@vuu-ui/vuu-data-test 3.5.17 → 3.5.18-beta.1

package/package.json

@@ -1,5 +1,5 @@
 {
-  "version": "3.5.17",
+  "version": "3.5.18-beta.1",
   "main": "./src/index.js",
   "author": "heswell",
   "license": "Apache-2.0",
@@ -9,13 +9,13 @@
     "type-defs": "node ../../scripts/build-type-defs.mjs"
   },
   "dependencies": {
-    "@vuu-ui/vuu-data-local": "3.5.17",
-    "@vuu-ui/vuu-utils": "3.5.17"
+    "@vuu-ui/vuu-data-local": "3.5.18-beta.1",
+    "@vuu-ui/vuu-utils": "3.5.18-beta.1"
   },
   "devDependencies": {
-    "@vuu-ui/vuu-protocol-types": "3.5.17",
-    "@vuu-ui/vuu-data-types": "3.5.17",
-    "@vuu-ui/vuu-table-types": "3.5.17"
+    "@vuu-ui/vuu-protocol-types": "3.5.18-beta.1",
+    "@vuu-ui/vuu-data-types": "3.5.18-beta.1",
+    "@vuu-ui/vuu-table-types": "3.5.18-beta.1"
   },
   "sideEffects": false,
   "files": [

package/src/simul/reference-data/instruments-extended.js

@@ -1,12 +1,63 @@
-import { random } from "../../data-utils.js";
 import { buildDataColumnMap } from "../../Table.js";
 import { schemas } from "../simul-schemas.js";
-import { instrumentsData } from "./instruments.js";
+import { InstrumentColumnMap, instrumentsData } from "./instruments.js";
 import TableContainer from "../../core/table/TableContainer.js";
-const instrumentsExtendedData = instrumentsData.map((row)=>row.slice(0, -1).concat([
-        1 === random(0, 1),
-        1 === random(0, 1),
-        new Date().getTime()
-    ]));
+const createRandom = (seed)=>()=>{
+        seed = seed + 0x6d2b79f5 | 0;
+        let t = Math.imul(seed ^ seed >>> 15, 1 | seed);
+        t = t + Math.imul(t ^ t >>> 7, 61 | t) ^ t;
+        return ((t ^ t >>> 14) >>> 0) / 4294967296;
+    };
+const randomInt = (next, min, max)=>Math.floor(next() * (max - min + 1)) + min;
+const toScaledDecimal = (value, decimals)=>String(Math.round(value * 10 ** decimals));
+const scaledDecimalEdgeCases = (decimals)=>[
+        "0",
+        toScaledDecimal(-1234.5, decimals),
+        toScaledDecimal(100, decimals),
+        "1",
+        "-1",
+        toScaledDecimal(1.5, decimals)
+    ];
+const scaledDecimalColumn = (seed, decimals, min, max)=>{
+    const next = createRandom(seed);
+    const edgeCases = scaledDecimalEdgeCases(decimals);
+    const scale = 10 ** decimals;
+    return (rowIndex)=>rowIndex < edgeCases.length ? edgeCases[rowIndex] : String(randomInt(next, min * scale, max * scale));
+};
+const nextNotional = scaledDecimalColumn(2, 2, -1000000, 10000000);
+const nextClosePrice = scaledDecimalColumn(4, 4, 0, 5000);
+const nextFxRate = scaledDecimalColumn(6, 6, 0.5, 2);
+const nextWeight = scaledDecimalColumn(8, 8, 0, 0.05);
+const nextRandom = createRandom(1);
+const ONE_DAY = 86400000;
+const today = new Date();
+today.setHours(0, 0, 0, 0);
+const startOfToday = today.getTime();
+const columns = schemas.instrumentsExtended.columns;
+const instrumentsExtendedData = instrumentsData.map((instrument, rowIndex)=>{
+    const values = {
+        bbg: instrument[InstrumentColumnMap.bbg],
+        currency: instrument[InstrumentColumnMap.currency],
+        description: instrument[InstrumentColumnMap.description],
+        exchange: instrument[InstrumentColumnMap.exchange],
+        isin: instrument[InstrumentColumnMap.string],
+        lotSize: instrument[InstrumentColumnMap.number],
+        ric: instrument[InstrumentColumnMap.ric],
+        side: nextRandom() < 0.5 ? "B" : "S",
+        supported: nextRandom() < 0.5,
+        wishlist: nextRandom() < 0.5,
+        lastUpdated: instrument[InstrumentColumnMap.vuuUpdatedTimestamp],
+        price: Math.round(100000 * nextRandom()) / 100,
+        notional: nextNotional(rowIndex),
+        closePrice: nextClosePrice(rowIndex),
+        fxRate: nextFxRate(rowIndex),
+        weight: nextWeight(rowIndex),
+        tradeDate: startOfToday - rowIndex % 30 * ONE_DAY,
+        vuuCreatedTimestamp: instrument[InstrumentColumnMap.vuuCreatedTimestamp],
+        vuuUpdatedTimestamp: instrument[InstrumentColumnMap.vuuUpdatedTimestamp],
+        vuuMsg: ""
+    };
+    return columns.map(({ name })=>values[name]);
+});
 const instrumentsExtendedTable = TableContainer.createTable(schemas.instrumentsExtended, instrumentsExtendedData, buildDataColumnMap(schemas, "instrumentsExtended"));
 export { instrumentsExtendedTable };

package/src/simul/simul-schemas.js

@@ -73,6 +73,10 @@ const schemas = {
                 name: "ric",
                 serverDataType: "string"
             },
+            {
+                name: "side",
+                serverDataType: "char"
+            },
             {
                 name: "supported",
                 serverDataType: "boolean"
@@ -90,8 +94,24 @@ const schemas = {
                 serverDataType: "double"
             },
             {
-                name: "date",
-                serverDataType: "long"
+                name: "notional",
+                serverDataType: "scaleddecimal2"
+            },
+            {
+                name: "closePrice",
+                serverDataType: "scaleddecimal4"
+            },
+            {
+                name: "fxRate",
+                serverDataType: "scaleddecimal6"
+            },
+            {
+                name: "weight",
+                serverDataType: "scaleddecimal8"
+            },
+            {
+                name: "tradeDate",
+                serverDataType: "epochtimestamp"
             },
             ...VUU_DEFAULT_COLUMNS
         ],