mezza.biz/scripts/money.mjs

158 lines
5.4 KiB
JavaScript
Raw Permalink Normal View History

2023-02-25 19:38:19 +00:00
import * as d3 from "https://cdn.jsdelivr.net/npm/d3@7/+esm";
// Copyright 2021 Observable, Inc.
// Released under the ISC license.
// https://observablehq.com/@d3/candlestick-chart
function CandlestickChart(data, {
date = d => d.date, // given d in data, returns the (temporal) x-value
open = d => d.open, // given d in data, returns a (quantitative) y-value
close = d => d.close, // given d in data, returns a (quantitative) y-value
high = d => d.high, // given d in data, returns a (quantitative) y-value
low = d => d.low, // given d in data, returns a (quantitative) y-value
title, // given d in data, returns the title text
marginTop = 20, // top margin, in pixels
marginRight = 30, // right margin, in pixels
marginBottom = 30, // bottom margin, in pixels
marginLeft = 40, // left margin, in pixels
width = 640, // outer width, in pixels
height = 400, // outer height, in pixels
xDomain, // array of x-values (defaults to every weekday)
xRange = [marginLeft, width - marginRight], // [left, right]
xPadding = 0.2,
xTicks, // array of x-values to label (defaults to every other Monday)
yType = d3.scaleLinear, // type of y-scale
yDomain, // [ymin, ymax]
yRange = [height - marginBottom, marginTop], // [bottom, top]
xFormat = "%b %-d", // a format specifier for the date on the x-axis
yFormat = "~f", // a format specifier for the value on the y-axis
yLabel, // a label for the y-axis
2024-02-20 16:17:50 +00:00
stroke = "gold", // stroke color for the daily rule
2023-02-25 19:38:19 +00:00
strokeLinecap = "round", // stroke line cap for the rules
2024-02-20 16:17:50 +00:00
colors = ["gold", "white", "black"] // [up, no change, down]
2023-02-25 19:38:19 +00:00
} = {}) {
// Compute values.
const X = d3.map(data, date);
const Yo = d3.map(data, open);
const Yc = d3.map(data, close);
const Yh = d3.map(data, high);
const Yl = d3.map(data, low);
const I = d3.range(X.length);
const weeks = (start, stop, stride) => d3.utcMonday.every(stride).range(start, +stop + 1);
const weekdays = (start, stop) => d3.utcDays(start, +stop + 1).filter(d => d.getUTCDay() !== 0 && d.getUTCDay() !== 6);
// Compute default domains and ticks.
if (xDomain === undefined) xDomain = weekdays(d3.min(X), d3.max(X));
if (yDomain === undefined) yDomain = [d3.min(Yl), d3.max(Yh)];
if (xTicks === undefined) xTicks = weeks(d3.min(xDomain), d3.max(xDomain), 2);
// Construct scales and axes.
// If you were to plot a stock using d3.scaleUtc, youd see distracting gaps
// every weekend. This chart therefore uses a d3.scaleBand whose domain is every
// weekday in the dataset. A few gaps remain for holiday weekdays, such as
// Christmas, but these are infrequent and allow the labeling of Mondays. As a
// band scale, we specify explicit tick values.
const xScale = d3.scaleBand(xDomain, xRange).padding(xPadding);
const yScale = yType(yDomain, yRange);
// Compute titles.
if (title === undefined) {
const formatDate = d3.utcFormat("%B %-d, %Y");
const formatValue = d3.format(".2f");
const formatChange = (f => (y0, y1) => f((y1 - y0) / y0))(d3.format("+.2%"));
title = i => `${formatDate(X[i])}
Open: ${formatValue(Yo[i])}
Close: ${formatValue(Yc[i])} (${formatChange(Yo[i], Yc[i])})
Low: ${formatValue(Yl[i])}
High: ${formatValue(Yh[i])}`;
} else if (title !== null) {
const T = d3.map(data, title);
title = i => T[i];
}
const svg = d3.create("svg")
.attr("width", width)
.attr("height", height)
.attr("viewBox", [0, 0, width, height])
.attr("style", "max-width: 100%; height: auto; height: intrinsic;");
const g = svg.append("g")
.attr("stroke", stroke)
.attr("stroke-linecap", strokeLinecap)
.selectAll("g")
.data(I)
.join("g")
.attr("transform", i => {
return `translate(${xScale.step() * i},0)`;
});
g.append("line")
.attr("y1", i => yScale(Yl[i]))
.attr("y2", i => yScale(Yh[i]));
g.append("line")
.attr("y1", i => yScale(Yo[i]))
.attr("y2", i => yScale(Yc[i]))
.attr("stroke-width", xScale.bandwidth())
.attr("stroke", i => colors[1 + Math.sign(Yo[i] - Yc[i])]);
if (title) g.append("title")
.text(title);
return svg.node();
}
const getNewDataPoint = (oldPoint) => ({
date: new Date(+oldPoint.date + (24 * 60 * 60 * 1000)),
open: oldPoint.close,
high: oldPoint.close + Math.random() * 5000 - 1000,
low: oldPoint.close - Math.random() * 2000 + 1000,
close: oldPoint.close + Math.random() * 2000 - Math.random() * 1000,
volume: Math.random() * 21899500 / 2 + 4229132,
});
const open = Math.random() * 200;
const initialPoint = {
date: new Date(),
open,
high: open + Math.random() * 400,
low: open - Math.random() * 200,
close: open + Math.random() * 2000 - Math.random() * 1000,
volume: 21899500,
};
2023-02-25 20:10:26 +00:00
const baseArray = new Array(200)
2023-02-25 19:38:19 +00:00
.fill(null)
.reduce((list, _, i) => [
...list,
getNewDataPoint(list[i]),
], [initialPoint]);
const createChart = () => {
const svgs = document.body.getElementsByTagName('svg');
for (let svg of svgs) {
document.body.removeChild(svg);
}
const chart = CandlestickChart(baseArray, {
date: d => d.date,
high: d => d.high,
low: d => d.low,
open: d => d.open,
close: d => d.close,
yLabel: "↑ Price ($)",
width: window.innerWidth,
height: window.innerHeight,
});
document.body.appendChild(chart);
}
createChart();
setInterval(() => {
2023-02-25 20:10:26 +00:00
baseArray.shift();
2023-02-25 19:38:19 +00:00
baseArray.push(getNewDataPoint(baseArray[baseArray.length - 1]));
createChart();
}, 500);