demo D182

Correlation and weighted averages in Angular

Two-column figures from the API, over the filtered rows

grid.statistics.correlation(a, b)

This grid computes two-column figures, correlation and weighted averages, from the API over the filtered rows. It answers how two measures relate across the current selection, updating as the filter changes.

Building…

Loading a live grid…

This is the Angular version. A standalone component takes the whole configuration through one config input, surfaces grid events as outputs, and exposes the live grid on a getter for anything the inputs do not cover.

The configuration

import { Component, ViewChild, AfterViewInit } from '@angular/core';
import { bootstrapApplication } from '@angular/platform-browser';
import { createGrid } from '@toclocoinc/lattice-grid';
import '@toclocoinc/lattice-grid/css';
import { LatticeGridComponent, provideLattice } from '@toclocoinc/lattice-grid/angular';

const columns = [
  { field: 'symbol', title: 'Symbol', layout: { pin: 'start', width: 120 } },
  { field: 'desk', title: 'Desk', filter: { type: 'set' } },
  { field: 'price', title: 'Price', type: 'number', format: { decimals: 4 } },
  { field: 'bid', title: 'Bid', type: 'number', format: { decimals: 4 } },
  { field: 'volume', title: 'Volume', type: 'number', format: { notation: 'compact' } },
];

@Component({
  selector: 'app-root',
  standalone: true,
  imports: [LatticeGridComponent],
  template:
    '<lattice-grid [config]="grid" (filter-changed)="report()" style="display:block;height:460px"></lattice-grid>' +
    '<pre style="margin-top:12px">{{ out }}</pre>',
})
export class AppComponent implements AfterViewInit {
  @ViewChild(LatticeGridComponent) gridRef!: LatticeGridComponent;
  out = '';

  grid = {
    rowKey: 'id',
    toolPanel: { side: 'left', panels: ['filters', 'columns'], exportName: 'book' },
    columnDefaults: { filter: true },
    columns,
    rows: [/* trading book records */],
  };

  // Two-column figures read straight from the live grid: correlation and a
  // regression between two prices, and a volume-weighted price. Every figure is
  // over the filtered rows, so filter a desk to see them move.
  report() {
    const grid = this.gridRef && this.gridRef.grid;
    if (!grid) return;
    const s = grid.statistics;
    this.out = JSON.stringify({
      correlation: s.correlation('price', 'bid'),
      regression: s.regression('price', 'bid'),
      weighted: s.weightedAverage('price', 'volume'),
    }, null, 2);
  }

  ngAfterViewInit() { this.report(); }
}

bootstrapApplication(AppComponent, {
  providers: [provideLattice({ createGrid })],
});