{"id":"node_modules/@investflex/volchartsjs/multi_expire_skew.js","dependencies":[{"name":"/home/hernan/workspace/tests/test-simulador/package.json","includedInParent":true,"mtime":1597264365661},{"name":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/volchartsjs/package.json","includedInParent":true,"mtime":1597264112536},{"name":"./utils","loc":{"line":1,"column":23},"parent":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/volchartsjs/multi_expire_skew.js","resolved":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/volchartsjs/utils.js"},{"name":"d3","loc":{"line":2,"column":20},"parent":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/volchartsjs/multi_expire_skew.js","resolved":"/home/hernan/workspace/tests/test-simulador/node_modules/d3/index.js"},{"name":"./chart_base","loc":{"line":3,"column":24},"parent":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/volchartsjs/multi_expire_skew.js","resolved":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/volchartsjs/chart_base.js"},{"name":"@investflex/iflexquantjs/iflexquant","loc":{"line":5,"column":24},"parent":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/volchartsjs/multi_expire_skew.js","resolved":"/home/hernan/workspace/tests/test-simulador/node_modules/@investflex/iflexquantjs/iflexquant.js"}],"generated":{"js":"\"use strict\";\n\nObject.defineProperty(exports, \"__esModule\", {\n  value: true\n});\nexports.MultiExpireSkewChart = void 0;\n\nvar utils = _interopRequireWildcard(require(\"./utils\"));\n\nvar d3 = _interopRequireWildcard(require(\"d3\"));\n\nvar _chart_base = require(\"./chart_base\");\n\nvar iquant = _interopRequireWildcard(require(\"@investflex/iflexquantjs/iflexquant\"));\n\nfunction _getRequireWildcardCache() { if (typeof WeakMap !== \"function\") return null; var cache = new WeakMap(); _getRequireWildcardCache = function () { return cache; }; return cache; }\n\nfunction _interopRequireWildcard(obj) { if (obj && obj.__esModule) { return obj; } if (obj === null || typeof obj !== \"object\" && typeof obj !== \"function\") { return { default: obj }; } var cache = _getRequireWildcardCache(); if (cache && cache.has(obj)) { return cache.get(obj); } var newObj = {}; var hasPropertyDescriptor = Object.defineProperty && Object.getOwnPropertyDescriptor; for (var key in obj) { if (Object.prototype.hasOwnProperty.call(obj, key)) { var desc = hasPropertyDescriptor ? Object.getOwnPropertyDescriptor(obj, key) : null; if (desc && (desc.get || desc.set)) { Object.defineProperty(newObj, key, desc); } else { newObj[key] = obj[key]; } } } newObj.default = obj; if (cache) { cache.set(obj, newObj); } return newObj; }\n\n// iflex quant\n'use strict';\n\nclass MultiExpireSkewChart extends _chart_base.ChartBase {\n  constructor() {\n    super();\n    this._baseUrl = null;\n    this._expirations = [];\n    this._sigmas = 2.0;\n    this._refreshInterval = 2000;\n    this._selection = null;\n    this._dataRoute = '/v1/exchanges/BVMF/instruments/{symbol}/multi-expire-skew';\n    this._xAxisType = 1; //1=strikes, 2=moneyness, 3=deltas\n\n    this._periodSelectorEnabled = false;\n    this._daysSelectorEnabled = false; // private vars\n\n    this._skewType = 'callput';\n    this._atmVol = 0.40;\n    this._underPx = null;\n    this._selectedExpirations = [];\n    this._selectors = [];\n    this._chartCode = 'mes';\n  }\n\n  get baseUrl() {\n    return this._baseUrl;\n  }\n\n  set baseUrl(value) {\n    this._baseUrl = value;\n  }\n\n  get symbol() {\n    return this._symbol;\n  }\n\n  set symbol(value) {\n    this._symbol = value;\n  }\n\n  get expirations() {\n    return this._expirations;\n  }\n\n  set expirations(value) {\n    this._expirations = value;\n  }\n\n  get sigmas() {\n    return this._sigmas;\n  }\n\n  set sigmas(value) {\n    this._sigmas = value;\n  }\n\n  get refreshInterval() {\n    return this._refreshInterval;\n  }\n\n  set refreshInterval(value) {\n    this._refreshInterval = value;\n  }\n\n  get selection() {\n    return this._selection;\n  }\n\n  set selection(value) {\n    this._selection = value;\n  }\n\n  get dataRoute() {\n    return this._dataRoute;\n  }\n\n  set dataRoute(value) {\n    this._dataRoute = value;\n  }\n\n  get xAxisType() {\n    return this._xAxisType;\n  }\n\n  set xAxisType(value) {\n    this._xAxisType = value;\n  } // Methods\n\n\n  _initialize() {\n    super._initialize();\n\n    console.log(\"initializing MultiExpireSkewChart\"); // Layout related configs\n\n    this._yTitle = 'chart.ytitle-ivol';\n    this._xTitle = 'chart.xtitle-strike';\n    this._colorScale = d3.scaleOrdinal(d3.schemeCategory10);\n    this._stroke_dasharray = 0;\n    this._stroke_width = 0.8;\n    this._dot_radius = 1.5; //this._showScatterChart = false;\n    //this._showLineChart = false;    \n  }\n\n  _yValue(d) {\n    if ('call' == this._skewType) {\n      return d.callSkew;\n    }\n\n    if ('put' == this._skewType) {\n      return d.putSkew;\n    }\n\n    return d.callPutSkew;\n  }\n\n  _xValue(d) {\n    if (3 == this._xAxisType) {\n      if ('call' == this._skewType) {\n        return d.callDelta;\n      }\n\n      if ('put' == this._skewType) {\n        return d.putDelta;\n      }\n\n      return d.putDelta;\n    }\n\n    if (2 == this._xAxisType) {\n      return d.moneyness;\n    }\n\n    return d.strike;\n  }\n\n  _isXdomainInverted() {\n    return false;\n  }\n\n  _xRangeValue(d) {\n    return this._xScale.invert(d);\n  }\n\n  _categoryValue(d) {\n    return d.expiration;\n  }\n\n  _tooltipValue(d) {\n    return utils.percF(d);\n  }\n\n  _legendValue(d) {\n    return 'Vcto. ' + d;\n  }\n\n  _getPanelSelectors() {\n    const selectors = [{\n      'id': 'mes_exp_sel',\n      'title': this._pgt.t('cpanel.titles.expirations'),\n      'type': 'checkBoxSelector',\n      'elements': this._expirations,\n      'selected': this._expirations\n    }, {\n      'id': 'mes_sigmas',\n      'title': this._pgt.t('cpanel.titles.strikes'),\n      'type': 'numStepper',\n      'min': 0.5,\n      'max': 3.0,\n      'value': 2.0,\n      'step': 0.5,\n      'label': this._pgt.t('cpanel.labels.interval.sigmas')\n    }, {\n      'id': 'mes_xaxis',\n      'title': this._pgt.t('cpanel.titles.xaxis'),\n      'type': 'radioSelector',\n      'elements': [\"Strike\", \"Moneyness\", \"Delta\"],\n      'selected': [\"Strike\"]\n    }];\n    return selectors;\n  }\n\n  _getApiUrl() {\n    return this._baseUrl + this._dataRoute.replace('{symbol}', this._symbol);\n  } // Url to get incrementl data of the current day only\n\n\n  _getRefreshApiUrl() {\n    return this._getApiUrl();\n  }\n\n  _parseChartData(json) {\n    return json;\n  }\n\n  _mapChartData(jdata) {\n    // Workaround we use again strikes on the delta position because we are going to iterate externally by\n    // strike and set the delta inside each element\n    var dados = []; //this._selectedExpirations = [];\n\n    var prices;\n\n    if (jdata.params) {\n      // define atm_vol for sigma intervals calc purposes\n      // we define here the first max_atm_vol of the serie (convention, its just to have areference for max and min x values)\n      this._atmVol = jdata.params['maxAtmVol']; // define underPx as the underPx of all first curve (convention)\n\n      this._underPx = jdata.params['underPx']; //console.log(this._atmVol, this._underPx);\n      //calc sigmas\n\n      prices = iquant.sigmaStockPrices(this._underPx, this._atmVol, this._sigmas, 20);\n    }\n\n    var self = this;\n    var new_expirations = [];\n    var c = 1;\n    jdata.params.expirations.forEach(parseData);\n\n    function parseData(item, index) {\n      // first time we get data only show up to 3 expirations\n      if (jdata.skews[item]) {\n        if (!self._expirations.includes(item)) {\n          self._expirations.push(item);\n\n          new_expirations.push(item);\n        }\n\n        jdata.skews[item]['callSkew'] = utils.uncompress(jdata.skews[item]['callSkew']);\n        jdata.skews[item]['putSkew'] = utils.uncompress(jdata.skews[item]['putSkew']);\n        jdata.skews[item]['callDelta'] = utils.uncompress(jdata.skews[item]['callDelta']);\n        jdata.skews[item]['putDelta'] = utils.uncompress(jdata.skews[item]['putDelta']);\n        dados = dados.concat(jdata.params.strikes.map(function (d, i) {\n          return {\n            'expiration': item,\n            'strike': d,\n            'moneyness': Math.log(d / jdata.params['underPx']),\n            'callPutSkew': utils.fitCallPutSkew(Math.log(d / self._underPx), jdata.skews[item]['callSkew'][i], jdata.skews[item]['putSkew'][i], d),\n            'underPx': jdata.params['underPx'],\n            'callSkew': jdata.skews[item]['callSkew'][i],\n            'putSkew': jdata.skews[item]['putSkew'][i],\n            'callDelta': jdata.skews[item]['callDelta'][i],\n            'putDelta': jdata.skews[item]['putDelta'][i]\n          };\n        }).filter(function (d) {\n          return self._yValue(d) > 0.05 && d.strike > prices[0] && d.strike < prices[1];\n        }));\n      }\n    }\n\n    if (self._firstDataSet) {\n      for (var i = 0; i < 3; i++) {\n        if (i < new_expirations.length) {\n          self._selectedExpirations.push(new_expirations[i]);\n        }\n      }\n\n      self._firstDataSet = false;\n    }\n\n    if (new_expirations.length > 0) {\n      this.controlPanel.selectorUpdates([{\n        'id': 'mes_exp_sel',\n        'elements': new_expirations,\n        'selected': self._selectedExpirations\n      }]);\n    }\n\n    return dados;\n  }\n\n  _filterChartData(data) {\n    var self = this; //console.log('filterChartData');\n\n    var i = 0;\n    const fdata = data.filter(function (d) {\n      i += 1;\n\n      if (self._firstDataSet) {\n        if (i < 3) {\n          return true;\n        } else {\n          return false;\n        }\n      } else {\n        return self._selectedExpirations.includes(d.expiration);\n      }\n    });\n    self._firstDataSet = false;\n    return fdata;\n  }\n\n  _appendChartData(jdata, jd) {\n    if ('skews' in jd) {\n      // first time we need to be sure params and skews dicts are created\n      if (!('skews' in jdata)) {\n        jdata['skews'] = {};\n        jdata['params'] = jd['params'];\n      }\n\n      for (var key in jd['skews']) {\n        // check if element with same key exists in current data\n        for (var dkey in jdata['skews']) {\n          if (key == dkey) {\n            jdata['skews'][dkey] = jd['skews'][key];\n            break;\n          }\n        }\n\n        jdata['skews'][key] = jd['skews'][key];\n      } // also update underPx \n\n\n      jdata['params']['underPx'] = jd['params']['underPx'];\n    }\n  }\n  /*************************************** Local methods  ********************************/\n\n\n  onSelectionsChange(selId, selections) {\n    if ('mes_exp_sel' == selId) {\n      this.expirationsChangeHandler(selections);\n    }\n\n    if ('mes_sigmas' == selId) {\n      this.strikesChangeHandler(selections);\n    }\n\n    if ('mes_xaxis' == selId) {\n      this.xaxisChangeHandler(selections);\n    }\n  }\n\n  expirationsChangeHandler(selections) {\n    this._selectedExpirations = selections;\n\n    this._render();\n  }\n\n  strikesChangeHandler(value) {\n    this.sigmas = value;\n\n    this._render();\n  }\n\n  xaxisChangeHandler(value) {\n    if (\"Strike\" == value) {\n      this._xAxisType = 1;\n    }\n\n    if (\"Moneyness\" == value) {\n      this._xAxisType = 2;\n    }\n\n    if (\"Delta\" == value) {\n      this._xAxisType = 3;\n    }\n\n    this._render();\n  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symbol(){\n    return this._symbol;\n  }\n\n  set symbol(value){\n    this._symbol = value;\n  }\n\n  get expirations(){\n    return this._expirations;\n  }\n\n  set expirations(value){\n    this._expirations = value;\n  }\n \n  get sigmas(){\n    return this._sigmas;\n  }\n\n  set sigmas(value){\n    this._sigmas = value;\n  }  \n\n  get refreshInterval(){\n    return this._refreshInterval;\n  }\n\n  set refreshInterval(value){\n    this._refreshInterval = value;\n  }   \n\n  get selection (){\n    return this._selection ;\n  }\n\n  set selection (value){\n    this._selection  = value;\n  }    \n\n  get dataRoute (){\n    return this._dataRoute ;\n  }\n\n  set dataRoute (value){\n    this._dataRoute  = value;\n  }   \n\n  get xAxisType (){\n    return this._xAxisType ;\n  }\n\n  set xAxisType (value){\n    this._xAxisType  = value;\n  } \n\n  // Methods\n  _initialize(){\n    super._initialize();\n    console.log(\"initializing MultiExpireSkewChart\");\n    \n    \n    // Layout related configs\n    this._yTitle = 'chart.ytitle-ivol';\n    this._xTitle = 'chart.xtitle-strike';\n    this._colorScale = d3.scaleOrdinal(d3.schemeCategory10);\n    this._stroke_dasharray = 0;\n    this._stroke_width = 0.8;\n    this._dot_radius = 1.5;\n    //this._showScatterChart = false;\n    //this._showLineChart = false;    \n  }  \n\n  _yValue(d){\n    if ('call' == this._skewType){\n      return d.callSkew;\n    }\n    if ('put' == this._skewType){\n      return d.putSkew;\n    }\n    return d.callPutSkew;\n  }\n\n  _xValue(d){\n    if (3 == this._xAxisType){\n      if ('call' == this._skewType){\n        return d.callDelta;\n      }\n      if ('put' == this._skewType){\n        return d.putDelta;\n      }\n      return d.putDelta;            \n    }\n    if (2 == this._xAxisType){\n      return d.moneyness;\n    }\n    return d.strike;\n  }\n\n  _isXdomainInverted(){\n    return false;\n  }\n\n  _xRangeValue(d){\n    return this._xScale.invert(d);\n  }\n\n  _categoryValue(d){\n    return d.expiration;\n  }\n\n  _tooltipValue(d){\n      return utils.percF(d);\n  }   \n\n  _legendValue(d){\n    return 'Vcto. ' + d;\n  }     \n\n  _getPanelSelectors(){\n     const selectors = [\n      {\n        'id': 'mes_exp_sel',\n        'title': this._pgt.t('cpanel.titles.expirations'),\n        'type': 'checkBoxSelector',\n        'elements': this._expirations,\n        'selected': this._expirations,\n      },\n      {\n        'id': 'mes_sigmas',\n        'title': this._pgt.t('cpanel.titles.strikes'),\n        'type': 'numStepper',\n        'min': 0.5,\n        'max': 3.0,\n        'value': 2.0,\n        'step': 0.5,\n        'label': this._pgt.t('cpanel.labels.interval.sigmas')\n      },\n      {\n        'id': 'mes_xaxis',\n        'title': this._pgt.t('cpanel.titles.xaxis'),\n        'type': 'radioSelector',\n        'elements': [\"Strike\", \"Moneyness\", \"Delta\"],\n        'selected': [\"Strike\"],\n      },\n    ]\n    return selectors;\n  }  \n  \n  _getApiUrl(){       \n    return this._baseUrl + this._dataRoute.replace('{symbol}', this._symbol); \n  } \n\n  // Url to get incrementl data of the current day only\n  _getRefreshApiUrl(){\n        return this._getApiUrl();\n  }  \n\n  _parseChartData(json){       \n    return json;                          \n  }           \n\n  _mapChartData(jdata){\n    // Workaround we use again strikes on the delta position because we are going to iterate externally by\n    // strike and set the delta inside each element\n\n    var dados = [];\n    //this._selectedExpirations = [];\n    var prices;\n    if (jdata.params){\n      // define atm_vol for sigma intervals calc purposes\n      // we define here the first max_atm_vol of the serie (convention, its just to have areference for max and min x values)\n      this._atmVol = jdata.params['maxAtmVol'];\n      // define underPx as the underPx of all first curve (convention)\n      this._underPx = jdata.params['underPx'];\n      //console.log(this._atmVol, this._underPx);\n      //calc sigmas\n      prices = iquant.sigmaStockPrices(this._underPx, this._atmVol, this._sigmas, 20);\n\n    }\n\n    var self = this;\n    var new_expirations = [];\n    var c=1;\n    jdata.params.expirations.forEach(parseData);\n    \n    function parseData(item, index){\n       // first time we get data only show up to 3 expirations\n      \n        if (jdata.skews[item]){\n\n          if (! (self._expirations.includes(item))){\n            self._expirations.push(item);\n            new_expirations.push(item);\n          }\n            jdata.skews[item]['callSkew'] = utils.uncompress(jdata.skews[item]['callSkew']);\n            jdata.skews[item]['putSkew'] = utils.uncompress(jdata.skews[item]['putSkew']);\n            jdata.skews[item]['callDelta'] = utils.uncompress(jdata.skews[item]['callDelta']);\n            jdata.skews[item]['putDelta'] = utils.uncompress(jdata.skews[item]['putDelta']);\n            dados = dados.concat(\n              jdata.params.strikes.map(function(d, i){\n                  return {\n                  'expiration': item,\n                  'strike': d,\n                  'moneyness': Math.log(d / jdata.params['underPx']),\n                  'callPutSkew': utils.fitCallPutSkew(Math.log(d / self._underPx), jdata.skews[item]['callSkew'][i], jdata.skews[item]['putSkew'][i], d) ,\n                  'underPx': jdata.params['underPx'],                     \n                  'callSkew': jdata.skews[item]['callSkew'][i],\n                  'putSkew': jdata.skews[item]['putSkew'][i],\n                  'callDelta': jdata.skews[item]['callDelta'][i],\n                  'putDelta': jdata.skews[item]['putDelta'][i],\n                  }  \n                }).filter(function (d) {\n                  return (self._yValue(d) > 0.05 \n                              && d.strike > prices[0] \n                              && d.strike < prices[1]\n                  )\n    \n                })             \n            ) \n      }\n    }\n\n    if (self._firstDataSet){\n      for (var i=0; i<3; i++){\n        if (i < new_expirations.length){\n          self._selectedExpirations.push(new_expirations[i]);\n        }\n      }\n      self._firstDataSet = false;\n    }     \n    if (new_expirations.length > 0){\n      this.controlPanel.selectorUpdates([\n        {\n          'id': 'mes_exp_sel',\n          'elements': new_expirations,\n          'selected': self._selectedExpirations,\n        }\n      ]);\n    }\n    \n    return dados;\n}               \n\n_filterChartData(data){\n  var self = this;\n  //console.log('filterChartData');\n  var i = 0;\n  const fdata = data.filter(function (d) {\n    i += 1;\n    if(self._firstDataSet){\n      if (i < 3){\n        return true;\n      }\n      else{\n        return false;\n      }\n    }\n    else{\n      return self._selectedExpirations.includes(d.expiration);\n    }    \n   })   \n  self._firstDataSet = false;\n  return fdata;\n }\n\n _appendChartData(jdata, jd){\n  if ('skews' in jd){\n\n    // first time we need to be sure params and skews dicts are created\n    if (! ('skews' in jdata)){\n      jdata['skews'] = {};\n      jdata['params'] = jd['params'];\n    }\n\n    for (var key in jd['skews']){\n      // check if element with same key exists in current data\n      for (var dkey in jdata['skews']){\n        if (key == dkey){\n          jdata['skews'][dkey] = jd['skews'][key];\n          break;\n        }\n      }\n    jdata['skews'][key] = jd['skews'][key];\n    }\n\n    // also update underPx \n    jdata['params']['underPx'] = jd['params']['underPx'];\n  } \n}\n\n\n/*************************************** Local methods  ********************************/\n\nonSelectionsChange(selId, selections){\n   if ('mes_exp_sel' == selId){\n    this.expirationsChangeHandler(selections);\n  }\n  if ('mes_sigmas' == selId){\n    this.strikesChangeHandler(selections);\n  }\n  if ('mes_xaxis' == selId){\n    this.xaxisChangeHandler(selections);\n  }  \n}\n\n\n expirationsChangeHandler(selections){\n    this._selectedExpirations = selections;\n    this._render();\n} \n\nstrikesChangeHandler(value){\n  this.sigmas = value;\n  this._render();  \n}\n\nxaxisChangeHandler(value){\n  if(\"Strike\" == value){\n    this._xAxisType = 1;\n  }\n  if(\"Moneyness\" == value){\n    this._xAxisType = 2;\n  }\n  if(\"Delta\" == value){\n    this._xAxisType = 3;\n  }\n  \n  this._render();  \n}\n\n}\n"},"lineCount":null}},"error":null,"hash":"24e2a1dbdcad13570db9b45e1dbb90f9","cacheData":{"env":{}}}