PIMCO Quantitative Research
Steve Sapra, Ph.D., CFA and Manny Hunjan, CFA
October 2013
Last active
August 29, 2015 14:02
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rCharts+dimple | PIMCO Active Share Research
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<!doctype HTML> | |
<meta charset = 'utf-8'> | |
<html> | |
<head> | |
<script src='http://d3js.org/d3.v3.min.js' type='text/javascript'></script> | |
<script src='http://dimplejs.org/dist/dimple.v1.1.5.min.js' type='text/javascript'></script> | |
<style> | |
.rChart { | |
display: block; | |
margin-left: auto; | |
margin-right: auto; | |
width: 800px; | |
height: 400px; | |
} | |
.tooltip {opacity:1;} | |
</style> | |
</head> | |
<body > | |
<div id = 'chart2ee063ee4f90' class = 'rChart dimple'></div> | |
<script type="text/javascript"> | |
var opts = { | |
"dom": "chart2ee063ee4f90", | |
"width": 800, | |
"height": 400, | |
"xAxis": { | |
"type": "addMeasureAxis", | |
"showPercent": false | |
}, | |
"yAxis": { | |
"type": "addMeasureAxis", | |
"showPercent": false, | |
"outputFormat": ".2f" | |
}, | |
"zAxis": [], | |
"colorAxis": [], | |
"defaultColors": [], | |
"layers": [], | |
"legend": [], | |
"x": "ActiveShare", | |
"y": "TrkError", | |
"groups": [ "ActiveShare", "numStocks" ], | |
"type": "line", | |
"id": "chart2ee063ee4f90" | |
}, | |
data = [{"numStocks":"25","ActiveShare":"0.1","TrkError":0.018},{"numStocks":"50","ActiveShare":"0.1","TrkError":0.017},{"numStocks":"100","ActiveShare":"0.1","TrkError":0.016},{"numStocks":"500","ActiveShare":"0.1","TrkError":0.015},{"numStocks":"25","ActiveShare":"0.2","TrkError":0.026},{"numStocks":"50","ActiveShare":"0.2","TrkError":0.021},{"numStocks":"100","ActiveShare":"0.2","TrkError":0.018},{"numStocks":"500","ActiveShare":"0.2","TrkError":0.016},{"numStocks":"25","ActiveShare":"0.3","TrkError":0.035},{"numStocks":"50","ActiveShare":"0.3","TrkError":0.027},{"numStocks":"100","ActiveShare":"0.3","TrkError":0.021},{"numStocks":"500","ActiveShare":"0.3","TrkError":0.018},{"numStocks":"25","ActiveShare":"0.4","TrkError":0.045},{"numStocks":"50","ActiveShare":"0.4","TrkError":0.034},{"numStocks":"100","ActiveShare":"0.4","TrkError":0.024},{"numStocks":"500","ActiveShare":"0.4","TrkError":0.02},{"numStocks":"25","ActiveShare":"0.5","TrkError":0.055},{"numStocks":"50","ActiveShare":"0.5","TrkError":0.04},{"numStocks":"100","ActiveShare":"0.5","TrkError":0.028},{"numStocks":"500","ActiveShare":"0.5","TrkError":0.023},{"numStocks":"25","ActiveShare":"0.6","TrkError":0.066},{"numStocks":"50","ActiveShare":"0.6","TrkError":0.048},{"numStocks":"100","ActiveShare":"0.6","TrkError":0.032},{"numStocks":"500","ActiveShare":"0.6","TrkError":0.025},{"numStocks":"25","ActiveShare":"0.7","TrkError":0.076},{"numStocks":"50","ActiveShare":"0.7","TrkError":0.055},{"numStocks":"100","ActiveShare":"0.7","TrkError":0.037},{"numStocks":"500","ActiveShare":"0.7","TrkError":0.028},{"numStocks":"25","ActiveShare":"0.8","TrkError":0.086},{"numStocks":"50","ActiveShare":"0.8","TrkError":0.062},{"numStocks":"100","ActiveShare":"0.8","TrkError":0.041},{"numStocks":"500","ActiveShare":"0.8","TrkError":0.031},{"numStocks":"25","ActiveShare":"0.9","TrkError":0.097},{"numStocks":"50","ActiveShare":"0.9","TrkError":0.069},{"numStocks":"100","ActiveShare":"0.9","TrkError":0.045},{"numStocks":"500","ActiveShare":"0.9","TrkError":0.034},{"numStocks":"25","ActiveShare":"1","TrkError":0.107},{"numStocks":"50","ActiveShare":"1","TrkError":0.077},{"numStocks":"100","ActiveShare":"1","TrkError":0.05},{"numStocks":"500","ActiveShare":"1","TrkError":0.037}]; | |
var svg = dimple.newSvg("#" + opts.id, opts.width, opts.height); | |
//data = dimple.filterData(data, "Owner", ["Aperture", "Black Mesa"]) | |
var myChart = new dimple.chart(svg, data); | |
if (opts.bounds) { | |
myChart.setBounds(opts.bounds.x, opts.bounds.y, opts.bounds.width, opts.bounds.height);//myChart.setBounds(80, 30, 480, 330); | |
} | |
//dimple allows use of custom CSS with noFormats | |
if(opts.noFormats) { myChart.noFormats = opts.noFormats; }; | |
//for markimekko and addAxis also have third parameter measure | |
//so need to evaluate if measure provided | |
//function to build axes | |
function buildAxis(position,layer){ | |
var axis; | |
var axisopts = opts[position+"Axis"]; | |
if(axisopts.measure) { | |
axis = myChart[axisopts.type](position,layer[position],axisopts.measure); | |
} else { | |
axis = myChart[axisopts.type](position, layer[position]); | |
}; | |
if(!(axisopts.type === "addPctAxis")) axis.showPercent = axisopts.showPercent; | |
if (axisopts.orderRule) axis.addOrderRule(axisopts.orderRule); | |
if (axisopts.grouporderRule) axis.addGroupOrderRule(axisopts.grouporderRule); | |
if (axisopts.overrideMin) axis.overrideMin = axisopts.overrideMin; | |
if (axisopts.overrideMax) axis.overrideMax = axisopts.overrideMax; | |
if (axisopts.overrideMax) axis.overrideMax = axisopts.overrideMax; | |
if (axisopts.inputFormat) axis.dateParseFormat = axisopts.inputFormat; | |
if (axisopts.outputFormat) axis.tickFormat = axisopts.outputFormat; | |
return axis; | |
}; | |
var c = null; | |
if(d3.keys(opts.colorAxis).length > 0) { | |
c = myChart[opts.colorAxis.type](opts.colorAxis.colorSeries,opts.colorAxis.palette) ; | |
if(opts.colorAxis.outputFormat){ | |
c.tickFormat = opts.colorAxis.outputFormat; | |
} | |
} | |
//allow manipulation of default colors to use with dimple | |
if(opts.defaultColors.length) { | |
//opts.defaultColors = opts.defaultColors[0]; | |
if (typeof(opts.defaultColors) == "function") { | |
//assume this is a d3 scale | |
//for now loop through first 20 but need a better way to handle | |
defaultColorsArray = []; | |
for (var n=0;n<20;n++) { | |
defaultColorsArray.push(opts.defaultColors(n)); | |
}; | |
opts.defaultColors = defaultColorsArray; | |
} | |
opts.defaultColors.forEach(function(d,i) { | |
opts.defaultColors[i] = new dimple.color(d); | |
}) | |
myChart.defaultColors = opts.defaultColors; | |
} | |
//do series | |
//set up a function since same for each | |
//as of now we have x,y,groups,data,type in opts for primary layer | |
//and other layers reside in opts.layers | |
function buildSeries(layer, hidden){ | |
//inherit from primary layer if not intentionally changed or xAxis, yAxis, zAxis null | |
if (!layer.xAxis) layer.xAxis = opts.xAxis; | |
if (!layer.yAxis) layer.yAxis = opts.yAxis; | |
if (!layer.zAxis) layer.zAxis = opts.zAxis; | |
var x = buildAxis("x", layer); | |
x.hidden = hidden; | |
var y = buildAxis("y", layer); | |
y.hidden = hidden; | |
//z for bubbles | |
var z = null; | |
if (!(typeof(layer.zAxis) === 'undefined') && layer.zAxis.type){ | |
z = buildAxis("z", layer); | |
}; | |
//here think I need to evaluate group and if missing do null | |
//as the group argument | |
//if provided need to use groups from layer | |
var s = new dimple.series(myChart, null, x, y, z, c, dimple.plot[layer.type], dimple.aggregateMethod.avg, dimple.plot[layer.type].stacked); | |
//as of v1.1.4 dimple can use different dataset for each series | |
if(layer.data){ | |
//convert to an array of objects | |
var tempdata; | |
//avoid lodash for now | |
datakeys = d3.keys(layer.data) | |
tempdata = layer.data[datakeys[1]].map(function(d,i){ | |
var tempobj = {} | |
datakeys.forEach(function(key){ | |
tempobj[key] = layer.data[key][i] | |
}) | |
return tempobj | |
}) | |
s.data = tempdata; | |
} | |
if(layer.hasOwnProperty("groups")) { | |
s.categoryFields = (typeof layer.groups === "object") ? layer.groups : [layer.groups]; | |
//series offers an aggregate method that we will also need to check if available | |
//options available are avg, count, max, min, sum | |
} | |
if (!(typeof(layer.aggregate) === 'undefined')) { | |
s.aggregate = eval(layer.aggregate); | |
} | |
if (!(typeof(layer.lineWeight) === 'undefined')) { | |
s.lineWeight = eval(layer.lineWeight); | |
} | |
if (!(typeof(layer.barGap) === 'undefined')) { | |
s.barGap = eval(layer.barGap); | |
} | |
/* if (!(typeof(layer.eventHandler) === 'undefined')) { | |
layer.eventHandler = (layer.eventHandler.length === "undefined") ? layer.eventHandler : [layer.eventHandler]; | |
layer.eventHandler.forEach(function(evt){ | |
s.addEventHandler(evt.event, eval(evt.handler)) | |
}) | |
}*/ | |
myChart.series.push(s); | |
/*placeholder fix domain of primary scale for new series data | |
//not working right now but something like this | |
//for now just use overrideMin and overrideMax from rCharts | |
for( var i = 0; i<2; i++) { | |
if (!myChart.axes[i].overrideMin) { | |
myChart.series[0]._axisBounds(i==0?"x":"y").min = myChart.series[0]._axisBounds(i==0?"x":"y").min < s._axisBounds(i==0?"x":"y").min ? myChart.series[0]._axisBounds(i==0?"x":"y").min : s._axisBounds(i==0?"x":"y").min; | |
} | |
if (!myChart.axes[i].overrideMax) { | |
myChart.series[0]._axisBounds(i==0?"x":"y")._max = myChart.series[0]._axisBounds(i==0?"x":"y").max > s._axisBounds(i==0?"x":"y").max ? myChart.series[0]._axisBounds(i==0?"x":"y").max : s._axisBounds(i==0?"x":"y").max; | |
} | |
myChart.axes[i]._update(); | |
} | |
*/ | |
return s; | |
}; | |
buildSeries(opts, false); | |
if (opts.layers.length > 0) { | |
opts.layers.forEach(function(layer){ | |
buildSeries(layer, true); | |
}) | |
} | |
//unsure if this is best but if legend is provided (not empty) then evaluate | |
if(d3.keys(opts.legend).length > 0) { | |
var l =myChart.addLegend(); | |
d3.keys(opts.legend).forEach(function(d){ | |
l[d] = opts.legend[d]; | |
}); | |
} | |
//quick way to get this going but need to make this cleaner | |
if(opts.storyboard) { | |
myChart.setStoryboard(opts.storyboard); | |
}; | |
myChart.draw(); | |
</script> | |
<script></script> | |
</body> | |
</html> |
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