Remote data provider PoC

Author: kum-deepak

server/package-lock.json

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+{
+  "name": "server",
+  "version": "0.0.1",
+  "description": "Test server for stock example",
+  "main": "index.js",
+  "scripts": {
+    "test": "echo \"Error: no test specified\" && exit 1"
+  },
+  "author": "",
+  "license": "Apache-2.0",
+  "dependencies": {
+    "@types/crossfilter": "0.0.34",
+    "@types/d3": "^6.2.0",
+    "@types/express": "^4.17.9",
+    "@types/node": "^14.14.12",
+    "cors": "^2.8.5",
+    "crossfilter2": "^1.5.4",
+    "d3": "^6.3.1",
+    "express": "^4.17.1",
+    "nodemon": "^2.0.6",
+    "ts-node": "^9.1.1",
+    "typescript": "^4.1.3"
+  }
+}

server/package.json

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+import crossfilter from 'crossfilter2';
+import fs from 'fs';
+import * as d3 from 'd3';
+import { CFDataCapHelper, CFMultiAdapter, CFSimpleAdapter } from '../../src/data';
+import { FilterStorage } from '../../src/core/filter-storage';
+
+interface DataElement {
+    volume: number;
+    open: number;
+    close: number;
+    month: Date;
+    date: string;
+    dd: Date;
+}
+
+export function loadAndProcessData(dataFilePath) {
+    const csvBuffer = fs.readFileSync(dataFilePath, 'utf8');
+    // @ts-ignore
+    const data: DataElement[] = d3.csvParse(csvBuffer);
+
+    // Since its a csv file we need to format the data a bit.
+    const dateFormatSpecifier = '%m/%d/%Y';
+    const dateFormatParser = d3.timeParse(dateFormatSpecifier);
+
+    data.forEach(d => {
+        d.dd = dateFormatParser(d.date);
+        d.month = d3.timeMonth(d.dd); // pre-calculate month for better performance
+        d.close = +d.close; // coerce to number
+        d.open = +d.open;
+    });
+    return data;
+}
+
+export function creatAdapter(data: DataElement[]) {
+    //### Create Crossfilter Dimensions and Groups
+
+    //See the [crossfilter API](https://github.com/square/crossfilter/wiki/API-Reference) for reference.
+    const ndx = crossfilter(data);
+    const all = ndx.groupAll();
+
+    // Dimension by year
+    const yearlyDimension = ndx.dimension(d => d3.timeYear(d.dd).getFullYear());
+
+    interface YearlyPerformanceGroupItem {
+        fluctuationPercentage: number;
+        percentageGain: number;
+        avgIndex: number;
+        sumIndex: number;
+        fluctuation: number;
+        absGain: number;
+        count: number;
+    }
+    // Maintain running tallies by year as filters are applied or removed
+    const yearlyPerformanceGroup = yearlyDimension.group().reduce(
+        /* callback for when data is added to the current filter results */
+        (p: YearlyPerformanceGroupItem, v) => {
+            ++p.count;
+            p.absGain += v.close - v.open;
+            p.fluctuation += Math.abs(v.close - v.open);
+            p.sumIndex += (v.open + v.close) / 2;
+            p.avgIndex = p.sumIndex / p.count;
+            p.percentageGain = p.avgIndex ? (p.absGain / p.avgIndex) * 100 : 0;
+            p.fluctuationPercentage = p.avgIndex ? (p.fluctuation / p.avgIndex) * 100 : 0;
+            return p;
+        },
+        /* callback for when data is removed from the current filter results */
+        (p: YearlyPerformanceGroupItem, v) => {
+            --p.count;
+            p.absGain -= v.close - v.open;
+            p.fluctuation -= Math.abs(v.close - v.open);
+            p.sumIndex -= (v.open + v.close) / 2;
+            p.avgIndex = p.count ? p.sumIndex / p.count : 0;
+            p.percentageGain = p.avgIndex ? (p.absGain / p.avgIndex) * 100 : 0;
+            p.fluctuationPercentage = p.avgIndex ? (p.fluctuation / p.avgIndex) * 100 : 0;
+            return p;
+        },
+        /* initialize p */
+        () => ({
+            count: 0,
+            absGain: 0,
+            fluctuation: 0,
+            fluctuationPercentage: 0,
+            sumIndex: 0,
+            avgIndex: 0,
+            percentageGain: 0,
+        })
+    );
+
+    // Dimension by full date
+    const dateDimension = ndx.dimension(d => d.dd);
+
+    // Dimension by month
+    const moveMonths = ndx.dimension(d => d.month);
+    // Group by total movement within month
+    const monthlyMoveGroup = moveMonths.group().reduceSum(d => Math.abs(d.close - d.open));
+    // Group by total volume within move, and scale down result
+    const volumeByMonthGroup = moveMonths.group().reduceSum(d => d.volume / 500000);
+
+    interface IndexAvgByMonthGroupItem {
+        avg: number;
+        total: number;
+        days: number;
+    }
+    const indexAvgByMonthGroup = moveMonths.group().reduce(
+        (p: IndexAvgByMonthGroupItem, v) => {
+            ++p.days;
+            p.total += (v.open + v.close) / 2;
+            p.avg = Math.round(p.total / p.days);
+            return p;
+        },
+        (p: IndexAvgByMonthGroupItem, v) => {
+            --p.days;
+            p.total -= (v.open + v.close) / 2;
+            p.avg = p.days ? Math.round(p.total / p.days) : 0;
+            return p;
+        },
+        () => ({ days: 0, total: 0, avg: 0 })
+    );
+
+    // Create categorical dimension
+    const gainOrLoss = ndx.dimension(d => (d.open > d.close ? 'Loss' : 'Gain'));
+    // Produce counts records in the dimension
+    const gainOrLossGroup = gainOrLoss.group();
+
+    // Determine a histogram of percent changes
+    const fluctuation = ndx.dimension(d => Math.round(((d.close - d.open) / d.open) * 100));
+    const fluctuationGroup = fluctuation.group();
+
+    // Summarize volume by quarter
+    const quarter = ndx.dimension(d => {
+        const month = d.dd.getMonth();
+        if (month <= 2) {
+            return 'Q1';
+        } else if (month > 2 && month <= 5) {
+            return 'Q2';
+        } else if (month > 5 && month <= 8) {
+            return 'Q3';
+        } else {
+            return 'Q4';
+        }
+    });
+    const quarterGroup = quarter.group().reduceSum(d => d.volume);
+
+    // Counts per weekday
+    const dayOfWeek = ndx.dimension(d => {
+        const day = d.dd.getDay();
+        const name = ['Sun', 'Mon', 'Tue', 'Wed', 'Thu', 'Fri', 'Sat'];
+        return `${day}.${name[day]}`;
+    });
+    const dayOfWeekGroup = dayOfWeek.group();
+
+    //### Data providers
+    const yearlyBubbleDataProvider = new CFSimpleAdapter({
+        dimension: yearlyDimension,
+        //The bubble chart expects the groups are reduced to multiple values which are used
+        //to generate x, y, and radius for each key (bubble) in the group
+        group: yearlyPerformanceGroup,
+        // `.valueAccessor` - the `Y` value will be passed to the `.y()` scale to determine pixel location
+        valueAccessor: p => p.value.percentageGain,
+    });
+
+    const gainOrLossDataProvider = new CFDataCapHelper({
+        dimension: gainOrLoss,
+        group: gainOrLossGroup,
+    });
+
+    const quarterDataProvider = new CFSimpleAdapter({
+        dimension: quarter,
+        group: quarterGroup,
+    });
+
+    const dayOfWeekDataProvider = new CFSimpleAdapter({
+        group: dayOfWeekGroup,
+        dimension: dayOfWeek,
+    });
+
+    const fluctuationDataProvider = new CFMultiAdapter({
+        dimension: fluctuation,
+        layers: [{ group: fluctuationGroup }],
+    });
+
+    const moveDataProvider = new CFMultiAdapter({
+        dimension: moveMonths,
+        // Stack layers
+        layers: [
+            {
+                name: 'Monthly Index Average',
+                group: indexAvgByMonthGroup,
+                valueAccessor: d => d.value.avg,
+            },
+            {
+                name: 'Monthly Index Move',
+                group: monthlyMoveGroup,
+                valueAccessor: d => d.value,
+            },
+        ],
+    });
+
+    const volumeDataProvider = new CFMultiAdapter({
+        dimension: moveMonths,
+        layers: [
+            {
+                group: volumeByMonthGroup,
+            },
+        ],
+    });
+
+    const filterStorage = new FilterStorage();
+
+    const dataProviders = [
+        {
+            chartId: 'yearly-bubble-chart',
+            dataProvider: yearlyBubbleDataProvider,
+        },
+        {
+            chartId: 'gain-loss-chart',
+            dataProvider: gainOrLossDataProvider,
+        },
+        {
+            chartId: 'quarter-chart',
+            dataProvider: quarterDataProvider,
+        },
+        {
+            chartId: 'day-of-week-chart',
+            dataProvider: dayOfWeekDataProvider,
+        },
+        {
+            chartId: 'fluctuation-chart',
+            dataProvider: fluctuationDataProvider,
+        },
+        {
+            chartId: 'monthly-move-chart',
+            dataProvider: moveDataProvider,
+        },
+        {
+            chartId: 'monthly-volume-chart',
+            dataProvider: volumeDataProvider,
+        },
+    ];
+
+    dataProviders.forEach(e => {
+        e.dataProvider.configure({
+            chartId: e.chartId,
+            filterStorage,
+        });
+    });
+
+    const adaptor = {
+        cf: ndx,
+        groupAll: all,
+        dataProviders,
+        filterStorage,
+        computeChartData: () => {
+            const chartData = adaptor.dataProviders.map(e => ({
+                chartId: e.chartId,
+                values: e.dataProvider.data(),
+            }));
+
+            return {
+                selectedRecords: adaptor.groupAll.value(),
+                totalRecords: adaptor.cf.size(),
+                chartData,
+            };
+        },
+    };
+
+    return adaptor;
+}