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import os
import math
import json
import asyncio
import httpx
import pandas as pd
import threading
import urllib.parse
from datetime import datetime, timedelta, timezone
from typing import Optional, List, Dict, Any
from fastapi import FastAPI, Request
from fastapi.responses import HTMLResponse, JSONResponse
from supabase import create_client, Client
import uvicorn
# ==========================================
# 1. SUPABASE & APP CONFIGURATION (SECRETS)
# ==========================================
try:
creds = json.loads(os.environ.get("SUPABASE_CREDS", "{}"))
SUPABASE_URL = creds.get("url", "")
SUPABASE_KEY = creds.get("key", "")
except Exception:
SUPABASE_URL = os.environ.get("SUPABASE_URL", "")
SUPABASE_KEY = os.environ.get("SUPABASE_KEY", "")
app = FastAPI()
try:
supabase: Client = create_client(SUPABASE_URL, SUPABASE_KEY)
except Exception as e:
print(f"Warning: Supabase client failed to initialize. Check Secrets. Error: {e}")
supabase = None
# ==========================================
# 2. SYSTEM STATE & MASTER DATA CACHE
# ==========================================
SYSTEM_STATUS = {"ready": False, "message": "Booting..."}
NIFTY_MASTER: Dict[str, Dict[str, Dict[float, str]]] = {}
EXPIRIES_LIST: List[str] = []
SPOT_SYMBOL = "NSE:NIFTY50-INDEX"
def get_fyers_token() -> str:
if not supabase: raise Exception("Supabase not initialized.")
res = supabase.table('apps').select('*').eq('broker', 'FYERS').eq('is_enabled', True).order('updated_at', desc=True).limit(1).execute()
if res.data and res.data[0].get('access_token'):
return f"{res.data[0]['app_id']}:{res.data[0]['access_token']}"
raise Exception("No active Fyers token found in database.")
def update_master_db():
global SYSTEM_STATUS, NIFTY_MASTER, EXPIRIES_LIST
try:
SYSTEM_STATUS["message"] = "Downloading NSE Master Data..."
headers = {"User-Agent": "Mozilla/5.0"}
url_nse = "https://public.fyers.in/sym_details/NSE_FO.csv"
df = pd.read_csv(url_nse, header=None, on_bad_lines='skip', storage_options=headers)
df_nifty = df[(df[13].astype(str) == 'NIFTY') & (df[2] == 14)]
temp_master = {}
unique_exp = set()
for _, row in df_nifty.iterrows():
desc = str(row[1])
exp_epoch = int(row[8])
sym_ticker = str(row[9])
exp_date = datetime.fromtimestamp(exp_epoch, tz=timezone.utc).strftime('%Y-%m-%d')
parts = desc.strip().split(' ')
if len(parts) >= 2 and parts[-1] in ['CE', 'PE']:
try:
strike = float(parts[-2].replace(',', ''))
opt_type = parts[-1]
if exp_date not in temp_master:
temp_master[exp_date] = {'CE': {}, 'PE': {}}
temp_master[exp_date][opt_type][strike] = sym_ticker
unique_exp.add(exp_date)
except Exception:
continue
NIFTY_MASTER = temp_master
EXPIRIES_LIST = sorted(list(unique_exp))
SYSTEM_STATUS["ready"] = True
SYSTEM_STATUS["message"] = "Ready"
except Exception as e:
SYSTEM_STATUS["message"] = f"Master Error: {str(e)}"
@app.on_event("startup")
def startup_event():
threading.Thread(target=update_master_db).start()
# ==========================================
# 3. CORE LOGIC & THEORETICAL CALCS
# ==========================================
async def fetch_history(client: httpx.AsyncClient, token: str, symbol: str, date: str, semaphore: asyncio.Semaphore) -> tuple:
encoded_symbol = urllib.parse.quote(symbol)
url = f"https://api-t1.fyers.in/data/history?symbol={encoded_symbol}&resolution=1&date_format=1&range_from={date}&range_to={date}&cont_flag=0"
headers = {"Authorization": token}
async with semaphore:
await asyncio.sleep(0.35)
for attempt in range(4):
try:
resp = await client.get(url, headers=headers, timeout=15.0)
data = resp.json()
if data.get('s') == 'error':
if "limit" in str(data).lower():
await asyncio.sleep(1.5 * (attempt + 1))
continue
return symbol, {}
price_map = {}
if data.get('s') == 'ok' and 'candles' in data:
for candle in data['candles']:
price_map[int(candle[0])] = {
"o": float(candle[1]),
"h": float(candle[2]),
"l": float(candle[3]),
"c": float(candle[4])
}
return symbol, price_map
except Exception:
await asyncio.sleep(1.0 * (attempt + 1))
return symbol, {}
def forward_fill_prices(price_map: dict, ep_list: list) -> dict:
filled = {}
last_close = 0.0
for ep in ep_list:
if ep in price_map:
filled[ep] = price_map[ep]
last_close = price_map[ep]['c']
else:
# Flatten empty gaps so they don't corrupt HH/LL ranges
filled[ep] = {"o": last_close, "h": last_close, "l": last_close, "c": last_close}
return filled
def get_tf_candle(price_map: dict, end_ep: int, tf_mins: int, fallback_val: float) -> dict:
epochs = [end_ep - (tf_mins * 60) + (i * 60) for i in range(1, tf_mins + 1)]
valid_candles = []
for e in epochs:
if e in price_map and price_map[e].get('c', 0) > 0:
valid_candles.append(price_map[e])
if not valid_candles:
c = price_map.get(end_ep, {}).get("c", fallback_val)
return {"o": c, "h": c, "l": c, "c": c}
O = valid_candles[0]['o']
H = max(c['h'] for c in valid_candles)
L = min(c['l'] for c in valid_candles)
C = valid_candles[-1]['c']
return {"o": O, "h": H, "l": L, "c": C}
def calc_diff(mode: str, curr: dict, prev: dict, formula: str, c_sign: str) -> float:
O, H, L, C = curr.get('o', 0.0), curr.get('h', 0.0), curr.get('l', 0.0), curr.get('c', 0.0)
O_prev, H_prev, L_prev, C_prev = prev.get('o', 0.0), prev.get('h', 0.0), prev.get('l', 0.0), prev.get('c', 0.0)
if mode == "1": # HH/LL of TF
mag = H - L
sign_val = 1 if C >= O else -1
return sign_val * mag
elif mode == "2": # TF Open-Close absolute
return C - O
elif mode == "3": # T2 Close - T1 Close
return C - C_prev
elif mode == "4": # Extremes relative to T1 Close
if C > C_prev: val = H
elif C < C_prev: val = L
else: val = C
return val - C_prev
elif mode == "5": # Custom Formula
allowed_vars = {
'O': O, 'H': H, 'L': L, 'C': C,
'O_prev': O_prev, 'H_prev': H_prev, 'L_prev': L_prev, 'C_prev': C_prev,
'abs': abs, 'max': max, 'min': min
}
try:
res = float(eval(formula, {"__builtins__": None}, allowed_vars))
if c_sign == "candle":
mag = abs(res)
sign_val = 1 if C >= O else -1
return sign_val * mag
return res
except Exception:
return 0.0
return C - O
# ==========================================
# 4. API ENDPOINTS
# ==========================================
@app.get("/api/status")
def get_status():
return JSONResponse(SYSTEM_STATUS)
@app.get("/api/expiries")
def get_expiries():
if not SYSTEM_STATUS["ready"]:
return JSONResponse({"s": "error", "message": "Master Data Initializing..."})
return JSONResponse({"s": "ok", "expiries": EXPIRIES_LIST})
@app.get("/api/heatmap")
async def generate_heatmap(
request: Request, date: str, expiry: str, tfs: str = "1,3,15",
atm_range: int = 10, start: str = "09:15", end: str = "15:30",
method: str = "1", formula: str = "(H-L)", sign: str = "formula",
divisor: str = "true", strike_mode: str = "itm"
):
if not SYSTEM_STATUS["ready"]:
return JSONResponse({"s": "error", "message": "System Booting... Please wait."})
try: token = get_fyers_token()
except Exception as e: return JSONResponse({"s": "error", "message": str(e)})
timeframes = [int(x.strip()) for x in tfs.split(",") if x.strip().isdigit()]
use_divisor = (divisor.lower() == "true")
ist_tz = timezone(timedelta(hours=5, minutes=30))
start_dt = datetime.strptime(f"{date} {start}:00", "%Y-%m-%d %H:%M:%S").replace(tzinfo=ist_tz)
end_dt = datetime.strptime(f"{date} {end}:00", "%Y-%m-%d %H:%M:%S").replace(tzinfo=ist_tz)
total_mins = int((end_dt - start_dt).total_seconds() // 60)
ep_list = [int((start_dt + timedelta(minutes=i)).timestamp()) for i in range(total_mins + 1)]
async with httpx.AsyncClient() as client:
_, raw_spot = await fetch_history(client, token, SPOT_SYMBOL, date, asyncio.Semaphore(1))
if not raw_spot:
return JSONResponse({"s": "error", "message": f"No Spot data found. Date may be a holiday or wrong format."})
spot_map = forward_fill_prices(raw_spot, ep_list)
required_symbols = set()
for ep in ep_list:
spot_price = spot_map.get(ep, {}).get("c", 0)
if spot_price > 0:
atm = int(spot_price // 50) * 50
strikes = [atm - (i * 50) for i in range(atm_range - 1, -1, -1)] + [atm + (i * 50) for i in range(1, atm_range + 1)]
for k in strikes:
if expiry in NIFTY_MASTER:
if k in NIFTY_MASTER[expiry]['CE']: required_symbols.add(NIFTY_MASTER[expiry]['CE'][k])
if k in NIFTY_MASTER[expiry]['PE']: required_symbols.add(NIFTY_MASTER[expiry]['PE'][k])
semaphore = asyncio.Semaphore(4)
tasks = [fetch_history(client, token, sym, date, semaphore) for sym in required_symbols]
results = await asyncio.gather(*tasks)
opt_data = {sym: forward_fill_prices(raw, ep_list) for sym, raw in results}
matrix = []
for ep in ep_list:
time_str = datetime.fromtimestamp(ep, tz=ist_tz).strftime('%H:%M')
spot_t2_info = spot_map.get(ep, {"o": 0, "h": 0, "l": 0, "c": 0})
spot_t2_c = spot_t2_info["c"]
if spot_t2_c == 0: continue
spot_min_diff = spot_t2_c - spot_t2_info["o"]
atm = int(spot_t2_c // 50) * 50
strikes = [atm - (i * 50) for i in range(atm_range - 1, -1, -1)] + [atm + (i * 50) for i in range(1, atm_range + 1)]
row_data = {"time": time_str, "spot_min_diff": round(spot_min_diff, 2), "tfs": {}}
for tf in timeframes:
ep_t1 = ep - (tf * 60)
if ep_t1 < start_dt.timestamp():
row_data["tfs"][str(tf)] = None
continue
spot_curr = get_tf_candle(spot_map, ep, tf, spot_t2_c)
spot_prev = get_tf_candle(spot_map, ep_t1, tf, spot_t2_c)
spot_diff = calc_diff(method, spot_curr, spot_prev, formula, sign)
if use_divisor:
abs_spot_diff = abs(spot_diff)
safe_spot_diff = abs_spot_diff if abs_spot_diff != 0.0 else 0.05
else:
safe_spot_diff = 1.0
sum_c_diff, sum_p_diff = 0.0, 0.0
strike_details = []
for k in strikes:
# Quadrant Logic Mode
ce_valid = True
pe_valid = True
if strike_mode == "itm":
ce_valid = (k <= atm)
pe_valid = (k >= atm)
elif strike_mode == "otm":
ce_valid = (k > atm)
pe_valid = (k < atm)
ce_sym = NIFTY_MASTER[expiry]['CE'].get(k) if expiry in NIFTY_MASTER else None
pe_sym = NIFTY_MASTER[expiry]['PE'].get(k) if expiry in NIFTY_MASTER else None
ce_curr = get_tf_candle(opt_data[ce_sym], ep, tf, 0.0) if ce_sym and ce_sym in opt_data else {"o":0,"h":0,"l":0,"c":0}
ce_prev = get_tf_candle(opt_data[ce_sym], ep_t1, tf, 0.0) if ce_sym and ce_sym in opt_data else {"o":0,"h":0,"l":0,"c":0}
pe_curr = get_tf_candle(opt_data[pe_sym], ep, tf, 0.0) if pe_sym and pe_sym in opt_data else {"o":0,"h":0,"l":0,"c":0}
pe_prev = get_tf_candle(opt_data[pe_sym], ep_t1, tf, 0.0) if pe_sym and pe_sym in opt_data else {"o":0,"h":0,"l":0,"c":0}
c_diff = calc_diff(method, ce_curr, ce_prev, formula, sign) if ce_valid else 0.0
p_diff = calc_diff(method, pe_curr, pe_prev, formula, sign) if pe_valid else 0.0
c_ratio = c_diff / safe_spot_diff
p_ratio = p_diff / safe_spot_diff
sum_c_diff += c_diff
sum_p_diff += p_diff
strike_details.append({
"k": k,
"c1": round(ce_prev['c'], 2), "c2": round(ce_curr['c'], 2), "cd": round(c_diff, 2), "cr": round(c_ratio, 4), "cv": ce_valid,
"p1": round(pe_prev['c'], 2), "p2": round(pe_curr['c'], 2), "pd": round(p_diff, 2), "pr": round(p_ratio, 4), "pv": pe_valid
})
emp_ce_delta = sum_c_diff / safe_spot_diff
emp_pe_delta = sum_p_diff / safe_spot_diff
net_emp_delta = emp_ce_delta - emp_pe_delta
# Identify Anomaly: Spot and Net Delta move in OPPOSITE directions!
is_anomaly = (spot_diff > 0 and net_emp_delta < 0) or (spot_diff < 0 and net_emp_delta > 0)
row_data["tfs"][str(tf)] = {
"tf_name": f"{tf} Min",
"method": method,
"atm_idx": atm_range - 1,
"net_delta": round(net_emp_delta, 4),
"ce_delta": round(emp_ce_delta, 4),
"pe_delta": round(emp_pe_delta, 4),
"t1_spot": round(spot_prev['c'], 2),
"t2_spot": round(spot_curr['c'], 2),
"spot_diff": round(spot_diff, 2),
"ce_diff_total": round(sum_c_diff, 2),
"pe_diff_total": round(sum_p_diff, 2),
"strike_details": strike_details,
"atm_range": atm_range,
"is_anomaly": is_anomaly
}
matrix.append(row_data)
return JSONResponse({"s": "ok", "matrix": matrix, "timeframes": timeframes})
# ==========================================
# 5. FRONTEND HTML TEMPLATE
# ==========================================
@app.get("/")
def serve_ui():
return HTMLResponse(HTML_TEMPLATE)
HTML_TEMPLATE = """
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="UTF-8">
<title>Empirical Delta Terminal - Ultra Compact</title>
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<style>
:root {
--bg: #ffffff; --panel: #f8f9fa; --border: #ced4da;
--text: #212529; --text-dim: #6c757d;
--green: #d1e7dd; --green-text: #198754;
--red: #f8d7da; --red-text: #dc3545;
--accent: #0d6efd; --accent-hover: #0b5ed7;
--table-hover: #e9ecef;
}
body { margin: 0; padding: 5px; font-family: -apple-system, sans-serif; background: var(--bg); color: var(--text); font-size: 11px; }
.controls { display: flex; gap: 8px; margin-bottom: 8px; background: var(--panel); padding: 6px; border-radius: 4px; border: 1px solid var(--border); align-items: flex-end; flex-wrap: wrap; }
.control-group { display: flex; flex-direction: column; gap: 2px; }
.control-group label { font-size: 9px; color: var(--text-dim); text-transform: uppercase; font-weight: bold; }
input, select { padding: 4px 6px; border: 1px solid var(--border); border-radius: 3px; outline: none; font-size:11px; }
input:focus, select:focus { border-color: var(--accent); }
button { background: var(--accent); color: white; border: none; padding: 4px 10px; border-radius: 3px; cursor: pointer; font-weight: bold; font-size: 11px; transition:0.2s; height: 24px;}
button:hover { background: var(--accent-hover); }
button:disabled { background: #adb5bd; cursor: not-allowed; }
.manual-btn { background: #6c757d; margin-left: auto;}
.manual-btn:hover { background: #5a6268; }
.table-container { height: calc(100vh - 65px); overflow-y: auto; border: 1px solid var(--border); border-radius: 4px; background: #fff; }
table { width: 100%; border-collapse: collapse; }
th, td { padding: 4px 6px; text-align: center; border-bottom: 1px solid var(--border); border-right: 1px solid var(--border); white-space: nowrap; }
td:last-child, th:last-child { border-right: none; }
th { background: #dee2e6; color: #495057; font-size: 10px; text-transform: uppercase; position: sticky; top: 0; z-index: 10; }
tr:hover { background-color: var(--table-hover); }
.time-cell { font-weight: bold; color: var(--accent); cursor: pointer; text-decoration: underline; }
.time-cell:hover { color: var(--accent-hover); }
.spot-cell { font-family: monospace; font-weight: bold; }
.delta-cell { font-family: monospace; font-weight: bold; padding: 2px 4px; border-radius: 2px; display: block; }
.pos-val { background-color: var(--green); color: var(--green-text); }
.neg-val { background-color: var(--red); color: var(--red-text); }
/* The Massive Anomaly Indicator */
.anomaly-cell { box-shadow: inset 0px 0px 0px 2px #0d6efd; border-radius: 3px; }
.blank-cell { color: #adb5bd; font-style: italic; font-size: 10px; }
.excluded-cell { color: #adb5bd !important; opacity: 0.5; }
/* Modal Styles */
#modal, #manualModal { display: none; position: fixed; top: 0; left: 0; width: 100%; height: 100%; background: rgba(0,0,0,0.5); align-items: center; justify-content: center; z-index: 1000; }
.modal-content { background: #fff; padding: 15px; border-radius: 4px; width: 1000px; max-width: 98%; max-height: 95vh; display: flex; flex-direction: column; border: 1px solid var(--border); }
.modal-header { display: flex; justify-content: space-between; align-items: center; margin-bottom: 10px; padding-bottom: 5px; border-bottom: 1px solid var(--border); }
.modal-header h3 { margin: 0; font-size: 14px; }
.modal-close { cursor: pointer; color: var(--text-dim); font-size: 18px; font-weight: bold; }
.manual-content { padding-right: 5px; overflow-y: auto; font-size: 12px; line-height: 1.5; color: #333;}
.manual-content code { background: #e9ecef; padding: 2px 4px; border-radius: 3px; font-family: monospace; color: var(--accent-hover); font-weight: bold;}
.summary-grid { display: grid; grid-template-columns: repeat(6, 1fr); gap: 6px; margin-bottom: 10px; background: var(--panel); padding: 8px; border-radius: 4px; border: 1px solid var(--border); }
.summary-item { font-size: 11px; }
.summary-label { color: var(--text-dim); font-size: 9px; font-weight: bold; text-transform: uppercase; display: block; }
.summary-value { font-family: monospace; font-weight: bold; font-size: 12px; }
.breakdown-table-wrapper { overflow-y: auto; flex-grow: 1; border: 1px solid var(--border); }
.breakdown-table { font-size: 10px; }
.breakdown-table th { background: #e9ecef; }
.atm-row td { background-color: #ffeeba !important; border-bottom: 3px solid #343a40 !important; font-weight: bold; }
.total-row td { background: #dee2e6; font-weight: bold; }
.loader { display:none; border: 2px solid transparent; border-top: 2px solid white; border-radius: 50%; width: 10px; height: 10px; animation: spin 1s linear infinite; vertical-align: middle; }
@keyframes spin { 0% { transform: rotate(0deg); } 100% { transform: rotate(360deg); } }
</style>
</head>
<body>
<div class="controls">
<div class="control-group"><label>Date</label><input type="date" id="i_date"></div>
<div class="control-group"><label>Start</label><input type="time" id="i_start" value="09:15"></div>
<div class="control-group"><label>End</label><input type="time" id="i_end" value="15:30"></div>
<div class="control-group"><label>Expiry</label><select id="i_exp" style="width:105px;"><option>Loading...</option></select></div>
<div class="control-group"><label>TFs (m)</label><input type="text" id="i_tfs" value="1, 3, 15" style="width:70px;"></div>
<div class="control-group"><label>± Strikes</label><input type="number" id="i_atm" value="10" style="width:45px;"></div>
<div class="control-group">
<label>Strike Mode</label>
<select id="i_strike_mode" style="width:90px;">
<option value="all">Full 4 Quad.</option>
<option value="itm" selected>2 Quad ITM</option>
<option value="otm">2 Quad OTM</option>
</select>
</div>
<div class="control-group">
<label>Diff Method</label>
<select id="i_method" style="width:110px;" onchange="toggleCustom()">
<option value="1" selected>1. HH/LL of TF</option>
<option value="2">2. TF Open-Close</option>
<option value="3">3. T2 - T1 Close</option>
<option value="4">4. Extremes vs T1</option>
<option value="5">5. Custom Formula</option>
</select>
</div>
<div class="control-group" id="c_formula" style="display:none;">
<label>Formula</label>
<input type="text" id="i_formula" value="(H-L)" style="width:70px;">
</div>
<div class="control-group" id="c_sign" style="display:none;">
<label>Form. Sign</label>
<select id="i_sign" style="width:80px;">
<option value="formula">Absolute</option>
<option value="candle">Candle Dir.</option>
</select>
</div>
<div class="control-group">
<label>Divisor (Spot Δ)</label>
<select id="i_divisor" style="width:50px;">
<option value="true" selected>On</option>
<option value="false">Off</option>
</select>
</div>
<button onclick="loadHeatmap()" id="btnLoad"><span class="loader" id="btnLoader"></span><span id="btnTxt">Load</span></button>
<button type="button" class="manual-btn" onclick="document.getElementById('manualModal').style.display='flex'">Manual</button>
</div>
<div class="table-container">
<table>
<thead>
<tr id="tableHead">
<th style="width:60px;">Time</th><th style="width:60px;">Spot 1m Δ</th><th>Matrix generates here...</th>
</tr>
</thead>
<tbody id="tableBody"></tbody>
</table>
</div>
<div id="modal">
<div class="modal-content">
<div class="modal-header">
<h3 id="modalTitle">Calculation Table</h3>
<span class="modal-close" onclick="document.getElementById('modal').style.display='none'">&times;</span>
</div>
<div class="summary-grid">
<div class="summary-item"><span class="summary-label">Spot T1 Close</span><span class="summary-value" id="m_t1spot"></span></div>
<div class="summary-item"><span class="summary-label">Spot T2 Close</span><span class="summary-value" id="m_t2spot"></span></div>
<div class="summary-item"><span class="summary-label">Spot Diff (True Δ)</span><span class="summary-value" id="m_spotdiff"></span></div>
<div class="summary-item"><span class="summary-label">Emp. Call Delta</span><span class="summary-value" id="m_cedelta"></span></div>
<div class="summary-item"><span class="summary-label">Emp. Put Delta</span><span class="summary-value" id="m_pedelta"></span></div>
<div class="summary-item"><span class="summary-label">Net Emp. Delta</span><span class="summary-value" id="m_netdelta"></span></div>
</div>
<div class="breakdown-table-wrapper">
<table class="breakdown-table">
<thead>
<tr>
<th>Strike</th>
<th>CE T1(C)</th><th>CE T2(C)</th><th>CE Call Diff</th><th>CE Ratio (Δ)</th>
<th>PE T1(C)</th><th>PE T2(C)</th><th>PE Put Diff</th><th>PE Ratio (Δ)</th>
</tr>
</thead>
<tbody id="modalTableBody"></tbody>
</table>
</div>
</div>
</div>
<div id="manualModal">
<div class="modal-content" style="max-width: 550px;">
<div class="modal-header">
<h3>User Manual & Settings</h3>
<span class="modal-close" onclick="document.getElementById('manualModal').style.display='none'">&times;</span>
</div>
<div class="manual-content">
<p><strong>Strike Mode (Quadrants):</strong></p>
<ul>
<li><strong>2 Quad ITM:</strong> Measures Call ITMs (Strikes <= ATM) and Put ITMs (Strikes >= ATM). Default behavior for flow analysis.</li>
<li><strong>2 Quad OTM:</strong> Measures Call OTMs and Put OTMs only.</li>
<li><strong>Full 4 Quad:</strong> Sums up all selected strikes uniformly.</li>
</ul>
<p><strong>Anomaly Highlight (Blue Outline):</strong></p>
<p>If the cell has a thick blue border, it indicates a massive anomaly where Nifty moved in one direction (e.g., dropped), but Net Options premium moved heavily in the opposite direction (e.g., massive calls accumulated). Watch these closely!</p>
<hr style="border:0; border-top:1px solid #dee2e6; margin:10px 0;">
<p><strong>Difference Methods (Modes):</strong></p>
<ol>
<li><strong>1. HH/LL of TF:</strong> Calculates <code>High - Low</code> of the entire timeframe. Sign (+/-) is determined by the TF Candle's Open & Close direction.</li>
<li><strong>2. TF Open-Close:</strong> Calculates <code>Close - Open</code> of the TF candle.</li>
<li><strong>3. T2 - T1 Close:</strong> Current TF Close minus Previous TF Close.</li>
<li><strong>4. Extremes vs T1:</strong> Uses Current High/Low against Prev Close based on TF trend.</li>
<li><strong>5. Custom Formula:</strong> Write your own math logic using defined variables.</li>
</ol>
<hr style="border:0; border-top:1px solid #dee2e6; margin:10px 0;">
<p><strong>Custom Formula Variables:</strong></p>
<p>
<code>O, H, L, C</code> : Current TF Candle<br>
<code>O_prev, H_prev, L_prev, C_prev</code> : Previous TF Candle<br>
<em>Functions:</em> <code>abs(x)</code>, <code>max(a,b)</code>, <code>min(a,b)</code><br>
<em>Form. Sign Option:</em> If Absolute, calculation determines sign. If Candle Dir, the TF Open/Close overrides the formula's calculated math sign.
</p>
</div>
</div>
</div>
<script>
let d = new Date();
if (d.getDay() === 0) d.setDate(d.getDate() - 2);
else if (d.getDay() === 6) d.setDate(d.getDate() - 1);
document.getElementById('i_date').value = d.toISOString().split('T')[0];
function fetchExpiries() {
fetch('./api/expiries' + window.location.search).then(r=>r.json()).then(d => {
if(d.s === 'ok' && d.expiries.length > 0) {
document.getElementById('i_exp').innerHTML = d.expiries.map(e => `<option value="${e}">${e}</option>`).join('');
} else setTimeout(fetchExpiries, 2000);
}).catch(() => setTimeout(fetchExpiries, 2000));
}
fetchExpiries();
function toggleCustom() {
const val = document.getElementById('i_method').value;
document.getElementById('c_formula').style.display = val === '5' ? 'flex' : 'none';
document.getElementById('c_sign').style.display = val === '5' ? 'flex' : 'none';
}
function formatNum(n) { return n > 0 ? '+' + n.toFixed(2) : n.toFixed(2); }
function showBreakdown(dataStr, timeStr) {
const d = JSON.parse(decodeURIComponent(dataStr));
document.getElementById('modalTitle').innerText = `Breakdown: ${timeStr} (${d.tf_name} Lookback)`;
document.getElementById('m_t1spot').innerText = d.t1_spot.toFixed(2);
document.getElementById('m_t2spot').innerText = d.t2_spot.toFixed(2);
const sDiff = document.getElementById('m_spotdiff');
sDiff.innerText = formatNum(d.spot_diff);
sDiff.style.color = d.spot_diff > 0 ? 'var(--green-text)' : (d.spot_diff < 0 ? 'var(--red-text)' : 'inherit');
document.getElementById('m_cedelta').innerText = formatNum(d.ce_delta);
document.getElementById('m_pedelta').innerText = formatNum(d.pe_delta);
const nd = document.getElementById('m_netdelta');
nd.innerText = formatNum(d.net_delta);
nd.style.color = d.net_delta > 0 ? 'var(--green-text)' : (d.net_delta < 0 ? 'var(--red-text)' : 'inherit');
let tHtml = "";
const atm_idx = parseInt(d.atm_idx);
d.strike_details.forEach((row, i) => {
const cClass = (i === atm_idx) ? "atm-row" : "";
const ceStyling = !row.cv ? 'class="excluded-cell"' : '';
const peStyling = !row.pv ? 'class="excluded-cell"' : '';
const cdColor = (!row.cv) ? 'inherit' : (row.cd > 0 ? 'var(--green-text)' : (row.cd < 0 ? 'var(--red-text)' : 'inherit'));
const crColor = (!row.cv) ? 'inherit' : (row.cr > 0 ? 'var(--green-text)' : (row.cr < 0 ? 'var(--red-text)' : 'inherit'));
const pdColor = (!row.pv) ? 'inherit' : (row.pd > 0 ? 'var(--green-text)' : (row.pd < 0 ? 'var(--red-text)' : 'inherit'));
const prColor = (!row.pv) ? 'inherit' : (row.pr > 0 ? 'var(--green-text)' : (row.pr < 0 ? 'var(--red-text)' : 'inherit'));
let strikeText = (i === atm_idx) ? `${row.k} (ATM)` : row.k;
tHtml += `<tr class="${cClass}">
<td style="font-weight:bold; background:#f8f9fa;">${strikeText}</td>
<td ${ceStyling}>${row.c1.toFixed(2)}</td><td ${ceStyling}>${row.c2.toFixed(2)}</td>
<td ${ceStyling} style="color:${cdColor}; font-weight:bold;">${formatNum(row.cd)}</td>
<td ${ceStyling} style="color:${crColor}; font-weight:bold;">${row.cr.toFixed(4)}</td>
<td ${peStyling}>${row.p1.toFixed(2)}</td><td ${peStyling}>${row.p2.toFixed(2)}</td>
<td ${peStyling} style="color:${pdColor}; font-weight:bold;">${formatNum(row.pd)}</td>
<td ${peStyling} style="color:${prColor}; font-weight:bold;">${row.pr.toFixed(4)}</td>
</tr>`;
});
tHtml += `<tr class="total-row">
<td>TOTAL Diffs</td>
<td colspan="2"></td>
<td style="color:${d.ce_diff_total>0?'var(--green-text)':'var(--red-text)'}">${formatNum(d.ce_diff_total)}</td>
<td></td>
<td colspan="2"></td>
<td style="color:${d.pe_diff_total>0?'var(--green-text)':'var(--red-text)'}">${formatNum(d.pe_diff_total)}</td>
<td></td>
</tr>`;
document.getElementById('modalTableBody').innerHTML = tHtml;
document.getElementById('modal').style.display = 'flex';
}
async function loadHeatmap() {
const btn = document.getElementById('btnLoad');
const loader = document.getElementById('btnLoader');
const txt = document.getElementById('btnTxt');
txt.innerText = "Wait..."; loader.style.display = "inline-block"; btn.disabled = true;
try {
const params = new URLSearchParams(window.location.search);
params.set('date', document.getElementById('i_date').value);
params.set('start', document.getElementById('i_start').value);
params.set('end', document.getElementById('i_end').value);
params.set('expiry', document.getElementById('i_exp').value);
params.set('tfs', document.getElementById('i_tfs').value);
params.set('atm_range', document.getElementById('i_atm').value);
params.set('strike_mode', document.getElementById('i_strike_mode').value);
params.set('method', document.getElementById('i_method').value);
params.set('formula', document.getElementById('i_formula').value);
params.set('sign', document.getElementById('i_sign').value);
params.set('divisor', document.getElementById('i_divisor').value);
const res = await fetch(`./api/heatmap?${params.toString()}`);
const data = await res.json();
if (data.s !== 'ok') { alert("API Error: " + data.message); return; }
let headHtml = `<th style="width:50px;">Time</th><th style="width:60px;">Spot 1m Δ</th>`;
data.timeframes.forEach(tf => { headHtml += `<th>${tf} Min</th>`; });
document.getElementById('tableHead').innerHTML = headHtml;
let bodyHtml = "";
const firstTf = data.timeframes[0].toString();
data.matrix.forEach(row => {
const spotColor = row.spot_min_diff > 0 ? 'var(--green-text)' : (row.spot_min_diff < 0 ? 'var(--red-text)' : 'inherit');
const spotSign = row.spot_min_diff > 0 ? '+' : '';
let timeCellHtml = `<td class="time-cell">${row.time}</td>`;
if (row.tfs[firstTf]) {
const enc1 = encodeURIComponent(JSON.stringify(row.tfs[firstTf]));
timeCellHtml = `<td class="time-cell" onclick="showBreakdown('${enc1}', '${row.time}')">${row.time}</td>`;
}
let rHtml = `<tr>
${timeCellHtml}
<td class="spot-cell" style="color: ${spotColor}">${spotSign}${row.spot_min_diff.toFixed(2)}</td>`;
data.timeframes.forEach(tf => {
const cell = row.tfs[tf.toString()];
if (!cell) { rHtml += `<td><span class="blank-cell">-</span></td>`; }
else {
const cssClass = cell.net_delta > 0 ? 'pos-val' : (cell.net_delta < 0 ? 'neg-val' : '');
const anomalyClass = cell.is_anomaly ? 'anomaly-cell' : '';
const sign = cell.net_delta > 0 ? '+' : '';
rHtml += `<td><span class="delta-cell ${cssClass} ${anomalyClass}">${sign}${cell.net_delta.toFixed(1)}</span></td>`;
}
});
bodyHtml += rHtml + `</tr>`;
});
document.getElementById('tableBody').innerHTML = bodyHtml;
} catch (e) {
console.error(e);
alert("Network Error. Check console logs.");
} finally {
txt.innerText = "Load"; loader.style.display = "none"; btn.disabled = false;
}
}
</script>
</body>
</html>
"""
if __name__ == "__main__":
uvicorn.run(app, host="0.0.0.0", port=7860)