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task3.patch
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task3.patch
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diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts
index 7f62295..31c603f 100644
--- a/src/DataManipulator.ts
+++ b/src/DataManipulator.ts
@@ -1,20 +1,34 @@
-import { ServerRespond } from './DataStreamer';
+import {ServerRespond} from './DataStreamer';
export interface Row {
- stock: string,
- top_ask_price: number,
- timestamp: Date,
+ 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,
+ };
+ }
}
+
+
diff --git a/src/Graph.tsx b/src/Graph.tsx
index 277797d..02964a5 100644
--- a/src/Graph.tsx
+++ b/src/Graph.tsx
@@ -1,60 +1,66 @@
-import React, { Component } from 'react';
-import { Table } from '@finos/perspective';
-import { ServerRespond } from './DataStreamer';
-import { DataManipulator } from './DataManipulator';
+import React, {Component} from 'react';
+import {Table, TableData} from '@finos/perspective';
+import {ServerRespond} from './DataStreamer';
+import {DataManipulator} from './DataManipulator';
import './Graph.css';
interface IProps {
- data: ServerRespond[],
+ data: ServerRespond[],
}
interface PerspectiveViewerElement extends HTMLElement {
- load: (table: Table) => void,
+ load: (table: Table) => void,
}
+
class Graph extends Component<IProps, {}> {
- table: Table | undefined;
+ table: Table | undefined;
- render() {
- return React.createElement('perspective-viewer');
- }
+ render() {
+ return React.createElement('perspective-viewer');
+ }
- componentDidMount() {
- // Get element from the DOM.
- const elem = document.getElementsByTagName('perspective-viewer')[0] as unknown as PerspectiveViewerElement;
+ componentDidMount() {
+ // 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()) {
- 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('aggregates', JSON.stringify({
- stock: 'distinctcount',
- top_ask_price: 'avg',
- top_bid_price: 'avg',
- timestamp: 'distinct count',
- }));
+ if (window.perspective && window.perspective.worker()) {
+ 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('row-pivots', '["timestamp"]');
+ elem.setAttribute('columns', '["ratio", "lower_bound", "upper_bound", "trigger_alert"]');
+ elem.setAttribute('aggregates', JSON.stringify({
+ 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),
- );
+ componentDidUpdate() {
+ if (this.table) {
+ this.table.update([
+ DataManipulator.generateRow(this.props.data),
+ ] as unknown as TableData);
+ }
}
- }
}
export default Graph;