191 lines
19 KiB
JavaScript
191 lines
19 KiB
JavaScript
import sampleSize from "lodash/sampleSize";
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import cloneDeep from "lodash/cloneDeep";
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import StoreService from "./StoreService";
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import {fxDataUpdated, fxTopMoversUpdated} from "../actions/fxDataActions";
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import HorizontalBarComponent from "../components/renderers/HorizontalBarComponent.jsx";
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export default class {
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constructor() {
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this.store = StoreService.STORE;
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this.createFxMatrixSnapshot();
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this.calculateTopMovers();
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this.store.dispatch(fxDataUpdated(this.fxData));
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this.store.dispatch(fxTopMoversUpdated(this.fxTopMovers));
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setInterval(() => {
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this.applyDeltasToFxData();
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this.store.dispatch(fxDataUpdated(this.fxData));
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}, 1500);
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setInterval(() => {
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this.calculateTopMovers();
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this.store.dispatch(fxTopMoversUpdated(this.fxTopMovers));
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}, 2500);
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}
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calculateTopMovers() {
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let fxData = cloneDeep(this.fxData);
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fxData.sort((a, b) => {
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return Math.abs(b.pct_net_change) - Math.abs(a.pct_net_change);
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});
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this.fxTopMovers = fxData.slice(0, 20);
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}
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applyDeltasToFxData() {
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let fxSymbolsToUpdate = sampleSize(FX_CURRENCY_SYMBOLS, FX_CURRENCY_SYMBOLS.length / 5);
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let rowsToUpdate = sampleSize(this.fxData, this.fxData.length / 5);
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for (let i = 0; i < rowsToUpdate.length; i++) {
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let row = rowsToUpdate[i];
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let maxSwing = row.last * 0.05; // max 5% swing
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let swing = Math.floor(this.random(-maxSwing, maxSwing));
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row.last = row.last + swing;
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row.net = swing;
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let multiplier = ((Math.random() * 10) > 5) ? -1 : 1;
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row['pct_net_change'] = multiplier * (this.random(30, 100) / 100).toFixed(2);
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for (let symbolToUpdate of fxSymbolsToUpdate) {
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if (row[symbolToUpdate] === null) {
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continue;
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}
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let multiplier = ((Math.random() * 10) > 8) ? -1 : 1;
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row[symbolToUpdate] = (multiplier * Math.random()).toFixed(2);
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}
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}
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}
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random(min, max) {
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return parseFloat((Math.random() * (max - min + 1) + min))
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}
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getFxMatrixHeaderNames() {
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return FX_DELTA_HEADERS;
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}
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createFxMatrixSnapshot() {
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let columns = FX_CURRENCY_MATRIX[0];
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let data = FX_CURRENCY_MATRIX.slice(1);
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let rowData = [];
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for (let i = 0; i < data.length; i++) {
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let currentRow = data[i];
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let row = {};
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for (let j = 0; j < columns.length; j++) {
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row[columns[j]] = currentRow[j];
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}
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// last, net and % change are different
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row['last'] = Math.floor(this.random(7000, 170000));
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row['net'] = Math.floor(this.random(-500, 500));
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let multiplier = ((Math.random() * 10) > 5) ? -1 : 1;
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row['pct_net_change'] = multiplier * (this.random(30, 100) / 100).toFixed(2);
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rowData.push(row);
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}
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this.fxData = rowData;
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}
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}
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const FX_CURRENCY_SYMBOLS = ["USDGBP", "USDEUR", "USDAED", "USDJPY", "USDCAD", "USDCHF", "GBPUSD", "GBPEUR", "GBPAED", "GBPJPY", "GBPCAD", "GBPCHF", "EURUSD", "EURGBP", "EURAED", "EURJPY", "EURCAD", "EURCHF", "AEDUSD", "AEDGBP", "AEDEUR", "AEDJPY", "AEDCAD", "AEDCHF", "JPYUSD", "JPYGBP", "JPYEUR", "JPYAED", "JPYCAD", "JPYCHF", "CADUSD", "CADGBP", "CADEUR", "CADAED", "CADJPY", "CADCHF", "CHFUSD", "CHFGBP", "CHFEUR", "CHFAED", "CHFJPY", "CHFCAD"];
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const FX_DELTA_HEADERS = [
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{
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field: 'symbol',
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headerName: 'Symbol',
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width: 80
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},
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{
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field: 'last',
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headerName: 'Last',
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headerClass: 'align-right',
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cellRenderer: 'animateShowChange',
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cellClass: 'align-right',
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width: 100
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},
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{
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field: 'net',
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headerName: 'Net',
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headerClass: 'align-right',
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cellRenderer: 'animateShowChange',
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cellClass: 'align-right',
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width: 90
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},
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{
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field: 'pct_net_change',
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headerName: '% NC',
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cellRendererFramework: HorizontalBarComponent,
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width: 85
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},
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].concat(FX_CURRENCY_SYMBOLS.map((symbol) => {
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"use strict";
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return {
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field: symbol,
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headerName: symbol,
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width: 67,
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cellClass: 'align-right',
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cellRenderer: 'animateShowChange',
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cellClassRules: {
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'fx-positive': 'x > 0.8',
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'fx-null': 'x === null',
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'fx-negative': 'x < -0.8'
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}
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}
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}));
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const FX_CURRENCY_MATRIX = [
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["symbol", ...FX_CURRENCY_SYMBOLS],
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["USDGBP", null, "0.89", "-0.01", "0.29", "0.28", "-0.04", "0.47", "0.17", "0.20", "0.11", "0.97", "0.07", "-0.20", "0.57", "0.54", "0.26", "0.33", "0.86", "0.95", "0.39", "0.21", "-0.49", "0.63", "-0.13", "-0.86", "0.18", "-0.84", "-0.89", "0.05", "-0.29", "0.34", "0.93", "0.41", "0.13", "-0.17", "0.70", "-0.17", "0.60", "0.00", "0.09", "-0.15", "0.10"],
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["USDEUR", "0.89", null, "0.25", "0.29", "0.86", "-0.93", "0.09", "0.63", "0.76", "0.10", "0.51", "-0.31", "-0.51", "0.20", "0.48", "-0.42", "0.73", "0.57", "0.65", "0.40", "0.12", "0.24", "0.42", "0.75", "0.13", "0.75", "0.42", "-0.80", "-0.26", "0.68", "0.68", "0.98", "0.87", "0.48", "0.52", "0.23", "0.61", "0.71", "-0.61", "0.40", "-0.80", "-0.89"],
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["USDAED", "0.90", "0.95", null, "0.71", "0.49", "0.50", "0.51", "0.07", "0.80", "-0.74", "0.54", "0.46", "-0.90", "-0.33", "0.75", "0.91", "0.84", "0.86", "0.89", "0.68", "0.71", "0.74", "0.58", "-0.24", "0.31", "0.85", "0.28", "0.44", "0.51", "-0.19", "0.71", "0.81", "0.85", "0.23", "0.09", "0.65", "-0.48", "0.43", "0.97", "0.11", "-0.81", "-0.69"],
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["USDJPY", "0.84", "0.92", "0.36", null, "0.79", "0.90", "0.86", "0.42", "0.14", "0.98", "0.47", "0.76", "0.60", "0.15", "0.04", "0.58", "0.13", "-0.16", "0.63", "0.86", "-0.63", "-0.95", "0.42", "0.08", "0.90", "-0.39", "-0.16", "0.66", "0.95", "0.31", "0.66", "-0.84", "0.06", "-0.60", "0.08", "0.57", "0.93", "0.78", "0.15", "0.36", "0.78", "0.34"],
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["USDCAD", "0.79", "-0.87", "0.93", "0.83", null, "0.10", "0.60", "0.34", "0.98", "0.70", "0.09", "0.46", "0.80", "0.10", "0.26", "-0.90", "0.69", "-0.22", "0.51", "-0.75", "-0.08", "0.07", "0.24", "0.68", "0.60", "0.37", "0.92", "0.02", "0.66", "0.16", "0.24", "-0.79", "0.19", "0.19", "0.08", "-0.97", "-0.93", "0.04", "-0.92", "0.86", "-0.36", "0.04"],
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["USDCHF", "0.94", "-0.02", "0.70", "0.82", "0.41", null, "0.76", "0.06", "0.46", "0.99", "0.07", "0.72", "0.14", "0.90", "0.23", "-0.54", "0.64", "0.80", "0.16", "0.23", "0.66", "-0.89", "-0.54", "-0.95", "0.27", "0.56", "0.42", "0.41", "0.88", "0.81", "0.37", "0.75", "0.06", "-0.75", "0.98", "0.21", "0.01", "0.03", "0.35", "-0.42", "0.55", "0.19"],
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["GBPUSD", "0.05", "-0.64", "0.47", "0.56", "0.51", "-0.47", null, "-0.15", "0.13", "0.55", "0.58", "0.57", "-0.49", "0.28", "0.86", "0.49", "0.12", "-0.91", "0.06", "0.12", "0.18", "-0.02", "-0.55", "0.18", "0.29", "0.76", "0.11", "0.04", "0.55", "0.16", "0.84", "0.83", "-0.94", "0.32", "0.07", "-0.33", "-0.29", "0.01", "-0.19", "0.01", "-0.60", "0.66"],
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["GBPEUR", "-0.32", "0.17", "0.60", "-0.52", "-0.52", "0.39", "-0.42", null, "0.07", "0.69", "0.67", "0.01", "0.72", "0.35", "0.66", "-0.66", "0.21", "0.12", "0.42", "-0.57", "-0.04", "0.48", "0.91", "0.72", "-0.16", "0.79", "0.03", "0.44", "0.17", "0.87", "-0.82", "0.20", "0.88", "0.48", "0.59", "-0.70", "0.12", "0.56", "-0.69", "0.10", "0.90", "1.00"],
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["GBPAED", "0.76", "0.05", "0.72", "-0.40", "0.93", "0.64", "0.90", "0.21", null, "0.91", "0.33", "-0.36", "0.28", "0.87", "0.25", "0.33", "0.44", "0.89", "0.17", "0.96", "0.86", "0.88", "0.03", "-0.25", "0.21", "0.98", "-0.60", "0.07", "0.90", "0.23", "0.41", "0.77", "0.83", "0.94", "0.12", "0.37", "0.58", "0.35", "-0.53", "0.49", "0.96", "-0.06"],
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["GBPJPY", "0.63", "0.72", "0.59", "0.89", "-0.54", "0.97", "0.61", "0.64", "0.85", null, "0.35", "0.57", "0.25", "0.85", "0.27", "-0.70", "-0.30", "-0.36", "0.29", "0.82", "0.26", "0.69", "0.46", "0.01", "0.09", "0.78", "0.95", "0.16", "0.07", "0.41", "0.99", "0.67", "0.34", "-0.89", "0.83", "0.32", "0.21", "-0.48", "-0.64", "0.65", "0.58", "0.69"],
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["GBPCAD", "0.78", "0.09", "0.33", "0.11", "0.95", "0.01", "0.96", "0.72", "0.13", "0.02", null, "0.44", "0.63", "-0.52", "0.08", "-0.85", "0.74", "0.41", "0.52", "0.15", "-0.97", "0.61", "0.58", "0.47", "0.56", "0.37", "0.54", "-0.65", "0.98", "0.44", "0.28", "0.70", "0.44", "0.34", "0.95", "0.82", "-0.09", "0.62", "0.87", "0.25", "-1.00", "0.99"],
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["GBPCHF", "-0.87", "0.68", "0.84", "0.83", "0.50", "0.74", "0.02", "0.11", "-0.12", "0.36", "0.71", null, "0.45", "0.02", "0.51", "0.50", "-0.03", "-0.94", "0.23", "0.38", "0.09", "0.26", "0.14", "0.39", "0.36", "0.01", "0.76", "0.21", "0.03", "0.97", "-0.89", "0.68", "0.43", "0.43", "0.26", "0.01", "0.60", "0.15", "0.77", "0.51", "-0.31", "0.37"],
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["EURUSD", "-0.45", "-0.05", "0.14", "-0.11", "0.36", "0.12", "0.76", "0.66", "0.50", "0.31", "0.28", "0.90", null, "-0.04", "0.73", "0.33", "0.27", "0.22", "0.86", "0.79", "-0.29", "0.30", "0.89", "0.73", "0.94", "0.24", "0.19", "0.81", "0.88", "0.46", "0.19", "0.79", "-0.16", "0.85", "0.84", "-0.57", "-0.87", "0.86", "0.69", "0.12", "0.64", "0.13"],
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["EURGBP", "0.06", "0.81", "0.54", "0.57", "0.57", "0.81", "0.38", "0.70", "0.37", "0.58", "-0.56", "0.77", "0.59", null, "0.98", "-0.48", "0.60", "0.78", "0.22", "0.20", "-0.62", "-0.97", "-0.55", "0.39", "0.88", "0.96", "0.32", "0.84", "0.26", "-0.47", "0.04", "0.34", "-0.24", "0.53", "-0.75", "-0.97", "0.47", "0.81", "0.49", "-0.84", "0.94", "0.09"],
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["EURAED", "0.61", "0.59", "0.11", "0.21", "0.41", "-0.45", "0.32", "0.90", "-0.98", "0.38", "0.27", "0.62", "0.67", "0.89", null, "0.27", "0.65", "0.72", "0.69", "0.66", "0.12", "0.32", "0.11", "-0.73", "-0.17", "0.74", "0.03", "0.96", "0.59", "-0.92", "-0.91", "-0.41", "0.09", "0.45", "0.90", "0.88", "0.96", "0.47", "0.95", "0.27", "-0.48", "0.71"],
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["EURJPY", "-0.01", "0.36", "0.28", "0.68", "0.50", "0.25", "0.81", "0.64", "0.12", "-0.73", "-0.47", "0.96", "-0.98", "-0.41", "0.78", null, "0.19", "-0.37", "0.24", "0.63", "0.74", "-0.24", "0.46", "0.63", "0.99", "0.65", "0.52", "0.11", "0.52", "0.39", "0.41", "0.51", "0.78", "1.00", "0.80", "-0.11", "0.90", "0.96", "0.66", "0.32", "0.02", "0.19"],
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["EURCAD", "-0.80", "0.40", "0.35", "0.45", "0.66", "0.21", "0.77", "0.58", "0.09", "1.00", "0.02", "-0.85", "0.89", "0.63", "-0.05", "0.46", null, "0.87", "0.96", "-0.48", "0.40", "0.18", "0.37", "0.81", "0.50", "-0.06", "-0.56", "0.38", "0.02", "0.83", "-0.93", "0.80", "0.31", "0.10", "0.70", "0.55", "0.47", "0.77", "0.98", "0.88", "0.19", "0.91"],
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["EURCHF", "-0.93", "0.01", "-0.29", "0.46", "-0.59", "-0.15", "0.58", "0.00", "-0.62", "0.36", "0.27", "-0.10", "-0.10", "0.57", "0.57", "0.75", "-0.10", null, "0.88", "0.21", "0.89", "0.85", "0.16", "0.93", "0.60", "0.59", "0.42", "0.70", "0.66", "0.80", "0.83", "0.52", "0.01", "0.41", "0.68", "0.94", "0.81", "0.40", "0.69", "0.04", "0.70", "0.61"],
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["AEDUSD", "0.10", "0.45", "0.06", "-0.37", "-0.14", "0.63", "0.10", "0.77", "0.95", "-0.12", "1.00", "-0.19", "-0.59", "0.78", "0.10", "0.76", "-0.45", "-0.99", null, "-0.46", "0.28", "0.31", "0.32", "0.42", "-0.00", "0.66", "0.24", "0.31", "0.10", "0.73", "0.02", "0.78", "0.07", "1.00", "0.43", "0.61", "0.53", "0.53", "0.41", "0.37", "0.97", "-0.19"],
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["AEDGBP", "0.70", "0.73", "0.34", "0.97", "0.84", "0.05", "0.21", "0.14", "0.45", "0.69", "0.41", "-0.53", "0.28", "0.13", "0.99", "0.97", "0.93", "0.62", "0.35", null, "0.18", "0.96", "0.58", "0.04", "0.00", "0.58", "-0.54", "0.35", "0.84", "0.83", "-0.20", "0.51", "0.32", "0.01", "0.95", "0.69", "-0.73", "0.36", "0.78", "0.02", "0.22", "0.39"],
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["AEDEUR", "0.18", "0.84", "-0.89", "0.90", "-0.25", "0.53", "0.71", "0.80", "0.60", "-0.98", "-0.81", "0.57", "0.72", "0.32", "-0.23", "0.98", "0.50", "0.93", "0.56", "0.26", null, "0.61", "0.47", "0.72", "0.58", "0.19", "0.94", "0.21", "0.47", "0.70", "0.67", "0.85", "0.98", "0.15", "0.21", "0.43", "0.03", "0.92", "0.91", "0.35", "0.70", "0.85"],
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["AEDJPY", "0.88", "0.62", "0.50", "0.27", "0.56", "0.61", "0.06", "-0.02", "0.42", "0.26", "0.23", "0.83", "-0.55", "0.94", "0.01", "0.72", "-0.43", "0.10", "0.01", "-0.20", "0.13", null, "0.70", "0.10", "0.05", "0.43", "-0.14", "-0.64", "0.80", "0.79", "0.57", "0.14", "0.14", "0.04", "-0.96", "0.59", "0.14", "0.51", "0.23", "0.57", "0.94", "0.88"],
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["AEDCAD", "0.75", "-0.99", "0.82", "-0.87", "0.79", "1.00", "0.21", "0.30", "-0.40", "0.34", "-0.85", "0.41", "0.79", "0.17", "0.58", "-0.24", "0.18", "0.15", "0.18", "0.44", "0.34", "0.90", null, "0.10", "0.34", "0.31", "0.34", "0.79", "-0.05", "0.19", "-0.86", "0.61", "-0.65", "0.23", "0.59", "0.69", "-0.65", "0.89", "0.97", "0.12", "0.63", "-0.24"],
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["AEDCHF", "0.67", "0.46", "0.92", "0.22", "0.91", "0.67", "0.81", "0.04", "0.29", "0.13", "0.80", "0.95", "0.29", "0.99", "-0.17", "0.58", "0.64", "0.68", "0.41", "0.69", "0.84", "0.01", "0.04", null, "0.07", "0.16", "0.26", "-0.43", "0.08", "0.58", "0.33", "-0.28", "0.03", "-0.08", "0.54", "-0.91", "0.78", "-0.10", "-0.13", "0.15", "0.62", "-0.13"],
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["JPYUSD", "-0.67", "0.90", "0.84", "0.10", "0.77", "0.43", "0.59", "0.69", "0.63", "0.82", "-0.61", "0.41", "0.07", "0.48", "1.00", "-0.52", "0.22", "0.89", "0.43", "0.54", "0.56", "-0.43", "0.78", "0.67", null, "0.06", "0.28", "0.04", "0.62", "0.18", "0.77", "0.63", "0.05", "0.87", "0.22", "0.21", "0.07", "0.25", "-0.55", "0.67", "0.10", "-0.67"],
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["JPYGBP", "0.21", "0.46", "0.23", "0.53", "-0.97", "0.78", "0.43", "0.74", "-0.95", "0.98", "0.49", "0.66", "0.18", "0.55", "-0.33", "0.67", "0.65", "0.23", "-0.07", "-0.67", "0.56", "0.74", "-0.38", "-0.83", "-0.51", null, "-0.26", "-0.79", "0.73", "-0.78", "-0.09", "0.19", "0.48", "0.97", "0.11", "0.19", "0.51", "0.32", "0.81", "-0.02", "0.17", "0.48"],
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["JPYEUR", "0.83", "0.86", "0.62", "-0.92", "0.64", "0.58", "0.55", "0.07", "0.81", "0.32", "0.33", "0.96", "0.48", "0.57", "0.25", "0.56", "0.33", "0.02", "-0.79", "0.44", "0.95", "0.35", "0.41", "0.06", "0.28", "0.77", null, "0.64", "0.79", "0.74", "0.67", "-0.97", "0.47", "-0.11", "0.03", "0.39", "-0.37", "0.06", "0.09", "0.13", "0.20", "0.87"],
|
|
["JPYAED", "0.69", "0.80", "0.90", "0.06", "0.55", "0.90", "-0.09", "0.05", "-0.10", "0.31", "0.57", "0.69", "-0.78", "0.42", "0.64", "0.96", "0.08", "-0.76", "0.59", "0.00", "0.40", "-0.88", "0.69", "0.17", "-0.16", "0.57", "0.86", null, "-0.61", "-0.14", "0.41", "-0.16", "0.36", "0.95", "0.44", "0.41", "0.35", "-0.56", "0.25", "0.66", "0.90", "0.82"],
|
|
["JPYCAD", "0.33", "0.27", "0.61", "0.01", "-0.16", "0.21", "0.57", "-0.41", "-0.56", "0.55", "0.13", "-0.87", "0.19", "0.64", "-0.38", "-0.80", "-0.10", "0.44", "0.72", "-0.72", "0.48", "0.42", "0.84", "0.73", "0.35", "0.68", "0.01", "0.09", null, "0.87", "0.17", "0.45", "0.02", "0.01", "0.77", "0.24", "0.62", "0.39", "-0.73", "0.21", "-0.08", "0.42"],
|
|
["JPYCHF", "-0.45", "0.52", "0.34", "0.85", "0.16", "0.96", "0.53", "0.62", "0.46", "0.94", "0.08", "-0.68", "0.81", "0.44", "0.27", "0.75", "-0.84", "0.69", "-0.99", "0.41", "0.66", "-0.94", "0.21", "0.85", "-0.08", "0.36", "0.62", "0.25", "-0.48", null, "0.51", "-0.39", "0.60", "0.63", "0.68", "0.10", "0.62", "0.68", "0.00", "0.24", "0.61", "0.23"],
|
|
["CADUSD", "-0.65", "0.73", "0.93", "0.27", "-0.00", "-0.46", "0.53", "0.36", "0.83", "0.58", "0.40", "0.03", "0.32", "0.38", "-0.53", "0.86", "0.42", "0.90", "0.83", "0.94", "0.34", "-0.56", "0.46", "-0.72", "0.13", "0.08", "0.25", "0.59", "0.75", "0.72", null, "0.62", "0.73", "0.52", "0.28", "0.03", "-0.54", "0.50", "0.76", "-0.28", "0.89", "0.97"],
|
|
["CADGBP", "0.74", "0.58", "0.55", "0.01", "0.33", "0.61", "0.75", "0.86", "-0.87", "0.50", "0.57", "0.84", "-0.34", "1.00", "0.77", "0.75", "0.40", "0.12", "-0.57", "-0.16", "-0.91", "0.06", "0.67", "-0.55", "0.02", "0.78", "0.57", "0.70", "0.21", "0.95", "-0.91", null, "-0.82", "0.71", "0.36", "0.46", "0.46", "0.24", "0.15", "0.54", "0.15", "0.83"],
|
|
["CADEUR", "-0.58", "0.29", "0.03", "0.70", "0.77", "0.80", "0.52", "0.04", "0.11", "0.86", "-0.98", "0.02", "0.01", "-0.19", "-0.48", "0.80", "0.90", "0.10", "0.28", "0.88", "0.98", "0.43", "0.47", "-0.41", "-0.92", "0.49", "0.64", "-0.60", "0.11", "0.61", "0.19", "-0.39", null, "-0.21", "0.56", "-0.45", "-0.48", "0.51", "0.04", "-0.44", "-0.22", "-0.29"],
|
|
["CADAED", "0.07", "0.55", "0.99", "-0.41", "0.65", "0.75", "0.97", "0.74", "0.65", "0.37", "-0.04", "0.85", "0.83", "0.25", "0.14", "-0.00", "0.80", "0.78", "-0.42", "0.54", "-0.42", "-0.07", "-0.62", "0.56", "0.89", "0.92", "0.19", "0.64", "0.45", "0.24", "0.97", "0.41", "0.36", null, "-0.54", "-0.85", "-0.68", "0.48", "0.13", "0.61", "0.75", "0.21"],
|
|
["CADJPY", "-0.84", "0.71", "0.59", "-0.78", "0.92", "0.93", "0.03", "0.27", "0.22", "0.71", "-0.79", "0.72", "0.27", "0.29", "0.40", "0.66", "0.44", "-0.33", "0.24", "0.99", "-0.95", "0.74", "0.42", "0.45", "0.08", "0.46", "0.22", "0.70", "0.80", "0.36", "0.36", "0.94", "0.75", "0.51", null, "0.10", "0.31", "0.54", "1.00", "0.78", "0.17", "0.32"],
|
|
["CADCHF", "0.19", "0.00", "0.62", "-0.63", "0.75", "0.57", "0.28", "-0.98", "0.17", "-0.63", "0.09", "0.10", "-0.09", "0.22", "0.65", "0.20", "0.27", "-0.66", "-0.70", "0.72", "0.40", "0.96", "0.52", "0.38", "0.96", "0.90", "0.35", "-0.70", "0.37", "0.94", "0.20", "0.78", "0.34", "0.24", "-0.18", null, "0.05", "0.71", "0.05", "0.38", "0.02", "0.60"],
|
|
["CHFUSD", "0.42", "0.61", "-0.30", "-0.27", "0.46", "0.63", "0.64", "0.33", "0.18", "0.88", "0.99", "0.73", "0.85", "0.07", "0.53", "0.31", "-0.63", "0.56", "-0.04", "-0.68", "0.43", "-0.96", "0.45", "0.45", "0.50", "0.17", "0.82", "0.34", "0.26", "0.16", "0.71", "0.35", "0.57", "0.79", "0.56", "0.55", null, "0.02", "-0.90", "0.84", "0.33", "0.18"],
|
|
["CHFGBP", "-0.38", "0.73", "0.25", "0.64", "0.41", "-0.48", "0.75", "-0.40", "0.37", "0.62", "0.30", "0.06", "0.54", "0.15", "0.51", "0.33", "-0.79", "-0.05", "-0.54", "0.21", "0.40", "0.86", "0.96", "0.94", "0.52", "0.07", "0.71", "-0.80", "-0.40", "0.71", "0.71", "0.89", "0.43", "-0.68", "0.93", "0.05", "0.42", null, "0.59", "-0.67", "0.03", "0.17"],
|
|
["CHFEUR", "-0.64", "0.96", "-0.34", "0.71", "0.53", "0.44", "0.27", "0.56", "0.96", "0.40", "0.86", "0.65", "0.82", "0.89", "-0.75", "0.29", "0.06", "0.70", "0.23", "0.68", "0.79", "0.21", "0.50", "0.14", "-0.27", "-0.83", "-0.22", "0.59", "0.40", "0.10", "0.88", "0.99", "0.21", "-0.36", "0.00", "0.53", "0.08", "0.08", null, "0.53", "-0.51", "0.03"],
|
|
["CHFAED", "-0.99", "0.71", "0.51", "0.58", "0.57", "0.73", "0.60", "0.23", "0.02", "0.84", "0.90", "0.56", "0.03", "-0.93", "0.59", "0.24", "-0.67", "0.13", "0.99", "0.28", "0.72", "0.79", "-0.83", "-0.30", "0.73", "0.08", "-0.02", "0.85", "0.33", "0.57", "0.09", "0.26", "0.16", "0.80", "0.65", "-0.19", "-0.38", "-0.61", "-0.98", null, "0.57", "-0.81"],
|
|
["CHFJPY", "0.60", "0.96", "0.22", "0.52", "0.63", "0.24", "0.76", "0.91", "0.80", "-0.14", "0.59", "-0.01", "0.60", "-0.08", "0.63", "0.39", "0.30", "-0.71", "0.18", "0.94", "-0.30", "0.28", "0.87", "0.92", "-0.19", "0.18", "-0.40", "0.44", "0.88", "0.52", "0.50", "0.44", "0.84", "0.24", "0.09", "0.15", "0.10", "0.30", "-0.05", "0.79", null, "0.99"],
|
|
["CHFCAD", "0.93", "0.24", "0.05", "0.40", "0.75", "0.12", "0.90", "0.56", "0.46", "0.62", "0.71", "0.01", "0.04", "0.02", "0.49", "0.51", "-0.94", "0.93", "0.80", "-0.40", "0.79", "0.82", "-0.04", "0.38", "-0.24", "-0.17", "0.78", "-0.42", "0.92", "-0.83", "-0.01", "0.54", "0.73", "0.52", "0.95", "0.44", "0.90", "0.81", "0.42", "0.26", "0.36", null]
|
|
];
|