demo D182

Correlation and weighted averages in htmx

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 htmx version. A server-rendered table is upgraded in place, so the page is readable before any script runs and gains the full grid when the module loads, which suits a progressively enhanced app.

The configuration

<link rel="stylesheet" href="https://cdn.latticegrid.dev/lattice-grid@1.107.0/lattice-grid.min.css">

<!-- A real, server-rendered table: readable with JavaScript off. data-field on
     each header names the column that cell becomes, and data-id on each row is
     the key the grid carries it under. -->
<table id="correlation-table" data-lattice-grid>
  <thead>
    <tr>
      <th data-field="symbol">Symbol</th>
      <th data-field="desk">Desk</th>
      <th data-field="price">Price</th>
      <th data-field="bid">Bid</th>
      <th data-field="volume">Volume</th>
    </tr>
  </thead>
  <tbody>
    <tr data-id="INS-0000000"><td>ELMW.G0</td><td>Rates</td><td>462.0258</td><td>461.2688</td><td>239420</td></tr>
    <tr data-id="INS-0000001"><td>RVNS.A1</td><td>Credit</td><td>241.8711</td><td>241.7978</td><td>119353</td></tr>
    <tr data-id="INS-0000002"><td>NRTH.E2</td><td>Commodities</td><td>98.9614</td><td>98.8353</td><td>160242</td></tr>
    <!-- the rest of the rows, rendered by your server -->
  </tbody>
</table>
<div id="stats" style="margin-top: 12px; font: 13px system-ui; display: flex; flex-wrap: wrap; gap: 0.4rem 1.4rem"></div>

<script type="module">
  import { hydrateTable } from 'https://cdn.latticegrid.dev/lattice-grid@1.107.0/modules/htmx.esm.min.js';

  // The markup carries the rows; a server-rendered table's column types are
  // declared in the config hydrateTable takes. The grid replaces the table
  // where it stood.
  const grid = hydrateTable(document.getElementById('correlation-table'), {
    toolPanel: { side: 'left', panels: ['filters', 'columns'], exportName: 'book' },
    columnDefaults: { filter: true },
    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' } },
    ],
  });

  // Two-column figures read straight from the grid over the rows that survive the
  // filters: how tightly two columns move together, a line fitted through them,
  // and an average that weights each price by its volume.
  const panel = document.getElementById('stats');
  const num = (v, d = 3) => (typeof v === 'number' ? v.toFixed(d) : String(v));
  const report = () => {
    const s = grid.statistics;
    const r = s.correlation('price', 'bid');
    const reg = s.regression('price', 'bid');
    const wa = s.weightedAverage('price', 'volume');
    panel.innerHTML =
      '<span><strong>corr(price, bid)</strong> ' + num(r) + '</span>' +
      '<span><strong>fit</strong> slope ' + num(reg && reg.slope, 4) + ', r&sup2; ' + num(reg && reg.r2) + '</span>' +
      '<span><strong>volume-weighted price</strong> ' + num(wa, 4) + '</span>';
  };
  grid.on('filter:changed', report);  // the figures move as a desk is filtered
  report();
</script>