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DOne #191

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abd3e4c
task 3 done
Mrpradhanji Aug 12, 2024
1c43d5d
Patch file
Mrpradhanji Aug 12, 2024
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128 changes: 128 additions & 0 deletions 0001-task-3-done.patch
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Original file line number Diff line number Diff line change
@@ -0,0 +1,128 @@
From abd3e4c0a7af80a80390f8c9edca6a26440f4f30 Mon Sep 17 00:00:00 2001
From: Mrpradhanji <[email protected]>
Date: Mon, 12 Aug 2024 14:43:31 +0530
Subject: [PATCH] task 3 done

---
src/DataManipulator.ts | 38 +++++++++++++++++++++++++++-----------
src/Graph.tsx | 30 ++++++++++++++++++------------
2 files changed, 45 insertions(+), 23 deletions(-)

diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts
index 7f62295..1d2facc 100644
--- a/src/DataManipulator.ts
+++ b/src/DataManipulator.ts
@@ -1,20 +1,36 @@
import { ServerRespond } from './DataStreamer';

export interface Row {
- stock: string,
- top_ask_price: number,
- timestamp: Date,
+ price_abc: number,
+ price_def: number,
+ ratio: number,
+ timestamp: Date,
+ upper_bound: number,
+ lower_bound: number,
+ trigger_alert: number | undefined,
}


export class DataManipulator {
- static generateRow(serverResponds: ServerRespond[]) {
- return serverResponds.map((el: any) => {
- return {
- stock: el.stock,
- top_ask_price: el.top_ask && el.top_ask.price || 0,
- timestamp: el.timestamp,
- };
- })
+
+ static generateRow(serverResponds: ServerRespond[]) : Row {
+ const priceABC = (serverResponds[0].top_ask.price + serverResponds[0].top_bid.price) /2;
+ const priceDEF = (serverResponds[1].top_ask.price + serverResponds[1].top_bid.price) /2;
+ const ratio = priceABC / priceDEF;
+ const upperBound = 1 + 0.05;
+ const lowerBound = 1 - 0.05;
+
+ return{
+ price_abc: priceABC,
+ price_def: priceDEF,
+ ratio,
+ timestamp : serverResponds[0].timestamp > serverResponds[1].timestamp ?
+ serverResponds[0].timestamp : serverResponds[1].timestamp ,
+ upper_bound: upperBound,
+ lower_bound: lowerBound,
+ trigger_alert: (ratio > upperBound || ratio < lowerBound) ? ratio : undefined,
+
+ }
+
}
}
diff --git a/src/Graph.tsx b/src/Graph.tsx
index 277797d..43f8083 100644
--- a/src/Graph.tsx
+++ b/src/Graph.tsx
@@ -1,5 +1,5 @@
import React, { Component } from 'react';
-import { Table } from '@finos/perspective';
+import { Table, TableData } from '@finos/perspective';
import { ServerRespond } from './DataStreamer';
import { DataManipulator } from './DataManipulator';
import './Graph.css';
@@ -23,10 +23,13 @@ class Graph extends Component<IProps, {}> {
const elem = document.getElementsByTagName('perspective-viewer')[0] as unknown as PerspectiveViewerElement;

const schema = {
- stock: 'string',
- top_ask_price: 'float',
- top_bid_price: 'float',
+ price_abc: 'float',
+ price_def: 'float',
+ ratio: 'float',
timestamp: 'date',
+ upper_bound:'float',
+ lower_bound:'float',
+ trigger_alert: 'float',
};

if (window.perspective && window.perspective.worker()) {
@@ -36,23 +39,26 @@ class Graph extends Component<IProps, {}> {
// Load the `table` in the `<perspective-viewer>` DOM reference.
elem.load(this.table);
elem.setAttribute('view', 'y_line');
- elem.setAttribute('column-pivots', '["stock"]');
elem.setAttribute('row-pivots', '["timestamp"]');
- elem.setAttribute('columns', '["top_ask_price"]');
+ elem.setAttribute('columns', '["ratio", "lower_bound", "upper_bound","trigger_alert"]');
elem.setAttribute('aggregates', JSON.stringify({
- stock: 'distinctcount',
- top_ask_price: 'avg',
- top_bid_price: 'avg',
- timestamp: 'distinct count',
+ price_abc: 'avg',
+ price_def: 'avg',
+ ratio: 'avg',
+ timestamp: 'distinct count',
+ upper_bound:'avg',
+ lower_bound:'avg',
+ trigger_alert: 'avg',
}));
}
}

componentDidUpdate() {
if (this.table) {
- this.table.update(
+ this.table.update([
DataManipulator.generateRow(this.props.data),
- );
+ ] as unknown as TableData);
+
}
}
}
--
2.43.0.windows.1

38 changes: 27 additions & 11 deletions src/DataManipulator.ts
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Original file line number Diff line number Diff line change
@@ -1,20 +1,36 @@
import { ServerRespond } from './DataStreamer';

export interface Row {
stock: string,
top_ask_price: number,
timestamp: Date,
price_abc: number,
price_def: number,
ratio: number,
timestamp: Date,
upper_bound: number,
lower_bound: number,
trigger_alert: number | undefined,
}


export class DataManipulator {
static generateRow(serverResponds: ServerRespond[]) {
return serverResponds.map((el: any) => {
return {
stock: el.stock,
top_ask_price: el.top_ask && el.top_ask.price || 0,
timestamp: el.timestamp,
};
})

static generateRow(serverResponds: ServerRespond[]) : Row {
const priceABC = (serverResponds[0].top_ask.price + serverResponds[0].top_bid.price) /2;
const priceDEF = (serverResponds[1].top_ask.price + serverResponds[1].top_bid.price) /2;
const ratio = priceABC / priceDEF;
const upperBound = 1 + 0.05;
const lowerBound = 1 - 0.05;

return{
price_abc: priceABC,
price_def: priceDEF,
ratio,
timestamp : serverResponds[0].timestamp > serverResponds[1].timestamp ?
serverResponds[0].timestamp : serverResponds[1].timestamp ,
upper_bound: upperBound,
lower_bound: lowerBound,
trigger_alert: (ratio > upperBound || ratio < lowerBound) ? ratio : undefined,

}

}
}
30 changes: 18 additions & 12 deletions src/Graph.tsx
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Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
import React, { Component } from 'react';
import { Table } from '@finos/perspective';
import { Table, TableData } from '@finos/perspective';
import { ServerRespond } from './DataStreamer';
import { DataManipulator } from './DataManipulator';
import './Graph.css';
Expand All @@ -23,10 +23,13 @@ class Graph extends Component<IProps, {}> {
const elem = document.getElementsByTagName('perspective-viewer')[0] as unknown as PerspectiveViewerElement;

const schema = {
stock: 'string',
top_ask_price: 'float',
top_bid_price: 'float',
price_abc: 'float',
price_def: 'float',
ratio: 'float',
timestamp: 'date',
upper_bound:'float',
lower_bound:'float',
trigger_alert: 'float',
};

if (window.perspective && window.perspective.worker()) {
Expand All @@ -36,23 +39,26 @@ class Graph extends Component<IProps, {}> {
// Load the `table` in the `<perspective-viewer>` DOM reference.
elem.load(this.table);
elem.setAttribute('view', 'y_line');
elem.setAttribute('column-pivots', '["stock"]');
elem.setAttribute('row-pivots', '["timestamp"]');
elem.setAttribute('columns', '["top_ask_price"]');
elem.setAttribute('columns', '["ratio", "lower_bound", "upper_bound","trigger_alert"]');
elem.setAttribute('aggregates', JSON.stringify({
stock: 'distinctcount',
top_ask_price: 'avg',
top_bid_price: 'avg',
timestamp: 'distinct count',
price_abc: 'avg',
price_def: 'avg',
ratio: 'avg',
timestamp: 'distinct count',
upper_bound:'avg',
lower_bound:'avg',
trigger_alert: 'avg',
}));
}
}

componentDidUpdate() {
if (this.table) {
this.table.update(
this.table.update([
DataManipulator.generateRow(this.props.data),
);
] as unknown as TableData);

}
}
}
Expand Down