colin-young/index.html

## readme.md

      
    Raw
  

              readme.md
            
          
    This diagram shows the cash flows from a bull call spread strategy on BRK/B

  
## index.html
<!DOCTYPE html>
<meta charset="utf-8">
<title>BCS Strategy BRK/B</title>
<style>

.node rect {
  cursor: move;
  fill-opacity: .9;
  shape-rendering: crispEdges;
}

.node text {
  pointer-events: none;
  text-shadow: 0 1px 0 #fff;
}

.link {
  fill: none;
  stroke: #000;
  stroke-opacity: .2;
}

.link:hover {
  stroke-opacity: .5;
}

</style>
<body>

<p id="chart">

<script src="https://d3js.org/d3.v3.min.js"></script>
<script src="sankey.js"></script>
<script>

var units = "Widgets";

var margin = {top: 10, right: 10, bottom: 10, left: 10},
    width = 700 - margin.left - margin.right,
    height = 300 - margin.top - margin.bottom;

var formatNumber = d3.format(",.0f"),    // zero decimal places
    format = function(d) { return formatNumber(d) + " " + units; },
    color = d3.scale.category20();

// append the svg canvas to the page
var svg = d3.select("#chart").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 + ")");

// Set the sankey diagram properties
var sankey = d3.sankey()
    .nodeWidth(36)
    .nodePadding(40)
    .size([width, height]);

var path = sankey.link();

// load the data (using the timelyportfolio csv method)
d3.csv("sankey.csv", function(error, data) {

  //set up graph in same style as original example but empty
  graph = {"nodes" : [], "links" : []};

    data.forEach(function (d) {
      graph.nodes.push({ "name": d.source });
      graph.nodes.push({ "name": d.target });
      graph.links.push({ "source": d.source,
                         "target": d.target,
                         "value": +d.value });
     });

     // return only the distinct / unique nodes
     graph.nodes = d3.keys(d3.nest()
       .key(function (d) { return d.name; })
       .map(graph.nodes));

     // loop through each link replacing the text with its index from node
     graph.links.forEach(function (d, i) {
       graph.links[i].source = graph.nodes.indexOf(graph.links[i].source);
       graph.links[i].target = graph.nodes.indexOf(graph.links[i].target);
     });

     //now loop through each nodes to make nodes an array of objects
     // rather than an array of strings
     graph.nodes.forEach(function (d, i) {
       graph.nodes[i] = { "name": d };
     });

  sankey
    .nodes(graph.nodes)
    .links(graph.links)
    .layout(32);

// add in the links
  var link = svg.append("g").selectAll(".link")
      .data(graph.links)
    .enter().append("path")
      .attr("class", "link")
      .attr("d", path)
      .style("stroke-width", function(d) { return Math.max(1, d.dy); })
      .sort(function(a, b) { return b.dy - a.dy; });

// add the link titles
  link.append("title")
        .text(function(d) {
    		return d.source.name + " → " +
                d.target.name + "\n" + format(d.value); });

// add in the nodes
  var node = svg.append("g").selectAll(".node")
      .data(graph.nodes)
    .enter().append("g")
      .attr("class", "node")
      .attr("transform", function(d) {
		  return "translate(" + d.x + "," + d.y + ")"; })
    .call(d3.behavior.drag()
      .origin(function(d) { return d; })
      .on("dragstart", function() {
		  this.parentNode.appendChild(this); })
      .on("drag", dragmove));

// add the rectangles for the nodes
  node.append("rect")
      .attr("height", function(d) { return d.dy; })
      .attr("width", sankey.nodeWidth())
      .style("fill", function(d) {
		  return d.color = color(d.name.replace(/ .*/, "")); })
      .style("stroke", function(d) {
		  return d3.rgb(d.color).darker(2); })
    .append("title")
      .text(function(d) {
		  return d.name + "\n" + format(d.value); });

// add in the title for the nodes
  node.append("text")
      .attr("x", -6)
      .attr("y", function(d) { return d.dy / 2; })
      .attr("dy", ".35em")
      .attr("text-anchor", "end")
      .attr("transform", null)
      .text(function(d) { return d.name; })
    .filter(function(d) { return d.x < width / 2; })
      .attr("x", 6 + sankey.nodeWidth())
      .attr("text-anchor", "start");

// the function for moving the nodes
  function dragmove(d) {
    d3.select(this).attr("transform",
        "translate(" + d.x + "," + (
                d.y = Math.max(0, Math.min(height - d.dy, d3.event.y))
            ) + ")");
    sankey.relayout();
    link.attr("d", path);
  }
});

</script>

</body>
</html>

## sankey.csv

          
            source
            target
            value

            
              Cash Invested
              BCS 2016 110/120
              5600

            
              BCS 2016 110/120
              Cash Out
              3658

            
              BCS 2016 110/120
              BCS 2017 145/155
              5305

            
              BCS 2017 145/155
              Cash Out
              10000

            
              BCS 2016 110/120
              Interest
              1

            
              Interest
              Cash Out
              585

## sankey.js
d3.sankey = function() {
  var sankey = {},
      nodeWidth = 24,
      nodePadding = 8,
      size = [1, 1],
      nodes = [],
      links = [];

  sankey.nodeWidth = function(_) {
    if (!arguments.length) return nodeWidth;
    nodeWidth = +_;
    return sankey;
  };

  sankey.nodePadding = function(_) {
    if (!arguments.length) return nodePadding;
    nodePadding = +_;
    return sankey;
  };

  sankey.nodes = function(_) {
    if (!arguments.length) return nodes;
    nodes = _;
    return sankey;
  };

  sankey.links = function(_) {
    if (!arguments.length) return links;
    links = _;
    return sankey;
  };

  sankey.size = function(_) {
    if (!arguments.length) return size;
    size = _;
    return sankey;
  };

  sankey.layout = function(iterations) {
    computeNodeLinks();
    computeNodeValues();
    computeNodeBreadths();
    computeNodeDepths(iterations);
    computeLinkDepths();
    return sankey;
  };

  sankey.relayout = function() {
    computeLinkDepths();
    return sankey;
  };

  sankey.link = function() {
    var curvature = .5;

    function link(d) {
      var x0 = d.source.x + d.source.dx,
          x1 = d.target.x,
          xi = d3.interpolateNumber(x0, x1),
          x2 = xi(curvature),
          x3 = xi(1 - curvature),
          y0 = d.source.y + d.sy + d.dy / 2,
          y1 = d.target.y + d.ty + d.dy / 2;
      return "M" + x0 + "," + y0
           + "C" + x2 + "," + y0
           + " " + x3 + "," + y1
           + " " + x1 + "," + y1;
    }

    link.curvature = function(_) {
      if (!arguments.length) return curvature;
      curvature = +_;
      return link;
    };

    return link;
  };

  // Populate the sourceLinks and targetLinks for each node.
  // Also, if the source and target are not objects, assume they are indices.
  function computeNodeLinks() {
    nodes.forEach(function(node) {
      node.sourceLinks = [];
      node.targetLinks = [];
    });
    links.forEach(function(link) {
      var source = link.source,
          target = link.target;
      if (typeof source === "number") source = link.source = nodes[link.source];
      if (typeof target === "number") target = link.target = nodes[link.target];
      source.sourceLinks.push(link);
      target.targetLinks.push(link);
    });
  }

  // Compute the value (size) of each node by summing the associated links.
  function computeNodeValues() {
    nodes.forEach(function(node) {
      node.value = Math.max(
        d3.sum(node.sourceLinks, value),
        d3.sum(node.targetLinks, value)
      );
    });
  }

  // Iteratively assign the breadth (x-position) for each node.
  // Nodes are assigned the maximum breadth of incoming neighbors plus one;
  // nodes with no incoming links are assigned breadth zero, while
  // nodes with no outgoing links are assigned the maximum breadth.
  function computeNodeBreadths() {
    var remainingNodes = nodes,
        nextNodes,
        x = 0;

    while (remainingNodes.length) {
      nextNodes = [];
      remainingNodes.forEach(function(node) {
        node.x = x;
        node.dx = nodeWidth;
        node.sourceLinks.forEach(function(link) {
          nextNodes.push(link.target);
        });
      });
      remainingNodes = nextNodes;
      ++x;
    }

    //
    moveSinksRight(x);
    scaleNodeBreadths((width - nodeWidth) / (x - 1));
  }

  function moveSourcesRight() {
    nodes.forEach(function(node) {
      if (!node.targetLinks.length) {
        node.x = d3.min(node.sourceLinks, function(d) { return d.target.x; }) - 1;
      }
    });
  }

  function moveSinksRight(x) {
    nodes.forEach(function(node) {
      if (!node.sourceLinks.length) {
        node.x = x - 1;
      }
    });
  }

  function scaleNodeBreadths(kx) {
    nodes.forEach(function(node) {
      node.x *= kx;
    });
  }

  function computeNodeDepths(iterations) {
    var nodesByBreadth = d3.nest()
        .key(function(d) { return d.x; })
        .sortKeys(d3.ascending)
        .entries(nodes)
        .map(function(d) { return d.values; });

    //
    initializeNodeDepth();
    resolveCollisions();
    for (var alpha = 1; iterations > 0; --iterations) {
      relaxRightToLeft(alpha *= .99);
      resolveCollisions();
      relaxLeftToRight(alpha);
      resolveCollisions();
    }

    function initializeNodeDepth() {
      var ky = d3.min(nodesByBreadth, function(nodes) {
        return (size[1] - (nodes.length - 1) * nodePadding) / d3.sum(nodes, value);
      });

      nodesByBreadth.forEach(function(nodes) {
        nodes.forEach(function(node, i) {
          node.y = i;
          node.dy = node.value * ky;
        });
      });

      links.forEach(function(link) {
        link.dy = link.value * ky;
      });
    }

    function relaxLeftToRight(alpha) {
      nodesByBreadth.forEach(function(nodes, breadth) {
        nodes.forEach(function(node) {
          if (node.targetLinks.length) {
            var y = d3.sum(node.targetLinks, weightedSource) / d3.sum(node.targetLinks, value);
            node.y += (y - center(node)) * alpha;
          }
        });
      });

      function weightedSource(link) {
        return center(link.source) * link.value;
      }
    }

    function relaxRightToLeft(alpha) {
      nodesByBreadth.slice().reverse().forEach(function(nodes) {
        nodes.forEach(function(node) {
          if (node.sourceLinks.length) {
            var y = d3.sum(node.sourceLinks, weightedTarget) / d3.sum(node.sourceLinks, value);
            node.y += (y - center(node)) * alpha;
          }
        });
      });

      function weightedTarget(link) {
        return center(link.target) * link.value;
      }
    }

    function resolveCollisions() {
      nodesByBreadth.forEach(function(nodes) {
        var node,
            dy,
            y0 = 0,
            n = nodes.length,
            i;

        // Push any overlapping nodes down.
        nodes.sort(ascendingDepth);
        for (i = 0; i < n; ++i) {
          node = nodes[i];
          dy = y0 - node.y;
          if (dy > 0) node.y += dy;
          y0 = node.y + node.dy + nodePadding;
        }

        // If the bottommost node goes outside the bounds, push it back up.
        dy = y0 - nodePadding - size[1];
        if (dy > 0) {
          y0 = node.y -= dy;

          // Push any overlapping nodes back up.
          for (i = n - 2; i >= 0; --i) {
            node = nodes[i];
            dy = node.y + node.dy + nodePadding - y0;
            if (dy > 0) node.y -= dy;
            y0 = node.y;
          }
        }
      });
    }

    function ascendingDepth(a, b) {
      return a.y - b.y;
    }
  }

  function computeLinkDepths() {
    nodes.forEach(function(node) {
      node.sourceLinks.sort(ascendingTargetDepth);
      node.targetLinks.sort(ascendingSourceDepth);
    });
    nodes.forEach(function(node) {
      var sy = 0, ty = 0;
      node.sourceLinks.forEach(function(link) {
        link.sy = sy;
        sy += link.dy;
      });
      node.targetLinks.forEach(function(link) {
        link.ty = ty;
        ty += link.dy;
      });
    });

    function ascendingSourceDepth(a, b) {
      return a.source.y - b.source.y;
    }

    function ascendingTargetDepth(a, b) {
      return a.target.y - b.target.y;
    }
  }

  function center(node) {
    return node.y + node.dy / 2;
  }

  function value(link) {
    return link.value;
  }

  return sankey;
};

## thumbnail.png

      
    Raw
  

              thumbnail.png
	<!DOCTYPE html>
	<meta charset="utf-8">
	<title>BCS Strategy BRK/B</title>
	<style>

	.node rect {
	cursor: move;
	fill-opacity: .9;
	shape-rendering: crispEdges;
	}

	.node text {
	pointer-events: none;
	text-shadow: 0 1px 0 #fff;
	}

	.link {
	fill: none;
	stroke: #000;
	stroke-opacity: .2;
	}

	.link:hover {
	stroke-opacity: .5;
	}

	</style>
	<body>

	<p id="chart">

	<script src="https://d3js.org/d3.v3.min.js"></script>
	<script src="sankey.js"></script>
	<script>

	var units = "Widgets";

	var margin = {top: 10, right: 10, bottom: 10, left: 10},
	width = 700 - margin.left - margin.right,
	height = 300 - margin.top - margin.bottom;

	var formatNumber = d3.format(",.0f"), // zero decimal places
	format = function(d) { return formatNumber(d) + " " + units; },
	color = d3.scale.category20();

	// append the svg canvas to the page
	var svg = d3.select("#chart").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 + ")");

	// Set the sankey diagram properties
	var sankey = d3.sankey()
	.nodeWidth(36)
	.nodePadding(40)
	.size([width, height]);

	var path = sankey.link();

	// load the data (using the timelyportfolio csv method)
	d3.csv("sankey.csv", function(error, data) {

	//set up graph in same style as original example but empty
	graph = {"nodes" : [], "links" : []};

	data.forEach(function (d) {
	graph.nodes.push({ "name": d.source });
	graph.nodes.push({ "name": d.target });
	graph.links.push({ "source": d.source,
	"target": d.target,
	"value": +d.value });
	});

	// return only the distinct / unique nodes
	graph.nodes = d3.keys(d3.nest()
	.key(function (d) { return d.name; })
	.map(graph.nodes));

	// loop through each link replacing the text with its index from node
	graph.links.forEach(function (d, i) {
	graph.links[i].source = graph.nodes.indexOf(graph.links[i].source);
	graph.links[i].target = graph.nodes.indexOf(graph.links[i].target);
	});

	//now loop through each nodes to make nodes an array of objects
	// rather than an array of strings
	graph.nodes.forEach(function (d, i) {
	graph.nodes[i] = { "name": d };
	});

	sankey
	.nodes(graph.nodes)
	.links(graph.links)
	.layout(32);

	// add in the links
	var link = svg.append("g").selectAll(".link")
	.data(graph.links)
	.enter().append("path")
	.attr("class", "link")
	.attr("d", path)
	.style("stroke-width", function(d) { return Math.max(1, d.dy); })
	.sort(function(a, b) { return b.dy - a.dy; });

	// add the link titles
	link.append("title")
	.text(function(d) {
	return d.source.name + " → " +
	d.target.name + "\n" + format(d.value); });

	// add in the nodes
	var node = svg.append("g").selectAll(".node")
	.data(graph.nodes)
	.enter().append("g")
	.attr("class", "node")
	.attr("transform", function(d) {
	return "translate(" + d.x + "," + d.y + ")"; })
	.call(d3.behavior.drag()
	.origin(function(d) { return d; })
	.on("dragstart", function() {
	this.parentNode.appendChild(this); })
	.on("drag", dragmove));

	// add the rectangles for the nodes
	node.append("rect")
	.attr("height", function(d) { return d.dy; })
	.attr("width", sankey.nodeWidth())
	.style("fill", function(d) {
	return d.color = color(d.name.replace(/ .*/, "")); })
	.style("stroke", function(d) {
	return d3.rgb(d.color).darker(2); })
	.append("title")
	.text(function(d) {
	return d.name + "\n" + format(d.value); });

	// add in the title for the nodes
	node.append("text")
	.attr("x", -6)
	.attr("y", function(d) { return d.dy / 2; })
	.attr("dy", ".35em")
	.attr("text-anchor", "end")
	.attr("transform", null)
	.text(function(d) { return d.name; })
	.filter(function(d) { return d.x < width / 2; })
	.attr("x", 6 + sankey.nodeWidth())
	.attr("text-anchor", "start");

	// the function for moving the nodes
	function dragmove(d) {
	d3.select(this).attr("transform",
	"translate(" + d.x + "," + (
	d.y = Math.max(0, Math.min(height - d.dy, d3.event.y))
	) + ")");
	sankey.relayout();
	link.attr("d", path);
	}
	});

	</script>

	</body>
	</html>
source	target	value
Cash Invested	BCS 2016 110/120	5600
BCS 2016 110/120	Cash Out	3658
BCS 2016 110/120	BCS 2017 145/155	5305
BCS 2017 145/155	Cash Out	10000
BCS 2016 110/120	Interest	1
Interest	Cash Out	585
	d3.sankey = function() {
	var sankey = {},
	nodeWidth = 24,
	nodePadding = 8,
	size = [1, 1],
	nodes = [],
	links = [];

	sankey.nodeWidth = function(_) {
	if (!arguments.length) return nodeWidth;
	nodeWidth = +_;
	return sankey;
	};

	sankey.nodePadding = function(_) {
	if (!arguments.length) return nodePadding;
	nodePadding = +_;
	return sankey;
	};

	sankey.nodes = function(_) {
	if (!arguments.length) return nodes;
	nodes = _;
	return sankey;
	};

	sankey.links = function(_) {
	if (!arguments.length) return links;
	links = _;
	return sankey;
	};

	sankey.size = function(_) {
	if (!arguments.length) return size;
	size = _;
	return sankey;
	};

	sankey.layout = function(iterations) {
	computeNodeLinks();
	computeNodeValues();
	computeNodeBreadths();
	computeNodeDepths(iterations);
	computeLinkDepths();
	return sankey;
	};

	sankey.relayout = function() {
	computeLinkDepths();
	return sankey;
	};

	sankey.link = function() {
	var curvature = .5;

	function link(d) {
	var x0 = d.source.x + d.source.dx,
	x1 = d.target.x,
	xi = d3.interpolateNumber(x0, x1),
	x2 = xi(curvature),
	x3 = xi(1 - curvature),
	y0 = d.source.y + d.sy + d.dy / 2,
	y1 = d.target.y + d.ty + d.dy / 2;
	return "M" + x0 + "," + y0
	+ "C" + x2 + "," + y0
	+ " " + x3 + "," + y1
	+ " " + x1 + "," + y1;
	}

	link.curvature = function(_) {
	if (!arguments.length) return curvature;
	curvature = +_;
	return link;
	};

	return link;
	};

	// Populate the sourceLinks and targetLinks for each node.
	// Also, if the source and target are not objects, assume they are indices.
	function computeNodeLinks() {
	nodes.forEach(function(node) {
	node.sourceLinks = [];
	node.targetLinks = [];
	});
	links.forEach(function(link) {
	var source = link.source,
	target = link.target;
	if (typeof source === "number") source = link.source = nodes[link.source];
	if (typeof target === "number") target = link.target = nodes[link.target];
	source.sourceLinks.push(link);
	target.targetLinks.push(link);
	});
	}

	// Compute the value (size) of each node by summing the associated links.
	function computeNodeValues() {
	nodes.forEach(function(node) {
	node.value = Math.max(
	d3.sum(node.sourceLinks, value),
	d3.sum(node.targetLinks, value)
	);
	});
	}

	// Iteratively assign the breadth (x-position) for each node.
	// Nodes are assigned the maximum breadth of incoming neighbors plus one;
	// nodes with no incoming links are assigned breadth zero, while
	// nodes with no outgoing links are assigned the maximum breadth.
	function computeNodeBreadths() {
	var remainingNodes = nodes,
	nextNodes,
	x = 0;

	while (remainingNodes.length) {
	nextNodes = [];
	remainingNodes.forEach(function(node) {
	node.x = x;
	node.dx = nodeWidth;
	node.sourceLinks.forEach(function(link) {
	nextNodes.push(link.target);
	});
	});
	remainingNodes = nextNodes;
	++x;
	}

	//
	moveSinksRight(x);
	scaleNodeBreadths((width - nodeWidth) / (x - 1));
	}

	function moveSourcesRight() {
	nodes.forEach(function(node) {
	if (!node.targetLinks.length) {
	node.x = d3.min(node.sourceLinks, function(d) { return d.target.x; }) - 1;
	}
	});
	}

	function moveSinksRight(x) {
	nodes.forEach(function(node) {
	if (!node.sourceLinks.length) {
	node.x = x - 1;
	}
	});
	}

	function scaleNodeBreadths(kx) {
	nodes.forEach(function(node) {
	node.x *= kx;
	});
	}

	function computeNodeDepths(iterations) {
	var nodesByBreadth = d3.nest()
	.key(function(d) { return d.x; })
	.sortKeys(d3.ascending)
	.entries(nodes)
	.map(function(d) { return d.values; });

	//
	initializeNodeDepth();
	resolveCollisions();
	for (var alpha = 1; iterations > 0; --iterations) {
	relaxRightToLeft(alpha *= .99);
	resolveCollisions();
	relaxLeftToRight(alpha);
	resolveCollisions();
	}

	function initializeNodeDepth() {
	var ky = d3.min(nodesByBreadth, function(nodes) {
	return (size[1] - (nodes.length - 1) * nodePadding) / d3.sum(nodes, value);
	});

	nodesByBreadth.forEach(function(nodes) {
	nodes.forEach(function(node, i) {
	node.y = i;
	node.dy = node.value * ky;
	});
	});

	links.forEach(function(link) {
	link.dy = link.value * ky;
	});
	}

	function relaxLeftToRight(alpha) {
	nodesByBreadth.forEach(function(nodes, breadth) {
	nodes.forEach(function(node) {
	if (node.targetLinks.length) {
	var y = d3.sum(node.targetLinks, weightedSource) / d3.sum(node.targetLinks, value);
	node.y += (y - center(node)) * alpha;
	}
	});
	});

	function weightedSource(link) {
	return center(link.source) * link.value;
	}
	}

	function relaxRightToLeft(alpha) {
	nodesByBreadth.slice().reverse().forEach(function(nodes) {
	nodes.forEach(function(node) {
	if (node.sourceLinks.length) {
	var y = d3.sum(node.sourceLinks, weightedTarget) / d3.sum(node.sourceLinks, value);
	node.y += (y - center(node)) * alpha;
	}
	});
	});

	function weightedTarget(link) {
	return center(link.target) * link.value;
	}
	}

	function resolveCollisions() {
	nodesByBreadth.forEach(function(nodes) {
	var node,
	dy,
	y0 = 0,
	n = nodes.length,
	i;

	// Push any overlapping nodes down.
	nodes.sort(ascendingDepth);
	for (i = 0; i < n; ++i) {
	node = nodes[i];
	dy = y0 - node.y;
	if (dy > 0) node.y += dy;
	y0 = node.y + node.dy + nodePadding;
	}

	// If the bottommost node goes outside the bounds, push it back up.
	dy = y0 - nodePadding - size[1];
	if (dy > 0) {
	y0 = node.y -= dy;

	// Push any overlapping nodes back up.
	for (i = n - 2; i >= 0; --i) {
	node = nodes[i];
	dy = node.y + node.dy + nodePadding - y0;
	if (dy > 0) node.y -= dy;
	y0 = node.y;
	}
	}
	});
	}

	function ascendingDepth(a, b) {
	return a.y - b.y;
	}
	}

	function computeLinkDepths() {
	nodes.forEach(function(node) {
	node.sourceLinks.sort(ascendingTargetDepth);
	node.targetLinks.sort(ascendingSourceDepth);
	});
	nodes.forEach(function(node) {
	var sy = 0, ty = 0;
	node.sourceLinks.forEach(function(link) {
	link.sy = sy;
	sy += link.dy;
	});
	node.targetLinks.forEach(function(link) {
	link.ty = ty;
	ty += link.dy;
	});
	});

	function ascendingSourceDepth(a, b) {
	return a.source.y - b.source.y;
	}

	function ascendingTargetDepth(a, b) {
	return a.target.y - b.target.y;
	}
	}

	function center(node) {
	return node.y + node.dy / 2;
	}

	function value(link) {
	return link.value;
	}

	return sankey;
	};