Correlation and weighted averages

<link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/@toclocoinc/lattice-grid@1.27.0/lattice-grid.min.css">

<script type="module">
  import { defineLatticeGrid } from 'https://cdn.jsdelivr.net/npm/@toclocoinc/lattice-grid@1.27.0/modules/webcomponent.esm.js';
  defineLatticeGrid();
</script>

<lattice-grid row-key="id" style="display: block; height: 520px"></lattice-grid>
<pre id="out" style="margin-top: 12px"></pre>

<script type="module">
  const el = document.querySelector('lattice-grid');
  el.config = {
    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' } },
    ],
  };
  el.rows = rows;  // an array of instruments, one per row

  // el.grid is the live grid inside the element. correlation, regression and a
  // volume-weighted average, each computed over the filtered rows. Filter a desk
  // and every figure moves with it.
  const grid = el.grid;
  const out = document.getElementById('out');
  const report = () => {
    out.textContent = JSON.stringify({
      correlation: grid.statistics.correlation('price', 'bid'),
      regression: grid.statistics.regression('price', 'bid'),
      weighted: grid.statistics.weightedAverage('price', 'volume'),
    }, null, 2);
  };
  grid.on('filter:changed', report);
  report();
</script>