demo D182

Correlation and weighted averages in React

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 React version. The grid mounts through the createLatticeGrid adapter, which takes its configuration as ordinary props and hands back the live grid through a ref. The grid below is the same one every other tab runs.

The configuration

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

<div id="app"></div>

<script type="module">
  import React from 'https://esm.sh/react@18';
  import { createRoot } from 'https://esm.sh/react-dom@18/client';
  import { createGrid } from 'https://cdn.latticegrid.dev/lattice-grid@1.107.0/lattice-grid.esm.min.js';
  import createLatticeGrid from 'https://cdn.latticegrid.dev/lattice-grid@1.107.0/modules/react.esm.min.js';

  const LatticeGrid = createLatticeGrid({ React, createGrid });

  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' } },
  ];

  const rows = [/* trading book records */];

  function App() {
    const gridRef = React.useRef(null);
    const [out, setOut] = React.useState('');

    // Two-column figures read straight from the live grid through the ref:
    // 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.
    const report = () => {
      const grid = gridRef.current && gridRef.current.grid;
      if (!grid) return;
      const s = grid.statistics;
      setOut(JSON.stringify({
        correlation: s.correlation('price', 'bid'),
        regression: s.regression('price', 'bid'),
        weighted: s.weightedAverage('price', 'volume'),
      }, null, 2));
    };

    React.useEffect(report, []);

    return (
      <>
        <LatticeGrid
          ref={gridRef}
          rowKey="id"
          toolPanel={{ side: 'left', panels: ['filters', 'columns'], exportName: 'book' }}
          columnDefaults={{ filter: true }}
          columns={columns}
          rows={rows}
          onFilterChanged={report}
          style={{ height: '460px' }}
        />
        <pre style={{ marginTop: '12px' }}>{out}</pre>
      </>
    );
  }

  createRoot(document.getElementById('app')).render(<App />);
</script>