deephavendatalabs

import tensorflow as tf
import numpy as np
from deephaven import npy
import math
keras = tf.keras
 
def table_cache_gen(feature_table, label_table, cache_size=1_000_000, batch_size=32, dtype=tf.float32):
   """
   Creates a generator to use a Deephaven table with Tensorflow for large data sets.
   :param feature_table: Deephaven table storing the features or X values.

deephavendatalabs

train_gen = get_table_generator(x_train_table, y_train_table, cache_size=500_000, batch_size=16, dtype=tf.float32)
hist = model.fit(train_gen, epochs=10)

deephavendatalabs

import tensorflow as tf
from deephaven import npy
t = db.t(...) # Some table query
tensor = tf.constant(npy.numpy_slice(t, 0, t.size(), dtype=tf.float32.as_numpy_dtype))

deephavendatalabs

from deephaven import npy
import numpy as np
import pandas as pd
t = db.t(...) # Some table query
df = pd.DataFrame(
   data=npy.numpy_slice(t, 0, t.size(), dtype=np.float32),
   columns=t.getDefinition().getColumnNamesArray()
)

deephavendatalabs

from deephaven import npy
import numpy as np
t = db.t(...) # Some table query
np_arr = npy.numpy_slice(t, 0, t.size(), dtype=np.float32)

deephavendatalabs

class OMS {
...
// Record the trade to our input table
 async recordTrade(trade) {
   console.log(`Recording trade for: ${trade.Symbol}`);
   let inputTable = this.tradeTable;
   try {
     await inputTable.addRow({
       Symbol: trade.Symbol,
       Timestamp: iris.DateWrapper.ofJsDate(new Date()).asNumber(), // Timestamp is used to uniquely identify. Should really use a tradeID

deephavendatalabs

class OMS {
...
async placeOrder(e) {
   const tradeColNames = this.orderTable.columns.map(c => c.name);
   const rowData = e.detail.row.dataColumns;
   let orderObj = {Exchange: 'NASDAQ'};
   for (let i = 0; i < tradeColNames.length; i++) {
     orderObj[tradeColNames[i]] = rowData[i][e.detail.index];
   }
 

deephavendatalabs

class OMS {
...
// Returns Promise<boolean> if trade is accepted
 fakeOMS(order) {
   console.log(`Placing order for: ${order.Symbol}`);
   return new Promise((resolve, reject) => {
     setTimeout(
       resolve,
       Math.floor(Math.random() * 10000), // Wait between 0 and 10 seconds
       Math.random() > 0.1

deephavendatalabs

class OMS {
...
 setupTradeListener() {
   let table = this.orderTable;
   this.lastKnownSize = table.size;
  
   // Use sizechanged to see if there was more than 1 row added in the last second
   table.addEventListener('sizechanged', e => {
     table.setViewport(this.lastKnownSize, e.detail);
     this.lastKnownSize = e.detail;

deephavendatalabs

class OMS {
 constructor(client) {
   const pqName = 'OMS Example';
   const orderTableName = 'orders';
   const tradeTableName = 'trades';
   this.client = client;
   this.query = null;
   this.orderTable = null;
   this.tradeTable = null;
   this.lastKnownSize = 0;