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