Created
August 23, 2014 20:03
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Grandpa's Dow Jones moving average graph
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<!DOCTYPE html> | |
<meta charset="utf-8"> | |
<style> | |
body { | |
font: 10px sans-serif; | |
} | |
.axis path, | |
.axis line { | |
fill: none; | |
stroke: #000; | |
shape-rendering: crispEdges; | |
} | |
.x.axis path { | |
display: none; | |
} | |
.line { | |
fill: none; | |
stroke: steelblue; | |
stroke-width: 1.5px; | |
} | |
svg text { | |
font-size:24px; | |
} | |
</style> | |
<body> | |
<script src="http://d3js.org/d3.v3.js"></script> | |
<script> | |
var margin = {top: 40, right: 150, bottom: 50, left: 100}, | |
width = window.innerWidth - margin.left - margin.right, | |
height = window.innerHeight - margin.top - margin.bottom; | |
var parseDate = d3.time.format("%Y%m%d").parse; | |
var x = d3.time.scale() | |
.range([0, width]); | |
var y = d3.scale.linear() | |
.range([height, 0]); | |
var color = d3.scale.category10(); | |
var xAxis = d3.svg.axis() | |
.scale(x) | |
.orient("bottom"); | |
var yAxis = d3.svg.axis() | |
.scale(y) | |
.orient("left"); | |
var line = d3.svg.line() | |
.interpolate("basis") | |
.x(function(d) { return x(d.date); }) | |
.y(function(d) { return y(d.dollars); }); | |
var svg = d3.select("body").append("svg") | |
.attr("width", width + margin.left + margin.right) | |
.attr("height", height + margin.top + margin.bottom) | |
.append("g") | |
.attr("transform", "translate(" + margin.left + "," + margin.top + ")"); | |
var today = new Date(), | |
start = new Date(), | |
formatDate = d3.time.format("%Y-%m-%d"); | |
start.setFullYear(today.getFullYear() - 2); | |
d3.json(("http://www.quandl.com/api/v1/datasets/BCB/UDJIAD1.json?trim_start=" + formatDate(start) + "&trim_end=" + formatDate(today)), function(error, data) { | |
data = data.data.map(function(d) { | |
return { | |
date: formatDate.parse(d[0]), | |
DOW: d[1] | |
}; | |
}).reverse(); | |
var moving_sum = 0, | |
MA_length = 21; | |
for(var ix=0; ix < data.length; ix++){ | |
moving_sum += data[ix].DOW; | |
if (ix - MA_length >= 0){ | |
moving_sum -= data[ix - MA_length].DOW; | |
} | |
var divisor = Math.min(ix + 1, MA_length); | |
data[ix][MA_length + '- Day Avg'] = moving_sum / divisor; | |
data[ix]['Avg + 3.5%'] = (moving_sum / divisor) * (1 + 0.035); | |
data[ix]['Avg - 3.5%'] = (moving_sum / divisor) * (1 - 0.035); | |
} | |
color.domain(d3.keys(data[0]).filter(function(key) { return key !== "date"; })); | |
var series = color.domain().map(function(name) { | |
return { | |
name: name, | |
values: data.map(function(d) { | |
return {date: d.date, dollars: +d[name]}; | |
}) | |
}; | |
}); | |
x.domain(d3.extent(data, function(d) { return d.date; })); | |
y.domain([ | |
d3.min(series, function(c) { return d3.min(c.values, function(v) { return v.dollars; }); }), | |
d3.max(series, function(c) { return d3.max(c.values, function(v) { return v.dollars; }); }) | |
]); | |
svg.append("g") | |
.attr("class", "x axis") | |
.attr("transform", "translate(0," + height + ")") | |
.call(xAxis); | |
svg.append("g") | |
.attr("class", "y axis") | |
.call(yAxis) | |
.append("text") | |
.attr("transform", "rotate(-90)") | |
.attr("y", 6) | |
.attr("dy", ".71em") | |
.style("text-anchor", "end") | |
.text("dollars"); | |
var city = svg.selectAll(".city") | |
.data(series) | |
.enter().append("g") | |
.attr("class", "city"); | |
city.append("path") | |
.attr("class", "line") | |
.attr("d", function(d) { return line(d.values); }) | |
.style("stroke", function(d) { return color(d.name); }); | |
city.append("text") | |
.datum(function(d) { return {name: d.name, value: d.values[d.values.length - 1]}; }) | |
.attr("transform", function(d) { return "translate(" + x(d.value.date) + "," + y(d.value.dollars) + ")"; }) | |
.attr("x", 3) | |
.attr("dy", ".35em") | |
.text(function(d) { return d.name; }); | |
}); | |
</script> |
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