weekend coding to fix a bug on table order indexing

src/rethink/portfolio_item.py

@@ -37,7 +37,7 @@ class PortfolioItem():
     AVERAGE_COST = 7002
     POSITION_DELTA = 7003
     POSITION_THETA = 7004
-    POSITION_GAMMA = 7009
+    GAMMA_PERCENT = 7009
     UNREAL_PL = 7005
     PERCENT_GAIN_LOSS = 7006
     AVERAGE_PRICE = 7007
@@ -140,7 +140,7 @@ class PortfolioItem():
                 
                 pos_delta = self.get_quantity() * self.instrument.get_tick_value(Option.DELTA) * multiplier                                
                 pos_theta = self.get_quantity() * self.instrument.get_tick_value(Option.THETA) * multiplier
-                pos_gamma = self.get_quantity() * self.instrument.get_tick_value(Option.GAMMA) * multiplier                               
+                gamma_percent = pos_delta * (1 + self.instrument.get_tick_value(Option.GAMMA))                               
 
                 #(spot premium * multiplier - avgcost) * pos)
                 try:
@@ -162,7 +162,7 @@ class PortfolioItem():
                 pos_delta = self.get_quantity() * 1.0 * \
                                PortfolioRules.rule_map['option_structure'][self.get_symbol_id()]['multiplier'] 
                 pos_theta = 0
-                pos_gamma = 0
+                gamma_percent = 0
                 # (S - X) * pos * multiplier
                 unreal_pl = (self.instrument.get_tick_value(4) - self.get_average_cost() ) * self.get_quantity() * \
                                PortfolioRules.rule_map['option_structure'][self.get_symbol_id()]['multiplier']
@@ -173,7 +173,7 @@ class PortfolioItem():
                         
             self.set_port_field(PortfolioItem.POSITION_DELTA, pos_delta)
             self.set_port_field(PortfolioItem.POSITION_THETA, pos_theta)
-            self.set_port_field(PortfolioItem.POSITION_GAMMA, pos_gamma)
+            self.set_port_field(PortfolioItem.GAMMA_PERCENT, gamma_percent)
             self.set_port_field(PortfolioItem.UNREAL_PL, unreal_pl)
             self.set_port_field(PortfolioItem.AVERAGE_PRICE, average_px)
             self.set_port_field(PortfolioItem.PERCENT_GAIN_LOSS, percent_gain_loss)
@@ -290,7 +290,7 @@ class Portfolio(AbstractTableModel):
         self.port['g_table']['header'] = [('symbol', 'Symbol', 'string'), ('right', 'Right', 'string'), ('avgcost', 'Avg Cost', 'number'), ('market_value', 'Market Value', 'number'), 
                   ('avgpx', 'Avg Price', 'number'), ('spotpx', 'Spot Price', 'number'), ('pos', 'Quantity', 'number'), 
                   ('delta', 'Delta', 'number'), ('theta', 'Theta', 'number'), ('gamma', 'Gamma', 'number'), 
-                  ('pos_delta', 'P. Delta', 'number'), ('pos_theta', 'P. Theta', 'number'), ('pos_gamma', 'P. Gamma', 'number'), 
+                  ('pos_delta', 'P. Delta', 'number'), ('pos_theta', 'P. Theta', 'number'), ('gamma_percent', 'P. Gamma', 'number'), 
                   ('unreal_pl', 'Unreal P/L', 'number'), ('percent_gain_loss', '% gain/loss', 'number'),
                   ('symbolid', 'Sym Id', 'string')
                   ]  
@@ -356,7 +356,7 @@ class Portfolio(AbstractTableModel):
              {'v': handle_NaN(x[1].get_instrument().get_tick_value(Option.GAMMA))},
              {'v': handle_NaN(x[1].get_port_field(PortfolioItem.POSITION_DELTA))},
              {'v': handle_NaN(x[1].get_port_field(PortfolioItem.POSITION_THETA))},
-             {'v': handle_NaN(x[1].get_port_field(PortfolioItem.POSITION_GAMMA))},
+             {'v': handle_NaN(x[1].get_port_field(PortfolioItem.GAMMA_PERCENT))},
              {'v': handle_NaN(x[1].get_port_field(PortfolioItem.UNREAL_PL))},
              {'v': handle_NaN(x[1].get_port_field(PortfolioItem.PERCENT_GAIN_LOSS))},
              {'v': x[1].get_symbol_id()}
@@ -386,7 +386,14 @@ class Portfolio(AbstractTableModel):
         map(lambda hf: dtj['cols'].append({'id': hf[0], 'label': hf[1], 'type': hf[2]}), self.port['g_table']['header'])
         
         #p_items = sorted([x for x in self.port['port_items'].iteritems()])
-        p_items = [x for x in self.port['port_items'].iteritems()]
+        
+        # create a list of port items tuples (contract_key, port_item) ordered by row_id
+        # that is in the order when each items was created and inserted into the map
+        # this ensures that the same sequence is replicated to the google datatable
+        p_items = map(lambda x:(self.port['g_table']['row_to_ckey_index'][x], 
+                        self.port['port_items'][ self.port['g_table']['row_to_ckey_index'][x] ]), range(self.port['g_table']['row_index']))
+        
+
         #p1_items = filter(lambda x: x[1].get_symbol_id() in PortfolioRules.rule_map['interested_position_types']['symbol'], p_items)
         #p2_items = filter(lambda x: x[1].get_instrument_type() in  PortfolioRules.rule_map['interested_position_types']['instrument_type'], p1_items)
         #map(lambda p: dtj['rows'].append({'c': self.port_item_to_row_fields(p)}), p2_items)

src/ws/client_g.html

@@ -25,12 +25,10 @@
 	var view = null;
 	var data = null;
 	var table= null;   
-//        var options = {sortColumn:1, showRowNumber: true, width: '100%', height: '100%'};
-        var options = {sort: 'disable', sortColumn:-1, showRowNumber: true, width: '100%', height: '100%'};
-	   //google.charts.load('current', {'packages':['table']});
-	   google.load("visualization", "1.1", {packages:["corechart", 'table','gauge']});
+    var options = {allowHtml: true, sortColumn:1, showRowNumber: true, width: '100%', height: '100%'};
+	google.load("visualization", "1.1", {packages:["corechart", 'table','gauge']});
 	   //google.setOnLoadCallback(drawTable);
-	   google.setOnLoadCallback(init);
+	google.setOnLoadCallback(init);
 	
 
 	
@@ -46,20 +44,34 @@
 	}
 	
 	
-	   
-	function drawTable() {
-	 
-   	   data= new google.visualization.DataTable();
-	   table = new google.visualization.Table(document.getElementById('table_div'));
-	   table.draw(data, {sort: 'event', sortColumn:-1, showRowNumber: true, width: '100%', height: '100%'});
-	 }
+	function setupFormatter(tableData){
+	    var numF = new google.visualization.NumberFormat(
+    		    {prefix: '$', pattern:'0.00', negativeColor: 'red', negativeParens: true});
+	    var percentF = new google.visualization.NumberFormat(
+	    		{pattern: '##.#%'})
+	    var arrowF = new google.visualization.ArrowFormat();
+        var barF = new google.visualization.BarFormat({width: 80,
+			colorPositive: 'green', max:100 });       
+    			    
+    	var colorF = new google.visualization.ColorFormat();
+    	colorF.addRange(-100, 0, 'white', 'red');
+    	colorF.addRange(0, 100, 'white', 'blue');
+    	 	    
+	    
+	    numF.format(data, 3);  //market value
+	    colorF.format(data, 6); // position
+	    percentF.format(data, 7); //delta		
+	    percentF.format(data, 8); //theta    
+	    numF.format(data, 10); // position delta
+	    numF.format(data, 11); // position theta
+	    numF.format(data, 13); //unreal p/l
+	    barF.format(data, 14) //% gain loss
+		
+	}	   
 	   
 
     var ws;
 	
-	
-	
-    
     function init() {
 
       // Connect to Web Socket
@@ -80,12 +92,13 @@
 
 			console.log(d1);
 			data = new google.visualization.DataTable(d1.value);
-			//view = new google.visualization.DataView(data);
+			view = new google.visualization.DataView(data);
 			/*view.setRows(view.getFilteredRows([{column: 14, test: function(value, row, column, table) {
         return (value == 'HSI' || value == 'MHI') 
     }}]));*/
+    		setupFormatter(data);
 			table = new google.visualization.Table(document.getElementById('table_div'));
-			table.draw(data, options);
+			table.draw(view, options);
 			output('number of rows: ' + data.getNumberOfRows());
            
         } else if (d1.event == 'event_tm_table_row_updated'){
@@ -99,7 +112,7 @@
 			
 			table.draw(data, options);
 //			table.draw(data);           
-//        	setValueAtRandomCell(getRandomInt(1000, 5000));
+
         }
         
       };

src/ws/ws_server.py

@@ -146,7 +146,7 @@ class PortfolioTableModelListener(BaseMessageListener):
     '''
     
     '''
-    CACHE_MAX = 25
+    CACHE_MAX = 15
     TIME_MAX = 1.0
     
     def __init__(self, name, server_wrapper):