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timelyportfolio/axys-r-d3-websockets.r

Created July 19, 2012 17:34
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axys to excel to d3 to r and back
Raw
axys-r-d3-websockets.r
#borrowed significant and substantial portions of code from http://bigcomputing.com/PerformanceAnalytics.R
#see youtube http://www.youtube.com/embed/0iR8Fo0jwW8 for the demo
# R/websockets example
if(any(is.na(packageDescription('caTools'))))
stop("This demo requires the caTools package.\nRun install.packages('caTools') to install it.\n\n")
if(any(is.na(packageDescription('PerformanceAnalytics'))))
stop("This demo requires the PerformanceAnalytics package.\nRun install.packages('PerformanceAnalytics') to install it.\n\n")
library('websockets')
library('caTools')
library('quantmod')
library('PerformanceAnalytics')
require('RJSONIO')
#w = createContext(webpage=static_text_service(htmldata))
w = createContext()
# Set up an established (initialization) callback
g = function(DATA, WS, ...)
{
websocket_write("hello",WS)
print("established connection")
}
setCallback("established",g, w)
# Set up a receive callback
f = function(DATA, WS, ...)
{
#get data sent from websocket
d = tryCatch(rawToChar(DATA),error=function(e) "")
#convert JSON message to data.frame and eventually xts
perf <- fromJSON(d)
perf.df<- as.data.frame(matrix(unlist(fromJSON(d)),ncol=3,byrow=TRUE),stringsAsFactors=TRUE)
perf.df[,2:3] <- apply(perf.df[,2:3],MARGIN=2,as.numeric)/100
#name columns
colnames(perf.df) <- c("date","portfolio","sp500")
#get as xts so convert dates from %m/%d/%Y to %Y-%m-%d
perf.xts <- as.xts(perf.df[,2:NCOL(perf.df)],order.by=as.Date(perf.df[,1],format="%m/%d/%Y"))
f = tempfile()
jpeg(file=f, width=850,height=500, quality=100)
devAskNewPage(ask=FALSE)
charts.PerformanceSummary(perf.xts, colorset = rich6equal, lwd = 2, ylog = TRUE)
dev.off()
p <- base64encode(readBin(f,what="raw",n=1e6))
p <- paste("data:image/jpg;base64,\n",p,sep="")
websocket_write(paste(p),WS)
file.remove(f)
#this will send the dataframe so an object of arrays
#websocket_write(toJSON(df),WS);
#try with matrix which sends an array of objects (d3 prefers and handles better)
#websocket_write(toJSON(as.matrix(df)),WS)
#websocket_write("got your data; thanks",WS)
}
setCallback("receive",f, w)
cat("\nThe web service will run until <CTRL>+C is pressed.\n")
cat("Open your local web browser to http://localhost:7681\n")
while(TRUE) {
service(w, timeout=1000L)
#old service(w)
#old Sys.sleep(0.05)
}
rm(w)
gc()
Raw
index.html
<!DOCTYPE html>
<html>
<head>
<meta charset="utf-8" />
<title>d3.js Axys Chart</title>
<!-- Always force latest IE rendering engine (even in intranet) & Chrome Frame
Remove this if you use the .htaccess -->
<meta http-equiv="X-UA-Compatible" content="IE=edge,chrome=1" />
<script src="http://d3js.org/d3.v2.min.js?2.9.1"></script> <style>
.axis path, .axis line {
fill: none;
stroke: #000;
shape-rendering: crispEdges;
}
.labels, .barlabels {
font: 0.7em arial;
}
</style>
</head><body><h3>d3.js Axys Chart <a href="http://ramblings.mcpher.com">(thanks so much to ramblings.mcpher.com)</a></h3>
<table><tr>
<td id="statustd">
<div id="wsdi_status"> Connection not initialized </div>
</td>
</table>
<input type=button id="send" value="Send to R" onclick="sendtoR();"/>
<br> <script>
var perfdata = new Array();
var margin = {top: 20, right: 60, bottom: 60, left: 60},
width = 1000 - margin.right - margin.left,
height = 500 - margin.top - margin.bottom;
var x = d3.time.scale()
.range([0, width - 60]);
var y = d3.scale.linear()
.range([height - 20, 0]);
var duration = 1500,
delay = 500;
var color = d3.scale.category10();
var svg = d3.select("body").append("svg")
.attr("id","svgchart")
.attr("width", width + margin.right + margin.left)
.attr("height", height + margin.top + margin.bottom)
.append("g")
.attr("transform", "translate(" + margin.left + "," + margin.top + ")");
var parse = d3.time.format("%m/%d/%Y").parse, format = d3.time.format("%Y"),
perfdata = new Array();
</script><script> var data, origdata = {
"cDataSet":[ {
"date":"12/31/1991",
"portfolio":"16.27",
"sp500":"30.47"
},
{
"date":"12/31/1992",
"portfolio":"7.99",
"sp500":"7.62"
},
{
"date":"12/31/1993",
"portfolio":"6.55",
"sp500":"10.08"
},
{
"date":"12/31/1994",
"portfolio":"0.44",
"sp500":"1.32"
},
{
"date":"12/31/1995",
"portfolio":"16.08",
"sp500":"37.58"
},
{
"date":"12/31/1996",
"portfolio":"11.56",
"sp500":"22.96"
},
{
"date":"12/31/1997",
"portfolio":"18.2",
"sp500":"33.36"
},
{
"date":"12/31/1998",
"portfolio":"13.98",
"sp500":"28.58"
},
{
"date":"12/31/1999",
"portfolio":"9.09",
"sp500":"21.04"
},
{
"date":"12/31/2000",
"portfolio":"0.13",
"sp500":"-9.1"
},
{
"date":"12/31/2001",
"portfolio":"-4.83",
"sp500":"-11.89"
},
{
"date":"12/31/2002",
"portfolio":"-7.81",
"sp500":"-22.1"
},
{
"date":"12/31/2003",
"portfolio":"16.2",
"sp500":"28.68"
},
{
"date":"12/31/2004",
"portfolio":"7.97",
"sp500":"10.88"
},
{
"date":"12/31/2005",
"portfolio":"5.57",
"sp500":"4.91"
},
{
"date":"12/31/2006",
"portfolio":"11.69",
"sp500":"15.79"
},
{
"date":"12/31/2007",
"portfolio":"6.92",
"sp500":"5.49"
},
{
"date":"12/31/2008",
"portfolio":"-25",
"sp500":"-37"
},
{
"date":"12/31/2009",
"portfolio":"19.92",
"sp500":"26.46"
},
{
"date":"12/31/2010",
"portfolio":"13.59",
"sp500":"15.06"
},
{
"date":"12/31/2011",
"portfolio":"-1.58",
"sp500":"2.11"
}
]
};</script> <script>
var inc = 0;
data = origdata.cDataSet;
data.forEach( function(d) {
for (key in d) {
if ( key != "date" ) {
perfdata[inc] = { date: parse(d.date) , perf : parseFloat(d[key]), symbol : key };
inc = inc + 1;
}
};
});
//if we want to filter only some set of what is there
//stocks = perfdata.filter(function(d) { return d.symbol in filter; });
// Nest stock values by symbol.
symbols = d3.nest()
.key(function(d) { return d.symbol; })
.entries(perfdata);
// Parse dates and numbers. We assume values are sorted by date.
// Also compute the maximum price per symbol, needed for the y-domain.
//symbols.forEach(function(s) {
// s.values.forEach(function(d) { d.date = parse(d.date); d.price = +d.price; });
//});
// Sort by maximum price, descending.
//symbols.sort(function(a, b) { return b.maxPrice - a.maxPrice; });
// Compute the minimum and maximum date across symbols.
x.domain([
d3.min(symbols, function(d) { return d.values[0].date; }),
d3.max(symbols, function(d) { return d.values[d.values.length - 1].date; })
]);
var g = svg.selectAll("g")
.data(symbols)
.enter().append("g")
.attr("class", "symbol");
groupedBar();
function groupedBar() {
x = d3.scale.ordinal()
.domain(symbols[0].values.map(function(d) { return d.date; }))
.rangeBands([0, width - 60], .1);
var x1 = d3.scale.ordinal()
.domain(symbols.map(function(d) { return d.key; }))
.rangeBands([0, x.rangeBand()]);
var y0 = Math.max(Math.abs(d3.min(symbols.map(function(d) { return d3.min(d.values.map(function(d) { return d.perf; })); }))), d3.max(symbols.map(function(d) { return d3.max(d.values.map(function(d) { return d.perf; })); })));
y
.domain([-y0, y0])
//.domain([d3.min(symbols.map(function(d) { return d3.min(d.values.map(function(d) { return d.perf; })); })), d3.max(symbols.map(function(d) { return d3.max(d.values.map(function(d) { return d.perf; })); }))])
.range([height, 0])
.nice();
var yAxis = d3.svg.axis().scale(y).orient("left");
svg.selectAll(".labels")
.data(symbols[0].values.map(function(d) { return d.date; }))
.enter().append("text")
.attr("class", "labels")
.attr("text-anchor", "middle")
.attr("x", function(d,i) { return x(i) + x.rangeBand() / 2 ; })
.attr("y", height / 2 + 15)
.text(function(d) {return format(d) })
.style("fill-opacity", 1);
var g = svg.selectAll(".symbol");
var t = g.transition()
.duration(duration);
//got working with lots of help but this section particularly dedicated to http://stackoverflow.com/questions/10127402/bar-chart-with-negative-values
g.each(function(p, j) {
d3.select(this).selectAll("rect")
.data(function(d) { return d.values; })
.enter().append("rect")
.attr("x", function(d) { return x(d.date) + x1(p.key); })
.attr("y", function(d, i) { return y(Math.max(0, d.perf)); })
//.attr("y", function(d) { return y(d.perf); })
.attr("width", x1.rangeBand())
.attr("height", function(d, i) { return Math.abs(y(d.perf) - y(0)); })
//.attr("height", function(d) { return height - y(d.perf); })
.style("fill", color(p.key))
.style("fill-opacity", 1e-6)
.transition()
.duration(duration)
.style("fill-opacity", 0.8);
d3.select(this).selectAll("text")
.data(function(d) { return d.values; })
.enter().append("text")
.attr("class","barlabels")
.attr("x", function(d) { return x(d.date) + x1(p.key) + x1.rangeBand() / 2 ; })
.attr("y", function(d, i) { return y(d.perf) ; })
.attr("text-anchor", "middle")
.text(function(d) { return d.perf; })
.style("fill-opacity", 1e-6)
.transition()
.duration(duration)
.style("fill-opacity", 1);
});
//svg.append("g")
// .attr("class", "x axis")
// .call(d3.svg.axis().scale(x).orient("bottom"));
svg.append("g")
.attr("class", "y axis")
.call(yAxis);
// .attr("y1", 0)
// .attr("y2", height);
}
function sendtoR() {
alert("tryingtosend");
String.prototype.startsWith = function(str){return (this.indexOf(str) === 0);}
var socket = new WebSocket("ws://localhost:7681", "R");
try {
socket.onopen = function() {
document.getElementById("wsdi_status").textContent = " websocket connection opened ";
document.getElementById("statustd").style.backgroundColor = "#40ff40";
}
socket.onmessage = function got_packet(msg) {
if(msg.data=="hello") {
alert("got something");
socket.send(JSON.stringify(origdata));
} else {
//svg.remove();
//svg
d3.select("#svgchart").remove();
d3.select("body").selectAll("img").remove();
d3.select("body").selectAll("p").remove();
d3.select("body").selectAll("footer").remove();
d3.select("body").append("img")
.attr("width","850")
.attr("height","500")
.attr("id","plot")
.attr("src",msg.data);
d3.select("body")
.append("p")
.text("now thanks to R packages websockets and PerformanceAnalytics");
}
}
socket.onclose = function(){
document.getElementById("wsdi_status").textContent = " websocket connection CLOSED ";
document.getElementById("statustd").style.backgroundColor = "#ff4040";
}
}
catch(ex) {
document.getElementById("output").textContent = "Error: " + ex;
}
}
</script>
<br>
<footer>
<aside>
<small> works best on Chrome <br />acknowledgements</small>
<a href="http://d3js.org/"><small>d3.js</small></a>
</aside>
</footer>
</body>
</html>
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