Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fixes in Graph.tsx and DataManipulator.ts to correct ratio, alert now… #203

Open
wants to merge 1 commit into
base: main
Choose a base branch
from
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
33 changes: 22 additions & 11 deletions src/DataManipulator.ts
Original file line number Diff line number Diff line change
@@ -1,20 +1,31 @@
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) => {
return {
stock: el.stock,
top_ask_price: el.top_ask && el.top_ask.price || 0,
timestamp: el.timestamp,
};
})
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 {
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,
};
}
}
29 changes: 17 additions & 12 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 @@ -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 +39,25 @@ 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',
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(
DataManipulator.generateRow(this.props.data),
);
this.table.update([
DataManipulator.generateRow(this.props.data),
] as unknown as TableData);
}
}
}
Expand Down