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completed task 3 #200

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135 changes: 135 additions & 0 deletions 0001-Create-Patch-File.patch
Original file line number Diff line number Diff line change
@@ -0,0 +1,135 @@
From c406bc684434e353f7eae0f34dc2e4bfb085f197 Mon Sep 17 00:00:00 2001
From: vismaywalde <[email protected]>
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<IProps, {}> {
// 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 `<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',
+
+ 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

31 changes: 23 additions & 8 deletions src/DataManipulator.ts
Original file line number Diff line number Diff line change
@@ -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,
};
})

}
}

41 changes: 25 additions & 16 deletions src/Graph.tsx
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 @@ -22,39 +22,48 @@ class Graph extends Component<IProps, {}> {
// 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 `<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',

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;