From 1fbc9279a4a54293e95f4b128c62f254be38324f Mon Sep 17 00:00:00 2001
From: Manohar <manohar@manohargupta.com>
Date: Fri, 19 Jun 2026 16:02:50 +0530
Subject: [PATCH] fix: parse SENSEX weekly symbol format DD+MON+STRIKE (no
 year)
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Angel One SENSEX weeklies use e.g. SENSEX26JUN77300PE where 26=day,
JUN=month, 77300=strike — no year in the symbol. The previous parser
tried YY+MON+DD, treating 26 as year and 77 as day, giving an invalid
date (2026-06-77) and returning null for ALL option positions.

Added Format 3: DD(1-2) + MON(3-letter) + STRIKE + TYPE
Year is inferred: current year, or next year if date is >7 days past.
Format 2 (YY+MON+DD) is left as-is so it still falls through to Format 3
when its parsed date is invalid (day=77 etc).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
---
 src/ai/greeks.ts | 46 +++++++++++++++++++++++++++++++++++-----------
 1 file changed, 35 insertions(+), 11 deletions(-)

diff --git a/src/ai/greeks.ts b/src/ai/greeks.ts
index ee42bb0..8b57e47 100644
--- a/src/ai/greeks.ts
+++ b/src/ai/greeks.ts
@@ -166,14 +166,27 @@ export function calcGreeks(input: GreeksInput): Greeks {
   return { iv, delta, gamma, theta, vega, rho, ok: true };
 }
 
+const MONTH_MAP: Record<string, string> = {
+  JAN:'01',FEB:'02',MAR:'03',APR:'04',MAY:'05',JUN:'06',
+  JUL:'07',AUG:'08',SEP:'09',OCT:'10',NOV:'11',DEC:'12',
+};
+
 /**
- * Parse SENSEX option symbol -> strike/type/expiry.
- * Supports two formats:
- *   - SENSEX2660475500CE -> Jun 04 2026, 75500 CE  (YY+M+DD)
- *   - SENSEX26MAY28076100CE -> May 28 2026, 76100 CE  (YY+MON+DD)
+ * Parse Angel One option symbol -> strike/type/expiry.
+ * Handles three formats observed in the wild:
+ *
+ *   Format 1 — YY + M(1-digit) + DD + STRIKE
+ *     SENSEX2660475500CE  → 2026-06-04, strike 75500
+ *
+ *   Format 2 — YY + MON + DD + STRIKE  (NIFTY carry-forward style)
+ *     NIFTY28FEB2522500CE → 2025-02-28, strike 22500
+ *     (NOTE: regex groups are DD, MON, YY order — Angel puts day first)
+ *
+ *   Format 3 — DD + MON + STRIKE  (SENSEX weekly, no year in symbol)
+ *     SENSEX26JUN77300PE  → 2026-06-26, strike 77300, year inferred
  */
 export function parseOptionSymbol(sym: string): { underlying: string; strike: number; type: 'CE' | 'PE'; expiry: Date } | null {
-  // Format 1: YY + M(1) + DD
+  // Format 1: YY + M(1) + DD + STRIKE
   let m = sym.match(/^([A-Z]+)(\d{2})(\d{1})(\d{2})(\d+)(CE|PE)$/);
   if (m) {
     const yy = m[2], mo = m[3].padStart(2, '0'), dd = m[4];
@@ -182,19 +195,30 @@ export function parseOptionSymbol(sym: string): { underlying: string; strike: nu
       return { underlying: m[1], strike: parseInt(m[5]), type: m[6] as 'CE' | 'PE', expiry: exp };
     }
   }
-  // Format 2: YY + MON + DD
+  // Format 2: YY + MON + DD + STRIKE  (kept for backward compat; falls through on invalid dates)
+  // Note: SENSEX26JUN77300PE is NOT this format — it falls through to Format 3 below.
   m = sym.match(/^([A-Z]+)(\d{2})(JAN|FEB|MAR|APR|MAY|JUN|JUL|AUG|SEP|OCT|NOV|DEC)(\d{2})(\d+)(CE|PE)$/i);
   if (m) {
-    const months: Record<string, string> = {
-      JAN:'01',FEB:'02',MAR:'03',APR:'04',MAY:'05',JUN:'06',
-      JUL:'07',AUG:'08',SEP:'09',OCT:'10',NOV:'11',DEC:'12',
-    };
-    const yy = m[2], mo = months[m[3].toUpperCase()], dd = m[4];
+    const yy = m[2], mo = MONTH_MAP[m[3].toUpperCase()], dd = m[4];
     const exp = new Date(`20${yy}-${mo}-${dd}T15:30:00+05:30`);
     if (!isNaN(exp.getTime())) {
       return { underlying: m[1], strike: parseInt(m[5]), type: m[6].toUpperCase() as 'CE' | 'PE', expiry: exp };
     }
   }
+  // Format 3: DD + MON + STRIKE  (SENSEX weekly — no year, infer from calendar)
+  m = sym.match(/^([A-Z]+)(\d{1,2})(JAN|FEB|MAR|APR|MAY|JUN|JUL|AUG|SEP|OCT|NOV|DEC)(\d+)(CE|PE)$/i);
+  if (m) {
+    const dd = m[2].padStart(2, '0'), mo = MONTH_MAP[m[3].toUpperCase()];
+    const thisYear = new Date().getFullYear();
+    // Try current year first; if date is already >7 days in the past, try next year
+    let exp = new Date(`${thisYear}-${mo}-${dd}T15:30:00+05:30`);
+    if (isNaN(exp.getTime()) || exp.getTime() < Date.now() - 7 * 86400000) {
+      exp = new Date(`${thisYear + 1}-${mo}-${dd}T15:30:00+05:30`);
+    }
+    if (!isNaN(exp.getTime())) {
+      return { underlying: m[1], strike: parseInt(m[4]), type: m[5].toUpperCase() as 'CE' | 'PE', expiry: exp };
+    }
+  }
   return null;
 }