Minor changes

rylorin · May 11, 2024 · 0a386de · 0a386de
1 parent 4de7085
commit 0a386de
Show file tree

Hide file tree

Showing 12 changed files with 608 additions and 467 deletions.
diff --git a/.eslintrc.json b/.eslintrc.json
@@ -26,7 +26,7 @@
     "@typescript-eslint/no-non-null-assertion": "off", // behavior mismatch between TSlint and TScompiler. I make a valid usage of non null assertions
     "@typescript-eslint/no-inferrable-types": "error",
     "@typescript-eslint/no-misused-promises": "error",
-    "@typescript-eslint/no-unnecessary-type-assertion": "off", // behavior mismatch between TSlint and TScompiler. giving too many useless errors
+    "@typescript-eslint/no-unnecessary-type-assertion": "off", // I allow unnecessary type assertions
     "@typescript-eslint/no-unsafe-argument": "error",
     "@typescript-eslint/no-unsafe-assignment": "off", // off for the moment because we have too many warnings
     "@typescript-eslint/no-unsafe-call": "error",

diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
@@ -18,7 +18,7 @@ jobs:
       - name: Setup Node.js
         uses: actions/setup-node@v4
         with:
-          node-version: 20.11.1
+          node-version: 20.12.2
           cache: "yarn" # caches the yarn cache folder not node_modules
 
       - name: Prepare

diff --git a/.github/workflows/check.yml b/.github/workflows/check.yml
@@ -18,7 +18,7 @@ jobs:
       - name: Setup Node.js
         uses: actions/setup-node@v4
         with:
-          node-version: 20.11.1
+          node-version: 20.12.2
           cache: "yarn" # caches the yarn cache folder not node_modules
 
       - name: Prepare

diff --git a/package.json b/package.json
@@ -40,45 +40,45 @@
     "@chakra-ui/system": "^2.6.2",
     "@emotion/react": "^11.11.4",
     "@emotion/styled": "^11.11.5",
-    "@stoqey/ib": "stoqey/ib#bae47e65685f6b752e424450966e4e9df715830c",
-    "@tanstack/react-table": "^8.15.3",
+    "@stoqey/ib": "stoqey/ib#ce245005089569ba2f6cc20bec9862693f4b7952",
+    "@tanstack/react-table": "^8.16.0",
     "chakra-react-select": "^4.7.6",
     "chart.js": "^4.4.2",
     "cors": "^2.8.5",
     "dotenv": "^16.4.5",
     "express": "^4.19.2",
     "fast-xml-parser": "^4.3.6",
-    "formik": "^2.4.5",
-    "framer-motion": "^11.0.24",
+    "formik": "^2.4.6",
+    "framer-motion": "^11.1.9",
     "json-stringify-safe": "^5.0.1",
-    "react": "^18.2.0",
+    "react": "^18.3.1",
     "react-chartjs-2": "^5.2.0",
-    "react-dom": "^18.2.0",
-    "react-router-dom": "^6.22.3",
+    "react-dom": "^18.3.1",
+    "react-router-dom": "^6.23.1",
     "reflect-metadata": "^0.2.2",
-    "sequelize": "^6.37.2",
+    "sequelize": "^6.37.3",
     "sequelize-typescript": "^2.1.6",
     "sqlite3": "^5.1.7",
     "winston": "^3.13.0",
-    "yahoo-finance2": "^2.11.0"
+    "yahoo-finance2": "^2.11.2"
   },
   "devDependencies": {
-    "@babel/core": "^7.24.3",
+    "@babel/core": "^7.24.5",
     "@chakra-ui/storybook-addon": "^5.1.0",
-    "@storybook/addon-actions": "^8.0.5",
-    "@storybook/addon-essentials": "^8.0.5",
-    "@storybook/addon-links": "^8.0.5",
-    "@storybook/cli": "^8.0.5",
-    "@storybook/components": "^8.0.5",
-    "@storybook/react": "^8.0.5",
-    "@storybook/react-vite": "^8.0.5",
+    "@storybook/addon-actions": "^8.0.10",
+    "@storybook/addon-essentials": "^8.0.10",
+    "@storybook/addon-links": "^8.0.10",
+    "@storybook/cli": "^8.0.10",
+    "@storybook/components": "^8.0.10",
+    "@storybook/react": "^8.0.10",
+    "@storybook/react-vite": "^8.0.10",
     "@storybook/testing-library": "^0.2.2",
     "@types/cors": "^2.8.17",
     "@types/express": "^4.17.21",
     "@types/json-stringify-safe": "^5.0.3",
-    "@types/node": "^20.12.2",
-    "@types/react": "^18.2.73",
-    "@types/react-dom": "^18.2.23",
+    "@types/node": "^20.12.11",
+    "@types/react": "^18.3.1",
+    "@types/react-dom": "^18.3.0",
     "@types/react-router-dom": "^5.3.3",
     "@types/validator": "^13.11.9",
     "@typescript-eslint/eslint-plugin": "^7.4.0",
@@ -91,21 +91,21 @@
     "eslint-plugin-prettier": "^5.1.3",
     "eslint-plugin-rxjs": "^5.0.3",
     "eslint-plugin-storybook": "^0.8.0",
-    "http-proxy-middleware": "^2.0.6",
+    "http-proxy-middleware": "^3.0.0",
     "husky": "^9.0.11",
     "lint-staged": "^15.2.2",
     "patch-package": "^8.0.0",
     "prettier": "^3.2.5",
     "rxjs": "^7.8.1",
-    "storybook": "^8.0.5",
-    "stylelint": "^16.3.1",
+    "storybook": "^8.0.10",
+    "stylelint": "^16.5.0",
     "stylelint-config-standard": "^36.0.0",
     "ts-node-dev": "^2.0.0",
-    "typescript": "^5.4.3",
-    "vite": "^5.2.7",
+    "typescript": "^5.4.5",
+    "vite": "^5.2.11",
     "webpack": "^5.91.0"
   },
   "engines": {
-    "node": "^20.11.1"
+    "node": "^20.12.2"
   }
 }
diff --git a/src/bots/account.bot.ts b/src/bots/account.bot.ts
@@ -84,7 +84,6 @@ export class AccountUpdateBot extends ITradingBot {
 
   private createAndUpdateLegs(order: IbOpenOrder, transaction: Transaction): Promise<IbOpenOrder> {
     if (order.contract.secType == SecType.BAG) {
-      // eslint-disable-next-line @typescript-eslint/no-unnecessary-type-assertion
       return order.contract.comboLegs!.reduce(
         (p, leg) =>
           p.then(() =>
@@ -100,17 +99,14 @@ export class AccountUpdateBot extends ITradingBot {
                 // portfolioId: this.portfolio.id,
                 // contract_id: contract.id,
                 actionType: order.order.action == leg.action ? OrderAction.BUY : OrderAction.SELL,
-                // eslint-disable-next-line @typescript-eslint/no-unnecessary-type-assertion
                 totalQty: order.order.totalQuantity! * leg.ratio!,
-                // eslint-disable-next-line @typescript-eslint/no-unnecessary-type-assertion
                 cashQty: order.order.cashQty ? order.order.cashQty * leg.ratio! : undefined,
                 lmtPrice: undefined,
                 auxPrice: undefined,
                 status: order.orderState.status!,
                 remainingQty: order.orderStatus
-                  ? order.orderStatus.remaining! * leg.ratio! // eslint-disable-line @typescript-eslint/no-unnecessary-type-assertion
-                  : order.order.totalQuantity! * leg.ratio!, // eslint-disable-line @typescript-eslint/no-unnecessary-type-assertion
-
+                  ? order.orderStatus.remaining! * leg.ratio!
+                  : order.order.totalQuantity! * leg.ratio!,
                 orderId: order.orderId,
                 clientId: order.order.clientId!,
               };
@@ -228,7 +224,7 @@ export class AccountUpdateBot extends ITradingBot {
     const defaults = {
       portfolio_id: this.portfolio.id,
       quantity: pos.pos,
-      cost: pos.avgCost! * pos.pos, // eslint-disable-line @typescript-eslint/no-unnecessary-type-assertion
+      cost: pos.avgCost! * pos.pos,
     };
     return this.findOrCreateContract(pos.contract).then((contract): Promise<Position | undefined> => {
       if (defaults.quantity) {

diff --git a/src/bots/cc.bot.ts b/src/bots/cc.bot.ts
@@ -43,7 +43,7 @@ export class SellCoveredCallsBot extends ITradingBot {
         parameter !== null &&
         parameter.ccStrategy > 0 &&
         // RULE : stock price is higher than previous close
-        parameter.underlying.livePrice > parameter.underlying.previousClosePrice
+        parameter.underlying.livePrice > parameter.underlying.previousClosePrice!
       ) {
         this.printObject(parameter);
         // RULE defensive : strike > cours (OTM) & strike > position avg price
@@ -61,7 +61,7 @@ export class SellCoveredCallsBot extends ITradingBot {
             lastTradeDate: { [Op.gt]: new Date() },
             callOrPut: "C",
             delta: {
-              [Op.lt]: 1 - this.portfolio.ccWinRatio, // RULE : delta < 0.25
+              [Op.lt]: 1 - this.portfolio.ccWinRatio!, // RULE : delta < 0.25
             },
           },
           include: [
@@ -87,7 +87,7 @@ export class SellCoveredCallsBot extends ITradingBot {
           for (const option of options) {
             // const expiry: Date = new Date(option.lastTradeDate);
             const diffDays = Math.ceil((option.expiryDate.getTime() - Date.now()) / (1000 * 3600 * 24));
-            option["yield"] = (option.contract.bid / option.strike / diffDays) * 360;
+            option["yield"] = (option.contract.bid! / option.strike / diffDays) * 360;
             // option.stock.contract = await Contract.findByPk(option.stock.id);
           }
           // eslint-disable-next-line @typescript-eslint/no-unnecessary-type-assertion,@typescript-eslint/no-non-null-assertion
@@ -104,7 +104,7 @@ export class SellCoveredCallsBot extends ITradingBot {
               ITradingBot.CcOrder(
                 OrderAction.SELL,
                 Math.floor(free_for_this_symbol / option.multiplier),
-                option.contract.ask,
+                option.contract.ask!,
               ),
             )
             .then((orderId: number) => {

diff --git a/src/bots/csp.bot.ts b/src/bots/csp.bot.ts
@@ -101,7 +101,7 @@ export class SellCashSecuredPutBot extends ITradingBot {
     );
     // RULE 7: stock price is lower than previous close
     const options =
-      parameter.underlying.livePrice > parameter.underlying.previousClosePrice
+      parameter.underlying.livePrice > parameter.underlying.previousClosePrice!
         ? []
         : await OptionContract.findAll({
             where: {
@@ -112,7 +112,7 @@ export class SellCashSecuredPutBot extends ITradingBot {
               lastTradeDate: { [Op.gt]: new Date() },
               callOrPut: OptionType.Put,
               delta: {
-                [Op.gt]: this.portfolio.cspWinRatio - 1, // RULE 3: delta >= -0.2
+                [Op.gt]: this.portfolio.cspWinRatio! - 1, // RULE 3: delta >= -0.2
               },
             },
             include: [
@@ -149,7 +149,7 @@ export class SellCashSecuredPutBot extends ITradingBot {
       (await this.getTotalBalanceInBase()) +
       (await this.getContractPositionValueInBase(this.portfolio.benchmark)) +
       (await this.getOptionShortPositionsValueInBase(this.portfolio.benchmark.id, OptionType.Call));
-    const max_for_all_symbols = invest_base * this.portfolio.putRatio - total_engaged;
+    const max_for_all_symbols = invest_base * this.portfolio.putRatio! - total_engaged;
     console.log(
       "max_for_all_symbols:",
       max_for_all_symbols,
@@ -166,11 +166,11 @@ export class SellCashSecuredPutBot extends ITradingBot {
       const stock = await StockContract.findByPk(option.stock.id);
       if (option.strike * option.multiplier * this.base_rates[option.contract.currency] < max_for_all_symbols) {
         // eslint-disable-next-line @typescript-eslint/no-unnecessary-type-assertion,@typescript-eslint/no-non-null-assertion
-        if (option.impliedVolatility > stock!.historicalVolatility) {
+        if (option.impliedVolatility! > stock!.historicalVolatility!) {
           // RULE 1: implied volatility > historical volatility
           // const expiry: Date = new Date(option.lastTradeDate);
           const diffDays = Math.ceil((option.expiryDate.getTime() - Date.now()) / (1000 * 3600 * 24));
-          option["yield"] = (option.contract.bid / option.strike / diffDays) * 360;
+          option["yield"] = (option.contract.bid! / option.strike / diffDays) * 360;
           // option.stock.contract = await Contract.findByPk(option.stock.id);
           filtered_options.push(option);
         }

diff --git a/src/bots/importer.bot.ts b/src/bots/importer.bot.ts
@@ -324,7 +324,7 @@ export class ImporterBot extends ITradingBot {
    multiplier: '20',
    strike: '14780',
    expiry: '2023-06-09',
-   tradeID: '556404027',
+   tradeID: '55644027',
    putCall: 'C',
    reportDate: '2023-06-12',
    principalAdjustFactor: '',
@@ -545,7 +545,7 @@ export class ImporterBot extends ITradingBot {
    fxRateToBase: '1',
    assetCategory: '',
    symbol: '',
-   description: 'DISBURSEMENT INITIATED BY Ronan-Yann Lorin',
+   description: 'DISBURSEMENT INITIATED BY ***',
    conid: '',
    securityID: '',
    securityIDType: '',
@@ -567,11 +567,11 @@ export class ImporterBot extends ITradingBot {
    commodityType: '',
    dateTime: '2023-06-14',
    settleDate: '2023-06-14',
-   amount: '-11914.7',
+   amount: '-1114.7',
    type: 'Deposits/Withdrawals',
    tradeID: '',
    code: '',
-   transactionID: '1934082449',
+   transactionID: '193402449',
    reportDate: '2023-06-14',
    clientReference: '',
    levelOfDetail: 'DETAIL'