@vuu-ui/vuu-data-test 0.13.18 → 0.13.19
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/cjs/Table.js +3 -86
- package/cjs/Table.js.map +1 -1
- package/cjs/basket/BasketModule.js +11 -11
- package/cjs/basket/BasketModule.js.map +1 -1
- package/cjs/core/table/TableContainer.js +138 -0
- package/cjs/core/table/TableContainer.js.map +1 -0
- package/cjs/data-utils.js +0 -10
- package/cjs/data-utils.js.map +1 -1
- package/cjs/index.js +9 -8
- package/cjs/index.js.map +1 -1
- package/cjs/simul/SimulModule.js +4 -4
- package/cjs/simul/SimulModule.js.map +1 -1
- package/cjs/simul/reference-data/instruments-extended.js +2 -1
- package/cjs/simul/reference-data/instruments-extended.js.map +1 -1
- package/cjs/simul/reference-data/instruments.js +3 -1
- package/cjs/simul/reference-data/instruments.js.map +1 -1
- package/cjs/simul/reference-data/orders.js +2 -1
- package/cjs/simul/reference-data/orders.js.map +1 -1
- package/cjs/simul/reference-data/parent-child-orders.js +4 -3
- package/cjs/simul/reference-data/parent-child-orders.js.map +1 -1
- package/cjs/simul/reference-data/prices.js +2 -1
- package/cjs/simul/reference-data/prices.js.map +1 -1
- package/cjs/vuu-modules.js +1 -1
- package/cjs/vuu-modules.js.map +1 -1
- package/esm/Table.js +4 -86
- package/esm/Table.js.map +1 -1
- package/esm/basket/BasketModule.js +11 -11
- package/esm/basket/BasketModule.js.map +1 -1
- package/esm/core/table/TableContainer.js +136 -0
- package/esm/core/table/TableContainer.js.map +1 -0
- package/esm/data-utils.js +1 -10
- package/esm/data-utils.js.map +1 -1
- package/esm/index.js +5 -4
- package/esm/index.js.map +1 -1
- package/esm/simul/SimulModule.js +4 -4
- package/esm/simul/SimulModule.js.map +1 -1
- package/esm/simul/reference-data/instruments-extended.js +3 -2
- package/esm/simul/reference-data/instruments-extended.js.map +1 -1
- package/esm/simul/reference-data/instruments.js +4 -2
- package/esm/simul/reference-data/instruments.js.map +1 -1
- package/esm/simul/reference-data/orders.js +3 -2
- package/esm/simul/reference-data/orders.js.map +1 -1
- package/esm/simul/reference-data/parent-child-orders.js +5 -4
- package/esm/simul/reference-data/parent-child-orders.js.map +1 -1
- package/esm/simul/reference-data/prices.js +3 -2
- package/esm/simul/reference-data/prices.js.map +1 -1
- package/esm/vuu-modules.js +1 -1
- package/esm/vuu-modules.js.map +1 -1
- package/package.json +6 -6
- package/types/Table.d.ts +2 -2
- package/types/basket/BasketModule.d.ts +2 -2
- package/types/basket/reference-data/prices.d.ts +1 -2
- package/types/core/table/TableContainer.d.ts +16 -0
- package/types/index.d.ts +3 -2
- package/types/simul/reference-data/instruments-extended.d.ts +1 -2
- package/types/simul/reference-data/instruments.d.ts +1 -2
- package/types/simul/reference-data/orders.d.ts +1 -2
- package/types/simul/reference-data/parent-child-orders.d.ts +2 -3
- package/types/simul/reference-data/prices.d.ts +1 -2
- package/types/vuu-modules.d.ts +3 -0
- package/cjs/basket/reference-data/prices.js +0 -54
- package/cjs/basket/reference-data/prices.js.map +0 -1
- package/esm/basket/reference-data/prices.js +0 -52
- package/esm/basket/reference-data/prices.js.map +0 -1
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{"version":3,"file":"prices.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap
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{"version":3,"file":"prices.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap } from \"../../Table\";\nimport { BaseUpdateGenerator } from \"../../UpdateGenerator\";\nimport { schemas } from \"../simul-schemas\";\nimport { instrumentsData, InstrumentColumnMap } from \"./instruments\";\nimport { random } from \"../../data-utils\";\nimport basketConstituentData from \"../../basket/reference-data/constituents\";\nimport tableContainer from \"../../core/table/TableContainer\";\n\ntype ask = number;\ntype askSize = number;\ntype bid = number;\ntype bidSize = number;\ntype close = number;\ntype last = number;\ntype open = number;\ntype phase = \"C\";\ntype ric = string;\ntype scenario = \"close\";\ntype lastUpdate = number;\ntype created = number;\n\nexport type PricesDataRow = [\n ask,\n askSize,\n bid,\n bidSize,\n close,\n last,\n open,\n phase,\n ric,\n scenario,\n lastUpdate,\n created,\n];\n\nconst { bid, bidSize, ask, askSize } = buildDataColumnMap(schemas, \"prices\");\nconst pricesUpdateGenerator = new BaseUpdateGenerator({\n bid,\n bidSize,\n ask,\n askSize,\n});\n\nconst now = Date.now();\nconst lastUpdate = now;\nconst created = now;\n\n// const start = performance.now();\n// Create 100_000 Instruments\nconst requiredInstrumentFields = [\"ric\", \"price\"] as const;\nconst pricesData: Array<PricesDataRow> = instrumentsData.map((instrument) => {\n const { ric, price: priceSeed } = requiredInstrumentFields.reduce(\n (obj, f) => ({ ...obj, [f]: instrument[InstrumentColumnMap[f]] }),\n {} as { ric: string; price: number },\n );\n const spread = random(0, 10);\n\n const ask = priceSeed + spread / 2;\n const askSize = random(1000, 3000);\n const bid = priceSeed - spread / 2;\n const bidSize = random(1000, 3000);\n const close = priceSeed + random(0, 1) / 10;\n const last = priceSeed + random(0, 1) / 10;\n const open = priceSeed + random(0, 1) / 10;\n const phase = \"C\";\n const scenario = \"close\";\n const lastUpdate = now;\n const created = now;\n return [\n ask,\n askSize,\n bid,\n bidSize,\n close,\n last,\n open,\n phase,\n ric,\n scenario,\n lastUpdate,\n created,\n ];\n});\n\n// prettier-ignore\nfor (const [,,,lastTrade,ric] of basketConstituentData) {\n const priceSeed = parseFloat(String(lastTrade));\n if (!isNaN(priceSeed)) {\n const spread = random(0, 10);\n const ask = priceSeed + spread / 2;\n const askSize = random(1000, 3000);\n const bid = priceSeed - spread / 2;\n const bidSize = random(1000, 3000);\n const close = priceSeed + random(0, 1) / 10;\n const last = priceSeed + random(0, 1) / 10;\n const open = priceSeed + random(0, 1) / 10;\n const phase = \"C\";\n const scenario = \"close\";\n pricesData.push([\n ask,\n askSize,\n bid,\n bidSize,\n close,\n last,\n open,\n phase,\n ric as string,\n scenario,\n lastUpdate,\n created\n ]);\n }\n}\n\n// const end = performance.now();\n// console.log(`generating 100,000 prices took ${end - start} ms`);\n\nexport const pricesTable = tableContainer.createTable(\n schemas.prices,\n pricesData,\n buildDataColumnMap(schemas, \"prices\"),\n pricesUpdateGenerator,\n);\n\nexport { pricesData };\n"],"names":["ask","askSize","bid","bidSize","lastUpdate","created"],"mappings":";;;;;;;;AAoCA,MAAM,EAAE,KAAK,OAAS,EAAA,GAAA,EAAK,SAAY,GAAA,kBAAA,CAAmB,SAAS,QAAQ,CAAA;AAC3E,MAAM,qBAAA,GAAwB,IAAI,mBAAoB,CAAA;AAAA,EACpD,GAAA;AAAA,EACA,OAAA;AAAA,EACA,GAAA;AAAA,EACA;AACF,CAAC,CAAA;AAED,MAAM,GAAA,GAAM,KAAK,GAAI,EAAA;AACrB,MAAM,UAAa,GAAA,GAAA;AACnB,MAAM,OAAU,GAAA,GAAA;AAIhB,MAAM,wBAAA,GAA2B,CAAC,KAAA,EAAO,OAAO,CAAA;AAChD,MAAM,UAAmC,GAAA,eAAA,CAAgB,GAAI,CAAA,CAAC,UAAe,KAAA;AAC3E,EAAA,MAAM,EAAE,GAAA,EAAK,KAAO,EAAA,SAAA,KAAc,wBAAyB,CAAA,MAAA;AAAA,IACzD,CAAC,GAAA,EAAK,CAAO,MAAA,EAAE,GAAG,GAAA,EAAK,CAAC,CAAC,GAAG,UAAA,CAAW,mBAAoB,CAAA,CAAC,CAAC,CAAE,EAAA,CAAA;AAAA,IAC/D;AAAC,GACH;AACA,EAAM,MAAA,MAAA,GAAS,MAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAE3B,EAAMA,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAA,MAAM,KAAQ,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,KAAQ,GAAA,GAAA;AACd,EAAA,MAAM,QAAW,GAAA,OAAA;AACjB,EAAA,MAAMC,WAAa,GAAA,GAAA;AACnB,EAAA,MAAMC,QAAU,GAAA,GAAA;AAChB,EAAO,OAAA;AAAA,IACLL,IAAAA;AAAA,IACAC,QAAAA;AAAA,IACAC,IAAAA;AAAA,IACAC,QAAAA;AAAA,IACA,KAAA;AAAA,IACA,IAAA;AAAA,IACA,IAAA;AAAA,IACA,KAAA;AAAA,IACA,GAAA;AAAA,IACA,QAAA;AAAA,IACAC,WAAAA;AAAA,IACAC;AAAA,GACF;AACF,CAAC;AAGD,KAAA,MAAW,OAAI,SAAU,EAAA,GAAG,KAAK,qBAAuB,EAAA;AACtD,EAAA,MAAM,SAAY,GAAA,UAAA,CAAW,MAAO,CAAA,SAAS,CAAC,CAAA;AAC9C,EAAI,IAAA,CAAC,KAAM,CAAA,SAAS,CAAG,EAAA;AACrB,IAAM,MAAA,MAAA,GAAS,MAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAC3B,IAAML,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAA,MAAM,KAAQ,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,KAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,OAAA;AACjB,IAAA,UAAA,CAAW,IAAK,CAAA;AAAA,MACdH,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACAC,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACA,KAAA;AAAA,MACA,IAAA;AAAA,MACA,IAAA;AAAA,MACA,KAAA;AAAA,MACA,GAAA;AAAA,MACA,QAAA;AAAA,MACA,UAAA;AAAA,MACA;AAAA,KACD,CAAA;AAAA;AAEL;AAKO,MAAM,cAAc,cAAe,CAAA,WAAA;AAAA,EACxC,OAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACA,kBAAA,CAAmB,SAAS,QAAQ,CAAA;AAAA,EACpC;AACF;;;;"}
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package/esm/vuu-modules.js
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@@ -1,6 +1,6 @@
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import { simulModule } from './simul/SimulModule.js';
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import { basketModule } from './basket/BasketModule.js';
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import { testModule } from './test/TestModule.js';
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import { simulModule } from './simul/SimulModule.js';
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const vuuModules = {
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BASKET: basketModule,
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package/esm/vuu-modules.js.map
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{"version":3,"file":"vuu-modules.js","sources":["../../../packages/vuu-data-test/src/vuu-modules.ts"],"sourcesContent":["import { VuuModule } from \"./core/module/VuuModule\";\nimport {
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{"version":3,"file":"vuu-modules.js","sources":["../../../packages/vuu-data-test/src/vuu-modules.ts"],"sourcesContent":["import { VuuModule } from \"./core/module/VuuModule\";\nimport { BasketsTableName } from \"./basket/basket-schemas\";\nimport { SimulTableName } from \"./simul/simul-schemas\";\nimport { TestTableName } from \"./test/test-schemas\";\nimport { simulModule } from \"./simul/SimulModule\";\nimport { basketModule } from \"./basket/BasketModule\";\nimport { testModule } from \"./test/TestModule\";\n\nexport type VuuModuleName = \"BASKET\" | \"SIMUL\" | \"TEST\";\n\nconst vuuModules: Record<\n VuuModuleName,\n | VuuModule<BasketsTableName>\n | VuuModule<SimulTableName>\n | VuuModule<TestTableName>\n> = {\n BASKET: basketModule,\n SIMUL: simulModule,\n TEST: testModule,\n};\n\n// Note, this is useful but be aware that all modules will be bundled if this is imported.\n// If only a single module is required, better to import it directly.\n/**\n * @deprecated get VuuDataSource from useData hook and create with new\n */\nexport const vuuModule = <T extends string = string>(\n moduleName: VuuModuleName,\n) => vuuModules[moduleName] as VuuModule<T>;\n"],"names":[],"mappings":";;;;AAUA,MAAM,UAKF,GAAA;AAAA,EACF,MAAQ,EAAA,YAAA;AAAA,EACR,KAAO,EAAA,WAAA;AAAA,EACP,IAAM,EAAA;AACR,CAAA;AAOO,MAAM,SAAY,GAAA,CACvB,UACG,KAAA,UAAA,CAAW,UAAU;;;;"}
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package/package.json
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{
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"version": "0.13.
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"version": "0.13.19",
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"author": "heswell",
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"license": "Apache-2.0",
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"dependencies": {
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"@vuu-ui/vuu-data-local": "0.13.
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"@vuu-ui/vuu-utils": "0.13.
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"@vuu-ui/vuu-data-local": "0.13.19",
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"@vuu-ui/vuu-utils": "0.13.19"
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},
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"devDependencies": {
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"@vuu-ui/vuu-protocol-types": "0.13.
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"@vuu-ui/vuu-data-types": "0.13.
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"@vuu-ui/vuu-table-types": "0.13.
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"@vuu-ui/vuu-protocol-types": "0.13.19",
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"@vuu-ui/vuu-data-types": "0.13.19",
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"@vuu-ui/vuu-table-types": "0.13.19"
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},
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"sideEffects": false,
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"files": [
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package/types/Table.d.ts
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import { TableSchema } from "@vuu-ui/vuu-data-types";
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import { VuuRowDataItemType
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import { VuuRowDataItemType } from "@vuu-ui/vuu-protocol-types";
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import { ColumnMap, EventEmitter } from "@vuu-ui/vuu-utils";
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import { UpdateGenerator } from "./rowUpdates";
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export type TableEvents = {
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get data(): VuuRowDataItemType[][];
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get map(): ColumnMap;
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get schema(): TableSchema;
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get name(): string;
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insert(row: VuuRowDataItemType[], emitEvent?: boolean): void;
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findByKey(key: string): VuuRowDataItemType[];
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update(key: string, columnName: string, value: VuuRowDataItemType): void;
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* @returns
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*/
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export declare function buildDataColumnMap<TableName extends string = string>(schemas: Readonly<Record<TableName, Readonly<TableSchema>>>, tableName: TableName): ColumnMap;
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export declare const joinTables: (joinTable: VuuTable, table1: Table, table2: Table, joinColumn: string) => Table;
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import { VuuMenu } from "@vuu-ui/vuu-protocol-types";
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import { ServiceHandler, VuuModule } from "../core/module/VuuModule";
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import { BasketsTableName } from "./basket-schemas";
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import { Table } from "../Table";
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import { VuuMenu } from "@vuu-ui/vuu-protocol-types";
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import { type Table } from "../Table";
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export declare const createBasketTradingRow: (basketId: string, basketName: string, side?: string, status?: string) => (string | number)[];
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/**
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import { Table } from "../../Table";
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export type ask = number;
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export type askSize = number;
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export type bid = number;
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declare const pricesTable: Table;
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declare const pricesTable: import("../../Table").Table;
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export default pricesTable;
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import { TableSchema } from "@vuu-ui/vuu-data-types";
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import { Table } from "../../Table";
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import { VuuRowDataItemType, VuuTable } from "@vuu-ui/vuu-protocol-types";
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import { ColumnMap } from "@vuu-ui/vuu-utils";
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import { UpdateGenerator } from "../../rowUpdates";
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declare class TableContainer {
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static get instance(): TableContainer;
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createTable: (schema: TableSchema, data: VuuRowDataItemType[][], dataMap: ColumnMap, updateGenerator?: UpdateGenerator) => Table;
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createJoinTable(joinTable: VuuTable, { table: t1 }: VuuTable, { table: t2 }: VuuTable, joinColumn: string): Table;
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addTable(table: Table): void;
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}
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export default _default;
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package/types/index.d.ts
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export * from "./TickingArrayDataSource";
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export * from "./vuu-modules";
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export * from "./basket";
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export * from "./makeSuggestions";
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export * from "./simul";
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export * from "./basket";
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export * from "./test";
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export * from "./makeSuggestions";
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export * from "./Table";
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export * from "./core/module/VuuModule";
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export * from "./local-datasource-provider/LocalDatasourceProvider";
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export { default as tableContainer } from "./core/table/TableContainer";
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export declare const instrumentsExtendedTable: Table;
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export declare const instrumentsExtendedTable: import("../../Table").Table;
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import { Table } from "../../Table";
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export type bbg = string;
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export type currency = string;
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export type ric = string;
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export declare const getRic: (defaultRic: string) => string;
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export declare const instrumentsTable: Table;
|
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32
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+
export declare const instrumentsTable: import("../../Table").Table;
|
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34
33
|
export { instrumentsData };
|
|
@@ -1,4 +1,3 @@
|
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1
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-
import { Table } from "../../Table";
|
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2
1
|
export type status = string;
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3
2
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export type ccy = string;
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4
3
|
export type created = number;
|
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@@ -33,5 +32,5 @@ export declare const OrderColumnMap: {
|
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33
32
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readonly trader: 8;
|
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34
33
|
};
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34
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declare const ordersData: OrdersDataRow[];
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-
export declare const ordersTable: Table;
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+
export declare const ordersTable: import("../../Table").Table;
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36
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export { ordersData };
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@@ -1,5 +1,4 @@
|
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-
|
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2
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-
export declare const
|
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3
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-
export declare const childOrdersTable: Table;
|
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1
|
+
export declare const parentOrdersTable: import("../../Table").Table;
|
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2
|
+
export declare const childOrdersTable: import("../../Table").Table;
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4
3
|
export declare function startGeneratingNewOrders(): void;
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5
4
|
export declare function stopGeneratingNewOrders(): void;
|
|
@@ -1,4 +1,3 @@
|
|
|
1
|
-
import { Table } from "../../Table";
|
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2
1
|
type ask = number;
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3
2
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type askSize = number;
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4
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type bid = number;
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@@ -29,5 +28,5 @@ declare const bid: number, bidSize: number, ask: number, askSize: number;
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28
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declare const lastUpdate: number;
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30
29
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declare const created: number;
|
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31
30
|
declare const pricesData: Array<PricesDataRow>;
|
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-
export declare const pricesTable: Table;
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|
+
export declare const pricesTable: import("../../Table").Table;
|
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33
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|
export { pricesData };
|
package/types/vuu-modules.d.ts
CHANGED
|
@@ -1,3 +1,6 @@
|
|
|
1
1
|
import { VuuModule } from "./core/module/VuuModule";
|
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2
2
|
export type VuuModuleName = "BASKET" | "SIMUL" | "TEST";
|
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3
|
+
/**
|
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4
|
+
* @deprecated get VuuDataSource from useData hook and create with new
|
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5
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+
*/
|
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3
6
|
export declare const vuuModule: <T extends string = string>(moduleName: VuuModuleName) => VuuModule<T>;
|
|
@@ -1,54 +0,0 @@
|
|
|
1
|
-
'use strict';
|
|
2
|
-
|
|
3
|
-
var Table = require('../../Table.js');
|
|
4
|
-
var UpdateGenerator = require('../../UpdateGenerator.js');
|
|
5
|
-
var simulSchemas = require('../../simul/simul-schemas.js');
|
|
6
|
-
var constituents = require('./constituents.js');
|
|
7
|
-
var dataUtils = require('../../data-utils.js');
|
|
8
|
-
|
|
9
|
-
const { bid, bidSize, ask, askSize, last } = Table.buildDataColumnMap(
|
|
10
|
-
simulSchemas.schemas,
|
|
11
|
-
"prices"
|
|
12
|
-
);
|
|
13
|
-
const pricesUpdateGenerator = new UpdateGenerator.BaseUpdateGenerator({
|
|
14
|
-
bid,
|
|
15
|
-
bidSize,
|
|
16
|
-
ask,
|
|
17
|
-
askSize,
|
|
18
|
-
last
|
|
19
|
-
});
|
|
20
|
-
const prices = [];
|
|
21
|
-
for (const [, , , lastTrade, ric] of constituents) {
|
|
22
|
-
const priceSeed = parseFloat(String(lastTrade));
|
|
23
|
-
if (!isNaN(priceSeed)) {
|
|
24
|
-
const [bid2, ask2] = dataUtils.initBidAsk(5, dataUtils.nextRandomDouble);
|
|
25
|
-
const askSize2 = dataUtils.random(1e3, 3e3);
|
|
26
|
-
const bidSize2 = dataUtils.random(1e3, 3e3);
|
|
27
|
-
const close = priceSeed + dataUtils.random(0, 1) / 10;
|
|
28
|
-
const last2 = priceSeed + dataUtils.random(0, 1) / 10;
|
|
29
|
-
const open = priceSeed + dataUtils.random(0, 1) / 10;
|
|
30
|
-
const phase = "C";
|
|
31
|
-
const scenario = "close";
|
|
32
|
-
prices.push([
|
|
33
|
-
ask2,
|
|
34
|
-
askSize2,
|
|
35
|
-
bid2,
|
|
36
|
-
bidSize2,
|
|
37
|
-
close,
|
|
38
|
-
last2,
|
|
39
|
-
open,
|
|
40
|
-
phase,
|
|
41
|
-
ric,
|
|
42
|
-
scenario
|
|
43
|
-
]);
|
|
44
|
-
}
|
|
45
|
-
}
|
|
46
|
-
const pricesTable = new Table.Table(
|
|
47
|
-
simulSchemas.schemas.prices,
|
|
48
|
-
prices,
|
|
49
|
-
Table.buildDataColumnMap(simulSchemas.schemas, "prices"),
|
|
50
|
-
pricesUpdateGenerator
|
|
51
|
-
);
|
|
52
|
-
|
|
53
|
-
module.exports = pricesTable;
|
|
54
|
-
//# sourceMappingURL=prices.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"prices.js","sources":["../../../../../packages/vuu-data-test/src/basket/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap, Table } from \"../../Table\";\nimport { BaseUpdateGenerator } from \"../../UpdateGenerator\";\nimport { schemas, SimulTableName } from \"../../simul/simul-schemas\";\nimport basketConstituentData from \"./constituents\";\nimport { initBidAsk, nextRandomDouble, random } from \"../../data-utils\";\n\nexport type ask = number;\nexport type askSize = number;\nexport type bid = number;\nexport type bidSize = number;\nexport type close = number;\nexport type last = number;\nexport type open = number;\nexport type phase = \"C\";\nexport type ric = string;\nexport type scenario = \"close\";\n\nexport type PricesDataRow = [\n ask,\n askSize,\n bid,\n bidSize,\n close,\n last,\n open,\n phase,\n ric,\n scenario\n];\n\nconst { bid, bidSize, ask, askSize, last } = buildDataColumnMap(\n schemas,\n \"prices\"\n);\nconst pricesUpdateGenerator = new BaseUpdateGenerator({\n bid,\n bidSize,\n ask,\n askSize,\n last,\n});\n\nconst prices: PricesDataRow[] = [];\n\n// prettier-ignore\nfor (const [,,,lastTrade,ric] of basketConstituentData) {\n const priceSeed = parseFloat(String(lastTrade));\n if (!isNaN(priceSeed)){\n const [bid, ask] = initBidAsk(5,nextRandomDouble)\n const askSize = random(1000, 3000);\n const bidSize = random(1000, 3000);\n const close = priceSeed + random(0, 1) / 10;\n const last = priceSeed + random(0, 1) / 10;\n const open = priceSeed + random(0, 1) / 10;\n const phase = \"C\";\n const scenario = \"close\";\n prices.push([\n ask,\n askSize,\n bid,\n bidSize,\n close,\n last,\n open,\n phase,\n ric as string,\n scenario,\n ]);\n\n }\n}\n\nconst pricesTable = new Table(\n schemas.prices,\n prices,\n buildDataColumnMap<SimulTableName>(schemas, \"prices\"),\n pricesUpdateGenerator\n);\n\nexport default pricesTable;\n"],"names":["buildDataColumnMap","schemas","BaseUpdateGenerator","basketConstituentData","bid","ask","initBidAsk","nextRandomDouble","askSize","random","bidSize","last","Table"],"mappings":";;;;;;;;AA8BA,MAAM,EAAE,GAAK,EAAA,OAAA,EAAS,GAAK,EAAA,OAAA,EAAS,MAAS,GAAAA,wBAAA;AAAA,EAC3CC,oBAAA;AAAA,EACA;AACF,CAAA;AACA,MAAM,qBAAA,GAAwB,IAAIC,mCAAoB,CAAA;AAAA,EACpD,GAAA;AAAA,EACA,OAAA;AAAA,EACA,GAAA;AAAA,EACA,OAAA;AAAA,EACA;AACF,CAAC,CAAA;AAED,MAAM,SAA0B,EAAC;AAGjC,KAAA,MAAW,OAAI,SAAU,EAAA,GAAG,KAAKC,YAAuB,EAAA;AACtD,EAAA,MAAM,SAAY,GAAA,UAAA,CAAW,MAAO,CAAA,SAAS,CAAC,CAAA;AAC9C,EAAI,IAAA,CAAC,KAAM,CAAA,SAAS,CAAE,EAAA;AACtB,IAAA,MAAM,CAACC,IAAKC,EAAAA,IAAG,CAAI,GAAAC,oBAAA,CAAW,GAAEC,0BAAgB,CAAA;AAChD,IAAMC,MAAAA,QAAAA,GAAUC,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAUD,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAA,MAAM,KAAQ,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,IAAA,MAAME,KAAO,GAAA,SAAA,GAAYF,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,KAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,OAAA;AACjB,IAAA,MAAA,CAAO,IAAK,CAAA;AAAA,MACVJ,IAAAA;AAAA,MACAG,QAAAA;AAAA,MACAJ,IAAAA;AAAA,MACAM,QAAAA;AAAA,MACA,KAAA;AAAA,MACAC,KAAAA;AAAA,MACA,IAAA;AAAA,MACA,KAAA;AAAA,MACA,GAAA;AAAA,MACA;AAAA,KACD,CAAA;AAAA;AAGH;AAEA,MAAM,cAAc,IAAIC,WAAA;AAAA,EACtBX,oBAAQ,CAAA,MAAA;AAAA,EACR,MAAA;AAAA,EACAD,wBAAA,CAAmCC,sBAAS,QAAQ,CAAA;AAAA,EACpD;AACF;;;;"}
|
|
@@ -1,52 +0,0 @@
|
|
|
1
|
-
import { buildDataColumnMap, Table } from '../../Table.js';
|
|
2
|
-
import { BaseUpdateGenerator } from '../../UpdateGenerator.js';
|
|
3
|
-
import { schemas } from '../../simul/simul-schemas.js';
|
|
4
|
-
import basketConstituentData from './constituents.js';
|
|
5
|
-
import { random, initBidAsk, nextRandomDouble } from '../../data-utils.js';
|
|
6
|
-
|
|
7
|
-
const { bid, bidSize, ask, askSize, last } = buildDataColumnMap(
|
|
8
|
-
schemas,
|
|
9
|
-
"prices"
|
|
10
|
-
);
|
|
11
|
-
const pricesUpdateGenerator = new BaseUpdateGenerator({
|
|
12
|
-
bid,
|
|
13
|
-
bidSize,
|
|
14
|
-
ask,
|
|
15
|
-
askSize,
|
|
16
|
-
last
|
|
17
|
-
});
|
|
18
|
-
const prices = [];
|
|
19
|
-
for (const [, , , lastTrade, ric] of basketConstituentData) {
|
|
20
|
-
const priceSeed = parseFloat(String(lastTrade));
|
|
21
|
-
if (!isNaN(priceSeed)) {
|
|
22
|
-
const [bid2, ask2] = initBidAsk(5, nextRandomDouble);
|
|
23
|
-
const askSize2 = random(1e3, 3e3);
|
|
24
|
-
const bidSize2 = random(1e3, 3e3);
|
|
25
|
-
const close = priceSeed + random(0, 1) / 10;
|
|
26
|
-
const last2 = priceSeed + random(0, 1) / 10;
|
|
27
|
-
const open = priceSeed + random(0, 1) / 10;
|
|
28
|
-
const phase = "C";
|
|
29
|
-
const scenario = "close";
|
|
30
|
-
prices.push([
|
|
31
|
-
ask2,
|
|
32
|
-
askSize2,
|
|
33
|
-
bid2,
|
|
34
|
-
bidSize2,
|
|
35
|
-
close,
|
|
36
|
-
last2,
|
|
37
|
-
open,
|
|
38
|
-
phase,
|
|
39
|
-
ric,
|
|
40
|
-
scenario
|
|
41
|
-
]);
|
|
42
|
-
}
|
|
43
|
-
}
|
|
44
|
-
const pricesTable = new Table(
|
|
45
|
-
schemas.prices,
|
|
46
|
-
prices,
|
|
47
|
-
buildDataColumnMap(schemas, "prices"),
|
|
48
|
-
pricesUpdateGenerator
|
|
49
|
-
);
|
|
50
|
-
|
|
51
|
-
export { pricesTable as default };
|
|
52
|
-
//# sourceMappingURL=prices.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"prices.js","sources":["../../../../../packages/vuu-data-test/src/basket/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap, Table } from \"../../Table\";\nimport { BaseUpdateGenerator } from \"../../UpdateGenerator\";\nimport { schemas, SimulTableName } from \"../../simul/simul-schemas\";\nimport basketConstituentData from \"./constituents\";\nimport { initBidAsk, nextRandomDouble, random } from \"../../data-utils\";\n\nexport type ask = number;\nexport type askSize = number;\nexport type bid = number;\nexport type bidSize = number;\nexport type close = number;\nexport type last = number;\nexport type open = number;\nexport type phase = \"C\";\nexport type ric = string;\nexport type scenario = \"close\";\n\nexport type PricesDataRow = [\n ask,\n askSize,\n bid,\n bidSize,\n close,\n last,\n open,\n phase,\n ric,\n scenario\n];\n\nconst { bid, bidSize, ask, askSize, last } = buildDataColumnMap(\n schemas,\n \"prices\"\n);\nconst pricesUpdateGenerator = new BaseUpdateGenerator({\n bid,\n bidSize,\n ask,\n askSize,\n last,\n});\n\nconst prices: PricesDataRow[] = [];\n\n// prettier-ignore\nfor (const [,,,lastTrade,ric] of basketConstituentData) {\n const priceSeed = parseFloat(String(lastTrade));\n if (!isNaN(priceSeed)){\n const [bid, ask] = initBidAsk(5,nextRandomDouble)\n const askSize = random(1000, 3000);\n const bidSize = random(1000, 3000);\n const close = priceSeed + random(0, 1) / 10;\n const last = priceSeed + random(0, 1) / 10;\n const open = priceSeed + random(0, 1) / 10;\n const phase = \"C\";\n const scenario = \"close\";\n prices.push([\n ask,\n askSize,\n bid,\n bidSize,\n close,\n last,\n open,\n phase,\n ric as string,\n scenario,\n ]);\n\n }\n}\n\nconst pricesTable = new Table(\n schemas.prices,\n prices,\n buildDataColumnMap<SimulTableName>(schemas, \"prices\"),\n pricesUpdateGenerator\n);\n\nexport default pricesTable;\n"],"names":["bid","ask","askSize","bidSize","last"],"mappings":";;;;;;AA8BA,MAAM,EAAE,GAAK,EAAA,OAAA,EAAS,GAAK,EAAA,OAAA,EAAS,MAAS,GAAA,kBAAA;AAAA,EAC3C,OAAA;AAAA,EACA;AACF,CAAA;AACA,MAAM,qBAAA,GAAwB,IAAI,mBAAoB,CAAA;AAAA,EACpD,GAAA;AAAA,EACA,OAAA;AAAA,EACA,GAAA;AAAA,EACA,OAAA;AAAA,EACA;AACF,CAAC,CAAA;AAED,MAAM,SAA0B,EAAC;AAGjC,KAAA,MAAW,OAAI,SAAU,EAAA,GAAG,KAAK,qBAAuB,EAAA;AACtD,EAAA,MAAM,SAAY,GAAA,UAAA,CAAW,MAAO,CAAA,SAAS,CAAC,CAAA;AAC9C,EAAI,IAAA,CAAC,KAAM,CAAA,SAAS,CAAE,EAAA;AACtB,IAAA,MAAM,CAACA,IAAKC,EAAAA,IAAG,CAAI,GAAA,UAAA,CAAW,GAAE,gBAAgB,CAAA;AAChD,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAA,MAAM,KAAQ,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,IAAA,MAAMC,KAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,KAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,OAAA;AACjB,IAAA,MAAA,CAAO,IAAK,CAAA;AAAA,MACVH,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACAF,IAAAA;AAAA,MACAG,QAAAA;AAAA,MACA,KAAA;AAAA,MACAC,KAAAA;AAAA,MACA,IAAA;AAAA,MACA,KAAA;AAAA,MACA,GAAA;AAAA,MACA;AAAA,KACD,CAAA;AAAA;AAGH;AAEA,MAAM,cAAc,IAAI,KAAA;AAAA,EACtB,OAAQ,CAAA,MAAA;AAAA,EACR,MAAA;AAAA,EACA,kBAAA,CAAmC,SAAS,QAAQ,CAAA;AAAA,EACpD;AACF;;;;"}
|