greeks-live-ui 0.1.20 → 0.1.21

package/lib/packages/components/panel-volatility-term-structure/src/panel-volatility-term-structure.js.map

@@ -1 +1 @@
-{"version":3,"file":"panel-volatility-term-structure.js","sources":["../../../../../../../packages/components/panel-volatility-term-structure/src/panel-volatility-term-structure.ts"],"sourcesContent":["import { buildProps } from '@greeks-live-ui/utils'\nimport type PanelVolatilityTermStructure from './panel-volatility-term-structure.vue'\nimport type { ExtractPropTypes } from 'vue'\n\nexport const panelVolatilityTermStructureEmits = {\n  'update:currency': (currency: string) => true,\n  'update:exchange': (exchange: string) => true,\n}\nexport type PanelVolatilityTermStructureEmits = typeof panelVolatilityTermStructureEmits\nexport const panelVolatilityTermStructureProps = buildProps({\n  defaultCurrency: {\n    type: String,\n    required: false,\n  },\n  defaultExchange: {\n    type: String,\n    required: false,\n  },\n  currency: {\n    type: String,\n    required: false,\n  },\n  exchange: {\n    type: String,\n    required: false,\n  },\n})\nexport type PanelVolatilityTermStructureProps = ExtractPropTypes<typeof panelVolatilityTermStructureProps>\nexport type PanelVolatilityTermStructureInstance = InstanceType<typeof PanelVolatilityTermStructure>\n"],"names":["buildProps"],"mappings":";;;;;;;AAIO,MAAM,iCAAoC,GAAA;AAAA,EAC/C,iBAAA,EAAmB,CAAC,QAAqB,KAAA,IAAA;AAAA,EACzC,iBAAA,EAAmB,CAAC,QAAqB,KAAA,IAAA;AAC3C,EAAA;AAEO,MAAM,oCAAoCA,kBAAW,CAAA;AAAA,EAC1D,eAAiB,EAAA;AAAA,IACf,IAAM,EAAA,MAAA;AAAA,IACN,QAAU,EAAA,KAAA;AAAA,GACZ;AAAA,EACA,eAAiB,EAAA;AAAA,IACf,IAAM,EAAA,MAAA;AAAA,IACN,QAAU,EAAA,KAAA;AAAA,GACZ;AAAA,EACA,QAAU,EAAA;AAAA,IACR,IAAM,EAAA,MAAA;AAAA,IACN,QAAU,EAAA,KAAA;AAAA,GACZ;AAAA,EACA,QAAU,EAAA;AAAA,IACR,IAAM,EAAA,MAAA;AAAA,IACN,QAAU,EAAA,KAAA;AAAA,GACZ;AACF,CAAC;;;;;"}
+{"version":3,"file":"panel-volatility-term-structure.js","sources":["../../../../../../../packages/components/panel-volatility-term-structure/src/panel-volatility-term-structure.vue"],"sourcesContent":["<template>\n  <div :class=\"[ns.b()]\">\n    <g-chart-panel\n      v-model:currency=\"currency\"\n      v-model:exchange=\"exchange\"\n      :loading=\"state.loadingFlag\"\n      :operations=\"operations\"\n      :showExchangeSelector=\"state.showChartCard\"\n      :currencyList=\"currencyList\"\n      @operation=\"handleToggleChartMatrix\"\n      @refresh=\"fetchData\"\n    >\n      <template #title>\n        {{ t('message.atmVolatilityTermStructure') }}\n        <g-tooltip placement=\"bottom\">\n          <g-icon name=\"info_question_circle\" />\n          <template #title>\n            <div class=\"greeks-panel-tip\" v-html=\"t('message.atmVolatilityTermStructureTips')\"></div>\n          </template>\n        </g-tooltip>\n      </template>\n\n      <template #tool>\n        <template v-if=\"state.showChartCard\">\n          <!-- <span class=\"filter-box h5-hide\">\n          <g-icon name=\"chart_filter\" :size=\"15\" />\n          </span> -->\n          <div class=\"period-controls\">\n            <span class=\"selector-label h5-hide\">{{ t('message.time') }}</span>\n            <span class=\"period-range h5-hide\">{{ state.endDateDisplay }}</span>\n            <g-page-turner\n              :prevDisabled=\"state.loadingFlag\"\n              :nextDisabled=\"state.loadingFlag || state.pageCount <= 0\"\n              @change=\"handlePageChange\"\n            />\n            <g-date-time-picker\n              v-model=\"state.selectedDateTime\"\n              @change=\"handleDateTimeChange\"\n            />\n          </div>\n        </template>\n      </template>\n      <template #body>\n        <div v-if=\"state.showChartCard\" class=\"echart\" ref=\"echart\">\n          <g-chart\n            class=\"skew-chart\"\n            :option=\"chartOption\"\n            @legendselectchanged=\"handleLegendSelectChanged\"\n          ></g-chart>\n        </div>\n        <div v-else class=\"fiv-matrix-table\">\n          <a-table\n            :columns=\"columns\"\n            :dataSource=\"dataSource\"\n            size=\"small\"\n            :pagination=\"false\"\n            :scroll=\"{ x: 600 }\"\n            class=\"no-zebra-table\"\n            :sticky=\"{ offsetHeader: 0 }\"\n          >\n            <template #bodyCell=\"{ column, record }\">\n              <template v-if=\"column.dataIndex !== 'rowLabel'\">\n                <div\n                  class=\"cell-content\"\n                  :style=\"{\n                    backgroundColor:\n                      record[column.dataIndex]?.color || 'transparent',\n                  }\"\n                >\n                  <template v-if=\"record[column.dataIndex]\">\n                    {{ record[column.dataIndex]?.value }}\n                    <span>({{ record[column.dataIndex]?.diffText }})</span>\n                  </template>\n                  <template v-else> - </template>\n                </div>\n              </template>\n            </template>\n          </a-table>\n        </div>\n      </template>\n    </g-chart-panel>\n  </div>\n</template>\n<script lang=\"ts\" setup>\nimport {\n  useNamespace,\n  useLocale,\n  useDeviceType,\n  useTheme,\n} from '@greeks-live-ui/hooks';\nimport { reactive, onMounted, watch, computed } from 'vue';\nimport dayjs from 'dayjs';\n\nimport { numberFormat, showEndDateTime } from '@greeks-live-ui/utils/chartHelp';\nimport {\n  getAtmData,\n  IAtmDataRes,\n  getForwardIVMatrix,\n  IForwardIVMatrixCell,\n  IForwardIVMatrixExpiryItem,\n} from '@greeks-live-ui/utils/dataLab';\nimport {\n  panelVolatilityTermStructureEmits,\n  panelVolatilityTermStructureProps,\n} from './panel-volatility-term-structure';\n\ndefineOptions({\n  name: 'GPanelVolatilityTermStructure',\n});\nconst props = defineProps(panelVolatilityTermStructureProps);\nconst emit = defineEmits(panelVolatilityTermStructureEmits);\nconst ns = useNamespace('panel-volatility-term-structure');\nconst { t } = useLocale();\nconst { isMobile, isPC } = useDeviceType();\nconst { isDark } = useTheme();\n\nconst state = reactive({\n  loadingFlag: false,\n  toolTipTitle: '',\n  showChartCard: true,\n\n  exchange: props.exchange || props.defaultExchange || 'Deribit',\n  currency: props.currency || props.defaultCurrency || 'BTC',\n\n  period: '3M',\n  pageCount: 0,\n  // periodDateRange: '',\n  selectedDateTime: dayjs(),\n  endDateDisplay: '',\n\n  skewData: [] as IAtmDataRes[],\n  forwardIVMatrixData: [] as (IForwardIVMatrixCell | null)[][],\n  forwardIVExpiries: [] as IForwardIVMatrixExpiryItem[], // 存储到期日信息\n  legendSelected: {} as Record<string, boolean>, // 保存用户的图例选中状态\n});\n\nconst currency = computed({\n  get: () => props.currency || state.currency || 'BTC',\n  set: (newVal) => {\n    props.currency\n      ? emit('update:currency', newVal)\n      : (state.currency = newVal);\n  },\n});\n\nconst exchange = computed({\n  get: () => props.exchange || state.exchange || 'Deribit',\n  set: (newVal) => {\n    props.exchange\n      ? emit('update:exchange', newVal)\n      : (state.exchange = newVal);\n  },\n});\n\nconst currencyList = computed(() => {\n  return state.showChartCard\n    ? undefined\n    : [\n        { value: 'BTC', label: 'BTC', icon: 'currency_btc' },\n        { value: 'ETH', label: 'ETH', icon: 'currency_eth' },\n      ];\n});\n\nwatch(currency, () => {\n  // 重置图例选中状态，因为不同币种支持的期限可能不同\n  state.legendSelected = {};\n  if (\n    !state.showChartCard &&\n    currency.value !== 'BTC' &&\n    currency.value !== 'ETH'\n  ) {\n    state.showChartCard = true;\n  }\n  fetchData();\n});\n\nwatch(exchange, () => {\n  // 重置图例选中状态，因为不同交易所支持的期限不同\n  state.legendSelected = {};\n  if (exchange.value.toLowerCase() !== 'deribit') {\n    state.showChartCard = true;\n  }\n  fetchData();\n});\n\nconst fetchData = () => {\n  state.loadingFlag = true;\n\n  if (state.showChartCard) {\n    getAtmData({\n      currency: currency.value,\n      // page_num: state.pageCount,\n      end_timestamp: state.selectedDateTime.valueOf(),\n      exchange: exchange.value,\n    })\n      .then((res) => {\n        if (res && res.code === 200) {\n          state.skewData = res.data || [];\n        }\n      })\n      .finally(() => {\n        state.loadingFlag = false;\n      });\n  } else {\n    getForwardIVMatrix({\n      currency: currency.value,\n      exchange: exchange.value,\n    })\n      .then((matrixRes) => {\n        if (matrixRes && matrixRes.code === 200) {\n          const data = matrixRes.data || { expiries: [], matrix: [] };\n          state.forwardIVMatrixData = data.matrix;\n          state.forwardIVExpiries = data.expiries.map((item) => ({\n            label: item.label,\n            day: item.day,\n          }));\n        } else {\n          state.forwardIVMatrixData = [];\n          state.forwardIVExpiries = [];\n        }\n      })\n      .finally(() => {\n        state.loadingFlag = false;\n      });\n  }\n};\n\nfunction parseExpiryLabel(label: string, remainDays: number) {\n  // Label is already in clean format: \"12DEC25\", just append days\n  return `${label}(${remainDays})`;\n}\n\nonMounted(() => {\n  fetchData();\n  getDateTimeRange();\n});\n\nconst operations = computed(() => {\n  if (\n    ['BTC', 'ETH'].includes(currency.value) &&\n    exchange.value.toLowerCase() === 'deribit'\n  ) {\n    if (state.showChartCard) {\n      return ['toggle'];\n    } else {\n      return ['line'];\n    }\n  }\n  return [];\n});\n\nconst handleToggleChartMatrix = () => {\n  state.showChartCard = !state.showChartCard;\n  fetchData();\n};\nconst handleLegendSelectChanged = (params: any) => {\n  // 保存用户的图例选中状态\n  state.legendSelected = params.selected;\n};\n\nconst columns = computed(() => {\n  // 第一列是行头\n  const cols: any[] = [\n    {\n      title: 'Day',\n      dataIndex: 'rowLabel',\n      key: 'rowLabel',\n      align: 'left',\n      fixed: 'left',\n      width: 100,\n    },\n  ];\n  // 其余为上三角，首列省略\n  state.forwardIVExpiries.slice(1).forEach((exp, i) => {\n    cols.push({\n      title: parseExpiryLabel(exp.label, exp.day),\n      dataIndex: `col${i + 1}`,\n      key: `col${i + 1}`,\n      align: 'center',\n      width: 100,\n    });\n  });\n  return cols;\n});\n\nconst dataSource = computed(() => {\n  // 行头和列头都要省略第一个\n  return state.forwardIVExpiries.map((exp, rowIdx) => {\n    const row: any = {\n      rowLabel: parseExpiryLabel(exp.label, exp.day),\n    };\n    for (let colIdx = 0; colIdx < state.forwardIVExpiries.length; colIdx++) {\n      if (colIdx <= rowIdx) {\n        row[`col${colIdx}`] = null;\n      } else {\n        const cell = state.forwardIVMatrixData?.[rowIdx]?.[colIdx];\n        if (cell) {\n          row[`col${colIdx}`] = {\n            value: numberFormat(cell.Value, 2),\n            diff: cell.Diff,\n            diffText: `${cell.Diff >= 0 ? '+' : ''}${numberFormat(\n              cell.Diff,\n              2\n            )}`,\n            color: getColorByDiff(cell.Diff),\n          };\n        } else {\n          row[`col${colIdx}`] = null;\n        }\n      }\n    }\n    return row;\n  });\n});\n\n// 根据差值计算颜色\nconst getColorByDiff = (diff: number) => {\n  if (diff > 0) {\n    // 正值为绿色\n    const intensity = Math.min(diff / 10, 1); // 控制绿色强度\n    return `rgba(123, 225, 136, ${intensity})`;\n  } else if (diff < 0) {\n    // 负值为红色\n    const intensity = Math.min(Math.abs(diff) / 10, 1); // 控制红色强度\n    return `rgba(251, 172, 163, ${intensity})`;\n  }\n  return 'transparent';\n};\n\nconst getDateTimeRange = () => {\n  // 只显示截止时间，pageCount为0时是当天，1为前一天\n  const endTime = state.selectedDateTime || dayjs();\n  state.endDateDisplay = showEndDateTime(endTime);\n};\nconst handlePageChange = (direction: 'prev' | 'next') => {\n  if (direction === 'prev') {\n    state.pageCount++;\n    state.selectedDateTime = dayjs(state.selectedDateTime).subtract(1, 'day');\n  } else {\n    if (state.pageCount <= 0) {\n      return;\n    }\n    state.pageCount--;\n    state.selectedDateTime = dayjs(state.selectedDateTime).add(1, 'day');\n  }\n  getDateTimeRange();\n  fetchData();\n};\n\nconst handleDateTimeChange = (value: any) => {\n  state.selectedDateTime = value;\n  // 根据用户选择的时间自动计算 pageCount\n  const now = dayjs();\n  const selectedTime = dayjs(value);\n  const diffInDays = now.diff(selectedTime, 'day');\n\n  // 如果选择的时间在当前时间前24h内，pageCount为0\n  // 否则，pageCount为相差的天数\n  state.pageCount = Math.max(0, diffInDays);\n  getDateTimeRange();\n  fetchData();\n};\n\nconst getEchartData = () => {\n  const data = [...state.skewData];\n\n  let atmIvData: number[] = [];\n  let fwdIvData: number[] = [];\n  let date: string[] = [];\n\n  data.forEach((item) => {\n    let list = item.list;\n    let atmIndex = item.atm_index;\n\n    atmIvData.push(numberFormat(list[atmIndex].iv, 2));\n    fwdIvData.push(numberFormat(list[atmIndex].fwd_iv, 2));\n    date.push(item.underlying_index.split('-')[1]);\n  });\n\n  return {\n    date,\n\n    atmIvData,\n    fwdIvData,\n  };\n};\n\nconst getEchartOption = (params: {\n  date: string[];\n  atmIvData: number[];\n  fwdIvData: number[];\n}) => {\n  const {\n    date,\n\n    atmIvData,\n    fwdIvData,\n  } = params;\n\n  const option = {\n    color: ['#7630F7', '#23C343'],\n\n    tooltip: {\n      // trigger: isMobile.value ? 'none' : 'axis',\n      trigger: 'axis',\n      axisPointer: {\n        type: 'cross',\n        label: {\n          show: isMobile.value ? true : false, // 标签显示\n          backgroundColor: '#DEE2E6',\n          color: '#343A40',\n          padding: [4, 6, 4, 6],\n          margin: 9,\n        },\n        crossStyle: {\n          // 十字准星X轴指示器样式\n          color: '#8B959F',\n        },\n        lineStyle: {\n          // 十字准星Y轴指示器样式\n          color: '#8B959F',\n        },\n      },\n\n      backgroundColor: isDark.value ? '#E9ECEF' : '#292F3D', // 浅色/Grey/14\n      padding: [6, 8, 5, 6],\n      textStyle: {\n        color: isDark.value ? '#000000' : '#FFFFFF', // 浅色/Grey/White\n        fontSize: 12,\n        lineHeight: 16,\n        fontWeight: 400,\n      },\n\n      formatter: (\n        params: Array<{\n          axisValueLabel: string;\n          seriesName: string;\n          color: string;\n          value: number;\n        }>\n      ) => {\n        let content = '';\n        state.toolTipTitle = params[0].axisValueLabel;\n        content += `<div class=\"chart-tooltip-box\"><div style=\"margin-bottom:4px;\">${state.toolTipTitle}</div> `;\n\n        params.forEach(\n          (param: {\n            axisValueLabel: string;\n            seriesName: string;\n            color: string;\n            value: number;\n          }) => {\n            content += `\n            <div class=\"chart-tooltip\">\n              <div>\n                <span class=\"chart-tooltip-line\" style=\"background-color:${\n                  param.color\n                };\"></span>\n                <span>${param.seriesName}</span>\n              </div>\n              <span class=\"chart-tooltip-value\">${param.value.toFixed(2)}</span>\n            </div>\n          `;\n          }\n        );\n        return content + '</div>';\n      },\n    },\n    axisPointer: {\n      type: 'line', // 显示指示线\n      label: {\n        show: true, // 显示指示线上的标签\n        backgroundColor: '#DEE2E6', // 标签背景颜色\n        color: '#343A40',\n        fontSize: 10,\n        padding: [4, 6, 4, 8],\n      },\n      // lineStyle: {\n      //   type: 'dashed', // 虚线\n      //   color: 'red'   // 线的颜色\n      // }\n    },\n    legend: {\n      // ...returnLegendStyle('line'),\n      show: true,\n\n      // left: 0,\n      icon: 'rect', // 使用矩形作为图标，使其看起来像短横线\n      itemWidth: 14, // 控制短横线的长度\n      itemHeight: 2, // 控制短横线的粗细 (高度)\n      itemGap: 16, // 控制图例项之间的间距 (可选)\n      textStyle: {\n        // 控制图例文本样式 (可选)\n        color: isDark.value ? '#ADB5BD' : '#596169', // 文本颜色\n        fontSize: 12, // 文本字体大小\n      },\n      lineStyle: {\n        inactiveColor: isDark.value ? '#2B2F32' : '#DEE2E6', // 浅色/Grey/3 图例关闭时的线条描边颜色\n      },\n      inactiveColor: isDark.value ? '#495057' : '#BDC4CB', // 浅色/Grey/5 图例关闭时的颜色\n\n      data: [\n        {\n          name: 'ATM IV',\n        },\n        {\n          name: 'FWD IV',\n          icon: 'path://M234.666667 490.666667h-153.6a25.6 25.6 0 1 0 0 51.2h153.6a25.6 25.6 0 1 0 0-51.2zM473.6 490.666667h-153.6a25.6 25.6 0 1 0 0 51.2h153.6a25.6 25.6 0 1 0 0-51.2zM934.4 490.666667h-136.533333a25.6 25.6 0 1 0 0 51.2h136.533333a25.6 25.6 0 1 0 0-51.2zM712.533333 490.666667h-153.6a25.6 25.6 0 1 0 0 51.2h153.6a25.6 25.6 0 1 0 0-51.2z', // 虚线图例\n        },\n      ],\n      selected: Object.keys(state.legendSelected).length > 0\n        ? state.legendSelected\n        : undefined,\n    },\n    xAxis: {\n      type: 'category',\n      data: date,\n      // data: ['Mon', 'Tue', 'Wed', 'Thu', 'Fri', 'Sat', 'Sun'],\n      axisTick: {\n        show: false, // 隐藏刻度线\n      },\n      axisLabel: {\n        // 坐标轴刻度标签\n        color: isDark.value ? '#CED4DA' : '#343A40', // 浅色/Grey/12\n        fontWeight: 400,\n        fontSize: 10,\n      },\n      axisLine: {\n        show: false, // 隐藏坐标轴轴线\n        lineStyle: {\n          color: isDark.value ? '#CED4DA' : '#343A40', // 线的颜色 浅色/Grey/12\n        },\n      },\n      splitLine: {\n        show: !isMobile.value && !isDark.value, // 显示 X 轴网格线\n        lineStyle: {\n          color: '#F1F1F1', // 网格线颜色\n          width: 1, // 网格线宽度\n          type: 'solid', // 网格线类型: 'solid', 'dashed', 'dotted'\n        },\n      },\n    },\n    yAxis: {\n      type: 'value',\n      scale: true,\n      axisLabel: {\n        // 坐标轴刻度标签\n        show: true,\n        color: isDark.value ? '#CED4DA' : '#343A40', // 浅色/Grey/12\n        fontWeight: 400,\n        fontSize: 10,\n      },\n      name: 'IV(%)',\n      nameLocation: 'end',\n      nameGap: 10,\n      nameRotate: 0,\n      nameTextStyle: {\n        color: isDark.value ? '#8B959F' : '#8B959F', // 浅色/Grey/8\n        fontWeight: 400,\n        fontSize: 10,\n      },\n      axisLine: {\n        lineStyle: {\n          color: isDark.value ? '#CED4DA' : '#343A40', // 线的颜色 浅色/Grey/12\n        },\n      },\n      splitLine: {\n        lineStyle: {\n          color: isDark.value ? '#2B2F32' : '#F1F1F1', // 网格线颜色 浅色/Grey/3 '#F1F1F1'\n          width: 1, // 网格线宽度\n          type: 'solid', // 网格线类型: 'solid', 'dashed', 'dotted'\n        },\n      },\n    },\n    grid: {\n      top: 30,\n      bottom: 20,\n      left: 35,\n      right: 22,\n    },\n    series: [\n      {\n        name: 'ATM IV',\n        data: atmIvData,\n        type: 'line',\n        smooth: true,\n        showSymbol: true,\n      },\n      {\n        name: 'FWD IV',\n        data: fwdIvData,\n        type: 'line',\n        smooth: true,\n        showSymbol: true,\n        itemStyle: {\n          normal: {\n            lineStyle: {\n              type: 'dashed', //'dotted'虚线 'solid'实线\n            },\n          },\n        },\n      },\n    ],\n  };\n  return option;\n};\n\nconst chartOption = computed(() => {\n  return 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