {"v": 35.01931221132403}, {"v": -69.21111927996955}, {"v": 0.0}, {"v": 4350.744926215475}, {"v": -297.6744472363985}, {"v": 4648.419373451876}, {"v": 89903.71832036527}, {"v": "20150915231057"}, {"v": "OK"}], "cols": [{"type": "number", "label": "delta_1percent"}, {"type": "number", "label": "delta_all"}, {"type": "number", "label": "delta_c"}, {"type": "number", "label": "delta_p"}, {"type": "number", "label": "theta_1percent"}, {"type": "number", "label": "theta_all"}, {"type": "number", "label": "theta_c"}, {"type": "number", "label": "theta_p"}, {"type": "number", "label": "unreal_pl"}, {"type": "string", "label": "last_updated"}, {"type": "string", "label": "status"}]}');
+
+				$('#temp').text(jdata);
+				var d  = new google.visualization.DataTable(data);
+				portTbl.draw(d, options3);
+			}
+		    });
+		})
+	});
+
+    </script>
+
+
+  </head>
+  <body>
+    <div id="barchart_material" style="width: 900px; height: 500px;"></div>
+    <div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
+    <div id="portTbl">
+        <input type="button" id="b_reload" value="Reload" />
+    </div>
+    <div id='portTblDiv' style='width: 900px; height: 500px;'></div>
+<div id='temp'></div>
+
+  </body>
+</html>
+

html/opt-trades.html

@@ -0,0 +1,53 @@
+<html>
+  <head>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1.1", {packages:["bar"]});
+//      google.load("visualization", "1.1", {packages:["corechart"]});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+        var data = google.visualization.arrayToDataTable([
+          ['Strike Price', 'P', 'C', ],
+[18000,-1.0,0],
+[18600,-1.0,0],
+[18800,-1.0,0],
+[19800,-1.0,0],
+[20200,-1.0,0],
+[20800,-2.2,0],
+[21000,-0.2,0],
+[21600,0.0,0],
+[21800,-4.0,0],
+[22600,0,-1.0],
+[22600,3.2,0],
+[23000,0,-1.0],
+[23200,1.0,0],
+[23600,0,-2.0],
+[23600,1.8,0],
+[23800,0,-1.0],
+[24000,0,-2.0],
+[24200,0,-1.0],
+[24400,0,1.0],
+[24800,0,-1.0],
+        ]);
+
+        var options = {
+          width: 900,
+          chart: {
+            title: 'Option Postion Distribution',
+            subtitle: 'for the month of August and Sept 2015',
+          },
+ 
+        };
+
+        var chart = new google.charts.Bar(document.getElementById('barchart_material'));
+        
+
+        chart.draw(data, options);
+      }
+    </script>
+  </head>
+  <body>
+    <div id="barchart_material" style="width: 900px; height: 500px;"></div>
+  </body>
+</html>
+

html/opt-trades.html~

@@ -0,0 +1,62 @@
+<html>
+  <head>
+    <script type="text/javascript" src="https://www.google.com/jsapi"></script>
+    <script type="text/javascript">
+      google.load("visualization", "1.1", {packages:["bar"]});
+//      google.load("visualization", "1.1", {packages:["corechart"]});
+      google.setOnLoadCallback(drawChart);
+      function drawChart() {
+        var data = google.visualization.arrayToDataTable([
+          ['X', 'P', 'C', ],
+[18000,-1.0,0],
+[18600,-1.0,0],
+[18800,-1.0,0],
+[19800,-1.0,0],
+[20200,-1.0,0],
+[20800,-2.2,0],
+[21000,-0.2,0],
+[21600,0.0,0],
+[21800,-4.0,0],
+[22600,0,-1.0],
+[22600,3.2,0],
+[23000,0,-1.0],
+[23200,1.0,0],
+[23600,0,-2.0],
+[23600,1.8,0],
+[23800,0,-1.0],
+[24000,0,-2.0],
+[24200,0,-1.0],
+[24400,0,1.0],
+[24800,0,-1.0],
+        ]);
+
+        var options = {
+          width: 900,
+          chart: {
+            title: 'Option Postion Distribution',
+            subtitle: 'for the month of August and Sept 2015',
+          },
+          series: {
+            0: { axis: 'P' }, // Bind series 0 to an axis named 'distance'.
+            1: { axis: 'C' } // Bind series 1 to an axis named 'brightness'.
+          },
+          axes: {
+            y: {
+              P: {label: 'Put'}, // Left y-axis.
+              C: {side: 'right', label: 'Call'} // Right y-axis.
+            }
+          }
+        };
+
+        var chart = new google.charts.Bar(document.getElementById('barchart_material'));
+        
+
+        chart.draw(data, options);
+      }
+    </script>
+  </head>
+  <body>
+    <div id="barchart_material" style="width: 900px; height: 500px;"></div>
+  </body>
+</html>
+

sh/alert.sh

@@ -0,0 +1,5 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+export PYTHONPATH=$ROOT/src
+python $ROOT/src/comms/alert_bot.py $ROOT/src/config/app.cfg
+

sh/alert.sh~

@@ -0,0 +1,3 @@
+export PYTHONPATH=/home/larry-13.04/workspace/finopt:$PYTHONPATH
+python ./alert_bot.py ../config/app.cfg
+

sh/momentum.sh

@@ -0,0 +1,11 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+SRC=$ROOT/src
+KAFKA_ASSEMBLY_JAR=$ROOT/jar/spark-streaming-kafka-assembly_2.10-1.4.1.jar
+export PYTHONPATH=$SRC:$PYTHONPATH
+
+#spark-submit  --jars  $KAFKA_ASSEMBLY_JAR /home/larry-13.04/workspace/finopt/cep/momentum.py vsu-01:2181 hsi 1 cal_trend 
+#spark-submit --master spark://192.168.1.118:7077   --jars  $KAFKA_ASSEMBLY_JAR /home/larry-13.04/workspace/finopt/cep/momentum.py vsu-01:2181 hsi 1 simple 
+#spark-submit --total-executor-cores 2 --master spark://192.168.1.118:7077   --jars  $KAFKA_ASSEMBLY_JAR /home/larry-13.04/workspace/finopt/cep/momentum.py vsu-01:2181 hsi 1 cal_trend 
+spark-submit  --jars  $KAFKA_ASSEMBLY_JAR $SRC/cep/momentum2.py vsu-01:2181 hsi 1 persist 
+

sh/momentum.sh~

@@ -0,0 +1,11 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+SRC=$ROOT/src
+KAFKA_ASSEMBLY_JAR=$ROOT/jar/spark-streaming-kafka-assembly_2.10-1.4.1.jar
+export PYTHONPATH=$ROOT:$PYTHONPATH
+
+#spark-submit  --jars  $KAFKA_ASSEMBLY_JAR /home/larry-13.04/workspace/finopt/cep/momentum.py vsu-01:2181 hsi 1 cal_trend 
+#spark-submit --master spark://192.168.1.118:7077   --jars  $KAFKA_ASSEMBLY_JAR /home/larry-13.04/workspace/finopt/cep/momentum.py vsu-01:2181 hsi 1 simple 
+#spark-submit --total-executor-cores 2 --master spark://192.168.1.118:7077   --jars  $KAFKA_ASSEMBLY_JAR /home/larry-13.04/workspace/finopt/cep/momentum.py vsu-01:2181 hsi 1 cal_trend 
+spark-submit  --jars  $KAFKA_ASSEMBLY_JAR $SRC/cep/momentum2.py vsu-01:2181 hsi 1 persist 
+

sh/momentum2.sh

@@ -0,0 +1,4 @@
+export PYTHONPATH=/home/larry-13.04/workspace/finopt:$PYTHONPATH
+KAFKA_ASSEMBLY_JAR=/home/larry-13.04/workspace/finopt/spark-streaming-kafka-assembly_2.10-1.4.1.jar
+spark-submit --executor-cores 3 --master spark://192.168.1.118:7077   --jars  $KAFKA_ASSEMBLY_JAR /home/larry-13.04/workspace/finopt/cep/pairs_corr_redis.py vsu-01:2181 jpy  
+

sh/pairs_corr_redis.sh

@@ -0,0 +1,4 @@
+export PYTHONPATH=/home/larry-13.04/workspace/finopt:$PYTHONPATH
+KAFKA_ASSEMBLY_JAR=/home/larry-13.04/workspace/finopt/spark-streaming-kafka-assembly_2.10-1.4.1.jar
+spark-submit  --jars  /home/larry-13.04/workspace/finopt/spark-streaming-kafka-assembly_2.10-1.4.1.jar /home/larry-13.04/workspace/finopt/cep/pairs_corr_redis.py vsu-01:2181 hkd-aud 
+

sh/run_mds.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+export PYTHONPATH=$ROOT/src
+python $ROOT/src/cep/ib_mds.py $ROOT/src/config/app.cfg

sh/run_mds.sh~

@@ -0,0 +1,4 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+export PYTHONPATH=$ROOT/src
+python $ROOT/src/cep/ib_mds.py $ROOT/config/app.cfg

sh/run_opt_serve.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+export PYTHONPATH=$ROOT/src
+python $ROOT/src/finopt/opt_serve.py $ROOT/src/config/app.cfg

sh/run_opt_serve.sh~

@@ -0,0 +1,4 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+export PYTHONPATH=$ROOT/src
+python $ROOT/src/opt_serve.py $ROOT/src/config/app.cfg

sh/run_options_data.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+export PYTHONPATH=$ROOT/src
+python $ROOT/src/finopt/options_data.py $ROOT/src/config/app.cfg

sh/run_options_data.sh~

@@ -0,0 +1,4 @@
+#!/bin/bash
+ROOT=/home/larry-13.04/workspace/finopt
+export PYTHONPATH=$ROOT/src
+python $ROOT/src/options_data.py $ROOT/src/config/app.cfg