diff --git a/0001-Create-Patch-File.patch b/0001-Create-Patch-File.patch new file mode 100644 index 0000000000..cf069f44b4 --- /dev/null +++ b/0001-Create-Patch-File.patch @@ -0,0 +1,135 @@ +From c406bc684434e353f7eae0f34dc2e4bfb085f197 Mon Sep 17 00:00:00 2001 +From: vismaywalde +Date: Sat, 24 Aug 2024 00:20:12 +0530 +Subject: [PATCH] Create Patch File + +--- + src/DataManipulator.ts | 30 ++++++++++++++++++++++-------- + src/Graph.tsx | 41 +++++++++++++++++++++++++---------------- + 2 files changed, 47 insertions(+), 24 deletions(-) + +diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts +index 7f62295..5532460 100644 +--- a/src/DataManipulator.ts ++++ b/src/DataManipulator.ts +@@ -1,20 +1,34 @@ + import { ServerRespond } from './DataStreamer'; + + export interface Row { +- stock: string, +- top_ask_price: number, ++ 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) => { ++ static generateRow(serverRespond: ServerRespond[]): Row { ++ const priceABC = (serverRespond[0].top_ask.price + serverRespond[0].top_bid.price) / 2; ++ const priceDEF = (serverRespond[1].top_ask.price + serverRespond[1].top_bid.price) / 2; ++ const ratio = priceABC / priceDEF; ++ const upperBound = 1 + 0.05; ++ const lowerBound = 1 - 0.05; ++ + return { +- stock: el.stock, +- top_ask_price: el.top_ask && el.top_ask.price || 0, +- timestamp: el.timestamp, ++ price_abc: priceABC, ++ price_def: priceDEF, ++ ratio, ++ timestamp: serverRespond[0].timestamp > serverRespond[1].timestamp ? ++ serverRespond[0].timestamp : serverRespond[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..ab84a62 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'; +@@ -22,39 +22,48 @@ class Graph extends Component { + // Get element from the DOM. + const elem = document.getElementsByTagName('perspective-viewer')[0] as unknown as PerspectiveViewerElement; + +- const schema = { +- stock: 'string', +- top_ask_price: 'float', +- top_bid_price: 'float', +- timestamp: 'date', +- }; ++ ++ const schema = { ++ 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()) { ++ if (window.perspective) { + this.table = window.perspective.worker().table(schema); + } + if (this.table) { + // Load the `table` in the `` 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', ++ ++ upper_bound: 'avg', ++ lower_bound: 'avg', ++ trigger_alert: 'avg', ++ timestamp: 'distinct count', + })); + } + } + + componentDidUpdate() { + if (this.table) { +- this.table.update( ++ this.table.update([ + DataManipulator.generateRow(this.props.data), +- ); ++ ] as unknown as TableData); + } + } + } + + export default Graph; ++ +-- +2.45.2.windows.1 + diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts index 7f622955cc..321990df76 100644 --- a/src/DataManipulator.ts +++ b/src/DataManipulator.ts @@ -1,20 +1,35 @@ import { ServerRespond } from './DataStreamer'; export interface Row { - stock: string, - top_ask_price: number, + price_abc: number, + price_def: number, + ratio: number, + upper_bound: number, + lower_bound: number, + trigger_alert: number | undefined, timestamp: Date, } export class DataManipulator { - static generateRow(serverResponds: ServerRespond[]) { - return serverResponds.map((el: any) => { + static generateRow(serverRespond: ServerRespond[]): Row { + const priceABC = (serverRespond[0].top_ask.price + serverRespond[0].top_bid.price) / 2; + const priceDEF = (serverRespond[1].top_ask.price + serverRespond[1].top_bid.price) / 2; + const ratio = priceABC / priceDEF; + const upperBound = 1 + 0.05; + const lowerBound = 1 - 0.05; + return { - stock: el.stock, - top_ask_price: el.top_ask && el.top_ask.price || 0, - timestamp: el.timestamp, + price_abc: priceABC, + price_def: priceDEF, + ratio, + timestamp: serverRespond[0].timestamp > serverRespond[1].timestamp ? + serverRespond[0].timestamp : serverRespond[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 277797d933..ab84a6256a 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'; @@ -22,39 +22,48 @@ class Graph extends Component { // Get element from the DOM. const elem = document.getElementsByTagName('perspective-viewer')[0] as unknown as PerspectiveViewerElement; - const schema = { - stock: 'string', - top_ask_price: 'float', - top_bid_price: 'float', - timestamp: 'date', - }; + + const schema = { + 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()) { + if (window.perspective) { this.table = window.perspective.worker().table(schema); } if (this.table) { // Load the `table` in the `` 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', + + upper_bound: 'avg', + lower_bound: 'avg', + trigger_alert: 'avg', + timestamp: 'distinct count', })); } } componentDidUpdate() { if (this.table) { - this.table.update( + this.table.update([ DataManipulator.generateRow(this.props.data), - ); + ] as unknown as TableData); } } } export default Graph; +