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Yahoo Finance Chart Step 12 - Discontinuous Axis
Raw
index.html
<!DOCTYPE html>
<html lang="en">
<head>
<script src="https://cdnjs.cloudflare.com/ajax/libs/d3/3.5.5/d3.min.js"></script>
<script src="http://colineberhardt.github.io/d3fc/Layout.js"></script>
<script src="https://github.com/ScottLogic/d3fc/releases/download/v0.4.0/d3fc.min.js"></script>
<script src="tradedHours.js"></script>
<link href="http://colineberhardt.github.io/d3fc/d3fc.css" rel="stylesheet"/>
<link href="style.css" rel="stylesheet"/>
</head>
<body>
<div style='margin-right: 40px;'>
<div id="legend"></div>
<svg id='time-series' style='height: 300px; width: 100%; overflow: visible'>
<defs>
<linearGradient id="area-gradient"
x1="0%" y1="0%"
x2="0%" y2="100%">
<stop offset="0%" stop-opacity="0.3" stop-color="#fff" />
<stop offset="100%" stop-opacity="0" stop-color="#1a9af9" />
</linearGradient>
</defs>
</svg>
</div>
<script src="script.js"></script>
</body>
</html>
Raw
script.js
d3.json('yahoo.json', function(error, json) {
var chartData = json.chart.result[0];
var quoteData = chartData.indicators.quote[0];
var data = chartData.timestamp.map(function(d, i) {
var date = new Date(d * 1000 - 5 * 1000 * 60 * 60);
return {
date: date,
high: quoteData.high[i],
low: quoteData.low[i],
open: quoteData.open[i],
close: quoteData.close[i],
volume: quoteData.volume[i]
};
});
// select a subset of data
data = data.slice(0, 600);
// filter out any data that is > 2 hours outside of trading
data = data.filter(function(d) {
return d.date.getHours() > 7 && d.date.getHours() < 19;
});
renderChart(data);
});
var yAxisWidth = 40,
xAxisHeight = 20,
calloutLeftMargin = 10,
calloutHeight = 14,
calloutWidth = yAxisWidth - calloutLeftMargin;
var dateFormat = d3.time.format('%a %H:%M%p');
var priceFormat = d3.format('.2f');
var volumeFormat = d3.format('s');
function calloutPathData(width, height) {
var h2 = height / 2;
return [
[0, 0],
[h2, -h2],
[width, -h2],
[width, h2],
[h2, h2],
[0, 0]
];
}
function addCallout(sel) {
sel.enter()
.select('.right-handle')
.classed('callout', true)
.insert('path', ':first-child')
.attr('transform', 'translate(' + calloutLeftMargin + ', 0)')
.attr('d', d3.svg.area()(calloutPathData(calloutWidth, calloutHeight)));
sel.select('text')
.attr('transform', 'translate(' + yAxisWidth + ', ' + (calloutHeight / 4) + ')')
.attr('x', 0)
.attr('y', 0);
}
function addXCallout(sel) {
sel.enter()
.select('.top-handle')
.select('text')
.remove();
var xLabelContainer = sel.enter()
.select('.bottom-handle');
xLabelContainer.classed('callout', true)
.append('rect')
.attr('transform', 'translate(-40, 0)')
.attr('width', 80)
.attr('height', xAxisHeight);
xLabelContainer.append('text')
.attr('y', xAxisHeight / 2)
.text(function(d) { return dateFormat(d.x); });
}
var legend = fc.chart.legend()
.items([
['open', function(d) { return priceFormat(d.open); }],
['high', function(d) { return priceFormat(d.high); }],
['low', function(d) { return priceFormat(d.low); }],
['close', function(d) { return priceFormat(d.close); }],
['volume', function(d) { return volumeFormat(d.volume); }]
]);
function renderLegend(datapoint) {
d3.select('#legend')
.data([datapoint])
.call(legend);
}
function renderChart(data) {
data.crosshair = [];
// add a moving average to the data
var movingAverage = fc.indicator.algorithm.exponentialMovingAverage()
.value(function(d) { return d.close; })
.windowSize(20);
movingAverage(data);
// add a volume series container to the layout
var container = d3.select('#time-series');
var volumeContainer = container.selectAll('g.volume')
.data([data]);
volumeContainer.enter()
.append('g')
.attr({
'class': 'volume',
})
.layout({
position: 'absolute',
top: 150,
bottom: xAxisHeight,
right: yAxisWidth,
left: 0
});
var layout = fc.layout();
container.layout();
var volumeScale = d3.scale.linear()
.domain([0, d3.max(data, function (d) { return Number(d.volume); })])
.range([volumeContainer.layout('height'), 0]);
var discontinuity = fc.scale.discontinuity.tradedHours()
.trades(data.map(function(d) { return d.date; }));
// add a time series components
var chart = fc.chart.linearTimeSeries()
.xDomain(fc.util.extent(data, 'date'))
.xDiscontinuityProvider(discontinuity)
.yDomain(fc.util.extent(data, ['open', 'close']))
.xTickFormat(dateFormat)
.yTickFormat(priceFormat)
.yTicks(5)
.yNice(5)
.yOrient('right')
.yTickSize(yAxisWidth, 0)
.xTickSize(xAxisHeight)
.xTicks(3);
// create the line annotations
var emaClose = fc.annotation.line()
.value(function(d) { return d.exponentialMovingAverage; })
.label(function(d) { return priceFormat(d.exponentialMovingAverage); })
.decorate(function(sel) {
addCallout(sel);
sel.enter().classed('ema', true);
});
var lastClose = fc.annotation.line()
.value(function(d) { return d.close; })
.label(function(d) { return priceFormat(d.close); })
.decorate(function(sel) {
addCallout(sel);
sel.enter().classed('close', true);
});
// create the series
var area = fc.series.area()
.y0Value(chart.yDomain()[0])
.yValue(function(d) { return d.open; });
var line = fc.series.line()
.yValue(function(d) { return d.open; });
var emaLine = fc.series.line()
.yValue(function(d) { return d.exponentialMovingAverage; })
.decorate(function(g) {
g.classed('ema', true);
});
var gridlines = fc.annotation.gridline()
.yTicks(5)
.xTicks(0);
// add a crosshair
var crosshair = fc.tool.crosshair()
.snap(fc.util.seriesPointSnapXOnly(line, data))
.xLabel(function(d) { return dateFormat(d.datum.date); })
.yLabel(function(d) { return priceFormat(d.datum.close); })
.decorate(function(sel) {
sel.enter().select('circle').attr('r', 3);
addCallout(sel);
addXCallout(sel);
})
.on('trackingmove', function(crosshairData) {
renderLegend(crosshairData[0].datum);
})
.on('trackingend', function() {
renderLegend(data[data.length - 1]);
});
// combine the series with a 'multi'
var multi = fc.series.multi()
.series([gridlines, area, emaLine, line, emaClose, lastClose, crosshair])
.mapping(function(series) {
switch (series) {
case emaClose:
case lastClose:
return [data[data.length - 1]];
case crosshair:
return data.crosshair;
default:
return data;
}
});
chart.plotArea(multi);
// render the chart
d3.select('#time-series')
.datum(data)
.call(chart);
// create a volume series and render
var volume = fc.series.bar()
.xScale(chart.xScale())
.yScale(volumeScale)
.yValue(function(d) { return d.volume; })
.decorate(function(sel) {
sel.select('path')
.style('stroke', function(d, i) {
return d.close > d.open ? 'red' : 'green';
});
});
volumeContainer
.datum(data)
.call(volume);
// render the legend
renderLegend(data[data.length - 1]);
// customise the D3 axis
d3.selectAll('.y-axis text')
.style('text-anchor', 'end')
.attr('transform', 'translate(-3, -8)');
d3.selectAll('.x-axis text')
.attr('dy', undefined)
.style({'text-anchor': 'start', 'dominant-baseline': 'central'})
.attr('transform', 'translate(3, -' + (xAxisHeight / 2 + 3) + ' )');
}
Raw
style.css
body {
margin: 0;
}
svg {
display: block;
}
path.area {
fill: url(#area-gradient);
fill-opacity: 1;
}
path.line {
stroke: rgb(26, 154, 249);
}
path.ema {
stroke: #c00;
fill: none;
}
.x-axis text {
font-weight: bold;
}
.background {
opacity: 0.7;
}
.plot-area {
overflow: visible;
}
.annotation.ema line,
.annotation.close line {
display: none;
}
.annotation text {
fill: white;
}
.annotation.ema path {
fill: #c00;
}
.annotation.close path {
fill: rgb(26, 154, 249);
}
#legend {
position: absolute;
top: 0;
left: 0;
margin: 10px;
background-color: rgba(255, 255, 255, 0.8);
line-height: 0.8em;
width: 100px;
font-size: 0.8em;
}
.label {
color: black;
text-align: right;
display: inline-block;
}
.value {
margin-right: 10px;
}
.crosshair .callout path,
.crosshair .callout rect,
.crosshair .trackball circle {
fill: #444;
}
.crosshair line {
stroke: #444;
stroke-dasharray: 3, 3;
}
.crosshair .bottom-handle text {
text-anchor: middle;
dominant-baseline: central;
}
Raw
tradedHours.js
(function(d3, fc) {
'use strict';
fc.scale.discontinuity.tradedHours = function() {
var tradedHours = {};
var trades = [];
var orderedExtents = [];
var extentsMappedByDay = {};
var millisPerDay = 1000 * 60 * 60 * 24;
function last(array) {
return array.length === 0 ? undefined : array[array.length - 1];
}
function first(array) {
return array[0];
}
function sameDay(d1, d2) {
var d11 = Math.floor(d1 / millisPerDay);
var d22 = Math.floor(d2 / millisPerDay);
return d11 === d22;
}
function isWithinTradingHours(date) {
var extents = getTradingExtentsForDay(date);
if (extents) {
return extents.start <= date && date < extents.end;
} else {
return false;
}
}
function getTradingExtentsForDay(date) {
return extentsMappedByDay[Math.floor(date / millisPerDay)];
}
tradedHours.distance = function(startDate, endDate) {
var millis = 0;
if (sameDay(startDate, endDate)) {
if (!isWithinTradingHours(startDate)) {
startDate = tradedHours.clampUp(startDate);
}
if (!isWithinTradingHours(endDate)) {
endDate = tradedHours.clampDown(endDate);
}
return endDate.getTime() - startDate.getTime();
}
// compute the number of trading ms in the start and end days
var startDayExtents = getTradingExtentsForDay(startDate);
if (startDayExtents) {
if (startDate <= startDayExtents.start) {
millis += startDayExtents.duration;
} else if (startDate < startDayExtents.end) {
millis += startDayExtents.end.getTime() - startDate.getTime();
}
}
var endDayExtents = getTradingExtentsForDay(endDate);
if (endDayExtents) {
if (endDate > endDayExtents.end) {
millis += endDayExtents.duration;
} else if (endDate >= endDayExtents.start) {
millis += endDate.getTime() - endDayExtents.start.getTime();
}
}
// add the time for all the days inbetween
var afterStart = d3.time.day.ceil(startDate);
var beforeEnd = d3.time.day.floor(endDate);
var daysInBetween = orderedExtents.filter(function(d) {
return afterStart < d.start && beforeEnd > d.end;
});
millis += d3.sum(daysInBetween, function(d) { return d.duration; });
return millis;
};
tradedHours.offset = function(startDate, ms) {
return new Date(startDate.getTime() + ms);
};
tradedHours.clampUp = function(date) {
var extents = getTradingExtentsForDay(date);
function clampToNextTradingDay() {
if (date > last(orderedExtents).end) {
// if the date is greater than the last trade date, return it unchanged
return date;
} else {
// otherwise find the start of trading on the next active day
var futureDates = orderedExtents.filter(function(d) {
return d.start > date;
});
return first(futureDates).start;
}
}
if (extents) {
if (date <= extents.start) {
return extents.start;
} else if (date < extents.end) {
return date;
} else {
return clampToNextTradingDay();
}
} else {
return clampToNextTradingDay();
}
};
tradedHours.clampDown = function(date) {
var extents = getTradingExtentsForDay(date);
function clampToPreviousTradingDay() {
if (date < first(orderedExtents).start) {
// if the date is less than the first trade date, return it unchanged
return date;
} else {
// otherwise find the end of trading on the previous active day
var earlierDates = orderedExtents.filter(function(d) {
return d.end < date;
});
return last(earlierDates).end;
}
}
if (extents) {
if (date > extents.end) {
return extents.end;
} else if (date >= extents.start) {
return date;
} else {
return clampToPreviousTradingDay();
}
} else {
return clampToPreviousTradingDay();
}
};
tradedHours.copy = function() { return tradedHours; };
tradedHours.orderedExtents = function() {
return orderedExtents;
};
tradedHours.trades = function(x) {
if (!arguments.length) {
return trades;
}
trades = x;
// sort the trades
var sortedTrades = x.slice();
sortedTrades.sort(function(a, b) { return a - b; });
// compute the extents for each day
orderedExtents = [];
sortedTrades.forEach(function(date) {
var lastExtents = last(orderedExtents);
if (lastExtents && sameDay(lastExtents.start, date)) {
lastExtents.end = date;
lastExtents.duration = lastExtents.end.getTime() - lastExtents.start.getTime();
} else {
orderedExtents.push({
start: date,
end: date,
duration: 0
});
}
});
orderedExtents.forEach(function (extent) {
var key = Math.floor(extent.start / millisPerDay);
extentsMappedByDay[key] = extent;
});
return tradedHours;
};
return tradedHours;
};
}(d3, fc));
Raw
yahoo.csv
Timestamp close high low open volume
1433424650 43.0300 43.0500 43.0300 43.0400 176400
1433424718 42.9700 43.0598 42.9700 43.0300 53000
1433424720 43.0000 43.0400 42.9600 42.9900 49600
1433424836 42.9900 43.0500 42.9700 43.0000 50100
1433424899 42.9600 42.9900 42.9300 42.9800 68200
1433424959 43.0600 43.0900 42.9400 42.9600 84100
1433425015 43.1100 43.1300 43.0500 43.0500 26400
1433425078 43.1400 43.1400 43.0500 43.1200 26000
1433425080 43.1798 43.1900 43.1300 43.1400 19500
1433425140 43.2000 43.2100 43.1700 43.1700 20000
1433425259 43.2700 43.3100 43.2100 43.2100 48100
1433425319 43.2700 43.2800 43.2400 43.2800 39400
1433425378 43.2300 43.2700 43.2200 43.2700 41200
1433425431 43.2200 43.2400 43.2000 43.2300 25800
1433425447 43.3500 43.3600 43.2600 43.2700 53100
1433425558 43.3100 43.3500 43.3000 43.3500 32600
1433425610 43.3400 43.3500 43.2999 43.3000 27800
1433425674 43.2700 43.3400 43.2672 43.3300 17300
1433425738 43.2500 43.3000 43.2477 43.2800 38300
1433425795 43.1400 43.2400 43.1400 43.2400 23800
1433425858 43.1232 43.1800 43.1200 43.1800 25900
1433425918 43.1625 43.1700 43.1200 43.1200 7900
1433425979 43.2400 43.2400 43.1700 43.1700 15400
1433426034 43.2500 43.2600 43.2400 43.2500 19700
1433426043 43.2454 43.2659 43.2200 43.2400 25000
1433426218 43.2900 43.3100 43.2700 43.3000 9400
1433426278 43.3310 43.3310 43.2600 43.2840 17100
1433426339 43.3500 43.3800 43.3400 43.3400 37700
1433426340 43.3600 43.3700 43.3400 43.3400 15200
1433426458 43.4399 43.4400 43.3500 43.3700 37200
1433426516 43.3900 43.4400 43.3800 43.4400 17000
1433426576 43.3900 43.4000 43.3800 43.3800 21000
1433426632 43.3400 43.3700 43.3400 43.3700 8300
1433426699 43.3400 43.3600 43.3400 43.3500 18900
1433426706 43.3100 43.3400 43.3000 43.3400 13400
1433426763 43.2900 43.3100 43.2900 43.3000 5700
1433426821 43.2900 43.3000 43.2900 43.2900 12600
1433426886 43.2800 43.3000 43.2800 43.2900 24500
1433426999 43.3000 43.3000 43.2700 43.2770 34700
1433427055 43.2850 43.2900 43.2810 43.2850 4000
1433427062 43.3100 43.3200 43.2800 43.2800 24500
1433427177 43.3100 43.3200 43.3100 43.3100 16200
1433427234 43.3300 43.3500 43.3200 43.3300 17300
1433427241 43.2800 43.3200 43.2800 43.3200 5700
1433427355 43.2700 43.2800 43.2300 43.2800 19400
1433427367 43.2800 43.2850 43.2700 43.2750 12700
1433427468 43.2700 43.2900 43.2700 43.2850 9200
1433427511 43.2800 43.2800 43.2650 43.2700 1800
1433427593 43.2800 43.2800 43.2700 43.2750 1500
1433427642 43.3000 43.3000 43.2800 43.2800 13200
1433427662 43.2730 43.3000 43.2700 43.3000 10900
1433427726 43.2800 43.2800 43.2700 43.2700 5300
1433427795 43.2800 43.3000 43.2800 43.2900 17500
1433427894 43.2800 43.2810 43.2800 43.2800 7000
1433427958 43.2650 43.2868 43.2650 43.2800 16600
1433428018 43.2600 43.2600 43.2200 43.2300 14800
1433428071 43.2551 43.2551 43.2500 43.2500 200
1433428081 43.2700 43.2700 43.2500 43.2500 2600
1433428172 43.2700 43.2800 43.2400 43.2800 5000
1433428259 43.1600 43.2700 43.1550 43.2700 31200
1433428264 43.1500 43.1600 43.1200 43.1600 14300
1433428375 43.1100 43.1500 43.0800 43.1500 10300
1433428434 43.1300 43.1300 43.1100 43.1100 8300
1433428499 43.1300 43.1550 43.1200 43.1200 20000
1433428559 43.1300 43.1400 43.1200 43.1200 21300
1433428619 43.1200 43.1400 43.0900 43.1300 28100
1433428676 43.1300 43.1344 43.1000 43.1100 24800
1433428695 43.1467 43.1500 43.1200 43.1400 52300
1433428761 43.1300 43.1401 43.1000 43.1401 19700
1433428806 43.1250 43.1400 43.1200 43.1300 11000
1433428892 43.1200 43.1400 43.1200 43.1300 13300
1433428931 43.1200 43.1360 43.1200 43.1300 11300
1433428999 43.1400 43.1400 43.1300 43.1300 3500
1433429098 43.1500 43.1500 43.1300 43.1300 22900
1433429157 43.1700 43.1700 43.1400 43.1400 24400
1433429218 43.1500 43.1710 43.1500 43.1700 7800
1433429276 43.1223 43.1535 43.1200 43.1535 5800
1433429330 43.1400 43.1400 43.1100 43.1200 8100
1433429398 43.2000 43.2000 43.1400 43.1400 10400
1433429457 43.1990 43.2000 43.1800 43.1800 26800
1433429514 43.1901 43.2000 43.1900 43.2000 45600
1433429574 43.1926 43.2000 43.1700 43.1900 6900
1433429623 43.1900 43.1950 43.1900 43.1900 5300
1433429695 43.1900 43.1900 43.1800 43.1900 3900
1433429758 43.1750 43.1900 43.1700 43.1900 8600
1433429818 43.1700 43.1900 43.1600 43.1700 14300
1433429879 43.1600 43.1650 43.1600 43.1600 2600
1433429880 43.1700 43.1700 43.1500 43.1600 4300
1433429941 43.1400 43.1701 43.1400 43.1701 13900
1433430050 43.1100 43.1400 43.1100 43.1300 16900
1433430114 43.0800 43.1100 43.0800 43.1100 8500
1433430120 43.1200 43.1200 43.0800 43.0825 9000
1433430233 43.0900 43.1100 43.0700 43.1100 7300
1433430275 43.0900 43.1000 43.0800 43.0800 5200
1433430350 43.0600 43.0800 43.0500 43.0800 38800
1433430417 43.1000 43.1000 43.0500 43.0599 15800
1433430422 43.1000 43.1000 43.0900 43.1000 5800
1433430539 43.1253 43.1253 43.0900 43.1000 18000
1433430598 43.1021 43.1200 43.1000 43.1200 9900
1433430600 43.1000 43.1000 43.0700 43.1000 11000
1433430718 43.1200 43.1300 43.1000 43.1000 7400
1433430779 43.1700 43.1700 43.1200 43.1200 4600
1433430781 43.1600 43.1650 43.1500 43.1500 10800
1433430841 43.1900 43.2000 43.1700 43.1700 9900
1433430947 43.1861 43.1950 43.1800 43.1900 3700
1433431018 43.2699 43.2800 43.1850 43.1850 50800
1433431021 43.2900 43.3000 43.2500 43.2620 28900
1433431137 43.2900 43.3100 43.2725 43.2900 18900
1433431199 43.2630 43.2800 43.2600 43.2700 20200
1433431211 43.2600 43.2800 43.2500 43.2700 12600
1433431270 43.2550 43.2700 43.2400 43.2600 11000
1433431321 43.2700 43.2700 43.2500 43.2500 1800
1433431382 43.2900 43.2900 43.2800 43.2800 600
1433431492 43.2632 43.2850 43.2600 43.2850 7000
1433431559 43.2600 43.2800 43.2600 43.2700 19700
1433431562 43.2400 43.2800 43.2400 43.2649 8500
1433431630 43.2400 43.2550 43.2300 43.2500 8200
1433431737 43.2400 43.2600 43.2300 43.2500 14200
1433431798 43.2075 43.2400 43.2000 43.2400 12400
1433431859 43.2100 43.2100 43.2000 43.2100 11500
1433431860 43.2150 43.2200 43.2000 43.2050 18200
1433431977 43.1800 43.2200 43.1800 43.2100 16100
1433432039 43.1900 43.1900 43.1800 43.1800 6300
1433432099 43.1800 43.1900 43.1700 43.1800 3100
1433432108 43.1700 43.1900 43.1700 43.1790 6100
1433432218 43.2000 43.2100 43.1600 43.1700 20000
1433432277 43.1800 43.2100 43.1800 43.2000 3100
1433432335 43.2099 43.2100 43.1900 43.1900 10400
1433432358 43.2000 43.2100 43.2000 43.2000 9200
1433432451 43.2200 43.2300 43.2050 43.2100 15500
1433432461 43.2100 43.2400 43.2100 43.2200 22100
1433432575 43.2100 43.2200 43.2000 43.2200 62000
1433432612 43.2062 43.2200 43.2062 43.2200 26600
1433432642 43.1700 43.2050 43.1600 43.2000 27900
1433432700 43.1500 43.1600 43.1400 43.1600 16400
1433432805 43.1600 43.1600 43.1425 43.1600 7800
1433432878 43.1700 43.1800 43.1600 43.1600 11700
1433432935 43.1500 43.1672 43.1400 43.1600 9300
1433432999 43.1451 43.1700 43.1350 43.1400 9400
1433433054 43.1700 43.1700 43.1400 43.1400 6700
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