gogadmin
/
finopt


			
							123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286
							<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', '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>