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123 changes: 123 additions & 0 deletions 0001-Update-DataManipulator-and-Graph-components.patch
Original file line number Diff line number Diff line change
@@ -0,0 +1,123 @@
From fff04a00b36df8b558ed676f64bd52697e9af84a Mon Sep 17 00:00:00 2001
From: Dabhadevivek <vivek.22210580@viit.ac.in>
Date: Thu, 1 Aug 2024 18:06:49 +0530
Subject: [PATCH] Update DataManipulator and Graph components

---
src/DataManipulator.ts | 31 +++++++++++++++++++++----------
src/Graph.tsx | 32 +++++++++++++++++++-------------
2 files changed, 40 insertions(+), 23 deletions(-)

diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts
index 7f62295..6dcbfe8 100644
--- a/src/DataManipulator.ts
+++ b/src/DataManipulator.ts
@@ -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,
- };
- })
+ 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..81d4aa8 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 +23,14 @@ 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',
- timestamp: 'date',
+ 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 +40,25 @@ 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',
- 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);
}
}
}
--
2.38.1.windows.1

File renamed without changes.
File renamed without changes.
31 changes: 21 additions & 10 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,
};
})
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,
};
}
}
}
32 changes: 19 additions & 13 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 +23,14 @@ 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',
timestamp: 'date',
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 +40,25 @@ 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',
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