greeks-live-ui 0.1.21 → 0.1.22

package/es/packages/components/panel-sabr-iv-curve/src/panel-sabr-iv-curve2.mjs.map

@@ -1 +1 @@
-{"version":3,"file":"panel-sabr-iv-curve2.mjs","sources":["../../../../../../../packages/components/panel-sabr-iv-curve/src/panel-sabr-iv-curve.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      :showExchangeSelector=\"false\"\n      :showCurrencySelector=\"false\"\n      :currencyList=\"currencyList\"\n      :content-locked=\"props.previewMode\"\n      @refresh=\"fetchAllData\"\n    >\n      <template #title>\n        {{ t('message.sabrIVTitle') }}\n        <g-tooltip placement=\"bottom\">\n          <g-icon name=\"info_question_circle\" />\n          <template #title>\n            <div\n              class=\"greeks-panel-tip\"\n              v-html=\"t('message.sabrIVTips')\"\n            ></div>\n          </template>\n        </g-tooltip>\n        <g-pro-badge />\n      </template>\n\n      <template #tool>\n        <div class=\"tool-left\">\n          <div class=\"expiry-row\">\n            <span class=\"selector-label\">{{ t('message.expiry') }}</span>\n            <g-select\n              v-model:value=\"state.selectedExpiry\"\n              :size=\"isPC ? 'small' : 'medium'\"\n              class=\"expiry-select\"\n              @change=\"handleExpiryChange\"\n            >\n              <g-select-option\n                v-for=\"expiry in state.expiryOptions\"\n                :key=\"expiry\"\n                :value=\"expiry\"\n              >\n                {{ expiry }}\n              </g-select-option>\n            </g-select>\n          </div>\n          <div class=\"metrics-row\">\n            <span class=\"metric-item\"\n              >RMSE {{ formatRmse(state.rmseBps) }} bps</span\n            >\n            <span class=\"metric-item\"\n              >| Forward {{ formatForward(state.forward) }}</span\n            >\n            <span class=\"metric-item\"\n              >| {{ formatStrikes(state.strikesCount) }}\n              {{ t('message.sabrIVStrikes') }}</span\n            >\n          </div>\n        </div>\n        <div class=\"period-controls\">\n          <span class=\"selector-label h5-hide\">{{ t('message.time') }}</span>\n          <span class=\"period-range\">{{ state.snapshotTimeDisplay }}</span>\n        </div>\n      </template>\n\n      <template #body>\n        <div class=\"echart\" ref=\"echart\">\n          <g-chart class=\"skew-chart\" :option=\"chartOption\" />\n        </div>\n      </template>\n\n      <template #content-locked-overlay>\n        <slot name=\"content-locked-overlay\" />\n      </template>\n    </g-chart-panel>\n  </div>\n</template>\n<script lang=\"ts\" setup>\nimport { GProBadge } from '@greeks-live-ui/components/pro-badge';\nimport {\n  useDeviceType,\n  useLocale,\n  useNamespace,\n  useTheme,\n} from '@greeks-live-ui/hooks';\nimport { computed, onMounted, reactive, watch } from 'vue';\nimport {\n  buildSabrIvCurvePreviewState,\n  getSabrDiagnostics,\n  getSabrIvCurve,\n  ISabrDiagnosticsExpiryItem,\n  ISabrIvCurveMarketPoint,\n  ISabrIvCurveModelPoint,\n  parseExpiryToDate,\n  showEndDateTime,\n  thousandthFormat,\n} from '@greeks-live-ui/utils';\nimport {\n  panelSabrIvCurveEmits,\n  panelSabrIvCurveProps,\n} from './panel-sabr-iv-curve';\n\ndefineOptions({\n  name: 'GPanelSabrIvCurve',\n});\n\nconst ns = useNamespace('panel-sabr-iv-curve');\nconst props = defineProps(panelSabrIvCurveProps);\nconst emits = defineEmits(panelSabrIvCurveEmits);\nconst { t } = useLocale();\nconst { isMobile, isPC } = useDeviceType();\nconst { isDark } = useTheme();\n\nconst state = reactive({\n  loadingFlag: false,\n  exchange: 'deribit',\n  currency: 'BTC',\n  expiryOptions: [] as string[],\n  selectedExpiry: '',\n  snapshotTs: 0,\n  snapshotTimeDisplay: '-',\n  rmseBps: 0,\n  forward: 0,\n  strikesCount: 0,\n  modelCurve: [] as ISabrIvCurveModelPoint[],\n  marketPoints: [] as ISabrIvCurveMarketPoint[],\n});\n\nconst currency = computed({\n  get: () => 'BTC',\n  set: (newVal) => {\n    emits('update:currency', newVal);\n  },\n});\n\nconst exchange = computed({\n  get: () => 'deribit',\n  set: (newVal) => {\n    emits('update:exchange', newVal);\n  },\n});\n\nconst currencyList = [{ value: 'BTC', label: 'BTC', icon: 'currency_btc' }];\n\nconst isValidNumber = (value: unknown): value is number =>\n  typeof value === 'number' && Number.isFinite(value);\n\nconst formatRmse = (value: number | null | undefined) =>\n  isValidNumber(value) ? value.toFixed(1) : '-';\n\nconst formatForward = (value: number | null | undefined) =>\n  isValidNumber(value) ? thousandthFormat(value, 2) : '-';\n\nconst formatStrikes = (value: number | null | undefined) =>\n  isValidNumber(value) ? thousandthFormat(value, 0) : '-';\n\nconst formatStrike = (value: number) =>\n  Number(value).toLocaleString(undefined, {\n    minimumFractionDigits: 0,\n    maximumFractionDigits: 8,\n  });\n\nconst formatIvPercent = (value: number | null | undefined) =>\n  isValidNumber(value) ? `${value.toFixed(2)}%` : '-';\n\nconst normalizeIvPercent = (value: unknown) => {\n  if (value === null || value === undefined || value === '') {\n    return null;\n  }\n  const n = Number(value);\n  if (!Number.isFinite(n)) return null;\n  // 兼容两种口径：0.3113 与 31.13\n  return Math.abs(n) <= 2 ? n * 100 : n;\n};\n\nconst resetCurveData = () => {\n  state.snapshotTs = 0;\n  state.snapshotTimeDisplay = '-';\n  state.rmseBps = 0;\n  state.forward = 0;\n  state.strikesCount = 0;\n  state.modelCurve = [];\n  state.marketPoints = [];\n};\n\nconst applyPreviewData = () => {\n  state.loadingFlag = false;\n  state.exchange = 'deribit';\n  const preview = buildSabrIvCurvePreviewState();\n  state.expiryOptions = preview.expiryOptions;\n  state.selectedExpiry = preview.selectedExpiry;\n  state.snapshotTs = preview.snapshotTs;\n  state.snapshotTimeDisplay =\n    preview.snapshotTs > 0 ? showEndDateTime(preview.snapshotTs) : '-';\n  state.rmseBps = preview.rmseBps;\n  state.forward = preview.forward;\n  state.strikesCount = preview.strikesCount;\n  state.modelCurve = preview.modelCurve;\n  state.marketPoints = preview.marketPoints;\n};\n\nconst fetchIvCurveByExpiry = async (expiry: string) => {\n  if (props.previewMode) {\n    return;\n  }\n  if (!expiry) {\n    resetCurveData();\n    return;\n  }\n\n  const res = await getSabrIvCurve({\n    currency: 'BTC',\n    exchange: 'deribit',\n    expiry,\n  });\n\n  if (res && res.code === 200 && res.data) {\n    state.snapshotTs = Number(res.data.ts || 0);\n    state.snapshotTimeDisplay =\n      state.snapshotTs > 0 ? showEndDateTime(state.snapshotTs) : '-';\n    state.rmseBps = Number(res.data.rmse_bps || 0);\n    state.forward = Number(res.data.forward || 0);\n    state.strikesCount = Number(res.data.strikes_count || 0);\n    state.modelCurve = Array.isArray(res.data.model_curve)\n      ? res.data.model_curve\n      : [];\n    state.marketPoints = Array.isArray(res.data.market_points)\n      ? res.data.market_points\n      : [];\n    return;\n  }\n\n  resetCurveData();\n};\n\nconst fetchDiagnosticsExpiries = async () => {\n  const res = await getSabrDiagnostics({\n    currency: 'BTC',\n    exchange: 'deribit',\n  });\n\n  if (res && res.code === 200 && res.data) {\n    const rows = Array.isArray(res.data.expiries)\n      ? (res.data.expiries as ISabrDiagnosticsExpiryItem[])\n      : [];\n    const allExpiries = Array.from(\n      new Set(\n        rows\n          .map((item) => String(item.expiry || '').trim())\n          .filter((expiry) => expiry.length > 0)\n      )\n    ).sort(\n      (a, b) => parseExpiryToDate(a).getTime() - parseExpiryToDate(b).getTime()\n    );\n    state.expiryOptions = allExpiries;\n    return;\n  }\n\n  state.expiryOptions = [];\n};\n\nconst fetchAllData = async () => {\n  if (props.previewMode) {\n    applyPreviewData();\n    return;\n  }\n  state.loadingFlag = true;\n  state.exchange = 'deribit';\n\n  try {\n    await fetchDiagnosticsExpiries();\n\n    const hasCurrent = state.expiryOptions.includes(state.selectedExpiry);\n    state.selectedExpiry = hasCurrent\n      ? state.selectedExpiry\n      : state.expiryOptions[0] || '';\n\n    await fetchIvCurveByExpiry(state.selectedExpiry);\n  } finally {\n    state.loadingFlag = false;\n  }\n};\n\nconst handleExpiryChange = async (value: string) => {\n  if (props.previewMode) {\n    return;\n  }\n  state.selectedExpiry = value;\n  state.loadingFlag = true;\n  try {\n    await fetchIvCurveByExpiry(state.selectedExpiry);\n  } finally {\n    state.loadingFlag = false;\n  }\n};\n\nconst strikeKey = (value: number) => value.toFixed(8);\n\nconst marketPointMap = computed(() => {\n  const map = new Map<string, ISabrIvCurveMarketPoint>();\n  state.marketPoints.forEach((point) => {\n    if (point.strike_kind === 0 && isValidNumber(point.strike)) {\n      map.set(strikeKey(point.strike), point);\n    }\n  });\n  return map;\n});\n\nconst interpolatedPointMap = computed(() => {\n  const map = new Map<string, ISabrIvCurveMarketPoint>();\n  state.marketPoints.forEach((point) => {\n    if (point.strike_kind === 1 && isValidNumber(point.strike)) {\n      map.set(strikeKey(point.strike), point);\n    }\n  });\n  return map;\n});\n\nconst nearestModelIv = (strike: number) => {\n  let nearestIv: number | null = null;\n  let nearestDelta = Number.POSITIVE_INFINITY;\n  state.modelCurve.forEach((point) => {\n    if (!isValidNumber(point.k) || !isValidNumber(point.iv)) return;\n    const delta = Math.abs(point.k - strike);\n    if (delta < nearestDelta) {\n      nearestDelta = delta;\n      nearestIv = point.iv;\n    }\n  });\n  return nearestIv;\n};\n\nconst chartOption = computed(() => {\n  const modelData = state.modelCurve\n    .map((item) => {\n      const k = Number(item.k);\n      const iv = normalizeIvPercent(item.iv);\n      return Number.isFinite(k) && isValidNumber(iv) ? [k, iv] : null;\n    })\n    .filter((item): item is [number, number] => Array.isArray(item));\n\n  const marketLineData = state.marketPoints\n    .filter((item) => item.strike_kind === 0)\n    .map((item) => {\n      const strike = Number(item.strike);\n      const ivMid = normalizeIvPercent(item.iv_mid);\n      return Number.isFinite(strike) ? [strike, ivMid] : null;\n    })\n    .filter((item): item is [number, number | null] => Array.isArray(item))\n    .sort((a, b) => a[0] - b[0]);\n\n  const interpolatedData = state.marketPoints\n    .filter((item) => item.strike_kind === 1)\n    .map((item) => {\n      const strike = Number(item.strike);\n      const y = normalizeIvPercent(item.iv_model);\n      return Number.isFinite(strike) && isValidNumber(y) ? [strike, y] : null;\n    })\n    .filter((point): point is [number, number] => Array.isArray(point))\n    .sort((a, b) => a[0] - b[0]);\n\n  return {\n    color: ['#1fad9c', '#8B959F', '#FF9A2E'],\n    legend: {\n      top: 0,\n      left: 'center',\n      itemGap: isMobile.value ? 6 : 16,\n      textStyle: {\n        color: isDark.value ? '#CED4DA' : '#596169',\n        fontSize: 12,\n      },\n      data: [\n        {\n          name: t('message.sabrIVLegendModel'),\n          icon: 'path://M14.5 0C15.3284 0 16 0.671573 16 1.5C16 2.32843 15.3284 3 14.5 3H1.5C0.671573 3 0 2.32843 0 1.5C0 0.671573 0.671573 0 1.5 0H14.5Z',\n        },\n        {\n          name: t('message.sabrIVLegendMarket'),\n          icon: 'path://M2.5 2C3.05228 2 3.5 2.44772 3.5 3C3.5 3.55228 3.05228 4 2.5 4H1C0.447715 4 0 3.55228 0 3C0 2.44772 0.447715 2 1 2H2.5ZM8.5 2C9.05228 2 9.5 2.44772 9.5 3C9.5 3.55228 9.05228 4 8.5 4H5.5C4.94772 4 4.5 3.55228 4.5 3C4.5 2.44772 4.94772 2 5.5 2H8.5ZM20.5 2C21.0523 2 21.5 2.44772 21.5 3C21.5 3.55228 21.0523 4 20.5 4H17.5C16.9477 4 16.5 3.55228 16.5 3C16.5 2.44772 16.9477 2 17.5 2H20.5ZM25 2C25.5523 2 26 2.44772 26 3C26 3.55228 25.5523 4 25 4H23.5C22.9477 4 22.5 3.55228 22.5 3C22.5 2.44772 22.9477 2 23.5 2H25Z M13,0 A3,3,0,0,1,16,3 A3,3,0,0,1,13,6 A3,3,0,0,1,10,3 A3,3,0,0,1,13,0Z M13,1.5 A1.5,1.5,0,0,0,11.5,3 A1.5,1.5,0,0,0,13,4.5 A1.5,1.5,0,0,0,14.5,3 A1.5,1.5,0,0,0,13,1.5Z',\n        },\n        {\n          name: t('message.sabrIVLegendInterpolated'),\n        },\n      ],\n    },\n    tooltip: {\n      trigger: 'axis',\n      axisPointer: {\n        type: 'cross',\n        snap: false,\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          formatter: (params: any) => {\n            if (params?.axisDimension === 'y') {\n              const y = Number(params?.value);\n              return Number.isFinite(y) ? `${y.toFixed(2)}%` : '-';\n            }\n            const x = params?.value;\n            const xNum = Number(x);\n            return Number.isFinite(xNum) ? formatStrike(xNum) : '-';\n          },\n        },\n      },\n      backgroundColor: isDark.value ? '#E9ECEF' : '#292F3D',\n      borderWidth: 0,\n      padding: [6, 8, 5, 6],\n      textStyle: {\n        color: isDark.value ? '#000000' : '#FFFFFF',\n        fontSize: 12,\n        lineHeight: 16,\n        fontWeight: 400,\n      },\n      formatter: (params: any[]) => {\n        const first =\n          Array.isArray(params) && params.length > 0 ? params[0] : null;\n        if (!first) return '';\n        const strike = Number(first.axisValue);\n        const strikeText = isValidNumber(strike) ? formatStrike(strike) : '-';\n\n        const marketPoint = marketPointMap.value.get(strikeKey(strike));\n        const interpolatedPoint = interpolatedPointMap.value.get(\n          strikeKey(strike)\n        );\n        const isInterpolated = Boolean(interpolatedPoint);\n\n        const sabrIvRaw = isInterpolated\n          ? interpolatedPoint?.iv_model ?? nearestModelIv(strike)\n          : isValidNumber(marketPoint?.iv_model)\n          ? marketPoint?.iv_model\n          : nearestModelIv(strike);\n        // 插值行权价 bucket 不应展示市场 Mid IV 数值\n        const marketIvRaw = isInterpolated ? null : marketPoint?.iv_mid ?? null;\n        const sabrIv = normalizeIvPercent(sabrIvRaw);\n        const marketIv = normalizeIvPercent(marketIvRaw);\n\n        const strikeLine = isInterpolated\n          ? `${strikeText} <span style=\"color:#ADB5BD;\">(${t(\n              'message.sabrIVInterpolatedStrike'\n            )})</span>`\n          : strikeText;\n\n        const sabrRow = `\n            <div class=\"chart-tooltip\">\n              <div>\n                <span class=\"chart-tooltip-line\" style=\"background-color:#1fad9c;\"></span>\n                <span>${t('message.sabrIVTooltipSabrAtmIv')}</span>\n              </div>\n              <span class=\"chart-tooltip-value\">${formatIvPercent(\n                sabrIv\n              )}</span>\n            </div>`;\n\n        const marketRow = `\n            <div class=\"chart-tooltip\">\n              <div>\n                <span class=\"sabr-tooltip-legend sabr-tooltip-legend--market-mid\" aria-hidden=\"true\">\n                  <span class=\"sabr-tooltip-legend-segment\"></span>\n                  <span class=\"sabr-tooltip-legend-dot\"></span>\n                  <span class=\"sabr-tooltip-legend-segment\"></span>\n                </span>\n                <span>${t('message.sabrIVTooltipMarketMidIv')}</span>\n              </div>\n              <span class=\"chart-tooltip-value\">${formatIvPercent(\n                marketIv\n              )}</span>\n            </div>`;\n\n        return `<div class=\"chart-tooltip-box\"><div style=\"margin-bottom:4px;\">${strikeLine}</div>${sabrRow}${marketRow}</div>`;\n      },\n    },\n    grid: {\n      top: isMobile.value ? 50 : 40,\n      left: 'left',\n      right: 16,\n      bottom: 30,\n      containLabel: true,\n    },\n    xAxis: {\n      type: 'value',\n      scale: true,\n      axisTick: { show: false },\n      axisLine: { show: false },\n      axisLabel: {\n        color: isDark.value ? '#CED4DA' : '#343A40',\n        fontWeight: 400,\n        fontSize: 10,\n        formatter: (value: number) => formatStrike(value),\n      },\n      splitLine: {\n        show: false,\n      },\n    },\n    yAxis: {\n      type: 'value',\n      scale: true,\n      name: t('message.sabrIVYAxisLabel'),\n      nameTextStyle: {\n        color: '#8B959F',\n        fontSize: 10,\n        padding: [0, 0, 0, 0],\n      },\n      axisTick: { show: false },\n      axisLine: { show: false },\n      axisLabel: {\n        color: isDark.value ? '#CED4DA' : '#343A40',\n        fontWeight: 400,\n        fontSize: 10,\n        formatter: (value: number) => `${value.toFixed(2)}%`,\n      },\n      splitLine: {\n        lineStyle: {\n          color: isDark.value ? '#2B2F32' : '#F1F1F1',\n          width: 1,\n        },\n      },\n    },\n    series: [\n      {\n        name: t('message.sabrIVLegendModel'),\n        type: 'line',\n        smooth: true,\n        showSymbol: false,\n        symbol: 'none',\n        silent: true,\n        tooltip: {\n          show: false,\n        },\n        lineStyle: {\n          color: '#1fad9c',\n        },\n        data: modelData,\n      },\n      {\n        name: t('message.sabrIVLegendMarket'),\n        type: 'line',\n        showSymbol: true,\n        connectNulls: false,\n        symbolSize: 5,\n        lineStyle: {\n          width: 1,\n          type: 'dashed',\n          color: '#8B959F',\n        },\n        data: marketLineData,\n      },\n      {\n        name: t('message.sabrIVLegendInterpolated'),\n        type: 'scatter',\n        symbol: 'circle',\n        symbolSize: 5,\n        itemStyle: {\n          color: 'transparent',\n          borderColor: '#FF9A2E',\n          borderWidth: 2,\n        },\n        tooltip: {\n          show: true,\n        },\n        data: interpolatedData,\n      },\n    ],\n  };\n});\n\nwatch(\n  () => props.previewMode,\n  (locked, wasLocked) => {\n    if (locked) {\n      applyPreviewData();\n      return;\n    }\n    if (wasLocked === true) {\n      fetchAllData();\n    }\n  }\n);\n\nonMounted(() => {\n  if (props.previewMode) {\n    applyPreviewData();\n  } else {\n    fetchAllData();\n  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+{"version":3,"file":"panel-sabr-iv-curve2.mjs","sources":["../../../../../../../packages/components/panel-sabr-iv-curve/src/panel-sabr-iv-curve.ts"],"sourcesContent":["import { buildProps } from '@greeks-live-ui/utils'\nimport type PanelSabrIvCurve from './panel-sabr-iv-curve.vue'\nimport type { ExtractPropTypes } from 'vue'\n\nexport const panelSabrIvCurveEmits = {\n  'update:currency': (currency: string) => true,\n  'update:exchange': (exchange: string) => true,\n}\nexport type PanelSabrIvCurveEmits = typeof panelSabrIvCurveEmits\nexport const panelSabrIvCurveProps = 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  previewMode: {\n    type: Boolean,\n    default: false,\n  },\n})\nexport type PanelSabrIvCurveProps = ExtractPropTypes<typeof panelSabrIvCurveProps>\nexport type PanelSabrIvCurveInstance = InstanceType<typeof PanelSabrIvCurve>\n"],"names":[],"mappings":";;;AAIO,MAAM,qBAAwB,GAAA;AAAA,EACnC,iBAAA,EAAmB,CAAC,QAAqB,KAAA,IAAA;AAAA,EACzC,iBAAA,EAAmB,CAAC,QAAqB,KAAA,IAAA;AAC3C,EAAA;AAEO,MAAM,wBAAwB,UAAW,CAAA;AAAA,EAC9C,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;AAAA,EACA,WAAa,EAAA;AAAA,IACX,IAAM,EAAA,OAAA;AAAA,IACN,OAAS,EAAA,KAAA;AAAA,GACX;AACF,CAAC;;;;"}

package/es/packages/components/panel-vol-fly/index.mjs

@@ -1,6 +1,6 @@
 import '../../utils/index.mjs';
-import PanelVolFly from './src/panel-vol-fly.mjs';
-export { panelVolFlyEmits, panelVolFlyProps } from './src/panel-vol-fly2.mjs';
+import PanelVolFly from './src/panel-vol-fly2.mjs';
+export { panelVolFlyEmits, panelVolFlyProps } from './src/panel-vol-fly.mjs';
 import { withInstall } from '../../utils/vue/install.mjs';
 
 const GPanelVolFly = withInstall(PanelVolFly);