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Last active January 4, 2016 00:59
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S&P 500 Min Close During Year versus First Day Close
Raw
code.R
#do some quick exploration with R
#to see how many years
#the S&P 500 has gone all year
#without going below the first day of the year
require(quantmod)
require(plyr)
require(rCharts)
getSymbols("^GSPC",from = "1950-01-01")
#get closing price on day one of the year
dayone <- GSPC[endpoints(GSPC[-NROW(GSPC),],"years")+1,]
#make xts a data frame without first day of year
GSPC.df <- data.frame(
index(GSPC),
as.numeric(format(index(GSPC),"%Y")),
GSPC[,4]
)[-(endpoints(GSPC[-NROW(GSPC),],"years")+1),]
colnames(GSPC.df) <- c("date","year","price")
minprice <- ddply(GSPC.df,.(year),summarize,yearmin=min(price))
minprice$dayone = dayone[-NROW(dayone),1]
minprice$pctlower = minprice$yearmin / minprice$dayone - 1
minprice$higherorlower = minprice$yearmin < minprice$dayone
#draw a quick chart with rCharts dimple
d1 <- dPlot(
pctlower ~ year,
groups = "higherorlower",
data = minprice,
type = "bar"
)
d1$xAxis(
orderRule = "year"
)
d1$yAxis(
outputFormat = "#.1%"
)
d1
d1$templates$script =
"http://timelyportfolio.github.io/rCharts_dimple_systematic/libraries/widgets/dimple/layouts/chart.html"
d1$defaultColors(
RColorBrewer::brewer.pal(11,"RdYlGn")[c(9,2)],
replace = T
)
d1
Raw
index.html
<!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.v1.1.3.min.js' type='text/javascript'></script>
<style>
.rChart {
display: block;
margin-left: auto;
margin-right: auto;
width: 700px;
height: 400px;
}
</style>
</head>
<body>
<div id='chart2298527a5f' class='rChart dimple'></div>
<script type="text/javascript">
(function(){
var opts = {
"dom": "chart2298527a5f",
"width": 700,
"height": 400,
"x": "year",
"y": "pctlower",
"groups": "higherorlower",
"type": "bar",
"id": "chart2298527a5f"
},
data = [
{
"year": "1950",
"yearmin": 16.67,
"dayone": [ 16.66 ],
"pctlower": [ 0.00060024 ],
"higherorlower": [ false ]
},
{
"year": "1951",
"yearmin": 20.69,
"dayone": [ 20.77 ],
"pctlower": [ -0.0038517 ],
"higherorlower": [ true ]
},
{
"year": "1952",
"yearmin": 23.09,
"dayone": [ 23.8 ],
"pctlower": [ -0.029832 ],
"higherorlower": [ true ]
},
{
"year": "1953",
"yearmin": 22.71,
"dayone": [ 26.54 ],
"pctlower": [ -0.14431 ],
"higherorlower": [ true ]
},
{
"year": "1954",
"yearmin": 24.8,
"dayone": [ 24.95 ],
"pctlower": [ -0.006012 ],
"higherorlower": [ true ]
},
{
"year": "1955",
"yearmin": 34.58,
"dayone": [ 36.75 ],
"pctlower": [ -0.059048 ],
"higherorlower": [ true ]
},
{
"year": "1956",
"yearmin": 43.11,
"dayone": [ 45.16 ],
"pctlower": [ -0.045394 ],
"higherorlower": [ true ]
},
{
"year": "1957",
"yearmin": 38.98,
"dayone": [ 46.2 ],
"pctlower": [ -0.15628 ],
"higherorlower": [ true ]
},
{
"year": "1958",
"yearmin": 40.37,
"dayone": [ 40.33 ],
"pctlower": [ 0.00099182 ],
"higherorlower": [ false ]
},
{
"year": "1959",
"yearmin": 53.58,
"dayone": [ 55.44 ],
"pctlower": [ -0.03355 ],
"higherorlower": [ true ]
},
{
"year": "1960",
"yearmin": 52.2,
"dayone": [ 59.91 ],
"pctlower": [ -0.12869 ],
"higherorlower": [ true ]
},
{
"year": "1961",
"yearmin": 58.36,
"dayone": [ 57.57 ],
"pctlower": [ 0.013722 ],
"higherorlower": [ false ]
},
{
"year": "1962",
"yearmin": 52.32,
"dayone": [ 71.55 ],
"pctlower": [ -0.26876 ],
"higherorlower": [ true ]
},
{
"year": "1963",
"yearmin": 63.72,
"dayone": [ 63.1 ],
"pctlower": [ 0.0098257 ],
"higherorlower": [ false ]
},
{
"year": "1964",
"yearmin": 75.5,
"dayone": [ 75.02 ],
"pctlower": [ 0.0063983 ],
"higherorlower": [ false ]
},
{
"year": "1965",
"yearmin": 81.6,
"dayone": [ 84.75 ],
"pctlower": [ -0.037168 ],
"higherorlower": [ true ]
},
{
"year": "1966",
"yearmin": 73.2,
"dayone": [ 92.43 ],
"pctlower": [ -0.20805 ],
"higherorlower": [ true ]
},
{
"year": "1967",
"yearmin": 80.55,
"dayone": [ 80.33 ],
"pctlower": [ 0.0027387 ],
"higherorlower": [ false ]
},
{
"year": "1968",
"yearmin": 87.72,
"dayone": [ 96.47 ],
"pctlower": [ -0.090702 ],
"higherorlower": [ true ]
},
{
"year": "1969",
"yearmin": 89.2,
"dayone": [ 103.86 ],
"pctlower": [ -0.14115 ],
"higherorlower": [ true ]
},
{
"year": "1970",
"yearmin": 69.29,
"dayone": [ 92.06 ],
"pctlower": [ -0.24734 ],
"higherorlower": [ true ]
},
{
"year": "1971",
"yearmin": 90.16,
"dayone": [ 92.15 ],
"pctlower": [ -0.021595 ],
"higherorlower": [ true ]
},
{
"year": "1972",
"yearmin": 102.09,
"dayone": [ 102.09 ],
"pctlower": [ 0 ],
"higherorlower": [ false ]
},
{
"year": "1973",
"yearmin": 92.16,
"dayone": [ 118.06 ],
"pctlower": [ -0.21938 ],
"higherorlower": [ true ]
},
{
"year": "1974",
"yearmin": 62.28,
"dayone": [ 97.55 ],
"pctlower": [ -0.36156 ],
"higherorlower": [ true ]
},
{
"year": "1975",
"yearmin": 70.04,
"dayone": [ 68.65 ],
"pctlower": [ 0.020248 ],
"higherorlower": [ false ]
},
{
"year": "1976",
"yearmin": 92.58,
"dayone": [ 90.19 ],
"pctlower": [ 0.0265 ],
"higherorlower": [ false ]
},
{
"year": "1977",
"yearmin": 90.71,
"dayone": [ 107.46 ],
"pctlower": [ -0.15587 ],
"higherorlower": [ true ]
},
{
"year": "1978",
"yearmin": 86.9,
"dayone": [ 95.1 ],
"pctlower": [ -0.086225 ],
"higherorlower": [ true ]
},
{
"year": "1979",
"yearmin": 96.13,
"dayone": [ 96.11 ],
"pctlower": [ 0.00020809 ],
"higherorlower": [ false ]
},
{
"year": "1980",
"yearmin": 98.22,
"dayone": [ 107.94 ],
"pctlower": [ -0.09005 ],
"higherorlower": [ true ]
},
{
"year": "1981",
"yearmin": 112.77,
"dayone": [ 135.76 ],
"pctlower": [ -0.16934 ],
"higherorlower": [ true ]
},
{
"year": "1982",
"yearmin": 102.42,
"dayone": [ 122.55 ],
"pctlower": [ -0.16426 ],
"higherorlower": [ true ]
},
{
"year": "1983",
"yearmin": 139.97,
"dayone": [ 140.65 ],
"pctlower": [ -0.0048347 ],
"higherorlower": [ true ]
},
{
"year": "1984",
"yearmin": 147.82,
"dayone": [ 164.93 ],
"pctlower": [ -0.10374 ],
"higherorlower": [ true ]
},
{
"year": "1985",
"yearmin": 163.68,
"dayone": [ 167.2 ],
"pctlower": [ -0.021053 ],
"higherorlower": [ true ]
},
{
"year": "1986",
"yearmin": 203.49,
"dayone": [ 211.28 ],
"pctlower": [ -0.036871 ],
"higherorlower": [ true ]
},
{
"year": "1987",
"yearmin": 223.92,
"dayone": [ 242.17 ],
"pctlower": [ -0.07536 ],
"higherorlower": [ true ]
},
{
"year": "1988",
"yearmin": 242.63,
"dayone": [ 247.1 ],
"pctlower": [ -0.01809 ],
"higherorlower": [ true ]
},
{
"year": "1989",
"yearmin": 279.43,
"dayone": [ 277.72 ],
"pctlower": [ 0.0061573 ],
"higherorlower": [ false ]
},
{
"year": "1990",
"yearmin": 295.46,
"dayone": [ 353.4 ],
"pctlower": [ -0.16395 ],
"higherorlower": [ true ]
},
{
"year": "1991",
"yearmin": 311.49,
"dayone": [ 330.2 ],
"pctlower": [ -0.056663 ],
"higherorlower": [ true ]
},
{
"year": "1992",
"yearmin": 394.5,
"dayone": [ 417.03 ],
"pctlower": [ -0.054025 ],
"higherorlower": [ true ]
},
{
"year": "1993",
"yearmin": 429.05,
"dayone": [ 435.7 ],
"pctlower": [ -0.015263 ],
"higherorlower": [ true ]
},
{
"year": "1994",
"yearmin": 438.92,
"dayone": [ 466.51 ],
"pctlower": [ -0.059141 ],
"higherorlower": [ true ]
},
{
"year": "1995",
"yearmin": 460.34,
"dayone": [ 459.21 ],
"pctlower": [ 0.0024607 ],
"higherorlower": [ false ]
},
{
"year": "1996",
"yearmin": 598.48,
"dayone": [ 615.93 ],
"pctlower": [ -0.028331 ],
"higherorlower": [ true ]
},
{
"year": "1997",
"yearmin": 737.65,
"dayone": [ 740.74 ],
"pctlower": [ -0.0041715 ],
"higherorlower": [ true ]
},
{
"year": "1998",
"yearmin": 927.69,
"dayone": [ 970.43 ],
"pctlower": [ -0.044042 ],
"higherorlower": [ true ]
},
{
"year": "1999",
"yearmin": 1212.2,
"dayone": [ 1229.2 ],
"pctlower": [ -0.013862 ],
"higherorlower": [ true ]
},
{
"year": "2000",
"yearmin": 1264.7,
"dayone": [ 1469.2 ],
"pctlower": [ -0.13919 ],
"higherorlower": [ true ]
},
{
"year": "2001",
"yearmin": 965.8,
"dayone": [ 1320.3 ],
"pctlower": [ -0.26849 ],
"higherorlower": [ true ]
},
{
"year": "2002",
"yearmin": 776.76,
"dayone": [ 1148.1 ],
"pctlower": [ -0.32343 ],
"higherorlower": [ true ]
},
{
"year": "2003",
"yearmin": 800.73,
"dayone": [ 879.82 ],
"pctlower": [ -0.089893 ],
"higherorlower": [ true ]
},
{
"year": "2004",
"yearmin": 1063.2,
"dayone": [ 1111.9 ],
"pctlower": [ -0.043789 ],
"higherorlower": [ true ]
},
{
"year": "2005",
"yearmin": 1137.5,
"dayone": [ 1211.9 ],
"pctlower": [ -0.061407 ],
"higherorlower": [ true ]
},
{
"year": "2006",
"yearmin": 1223.7,
"dayone": [ 1248.3 ],
"pctlower": [ -0.019707 ],
"higherorlower": [ true ]
},
{
"year": "2007",
"yearmin": 1374.1,
"dayone": [ 1418 ],
"pctlower": [ -0.030965 ],
"higherorlower": [ true ]
},
{
"year": "2008",
"yearmin": 752.44,
"dayone": [ 1468 ],
"pctlower": [ -0.48743 ],
"higherorlower": [ true ]
},
{
"year": "2009",
"yearmin": 676.53,
"dayone": [ 902.99 ],
"pctlower": [ -0.25079 ],
"higherorlower": [ true ]
},
{
"year": "2010",
"yearmin": 1022.6,
"dayone": [ 1116.6 ],
"pctlower": [ -0.084169 ],
"higherorlower": [ true ]
},
{
"year": "2011",
"yearmin": 1099.2,
"dayone": [ 1257.6 ],
"pctlower": [ -0.12594 ],
"higherorlower": [ true ]
},
{
"year": "2012",
"yearmin": 1277.3,
"dayone": [ 1258.9 ],
"pctlower": [ 0.014648 ],
"higherorlower": [ false ]
},
{
"year": "2013",
"yearmin": 1457.2,
"dayone": [ 1426.2 ],
"pctlower": [ 0.021708 ],
"higherorlower": [ false ]
},
{
"year": "2014",
"yearmin": 1819.2,
"dayone": [ 1845.9 ],
"pctlower": [ -0.014443 ],
"higherorlower": [ true ]
}
],
xAxis = {
"type": "addCategoryAxis",
"showPercent": false,
"orderRule": "year"
},
yAxis = {
"type": "addMeasureAxis",
"showPercent": false,
"outputFormat": "#.1%"
},
zAxis = [],
colorAxis = [],
defaultColors = [
[ "#66BD63", "#D73027" ]
],
legend = [];
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
//x axis
var x;
if(xAxis.measure) {
x = myChart[xAxis.type]("x",opts.x,xAxis.measure);
} else {
x = myChart[xAxis.type]("x", opts.x);
};
if(!(xAxis.type === "addPctAxis")) x.showPercent = xAxis.showPercent;
if (xAxis.orderRule) x.addOrderRule(xAxis.orderRule);
if (xAxis.grouporderRule) x.addGroupOrderRule(xAxis.grouporderRule);
if (xAxis.overrideMin) x.overrideMin = xAxis.overrideMin;
if (xAxis.overrideMax) x.overrideMax = xAxis.overrideMax;
if (xAxis.overrideMax) x.overrideMax = xAxis.overrideMax;
if (xAxis.inputFormat) x.dateParseFormat = xAxis.inputFormat;
if (xAxis.outputFormat) x.tickFormat = xAxis.outputFormat;
//y axis
var y;
if(yAxis.measure) {
y = myChart[yAxis.type]("y",opts.y,yAxis.measure);
} else {
y = myChart[yAxis.type]("y", opts.y);
};
if(!(yAxis.type === "addPctAxis")) y.showPercent = yAxis.showPercent;
if (yAxis.orderRule) y.addOrderRule(yAxis.orderRule);
if (yAxis.grouporderRule) y.addGroupOrderRule(yAxis.grouporderRule);
if (yAxis.overrideMin) y.overrideMin = yAxis.overrideMin;
if (yAxis.overrideMax) y.overrideMax = yAxis.overrideMax;
if (yAxis.inputFormat) y.dateParseFormat = yAxis.inputFormat;
if (yAxis.outputFormat) y.tickFormat = yAxis.outputFormat;
//z for bubbles
var z;
if (!(typeof(zAxis) === 'undefined') && zAxis.type){
if(zAxis.measure) {
z = myChart[zAxis.type]("z",opts.z,zAxis.measure);
} else {
z = myChart[zAxis.type]("z", opts.z);
};
if(!(zAxis.type === "addPctAxis")) z.showPercent = zAxis.showPercent;
if (zAxis.orderRule) z.addOrderRule(zAxis.orderRule);
if (zAxis.overrideMin) z.overrideMin = zAxis.overrideMin;
if (zAxis.overrideMax) z.overrideMax = zAxis.overrideMax;
}
if(d3.keys(colorAxis).length > 0) {
myChart[colorAxis.type](colorAxis.colorSeries,colorAxis.palette) ;
}
//allow manipulation of default colors to use with dimple
if(defaultColors.length) {
defaultColors = defaultColors[0];
if (typeof(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(defaultColors(n));
};
defaultColors = defaultColorsArray;
}
defaultColors.forEach(function(d,i) {
defaultColors[i] = new dimple.color(d);
})
myChart.defaultColors = defaultColors;
}
//here need think I need to evaluate group and if missing do null
//as the first argument
//if provided need to use groups from opts
if(opts.hasOwnProperty("groups")) {
var s = myChart.addSeries( opts.groups, dimple.plot[opts.type] );
//series offers an aggregate method that we will also need to check if available
//options available are avg, count, max, min, sum
if (!(typeof(opts.aggregate) === 'undefined')) {
s.aggregate = eval(opts.aggregate);
}
if (!(typeof(opts.lineWeight) === 'undefined')) {
s.lineWeight = eval(opts.lineWeight);
}
if (!(typeof(opts.barGap) === 'undefined')) {
s.barGap = eval(opts.barGap);
}
} else var s = myChart.addSeries( null, dimple.plot[opts.type] );
//unsure if this is best but if legend is provided (not empty) then evaluate
if(d3.keys(legend).length > 0) {
var l =myChart.addLegend();
d3.keys(legend).forEach(function(d){
l[d] = legend[d];
});
}
//quick way to get this going but need to make this cleaner
if(opts.storyboard) {
myChart.setStoryboard(opts.storyboard);
};
myChart.draw();
})();
</script>
</body>
</html>
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