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Created Ratio Graphs with React and created Patch file #24

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169 changes: 147 additions & 22 deletions package-lock.json

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32 changes: 22 additions & 10 deletions src/DataManipulator.ts
Original file line number Diff line number Diff line change
@@ -1,20 +1,32 @@
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[]): Row[] {
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,
};
}
}
28 changes: 17 additions & 11 deletions src/Graph.tsx
Original file line number Diff line number Diff line change
Expand Up @@ -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('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: 'distinctcount',
upper_bound: 'avg',
lower_bound: 'avg',
trigger_alert: 'avg',
}));
}
}

componentDidUpdate() {
if (this.table) {
this.table.update(
this.table.update([
DataManipulator.generateRow(this.props.data),
);
]);
}
}
}
Expand Down