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new chart types

larry 10 ani în urmă
părinte
91409bf3c8
comite
22d7f5af67
31 a modificat fișierele cu 1966 adăugiri și 95 ștergeri
Vedere unificată Arată Statisticile Diff
  1. 12 3
      config/app.cfg
  2. 4 4
      config/mds.cfg
  3. 18 4
      finopt/opt_serve.py
  4. BIN
      finopt/opt_serve.pyc
  5. 3 3
      finopt/options_data.py
  6. BIN
      finopt/options_data.pyc
  7. 0 18
      finopt/portfolio.py
  8. BIN
      finopt/portfolio.pyc
  9. 0 0
      finopt/trade/__init__.py
  10. 98 19
      finopt/trade/smart_order.py
  11. 104 0
      html/bubble-port-static.html
  12. 10 0
      html/bubble-port-static_files/a
  13. 1 0
      html/bubble-port-static_files/jquery.js
  14. 42 0
      html/bubble-port-static_files/jsapi
  15. BIN
      html/bubble-port-static_files/marker.png
  16. 59 0
      html/bubble-port-static_files/tooltip.css
  17. 1 0
      html/bubble-port-static_files/uien.css
  18. 22 0
      html/bubble-port-static_files/webfontloaderformatendefaultenuiencorecharten.js
  19. 139 0
      html/bubble-port.html
  20. 139 0
      html/bubble-port.html~
  21. 18 0
      html/jq-test-tab.html
  22. 17 0
      html/jq-test-tab.html~
  23. 255 0
      html/opt-chains-tmpl-no-tabs.html
  24. 286 0
      html/opt-chains-tmpl-with-tabs.html
  25. 288 0
      html/opt-chains-tmpl-with-tabs.html~
  26. 59 28
      html/opt-chains-tmpl.html~
  27. 172 0
      html/opt-pos-chart-tmpl-no-tabs.html
  28. 187 0
      html/opt-pos-chart-tmpl-with-tabs.html
  29. 32 16
      html/opt-pos-chart-tmpl.html~
  30. BIN
      html/public/green_marker.png
  31. BIN
      html/public/marker.png

+ 12 - 3
config/app.cfg
Vizualizați fișierul 

@@ -28,8 +28,12 @@ tools.staticdir.root : '/home/larry-13.04/workspace/finopt/src/'
 
 
 
 [/static]
 
 [/static]
 
 tools.staticdir.on : True
 
 tools.staticdir.on : True
 
-#tools.staticdir.dir : './public'
 
 tools.staticdir.tmpl : './html'
 
 tools.staticdir.tmpl : './html'
 
+#tools.staticdir : './html'
 
+
 
+[/public]
 
+tools.staticdir.on: True
 
+tools.staticdir.dir : './html/public'
 
 
 
 
 
 [options_data]
 
 [options_data]
 
@@ -54,7 +58,8 @@ ib.subscription.fileloc: '/home/larry-13.04/workspace/finopt/data/subscription.t
 
 
 
 [market]
 
 [market]
 
 hkex.openhours: '{"morning":[915,1200], "afternoon":[1300,1615]}'
 
 hkex.openhours: '{"morning":[915,1200], "afternoon":[1300,1615]}'
 
-ib.gateway: '127.0.0.1'
 
+#ib.gateway: '127.0.0.1'
 
+ib.gateway: 'vsu-01'
 
 ib.port: 7496
 
 ib.port: 7496
 
 #gw port
 
 #gw port
 
 #ib.port:4001
 
 #ib.port:4001
 
@@ -62,7 +67,7 @@ ib.appid.portfolio: 9922
 
 
 
 ib.appid: 9911
 
 ib.appid: 9911
 
 option.underlying = "('HSI', 'FUT', 'HKFE', 'HKD', '', 0, '')"
 
 option.underlying = "('HSI', 'FUT', 'HKFE', 'HKD', '', 0, '')"
 
-option.underlying.month_price = "[['20150929', 22817.0, '^HSI'], ['20151029', 22715.0, '^HSI']]"
 
+option.underlying.month_price = "[['20151029', 22817.0, '^HSI'], ['20151127', 22715.0, '^HSI']]"
 
 option.underlying.yahoo_ws = "{'use_yahoo': True, 'func': 'ystockquote.get_price'}"
 
 option.underlying.yahoo_ws = "{'use_yahoo': True, 'func': 'ystockquote.get_price'}"
 
 option.underlying.tick_size = 200
 
 option.underlying.tick_size = 200
 
 option.greeks.recal = "{'use_last_if_no_bidask': True, 'rate':0.005, 'div':0.005, 'vol':0.2}"
 
 option.greeks.recal = "{'use_last_if_no_bidask': True, 'rate':0.005, 'div':0.005, 'vol':0.2}"
 
@@ -103,3 +108,7 @@ ib_heartbeat.gateway: 'localhost'
 
 #ib_heartbeat.gateway: '192.168.1.118'
 
 #ib_heartbeat.gateway: '192.168.1.118'
 
 ib_heartbeat.try_interval: 3
 
 ib_heartbeat.try_interval: 3
 
 ib_heartbeat.suppress_msg_interval: 60
 
 ib_heartbeat.suppress_msg_interval: 60
 
+
 
+[smart_order]
 
+smart_order.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/smart_order.log', 'filemode': 'w','level': logging.INFO}"
 
+

+ 4 - 4
config/mds.cfg
Vizualizați fișierul 

@@ -28,8 +28,8 @@ ib_mds.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib_mds.l
 
 ib_mds.ib_port: 7496
 
 ib_mds.ib_port: 7496
 
 #ib_mds.ib_port: 4001
 
 #ib_mds.ib_port: 4001
 
 ib_mds.appid.id: 9800
 
 ib_mds.appid.id: 9800
 
-ib_mds.gateway: 'localhost'
 
-#ib_mds.gateway: '192.168.1.118'
 
+#ib_mds.gateway: 'localhost'
 
+ib_mds.gateway: '192.168.1.118'
 
 ib_mds.is_persist: 1
 
 ib_mds.is_persist: 1
 
 ib_mds.persist_dir: '/home/larry-13.04/workspace/finopt/data/mds_files'
 
 ib_mds.persist_dir: '/home/larry-13.04/workspace/finopt/data/mds_files'
 
 ib_mds.subscription.fileloc: '/home/larry-13.04/workspace/finopt/data/subscription-hsio.txt'
 
 ib_mds.subscription.fileloc: '/home/larry-13.04/workspace/finopt/data/subscription-hsio.txt'
 
@@ -40,7 +40,7 @@ ib_heartbeat.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib
 
 #ib_heartbeat.ib_port: 4001
 
 #ib_heartbeat.ib_port: 4001
 
 ib_heartbeat.ib_port: 7496
 
 ib_heartbeat.ib_port: 7496
 
 ib_heartbeat.appid.id: 9911
 
 ib_heartbeat.appid.id: 9911
 
-ib_heartbeat.gateway: 'localhost'
 
-#ib_heartbeat.gateway: '192.168.1.118'
 
+#ib_heartbeat.gateway: 'localhost'
 
+ib_heartbeat.gateway: '192.168.1.118'
 
 ib_heartbeat.try_interval: 90
 
 ib_heartbeat.try_interval: 90
 
 ib_heartbeat.suppress_msg_interval: 60
 
 ib_heartbeat.suppress_msg_interval: 60

+ 18 - 4
finopt/opt_serve.py
Vizualizați fișierul 

@@ -51,7 +51,8 @@ class QServer(object):
 
        
        
         impl_link = "<a href='./opt_implv'>options implied vol curves</a>"
 
         impl_link = "<a href='./opt_implv'>options implied vol curves</a>"
 
         pos_link = "<a href=./ws_position_chart>Positions</a>" 
         pos_link = "<a href=./ws_position_chart>Positions</a>" 
-        return """<html><body><li>%s</li><li>%s</li><br><dl>%s</dl></br>%s</body></html>""" % (impl_link, pos_link, html, s_line)
 
+        bubble_link = "<a href=./port_bubble_chart>Risk Distributions</a>"
 
+        return """<html><body><li>%s</li><li>%s</li><li>%s</li><br><dl>%s</dl></br>%s</body></html>""" % (bubble_link, impl_link, pos_link, html, s_line)
 
  
  
  
  
     @cherrypy.expose
 
     @cherrypy.expose
 
@@ -367,6 +368,9 @@ class QServer(object):
 
         return s
 
         return s
 
     
     
     
     
+
 
+    
+    
     @cherrypy.expose
 
     @cherrypy.expose
 
     def ws_port_summary(self):    
     def ws_port_summary(self):    
         
         
@@ -424,15 +428,25 @@ class QServer(object):
 
         colnames = "[['contract', 'strike', 'unreal PL', 'theta', 'delta'],"
 
         colnames = "[['contract', 'strike', 'unreal PL', 'theta', 'delta'],"
 
         print '----------------------'
 
         print '----------------------'
 
         s_data = colnames + ''.join('["%s",%s,%s,%s,%s],' % (lcontract[i], lstrike[i], lupl[i], ltheta[i], lpos_delta[i]) for i in range(len(lcontract)))+ ']'
 
         s_data = colnames + ''.join('["%s",%s,%s,%s,%s],' % (lcontract[i], lstrike[i], lupl[i], ltheta[i], lpos_delta[i]) for i in range(len(lcontract)))+ ']'
 
+
 
+
 
+        bubble_chart_tmpl = '%s%s/bubble-port.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
 
+        f = open(bubble_chart_tmpl)
 
+        html_tmpl = f.read()
 
+        html_tmpl = html_tmpl.replace('{{{bubble_data}}}', s_data)
 
         
         
-        print s_data
 
-        return s_data
 
+        contract_month = eval(cherrypy.request.app.config['market']['option.underlying.month_price'])[0][0]
 
+        html_tmpl = html_tmpl.replace('{{{FUT_CONTRACT}}}', 'HSI-%s-FUT-' % (contract_month))
 
+        return html_tmpl
 
         
         
     
     
     @cherrypy.expose
 
     @cherrypy.expose
 
     def ws_msg_bot(self, msg):
 
     def ws_msg_bot(self, msg):
 
         a = AlertHelper(self.config)
 
         a = AlertHelper(self.config)
 
-        a.post_msg(msg)      
+        a.post_msg(msg)  
+        
+        
+            
          
          
 if __name__ == '__main__':
 
 if __name__ == '__main__':

BIN
finopt/opt_serve.pyc
Vizualizați fișierul


+ 3 - 3
finopt/options_data.py
Vizualizați fișierul 

@@ -495,9 +495,9 @@ class ContractHelper():
 
       
       
     @staticmethod
 
     @staticmethod
 
     def makeRedisKeyEx(contract, old=False):
 
     def makeRedisKeyEx(contract, old=False):
 
-        # this routine is to circumvent a problem in makeRedisKey for which 
-        # the key's position 3 have different meanings
 
-        # according to a particular m_secType, which is not right. 
+        # this routine is to circumvent a problem in makeRedisKey with 
+        # the key in position 3 having different meanings under different conditions.
 
+        #  
         # 
         # 
         # to differentiate the keys generated by the old and new functions, 
         # to differentiate the keys generated by the old and new functions, 
         # contract keys created using this routine have their last slot
 
         # contract keys created using this routine have their last slot

BIN
finopt/options_data.pyc
Vizualizați fișierul


+ 0 - 18
finopt/portfolio.py
Vizualizați fișierul 

@@ -85,7 +85,6 @@ class PortfolioManager():
 
         
         
         self.con = ibConnection(host, port, appid)
 
         self.con = ibConnection(host, port, appid)
 
         self.con.registerAll(self.on_ib_message)
 
         self.con.registerAll(self.on_ib_message)
 
-        #self.con.registerAll(self.xyz)
 
         
         
         
         
         self.tlock = Lock()
 
         self.tlock = Lock()
 
@@ -531,17 +530,6 @@ class PortfolioManager():
 
 
 
 if __name__ == '__main__':
 
 if __name__ == '__main__':
 
            
            
-#     logging.basicConfig(#filename = "log/port.log", filemode = 'w', 
-#                         level=logging.DEBUG,
 
-#                         format='%(asctime)s %(levelname)-8s %(message)s')      
-#     
-#     config = ConfigParser.ConfigParser()
 
-#     config.read("config/app.cfg")
 
-#     p = PortfolioManager(config)
 
-#     p.retrieve_position()
 
-#     print p.get_portfolio_summary()
 
-#     print p.get_tbl_pos_csv()
 
-
 
     if len(sys.argv) != 2:
 
     if len(sys.argv) != 2:
 
         print("Usage: %s <config file>" % sys.argv[0])
 
         print("Usage: %s <config file>" % sys.argv[0])
 
         exit(-1)    
         exit(-1)    
@@ -561,12 +549,6 @@ if __name__ == '__main__':
 
     print p.get_tbl_pos_csv()
 
     print p.get_tbl_pos_csv()
 
 
 
 
 
-
 
-    #p.recal_port()
 
-#    print p.get_tbl_pos_csv()
 
-#     print p.get_grouped_options_str_array()
 
-#     print p.group_pos_by_right()
 
-
 
     # sample ouput    
     # sample ouput    
 # ["exch","type","contract_mth","right","strike","con_ration","pos","avgcost"],["HSI","OPT","20150828","C","22600",50.0,0.0000,0.0000,],["HSI","OPT","20150828","C","23000",50.0,-1.0000,1770.0000,],["HSI","OPT","20150828","C","23600",50.0,-2.0000,1470.0000,],["HSI","OPT","20150828","C","23800",50.0,-1.0000,920.0000,],["HSI","OPT","20150828","C","24000",50.0,-2.0000,1820.0000,],["HSI","OPT","20150828","C","24200",50.0,-1.0000,3120.0000,],["HSI","OPT","20150828","C","24800",50.0,-1.0000,220.0000,],["HSI","OPT","20150828","P","18000",50.0,-2.0000,1045.0000,],["HSI","OPT","20150828","P","18600",50.0,-1.0000,1120.0000,],["HSI","OPT","20150828","P","18800",50.0,-1.0000,1570.0000,],["HSI","OPT","20150828","P","19800",50.0,-1.0000,870.0000,],["HSI","OPT","20150828","P","20200",50.0,-1.0000,970.0000,],["HSI","OPT","20150828","P","20800",50.0,-2.0000,970.0000,],["HSI","OPT","20150828","P","21600",50.0,-1.0000,1570.0000,],["HSI","OPT","20150828","P","21800",50.0,-7.0000,1955.7143,],["HSI","OPT","20150828","P","23200",50.0,1.0000,25930.0000,],["HSI","OPT","20150929","C","24400",50.0,1.0000,24880.0000,],["HSI","OPT","20150929","P","21600",50.0,0.0000,0.0000,],["HSI","OPT","20150929","P","21800",50.0,2.0000,52713.3333,],["HSI","OPT","20150929","P","22600",50.0,3.0000,39763.3333,],["MHI","OPT","20150828","C","24400",10.0,-1.0000,2603.0000,],["MHI","OPT","20150828","P","20800",10.0,-1.0000,313.0000,],["MHI","OPT","20150828","P","21000",10.0,-1.0000,363.0000,],["MHI","OPT","20150828","P","23600",10.0,5.0000,4285.0000,],["MHI","OPT","20150929","C","24400",10.0,1.0000,4947.0000,],["MHI","OPT","20150929","P","21600",10.0,1.0000,12657.0000,],["MHI","OPT","20150929","P","22600",10.0,1.0000,9877.0000,],["MHI","OPT","20150929","P","23600",10.0,4.0000,7757.0000,],
 
 # ["exch","type","contract_mth","right","strike","con_ration","pos","avgcost"],["HSI","OPT","20150828","C","22600",50.0,0.0000,0.0000,],["HSI","OPT","20150828","C","23000",50.0,-1.0000,1770.0000,],["HSI","OPT","20150828","C","23600",50.0,-2.0000,1470.0000,],["HSI","OPT","20150828","C","23800",50.0,-1.0000,920.0000,],["HSI","OPT","20150828","C","24000",50.0,-2.0000,1820.0000,],["HSI","OPT","20150828","C","24200",50.0,-1.0000,3120.0000,],["HSI","OPT","20150828","C","24800",50.0,-1.0000,220.0000,],["HSI","OPT","20150828","P","18000",50.0,-2.0000,1045.0000,],["HSI","OPT","20150828","P","18600",50.0,-1.0000,1120.0000,],["HSI","OPT","20150828","P","18800",50.0,-1.0000,1570.0000,],["HSI","OPT","20150828","P","19800",50.0,-1.0000,870.0000,],["HSI","OPT","20150828","P","20200",50.0,-1.0000,970.0000,],["HSI","OPT","20150828","P","20800",50.0,-2.0000,970.0000,],["HSI","OPT","20150828","P","21600",50.0,-1.0000,1570.0000,],["HSI","OPT","20150828","P","21800",50.0,-7.0000,1955.7143,],["HSI","OPT","20150828","P","23200",50.0,1.0000,25930.0000,],["HSI","OPT","20150929","C","24400",50.0,1.0000,24880.0000,],["HSI","OPT","20150929","P","21600",50.0,0.0000,0.0000,],["HSI","OPT","20150929","P","21800",50.0,2.0000,52713.3333,],["HSI","OPT","20150929","P","22600",50.0,3.0000,39763.3333,],["MHI","OPT","20150828","C","24400",10.0,-1.0000,2603.0000,],["MHI","OPT","20150828","P","20800",10.0,-1.0000,313.0000,],["MHI","OPT","20150828","P","21000",10.0,-1.0000,363.0000,],["MHI","OPT","20150828","P","23600",10.0,5.0000,4285.0000,],["MHI","OPT","20150929","C","24400",10.0,1.0000,4947.0000,],["MHI","OPT","20150929","P","21600",10.0,1.0000,12657.0000,],["MHI","OPT","20150929","P","22600",10.0,1.0000,9877.0000,],["MHI","OPT","20150929","P","23600",10.0,4.0000,7757.0000,],
 
 # [180.000000,-2.0,0],[186.000000,-1.0,0],[188.000000,-1.0,0],[198.000000,-1.0,0],[202.000000,-1.0,0],[208.000000,-2.2,0],[210.000000,-0.2,0],[216.000000,-0.8,0],[218.000000,-5.0,0],[226.000000,0,0.0],[226.000000,3.2,0],[230.000000,0,-1.0],[232.000000,1.0,0],[236.000000,0,-2.0],[236.000000,1.8,0],[238.000000,0,-1.0],[240.000000,0,-2.0],[242.000000,0,-1.0],[244.000000,0,1.0],[248.000000,0,-1.0],
 
 # [180.000000,-2.0,0],[186.000000,-1.0,0],[188.000000,-1.0,0],[198.000000,-1.0,0],[202.000000,-1.0,0],[208.000000,-2.2,0],[210.000000,-0.2,0],[216.000000,-0.8,0],[218.000000,-5.0,0],[226.000000,0,0.0],[226.000000,3.2,0],[230.000000,0,-1.0],[232.000000,1.0,0],[236.000000,0,-2.0],[236.000000,1.8,0],[238.000000,0,-1.0],[240.000000,0,-2.0],[242.000000,0,-1.0],[244.000000,0,1.0],[248.000000,0,-1.0],

BIN
finopt/portfolio.pyc
Vizualizați fișierul


+ 0 - 0
finopt/trade/__init__.py
Vizualizați fișierul


+ 98 - 19
finopt/trade/smart_order.py
Vizualizați fișierul 

@@ -6,16 +6,17 @@ import logging
 
 import thread
 
 import thread
 
 import ConfigParser
 
 import ConfigParser
 
 from ib.ext.Contract import Contract
 
 from ib.ext.Contract import Contract
 
+from ib.ext.ExecutionFilter import ExecutionFilter
 
+from ib.ext.Execution import Execution
 
 from ib.ext.Order import Order
 
 from ib.ext.Order import Order
 
 from ib.opt import ibConnection, message
 
 from ib.opt import ibConnection, message
 
 from time import sleep
 
 from time import sleep
 
 import time, datetime
 
 import time, datetime
 
-import optcal
 
-import opt_serve
 
 import redis
 
 import redis
 
-from helper_func.py import dict2str, str2dict
 
-from options_data import ContractHelper 
-import portfolio_ex
 
+import threading
 
+from threading import Lock, Thread
 
+from finopt.options_data import ContractHelper
 
+
 
             
             
 # Tick Value      Description
 
 # Tick Value      Description
 
 # 5001            impl vol
 
 # 5001            impl vol
 
@@ -74,7 +75,7 @@ class SmartOrderSelector(object):
 
 class UnwindOrderSelector(SmartOrderSelector):
 
 class UnwindOrderSelector(SmartOrderSelector):
 
     right_type = None
 
     right_type = None
 
     
     
-    def __init__(self, right_type. rule):
 
+    def __init__(self, right_type, rule):
 
         self.right_type = right_type
 
         self.right_type = right_type
 
         
         
     
     
@@ -108,21 +109,99 @@ class UnwindOrderSelector(SmartOrderSelector):
 
             # return self.pos_max_IV()
 
             # return self.pos_max_IV()
 
             pass
 
             pass
 
         
         
+class OrderManager(Thread):
 
+    
+        config = None
 
+        tlock = None
 
+        
+        def __init__(self, config):
 
+            super(OrderManager, self).__init__()
 
+            self.config = config
 
+            self.tlock = Lock()
 
+
 
+        def on_ib_message(self, msg):
 
+            print msg.typeName, msg
 
+            if msg.typeName == 'openOrder':
 
+                print ContractHelper.printContract(msg.contract)
 
+            
+        
+        def orderStatus(self, orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeId):
 
+            pass
 
+        
+        
+        def send_new_order(self):
 
+            self.tlock.acquire()
 
+            try:
 
+                self.new_order_entrant_unsafe()
 
+            finally:
 
+                logging.debug('recal_port: completed recal. releasing lock...')
 
+                self.tlock.release()  
+            
+        
+        def new_order_entrant_unsafe(self):
 
+            pass
 
+        
         
         
-     
+        def reqExecutions(self):
 
+            filt = ExecutionFilter()
 
+            self.con.reqExecutions(0, filt)
 
         
         
+        
+        def run(self):
 
+            host = config.get("market", "ib.gateway").strip('"').strip("'")
 
+            port = int(config.get("market", "ib.port"))
 
+            appid = int(config.get("market", "ib.appid.portfolio"))   
+            
+            self.con = ibConnection(host, port, appid)
 
+            self.con.registerAll(self.on_ib_message)
 
+            self.con.connect()
 
+            while 1:
 
+                self.con.reqAllOpenOrders()
 
+                self.reqExecutions()
 
+                sleep(2)
 
+
 
+
 
+class OrderHelper():
 
+    
+    def make_option_order(self, action, orderID, tif, orderType):
 
+        opt_order = Order()
 
+        opt_order.m_orderId = orderID
 
+        opt_order.m_clientId = 0
 
+        opt_order.m_permid = 0
 
+        opt_order.m_action = action
 
+        opt_order.m_lmtPrice = 0
 
+        opt_order.m_auxPrice = 0
 
+        opt_order.m_tif = tif
 
+        opt_order.m_transmit = False
 
+        opt_order.m_orderType = orderType
 
+        opt_order.m_totalQuantity = 1
 
+        return opt_order        
 
 
 if __name__ == '__main__':
 
 if __name__ == '__main__':
 
            
            
-    logging.basicConfig(#filename = "log/opt.log", filemode = 'w', 
-                        level=logging.DEBUG,
 
-                        format='%(asctime)s %(levelname)-8s %(message)s')      
-    
-    config = ConfigParser.ConfigParser()
 
-    config.read("config/app.cfg")
 
-    
-    x = SmartOrderSelector()
 
-    print x
 
-    y = UnwindOrderSelector('c')
 
-    y.rule_IV()
 
-    print y
 
+    if len(sys.argv) != 2:
 
+        print("Usage: %s <config file>" % sys.argv[0])
 
+        exit(-1)    
+
 
+    cfg_path= sys.argv[1:]    
+    config = ConfigParser.SafeConfigParser()
 
+    if len(config.read(cfg_path)) == 0:      
+        raise ValueError, "Failed to open config file" 
+    
+    logconfig = eval(config.get("smart_order", "smart_order.logconfig").strip('"').strip("'"))
 
+    logconfig['format'] = '%(asctime)s %(levelname)-8s %(message)s'    
+    logging.basicConfig(**logconfig)       
+    
+    
+    odm = OrderManager(config) 
+    odm.start()
 
+    
+    
+    
+    
+    
+#     x = SmartOrderSelector()
 
+#     print x
 
+#     y = UnwindOrderSelector('c')
 
+#     y.rule_IV()
 
+#     print y

Fișier diff suprimat deoarece este prea mare
+ 104 - 0
html/bubble-port-static.html


+ 10 - 0
html/bubble-port-static_files/a
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+if (window['google'] != undefined && window['google']['loader'] != undefined) {
 
+if (!window['google']['visualization']) {
 
+window['google']['visualization'] = {};
 
+google.visualization.Version = '1.1';
 
+google.visualization.JSHash = 'b9acaf9ce948f3550e84416288f03821';
 
+google.visualization.LoadArgs = 'file\75visualization\46v\0751.1\46packages\75corechart';
 
+}
 
+google.loader.writeLoadTag("css", google.loader.ServiceBase + "/api/visualization/1.1/b9acaf9ce948f3550e84416288f03821/ui+en.css", false);
 
+google.loader.writeLoadTag("script", google.loader.ServiceBase + "/api/visualization/1.1/b9acaf9ce948f3550e84416288f03821/webfontloader,format+en,default+en,ui+en,corechart+en.I.js", false);
 
+}

Fișier diff suprimat deoarece este prea mare
+ 1 - 0
html/bubble-port-static_files/jquery.js


Fișier diff suprimat deoarece este prea mare
+ 42 - 0
html/bubble-port-static_files/jsapi


BIN
html/bubble-port-static_files/marker.png
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+ 59 - 0
html/bubble-port-static_files/tooltip.css
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+/* Copyright 2012 Google Inc. All Rights Reserved. */
 
+
 
+.google-visualization-tooltip-action: hover {
 
+  background-color: #eeeeee;
 
+}
 
+.google-visualization-tooltip {
 
+  border:solid 1px #bdbdbd;
 
+  border-radius: 2px;
 
+  background-color: white;
 
+  position: absolute;
 
+  box-shadow: 0px 2px 2px 0px rgba(204, 204, 204, 0.6);
 
+  font-size: 12px;
 
+  padding: 0px;
 
+  -moz-box-shadow: 0px 2px 2px 0px rgba(204, 204, 204, 0.6);
 
+  -webkit-box-shadow: 0px 2px 2px 0px rgba(204, 204, 204, 0.6);
 
+}
 
+.google-visualization-tooltip-action-list {
 
+  list-style-type: none;
 
+  margin: 0;
 
+  padding: 0.5em 0em 0.5em 0em;
 
+  cursor: hand;
 
+}
 
+.google-visualization-tooltip-action {
 
+  margin: 0;
 
+  cursor: pointer;
 
+  padding: 0.5em 2em 0.5em 1em;
 
+}
 
+.google-visualization-tooltip-action:hover {
 
+  background-color: #eeeeee;
 
+}
 
+.google-visualization-tooltip-item-list {
 
+  list-style-type: none;
 
+  margin: 1em 0 1em 0;
 
+  padding: 0em;
 
+}
 
+.google-visualization-tooltip-item {
 
+  margin: 0.65em 0em 0.65em 0em;
 
+  padding: 0em 2em 0em 1em;
 
+}
 
+.google-visualization-tooltip-item-list
 
+.google-visualization-tooltip-item:first-child {
 
+  margin: 1em 0em 1em 0em;
 
+}
 
+.google-visualization-tooltip-separator {
 
+  margin: 0;
 
+  padding: 0;
 
+  height: 1px;
 
+  background-color: #dddddd;
 
+}
 
+.google-visualization-tooltip-square {
 
+  display: inline-block;
 
+  /* IE does not support inline-block fall back to float left */
 
+  float: left\9;
 
+  clear: none;
 
+  width: 0.5em;
 
+  height: 0.5em;
 
+  margin: 0.16em 0.7em 0em 0em;
 
+  border-bottom: solid 0.1em white;
 
+}

Fișier diff suprimat deoarece este prea mare
+ 1 - 0
html/bubble-port-static_files/uien.css


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+ 22 - 0
html/bubble-port-static_files/webfontloaderformatendefaultenuiencorecharten.js


+ 139 - 0
html/bubble-port.html
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+<html>
 
+  <head>
 
+   <style>
 
+   .chartWithMarkerOverlay {
 
+       position: relative;
 
+       width: 700px;
 
+   }
 
+   .overlay-text {
 
+       width: 200px;
 
+       height: 200px;
 
+       position: absolute;
 
+       top: 30px;   /* chartArea top */
 
+       left: 200px; /* chartArea left */
 
+   }
 
+   .overlay-marker {
 
+       width: 50px;
 
+       height: 50px;
 
+       position: absolute;
 
+       top: 53px;   /* chartArea top */
 
+       left: 528px; /* chartArea left */
 
+       color: #000066;
 
+       font: 15px arial;
 
+    
+   }
 
+   </style>
 
+  <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:['corechart']});
 
+      google.setOnLoadCallback(drawChart);
 
+      function drawChart() {
 
+
 
+
 
+
 
+
 
+////////////////////////////////////////////////////////////////////////////////
 
+// guage functions
 
+
 
+
 
+		var data = google.visualization.arrayToDataTable( 
+{{{bubble_data}}}
 
+		); 
+
 
+
 
+		var options = { title: 'Portfolio Risk Distribution', 
+			hAxis: {title: 'Strike Price'}, vAxis: {title: ' Unreal P/L'}, 
+			// to display labels, remove the color: 'none option
 
+			bubble: {textStyle: {fontSize: 11, color: 'none'}}, colorAxis: {colors: ['red', 'blue']},
 
+			sizeAxis: {minValue: 2,  maxSize: 40}
 
+			//backgroundColor: '#E4E4E4'
 
+		 }; 
+
 
+
 
+		var chart = new google.visualization.BubbleChart(document.getElementById('chart_div')); 
+		chart.draw(data, options); 
+
 
+
 
+		google.visualization.events.addListener(chart, 'ready', placeIndexMarker);
 
+		
+
 
+
 
+		setInterval(function() {
 
+		  placeIndexMarker();
 
+		}, 2000);
 
+
 
+
 
+
 
+		function placeIndexMarker() {
 
+		    $.ajax({
 
+			type: 'Post',
 
+			url: '/ws_market_data?r_ckey={{{FUT_CONTRACT}}}&fid=4',
 
+			success: function (data) {
 
+
 
+				var spot = data
 
+				$('#spot').text(spot);
 
+
 
+				var cli = chart.getChartLayoutInterface();
 
+				document.querySelector('.overlay-marker').style.top = Math.floor(cli.getYLocation(0) - 45) + "px";
 
+				document.querySelector('.overlay-marker').style.left = Math.floor(cli.getXLocation(spot)) + "px";
 
+
 
+			}
 
+		    });
 
+		}
 
+
 
+
 
+
 
+
 
+//https://groups.google.com/forum/#!msg/google-chart-api/yYxkv4eorhA/P-MHQOLA19MJ
 
+/* testing
 
+		function placeMarker() {
 
+			var cli = chart.getChartLayoutInterface();
 
+			document.querySelector('.overlay-marker').style.top = Math.floor(cli.getYLocation(0) - 25) + "px";
 
+			var spot = Math.round(Math.max(25000 * Math.random(), 15000))
 
+			$('#pt_status').text(spot);
 
+			$('#spot').text(spot);
 
+			document.querySelector('.overlay-marker').style.left = Math.floor(cli.getXLocation(spot)) + "px";
 
+		};
 
+
 
+
 
+		var cli = chart.getChartLayoutInterface();
 
+
 
+		var l= cli.getChartAreaBoundingBox().left;
 
+		var t=cli.getChartAreaBoundingBox().top;
 
+		var h=cli.getChartAreaBoundingBox().height;
 
+		var w= cli.getChartAreaBoundingBox().width;
 
+		var hx = cli.getYLocation(50000);
 
+		var cx = cli.getYLocation(0);
 
+
 
+		$('#pt_status').text(l + ':' + t  + ':' + h  + ':' + w + ':' + hx + ':' + cx);
 
+		  function chartMouseOver(e) {
 
+			var cli = chart.getChartLayoutInterface();
 
+			var xx = Math.floor(cli.getXLocation(e['row'])) + 'px';
 
+			var yy = Math.floor(cli.getYLocation(data.getValue(e['row'], 1))) + 'px';
 
+		  	$('#pt_status').text(e['row'] + ':' + xx +  + ':' + yy + ':' + data.getValue(e['row'], 1));
 
+		  	$('#pt2_status').text(e['row'] + ':' + cli.getHAxisValue(e['row']));
 
+		  }
 
+*/
 
+      } // end drawChart
 
+
 
+
 
+
 
+
 
+
 
+
 
+    </script>
 
+
 
+
 
+  </head>
 
+  <body>
 
+<div id='pt_status'></div>
 
+<div id='pt2_status'></div>
 
+<div id="chart_div" style="width: 900px; height: 800px;"></div>
 
+<div id='temp'></div>
 
+  <div class="overlay-marker">
 
+  <img src="/public/green_marker.png" height="50"><div id='spot'></div>
 
+  </div>
 
+  </body>
 
+</html>
 
+

+ 139 - 0
html/bubble-port.html~
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+<html>
 
+  <head>
 
+   <style>
 
+   .chartWithMarkerOverlay {
 
+       position: relative;
 
+       width: 700px;
 
+   }
 
+   .overlay-text {
 
+       width: 200px;
 
+       height: 200px;
 
+       position: absolute;
 
+       top: 30px;   /* chartArea top */
 
+       left: 200px; /* chartArea left */
 
+   }
 
+   .overlay-marker {
 
+       width: 50px;
 
+       height: 50px;
 
+       position: absolute;
 
+       top: 53px;   /* chartArea top */
 
+       left: 528px; /* chartArea left */
 
+       color: #000066;
 
+       font: 15px arial;
 
+    
+   }
 
+   </style>
 
+  <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:['corechart']});
 
+      google.setOnLoadCallback(drawChart);
 
+      function drawChart() {
 
+
 
+
 
+
 
+
 
+////////////////////////////////////////////////////////////////////////////////
 
+// guage functions
 
+
 
+
 
+		var data = google.visualization.arrayToDataTable( 
+{{{bubble_data}}}
 
+		); 
+
 
+
 
+		var options = { title: 'Portfolio Risk Distribution', 
+			hAxis: {title: 'Strike Price'}, vAxis: {title: ' Unreal P/L'}, 
+			// to display labels, remove the color: 'none option
 
+			bubble: {textStyle: {fontSize: 11, color: 'none'}}, colorAxis: {colors: ['red', 'blue']},
 
+			sizeAxis: {minValue: 2,  maxSize: 40}
 
+			//backgroundColor: '#E4E4E4'
 
+		 }; 
+
 
+
 
+		var chart = new google.visualization.BubbleChart(document.getElementById('chart_div')); 
+		chart.draw(data, options); 
+
 
+
 
+		google.visualization.events.addListener(chart, 'ready', placeIndexMarker);
 
+		
+
 
+/*
 
+		setInterval(function() {
 
+		  placeIndexMarker();
 
+		}, 2000);
 
+*/
 
+
 
+
 
+		function placeIndexMarker() {
 
+		    $.ajax({
 
+			type: 'Post',
 
+			url: '/ws_market_data?r_ckey={{{FUT_CONTRACT}}}&fid=4',
 
+			success: function (data) {
 
+
 
+				var spot = data
 
+				$('#spot').text(spot);
 
+
 
+				var cli = chart.getChartLayoutInterface();
 
+				document.querySelector('.overlay-marker').style.top = Math.floor(cli.getYLocation(0) - 45) + "px";
 
+				document.querySelector('.overlay-marker').style.left = Math.floor(cli.getXLocation(spot)) + "px";
 
+
 
+			}
 
+		    });
 
+		}
 
+
 
+
 
+
 
+
 
+//https://groups.google.com/forum/#!msg/google-chart-api/yYxkv4eorhA/P-MHQOLA19MJ
 
+/* testing
 
+		function placeMarker() {
 
+			var cli = chart.getChartLayoutInterface();
 
+			document.querySelector('.overlay-marker').style.top = Math.floor(cli.getYLocation(0) - 25) + "px";
 
+			var spot = Math.round(Math.max(25000 * Math.random(), 15000))
 
+			$('#pt_status').text(spot);
 
+			$('#spot').text(spot);
 
+			document.querySelector('.overlay-marker').style.left = Math.floor(cli.getXLocation(spot)) + "px";
 
+		};
 
+
 
+
 
+		var cli = chart.getChartLayoutInterface();
 
+
 
+		var l= cli.getChartAreaBoundingBox().left;
 
+		var t=cli.getChartAreaBoundingBox().top;
 
+		var h=cli.getChartAreaBoundingBox().height;
 
+		var w= cli.getChartAreaBoundingBox().width;
 
+		var hx = cli.getYLocation(50000);
 
+		var cx = cli.getYLocation(0);
 
+
 
+		$('#pt_status').text(l + ':' + t  + ':' + h  + ':' + w + ':' + hx + ':' + cx);
 
+		  function chartMouseOver(e) {
 
+			var cli = chart.getChartLayoutInterface();
 
+			var xx = Math.floor(cli.getXLocation(e['row'])) + 'px';
 
+			var yy = Math.floor(cli.getYLocation(data.getValue(e['row'], 1))) + 'px';
 
+		  	$('#pt_status').text(e['row'] + ':' + xx +  + ':' + yy + ':' + data.getValue(e['row'], 1));
 
+		  	$('#pt2_status').text(e['row'] + ':' + cli.getHAxisValue(e['row']));
 
+		  }
 
+*/
 
+      } // end drawChart
 
+
 
+
 
+
 
+
 
+
 
+
 
+    </script>
 
+
 
+
 
+  </head>
 
+  <body>
 
+<div id='pt_status'></div>
 
+<div id='pt2_status'></div>
 
+<div id="chart_div" style="width: 900px; height: 800px;"></div>
 
+<div id='temp'></div>
 
+  <div class="overlay-marker">
 
+  <img src="/public/green_marker.png" height="50"><div id='spot'></div>
 
+  </div>
 
+  </body>
 
+</html>
 
+

Fișier diff suprimat deoarece este prea mare
+ 18 - 0
html/jq-test-tab.html


Fișier diff suprimat deoarece este prea mare
+ 17 - 0
html/jq-test-tab.html~


+ 255 - 0
html/opt-chains-tmpl-no-tabs.html
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+<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>

+ 286 - 0
html/opt-chains-tmpl-with-tabs.html
Vizualizați fișierul 

@@ -0,0 +1,286 @@
 
+<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>
 
+<link rel="stylesheet" href="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/themes/smoothness/jquery-ui.css">
 
+<script src="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/jquery-ui.min.js"></script>
 
+
 
+    <script type="text/javascript">
 
+//      google.load("visualization", "1", {packages:["corechart"]});
 
+//      google.load('visualization', '1', {'packages':['table', 'corehart']});
 
+      google.load("visualization", "1.1", {packages:["corechart", '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>
 
+    <script>
 
+	$(document).ready(function() {
 
+		$(function() {
 
+			$( "#tabs" ).tabs();
 
+		});
 
+
 
+});
 
+
 
+
 
+    </script>
 
+
 
+  </head>
 
+  <body>
 
+
 
+<div id="tabs">
 
+  <ul>
 
+    <li><a href="#tabs-1">Volatility Curves</a></li>
 
+    <li><a href="#tabs-2">Implied Volatility Table</a></li>
 
+    <li><a href="#tabs-3">Risk Distribution</a></li>
 
+  </ul>
 
+  <div id="tabs-1">
 
+        <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>
 
+
 
+  </div>
 
+  <div id="tabs-2">
 
+	<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>
 
+    
+  </div>
 
+  <div id="tabs-3">
 
+  </div>
 
+</div>
 
+
 
+
 
+
 
+
 
+
 
+  </body>
 
+</html>

+ 288 - 0
html/opt-chains-tmpl-with-tabs.html~
Vizualizați fișierul 

@@ -0,0 +1,288 @@
 
+<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>
 
+<link rel="stylesheet" href="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/themes/smoothness/jquery-ui.css">
 
+<script src="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/jquery-ui.min.js"></script>
 
+
 
+    <script type="text/javascript">
 
+//      google.load("visualization", "1", {packages:["corechart"]});
 
+//      google.load('visualization', '1', {'packages':['table', 'corehart']});
 
+	google.load("visualization", "1.1", {packages:["corechart", '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>
 
+    <script>
 
+$(document).ready(function() {
 
+
 
+      google.setOnLoadCallback(drawChart);
 
+//	$(function() {
 
+//		$( "#tabs" ).tabs();
 
+//	});
 
+
 
+});
 
+
 
+
 
+    </script>
 
+
 
+  </head>
 
+  <body>
 
+
 
+<div id="tabs">
 
+  <ul>
 
+    <li><a href="#tabs-1">Volatility Curves</a></li>
 
+    <li><a href="#tabs-2">Implied Volatility Table</a></li>
 
+    <li><a href="#tabs-3">Risk Distribution</a></li>
 
+  </ul>
 
+  <div id="tabs-1">
 
+        <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>
 
+
 
+  </div>
 
+  <div id="tabs-2">
 
+	<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>
 
+    
+  </div>
 
+  <div id="tabs-3">
 
+  </div>
 
+</div>
 
+
 
+
 
+
 
+
 
+
 
+  </body>
 
+</html>

+ 59 - 28
html/opt-chains-tmpl.html~
Vizualizați fișierul 

@@ -4,9 +4,11 @@
 
   <title> Trading Options Monitor </title>
 
   <title> Trading Options Monitor </title>
 
     <script type="text/javascript" src="https://www.google.com/jsapi"></script>
 
     <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" src="http://cdnjs.cloudflare.com/ajax/libs/mathjs/2.1.1/math.min.js"></script>
 
+
 
     <script type="text/javascript">
 
     <script type="text/javascript">
 
-      google.load("visualization", "1", {packages:["corechart"]});
 
-      google.load('visualization', '1', {'packages':['table']});
 
+//      google.load("visualization", "1", {packages:["corechart"]});
 
+//      google.load('visualization', '1', {'packages':['table', 'corehart']});
 
+	google.load("visualization", "1.1", {packages:["corechart", 'table']});
 
       google.setOnLoadCallback(drawChart);
 
       google.setOnLoadCallback(drawChart);
 
       function drawChart() {
 
       function drawChart() {
 
 	// data contains implied vols for a series of this and next month options
 
 	// data contains implied vols for a series of this and next month options
 
@@ -171,7 +173,7 @@
 
             
             
             $.ajax({
 
             $.ajax({
 
                 type: 'Post',
 
                 type: 'Post',
 
-                url: '/ws_market_data?r_ckey=HSI-20150929-FUT-&fid=4',
 
+                url: '/ws_market_data?r_ckey=HSI-20151029-FUT-&fid=4',
 
                 success: function (data) {
 
                 success: function (data) {
 
 			document.getElementById('undly_last_px').value = data;
 
 			document.getElementById('undly_last_px').value = data;
 
                 }
 
                 }
 
@@ -212,42 +214,71 @@
 
             });
 
             });
 
 
 
 
 
-
 
         })
 
         })
 
     })
 
     })
 
     </script>
 
     </script>
 
+    <script>
 
+$(document).ready(function() {
 
+
 
+      google.setOnLoadCallback(drawChart);
 
+//	$(function() {
 
+//		$( "#tabs" ).tabs();
 
+//	});
 
+
 
+});
 
+
 
+
 
+    </script>
 
 
 
   </head>
 
   </head>
 
   <body>
 
   <body>
 
+
 
+<div id="tabs">
 
+  <ul>
 
+    <li><a href="#tabs-1">Volatility Curves</a></li>
 
+    <li><a href="#tabs-2">Implied Volatility Table</a></li>
 
+    <li><a href="#tabs-3">Risk Distribution</a></li>
 
+  </ul>
 
+  <div id="tabs-1">
 
         <div id="d_undly_last_px">
 
         <div id="d_undly_last_px">
 
             <input type="button" id="b_refresh" value="Refresh Price" />
 
             <input type="button" id="b_refresh" value="Refresh Price" />
 
 	    <output id=undly_last_px></output>
 
 	    <output id=undly_last_px></output>
 
 	    <output id=ssidx_px></output>
 
 	    <output id=ssidx_px></output>
 
         </div>
 
         </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>
 
+        <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>
 
+
 
+  </div>
 
+  <div id="tabs-2">
 
+	<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>
 
+    
+  </div>
 
+  <div id="tabs-3">
 
+  </div>
 
+</div>
 
+
 
+

+ 172 - 0
html/opt-pos-chart-tmpl-no-tabs.html
Vizualizați fișierul 

@@ -0,0 +1,172 @@
 
+<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", 'table','gauge']});
 
+//      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();
 
+
 
+
 
+
 
+////////////////////////////////////////////////////////////////////////////////
 
+// guage functions
 
+
 
+		var dataG = google.visualization.arrayToDataTable([
 
+		  ['Label', 'Value'],
 
+		  ['Delta', 0],
 
+		  ['Delta-C', 0],
 
+		  ['Delta-P', 0]
 
+		]);
 
+
 
+		var optionsG = {
 
+
 
+		  width: 400, height: 120,
 
+		  redFrom: -50, redTo: -25,
 
+		  yellowFrom:-24, yellowTo: -15,
 
+		  greenFrom: -10, greenTo: 10,	
+		  minorTicks: 5,
 
+		  min: -50, max: 50
 
+		};
 
+
 
+		var dataT = google.visualization.arrayToDataTable([
 
+		  ['Label', 'Value'],
 
+		  ['Theta', 0],
 
+		  ['Theta-C', 0],
 
+		  ['Theta-P', 0]
 
+		]);
 
+
 
+		var optionsT = {
 
+
 
+		  width: 400, height: 120,
 
+		  redFrom: -3000, redTo: -2000,
 
+		  yellowFrom:-1999, yellowTo: 500,
 
+		  greenFrom: 5000, greenTo: 15000,	
+		  minorTicks: 5,
 
+		  min: -3000, max: 15000
 
+		};
 
+
 
+		var gchart = new google.visualization.Gauge(document.getElementById('chart_div'));
 
+//		refreshPortSummary();
 
+//		gchart.draw(dataG, optionsG);
 
+
 
+		var tchart = new google.visualization.Gauge(document.getElementById('chartTheta_div'));
 
+		refreshPortSummary();
 
+		
+		function refreshPortSummary(){
 
+		    $.ajax({
 
+			type: 'Post',
 
+			url: '/ws_port_summary',
 
+			success: function (data) {
 
+				//alert(data);
 
+				var jdata = JSON.parse(data);
 
+				$('#temp').text(data);				
+				//alert(jdata.delta_all);
 
+				
+				dataG.setValue(0, 1, Math.round(jdata.delta_all*100)/100);
 
+				dataG.setValue(1, 1, Math.round(jdata.delta_c*100)/100);
 
+				dataG.setValue(2, 1, Math.round(jdata.delta_p*100)/100);
 
+				gchart.draw(dataG, optionsG);
 
+
 
+				dataT.setValue(0, 1, Math.round(jdata.theta_all));
 
+				dataT.setValue(1, 1, Math.round(jdata.theta_c));
 
+				dataT.setValue(2, 1, Math.round(jdata.theta_p));
 
+				tchart.draw(dataT, optionsT);
 
+
 
+				$('#pt_status').text("Unreal P/L: " + Math.round(jdata.unreal_pl*100)/100 + "   Cal Status: " + jdata.status);
 
+
 
+			}
 
+		    });
 
+
 
+		};
 
+
 
+		setInterval(function() {
 
+			refreshPortSummary();
 
+		}, 9500);    
+
 
+
 
+
 
+
 
+
 
+
 
+
 
+
 
+      } // end drawChart
 
+
 
+
 
+
 
+
 
+
 
+
 
+
 
+	
+
 
+
 
+		//})
 
+
 
+//	});
 
+
 
+    </script>
 
+
 
+
 
+  </head>
 
+  <body>
 
+<div id='pt_status'></div>
 
+<div id="chart_div" style="width: 400px; height: 120px;"></div>
 
+<div id="chartTheta_div" style="width: 400px; height: 120px;"></div>
 
+
 
+    <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>
 
+

+ 187 - 0
html/opt-pos-chart-tmpl-with-tabs.html
Vizualizați fișierul 

@@ -0,0 +1,187 @@
 
+<html>
 
+  <head>
 
+  <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
 
+<link rel="stylesheet" href="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/themes/smoothness/jquery-ui.css">
 
+<script src="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/jquery-ui.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", 'table','gauge']});
 
+//      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();
 
+
 
+
 
+
 
+////////////////////////////////////////////////////////////////////////////////
 
+// guage functions
 
+
 
+		var dataG = google.visualization.arrayToDataTable([
 
+		  ['Label', 'Value'],
 
+		  ['Delta', 0],
 
+		  ['Delta-C', 0],
 
+		  ['Delta-P', 0]
 
+		]);
 
+
 
+		var optionsG = {
 
+
 
+		  width: 400, height: 120,
 
+		  redFrom: -50, redTo: -25,
 
+		  yellowFrom:-24, yellowTo: -15,
 
+		  greenFrom: -10, greenTo: 10,	
+		  minorTicks: 5,
 
+		  min: -50, max: 50
 
+		};
 
+
 
+		var dataT = google.visualization.arrayToDataTable([
 
+		  ['Label', 'Value'],
 
+		  ['Theta', 0],
 
+		  ['Theta-C', 0],
 
+		  ['Theta-P', 0]
 
+		]);
 
+
 
+		var optionsT = {
 
+
 
+		  width: 400, height: 120,
 
+		  redFrom: -3000, redTo: -2000,
 
+		  yellowFrom:-1999, yellowTo: 500,
 
+		  greenFrom: 5000, greenTo: 15000,	
+		  minorTicks: 5,
 
+		  min: -3000, max: 15000
 
+		};
 
+
 
+		var gchart = new google.visualization.Gauge(document.getElementById('chart_div'));
 
+//		refreshPortSummary();
 
+//		gchart.draw(dataG, optionsG);
 
+
 
+		var tchart = new google.visualization.Gauge(document.getElementById('chartTheta_div'));
 
+		refreshPortSummary();
 
+		
+		function refreshPortSummary(){
 
+		    $.ajax({
 
+			type: 'Post',
 
+			url: '/ws_port_summary',
 
+			success: function (data) {
 
+				//alert(data);
 
+				var jdata = JSON.parse(data);
 
+				$('#temp').text(data);				
+				//alert(jdata.delta_all);
 
+				
+				dataG.setValue(0, 1, Math.round(jdata.delta_all*100)/100);
 
+				dataG.setValue(1, 1, Math.round(jdata.delta_c*100)/100);
 
+				dataG.setValue(2, 1, Math.round(jdata.delta_p*100)/100);
 
+				gchart.draw(dataG, optionsG);
 
+
 
+				dataT.setValue(0, 1, Math.round(jdata.theta_all));
 
+				dataT.setValue(1, 1, Math.round(jdata.theta_c));
 
+				dataT.setValue(2, 1, Math.round(jdata.theta_p));
 
+				tchart.draw(dataT, optionsT);
 
+
 
+				$('#pt_status').text("Unreal P/L: " + Math.round(jdata.unreal_pl*100)/100 + "   Cal Status: " + jdata.status);
 
+
 
+			}
 
+		    });
 
+
 
+		};
 
+
 
+		setInterval(function() {
 
+			refreshPortSummary();
 
+		}, 9500);    
+
 
+
 
+
 
+
 
+
 
+
 
+
 
+
 
+      } // end drawChart
 
+
 
+
 
+
 
+
 
+
 
+
 
+
 
+	
+
 
+
 
+		//})
 
+
 
+//	});
 
+
 
+    </script>
 
+    <script>
 
+	$(function() {
 
+		$( "#tabs" ).tabs();
 
+	});
 
+    </script>
 
+
 
+  </head>
 
+  <body>
 
+<div id="tabs">
 
+  <ul>
 
+    <li><a href="#tabs-1">Dashboard</a></li>
 
+    <li><a href="#tabs-2">Position Distribution</a></li>
 
+    <li><a href="#tabs-3">Risk Distribution</a></li>
 
+  </ul>
 
+  <div id="tabs-1">
 
+	<div id='pt_status'></div>
 
+	<div id="chart_div" style="width: 400px; height: 120px;"></div>
 
+	<div id="chartTheta_div" style="width: 400px; height: 120px;"></div>
 
+  </div>
 
+  <div id="tabs-2">
 
+    <div id="barchart_material" style="width: 900px; height: 500px;"></div>
 
+    
+  </div>
 
+  <div id="tabs-3">
 
+<div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
 
+  </div>
 
+</div>
 
+
 
+  </body>
 
+</html>
 
+

+ 32 - 16
html/opt-pos-chart-tmpl.html~
Vizualizați fișierul 

@@ -1,12 +1,15 @@
 
 <html>
 
 <html>
 
   <head>
 
   <head>
 
   <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
 
   <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.3/jquery.min.js"></script>
 
+<link rel="stylesheet" href="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/themes/smoothness/jquery-ui.css">
 
+<script src="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/jquery-ui.min.js"></script>
 
+
 
     <script type="text/javascript" src="https://www.google.com/jsapi"></script>
 
     <script type="text/javascript" src="https://www.google.com/jsapi"></script>
 
     <script type="text/javascript">
 
     <script type="text/javascript">
 
       google.load("visualization", "1.1", {packages:["bar", 'table','gauge']});
 
       google.load("visualization", "1.1", {packages:["bar", 'table','gauge']});
 
 //      google.load('visualization', '1', {'packages':['table']});
 
 //      google.load('visualization', '1', {'packages':['table']});
 
 //      google.load("visualization", "1.1", {packages:["corechart"]});
 
 //      google.load("visualization", "1.1", {packages:["corechart"]});
 
-      google.setOnLoadCallback(drawChart);
 
+//      google.setOnLoadCallback(drawChart);
 
       function drawChart() {
 
       function drawChart() {
 
         var data = google.visualization.arrayToDataTable([
 
         var data = google.visualization.arrayToDataTable([
 
           ['Strike Price', 'P', 'C', ],
 
           ['Strike Price', 'P', 'C', ],
 
@@ -64,8 +67,7 @@
 
 		]);
 
 		]);
 
 
 
 		var optionsG = {
 
 		var optionsG = {
 
-		  chart:{
 
-			  title: 'Portfolio Delta Value'}, 
+
 
 		  width: 400, height: 120,
 
 		  width: 400, height: 120,
 
 		  redFrom: -50, redTo: -25,
 
 		  redFrom: -50, redTo: -25,
 
 		  yellowFrom:-24, yellowTo: -15,
 
 		  yellowFrom:-24, yellowTo: -15,
 
@@ -82,8 +84,7 @@
 
 		]);
 
 		]);
 
 
 
 		var optionsT = {
 
 		var optionsT = {
 
-		  chart:{
 
-		  	title: 'Portfolio Theta Value'},
 
+
 
 		  width: 400, height: 120,
 
 		  width: 400, height: 120,
 
 		  redFrom: -3000, redTo: -2000,
 
 		  redFrom: -3000, redTo: -2000,
 
 		  yellowFrom:-1999, yellowTo: 500,
 
 		  yellowFrom:-1999, yellowTo: 500,
 
@@ -153,21 +154,36 @@
 
 //	});
 
 //	});
 
 
 
     </script>
 
     </script>
 
-
 
+    <script>
 
+	$(document).ready(function(){
 
+	        google.setOnLoadCallback(drawChart);
 
+		$(function() {
 
+			$( "#tabs" ).tabs();
 
+		});
 
+	});
 
+    </script>
 
 
 
   </head>
 
   </head>
 
   <body>
 
   <body>
 
-<div id='pt_status'></div>
 
-<div id="chart_div" style="width: 400px; height: 120px;"></div>
 
-<div id="chartTheta_div" style="width: 400px; height: 120px;"></div>
 
-
 
+<div id="tabs">
 
+  <ul>
 
+    <li><a href="#tabs-1">Dashboard</a></li>
 
+    <li><a href="#tabs-2">Position Distribution</a></li>
 
+    <li><a href="#tabs-3">Risk Distribution</a></li>
 
+  </ul>
 
+  <div id="tabs-1">
 
+	<div id='pt_status'></div>
 
+	<div id="chart_div" style="width: 400px; height: 120px;"></div>
 
+	<div id="chartTheta_div" style="width: 400px; height: 120px;"></div>
 
+  </div>
 
+  <div id="tabs-2">
 
     <div id="barchart_material" style="width: 900px; height: 500px;"></div>
 
     <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>
 
+    
+  </div>
 
+  <div id="tabs-3">
 
+<div id='chartTbl_div' style='width: 900px; height: 500px;'></div>
 
+  </div>
 
+</div>
 
 
 
   </body>
 
   </body>
 
 </html>
 
 </html>

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html/public/green_marker.png
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