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US and Global Factors | rCharts + dimple.js Correlation Plot
Raw
code.R
#full factor set for 1956-2012 from Andrea Frazzini Data
#http://www.econ.yale.edu/~af227/data_library.htm
#direct link to Excel File
#http://www.econ.yale.edu/~af227/data/QMJ%20factors%20-%20Asness,%20Frazzini%20and%20Pedersen.xlsx
#ssrn citation to the paper
#Asness, Clifford S. and Frazzini, Andrea and Pedersen, Lasse Heje
#Quality Minus Junk (October 9, 2013)
#Available at SSRN: http://ssrn.com/abstract=2312432
require(gdata)
require(PerformanceAnalytics)
require(factorAnalytics)
require(quantmod)
require(reshape2)
require(rCharts)
#read spreadsheet
qmjFactors <- read.xls(
"http://www.econ.yale.edu/~af227/data/QMJ%20factors%20-%20Asness,%20Frazzini%20and%20Pedersen.xlsx"
,pattern = "Caldt"
,blank.lines.skip = T
,stringsAsFactors = F
)
#convert spreadsheet data to R xts
#remove % with gsub, make numeric, and divide by 100
qmjFactors.xts <- as.xts(
do.call(cbind,
lapply(
qmjFactors[,-(c(1,7))]
,function(x){
df<-data.frame(as.numeric(
gsub(
x=x
,pattern="%"
,replacement=""
)
)/100)
colnames(df) <- colnames(x)
return(df)
}
)
) #date is first column; will use in order.by
,order.by = as.Date(paste0(qmjFactors[,1],"-01"),format="%Y%m%d")
)
colnames(qmjFactors.xts) <- gsub(
x = colnames(qmjFactors.xts),
,pattern = "\\.1"
,replacement = "\\.Glbl"
)
cumul <- melt(
data.frame(
date = format(index( na.omit( qmjFactors.xts )))
, cumprod( 1 + na.omit( qmjFactors.xts ) )
)
, id.vars = 1
, value.name = "cumul"
, variable.name = "factor"
)
d1 <- dPlot(
cumul ~ date
, groups = "factor"
, data = cumul
, type = "line"
, height = 400
, width = 700
, bounds = list(x = 80, y = 70, width = 600 , height = 250)
)
d1$xAxis(
type = "addTimeAxis"
, inputFormat = "%Y-%m-%d"
, outputFormat = "%b %Y"
)
d1$setTemplate(
afterScript =
'
<script>
//get fewer ticks on x axis
//this is a dimple issue that might or might not get fixed
myChart.svg.select(".axis").selectAll(".tick")[0].forEach(function(d,i){
if (!(+d3.time.format("%y")(new Date(+d3.select(d).datum())) % 5 == 0)) {
d.remove()
} else {
var dtext = d3.select(d).selectAll("text");
dtext
.text(d3.time.format("%Y")(new Date(dtext.text())))
.attr("transform","none")
.attr("y",12)
.style("text-anchor","middle");
}
});
//remove x axis label
myChart.axes[0].titleShape.remove()
myChart.svg.append("text")
.attr("id","charttitle")
.attr("x", 0)
.attr("y", 18)
.text("US and Global Factors")
.style("text-anchor","beginning")
.style("font-size","16px")
.style("font-family","sans-serif")
myChart.svg.append("text")
.attr("id","charttitle")
.attr("x", 0)
.attr("y", 34)
.text("source: Asness, Frazzini, Pedersen | Quality Minus Junk (2013)")
.style("text-anchor","beginning")
.style("font-size","14px")
.style("font-family","sans-serif")
</script>
'
)
d1
#### now use the correlation plot
#### from rCharts issue #381
corrmatrix<-cor(na.omit(qmjFactors.xts)) #store corr matrix
# The following steps are generic and can all be placed in a function with some tweaks to customize output
corrdata=as.data.frame(corrmatrix)
corrdata$Factor1=names(corrdata)
corrdatamelt=melt(corrdata,id="Factor1")
names(corrdatamelt)=c("Factor1","Factor2","CorrelationCoefficient")
corrmatplot = dPlot(
Factor2 ~ Factor1
,z = "CorrelationCoefficient"
,data = corrdatamelt
,type = 'bubble'
,height = 350
,width = 500
,bounds = list( x = 150, y = 50, width = 330, height = 200)
)
corrmatplot$yAxis ( type= "addCategoryAxis" )
corrmatplot$zAxis (
type= "addMeasureAxis"
, outputFormat = "0.5f"
, overrideMin = -2
, overrideMax = 2
)
corrmatplot$colorAxis(
type = "addColorAxis"
,colorSeries = 'CorrelationCoefficient'
,palette = c('red','white','blue')
,outputFormat = "0.2f"
)
#corrmatplot
#now do the bar
corrmatplot$set(type = "bar")
#corrmatplot
#with the bar let's play with tooltips
#first tooltip will just be the number in the center of the bar
corrmatplot$templates$script =
"http://timelyportfolio.github.io/rCharts_dimple/chart_tooltip_flexible.html"
#this template is designed to let us define onHover and onLeave
#with thought afterScript but does not work since separate <script> block
#so use chartDiv instead
corrmatplot$setTemplate(
chartDiv =
'
<div id = "{{chartId}}"></div>
<script>
function onHover(e){
//ugly but it works; if tooltip exists then select otherwise append
//whole d3 enter, update, exit makes things difficult here
var custTool = (
d3.select(e.selectedShape[0][0].parentNode).select("#chartTooltip")[0][0] ?
d3.select(e.selectedShape[0][0].parentNode).select("#chartTooltip") :
d3.select(e.selectedShape[0][0].parentNode).append("text").attr("id","chartTooltip")
)
custTool
//reads outputFormat and assumes it exists
.text(d3.format(opts.colorAxis.outputFormat)(e.selectedShape.data()[0].cValue))
//turn dispay on with css since none from leave
.style("display",null)
.style("pointer-events","none")
.style("font-size",10)
//use x and y from selected rectangle to position with transform for center
.attr("x",e.selectedShape.attr("x"))
.attr("y",e.selectedShape.attr("y"))
//move to center
.attr("transform",
"translate(" + e.selectedShape.attr("width") / 2 + "," + e.selectedShape.attr("height")/2 + ")"
)
.attr("dy",4)
.style("text-anchor","middle")
}
function onLeave(e){
myChart.svg.select("#chartTooltip")
.style("display","none");
}
</script>
'
,
afterScript = '
<script>
myChart.svg.append("text")
.attr("id","charttitle")
.attr("x", 0)
.attr("y", 18)
.text("US and Global Factors Correlations")
.style("text-anchor","beginning")
.style("font-size","16px")
.style("font-family","sans-serif")
myChart.svg.append("text")
.attr("id","charttitle")
.attr("x", 0)
.attr("y", 34)
.text("source: Asness, Frazzini, Pedersen | Quality Minus Junk (2013)")
.style("text-anchor","beginning")
.style("font-size","14px")
.style("font-family","sans-serif")
</script>'
)
corrmatplot
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.v1.1.5.min.js' type='text/javascript'></script>
<style>
.rChart {
display: block;
margin-left: auto;
margin-right: auto;
width: 500px;
height: 350px;
}
</style>
</head>
<body >
<div id = "chart227483a7ecb"></div>
<script>
function onHover(e){
//ugly but it works; if tooltip exists then select otherwise append
//whole d3 enter, update, exit makes things difficult here
var custTool = (
d3.select(e.selectedShape[0][0].parentNode).select("#chartTooltip")[0][0] ?
d3.select(e.selectedShape[0][0].parentNode).select("#chartTooltip") :
d3.select(e.selectedShape[0][0].parentNode).append("text").attr("id","chartTooltip")
)
custTool
//reads outputFormat and assumes it exists
.text(d3.format(opts.colorAxis.outputFormat)(e.selectedShape.data()[0].cValue))
//turn dispay on with css since none from leave
.style("display",null)
.style("pointer-events","none")
.style("font-size",10)
//use x and y from selected rectangle to position with transform for center
.attr("x",e.selectedShape.attr("x"))
.attr("y",e.selectedShape.attr("y"))
//move to center
.attr("transform",
"translate(" + e.selectedShape.attr("width") / 2 + "," + e.selectedShape.attr("height")/2 + ")"
)
.attr("dy",4)
.style("text-anchor","middle")
}
function onLeave(e){
myChart.svg.select("#chartTooltip")
.style("display","none");
}
</script>
<script type="text/javascript">
var opts = {
"dom": "chart227483a7ecb",
"width": 500,
"height": 350,
"xAxis": {
"type": "addCategoryAxis",
"showPercent": false
},
"yAxis": {
"type": "addCategoryAxis",
"showPercent": false
},
"zAxis": {
"type": "addMeasureAxis",
"outputFormat": "0.5f",
"overrideMin": -2,
"overrideMax": 2
},
"colorAxis": {
"type": "addColorAxis",
"colorSeries": "CorrelationCoefficient",
"palette": [ "red", "white", "blue" ],
"outputFormat": "0.2f"
},
"defaultColors": [],
"layers": [],
"legend": [],
"x": "Factor1",
"y": "Factor2",
"z": "CorrelationCoefficient",
"type": "bar",
"bounds": {
"x": 150,
"y": 50,
"width": 330,
"height": 200
},
"id": "chart227483a7ecb"
},
data = [{"Factor1":"MKT","Factor2":"MKT","CorrelationCoefficient":1},{"Factor1":"SMB","Factor2":"MKT","CorrelationCoefficient":0.200456096933883},{"Factor1":"HML","Factor2":"MKT","CorrelationCoefficient":0.0124127313658237},{"Factor1":"UMD","Factor2":"MKT","CorrelationCoefficient":-0.2049459800431},{"Factor1":"QMJ","Factor2":"MKT","CorrelationCoefficient":-0.602494367474873},{"Factor1":"MKT.Glbl","Factor2":"MKT","CorrelationCoefficient":0.867275406854617},{"Factor1":"SMB.Glbl","Factor2":"MKT","CorrelationCoefficient":0.0624277379524938},{"Factor1":"HML.Glbl","Factor2":"MKT","CorrelationCoefficient":0.0243857546642979},{"Factor1":"UMD.Glbl","Factor2":"MKT","CorrelationCoefficient":-0.263265748740087},{"Factor1":"QMJ.Glbl","Factor2":"MKT","CorrelationCoefficient":-0.615086109994511},{"Factor1":"MKT","Factor2":"SMB","CorrelationCoefficient":0.200456096933883},{"Factor1":"SMB","Factor2":"SMB","CorrelationCoefficient":1},{"Factor1":"HML","Factor2":"SMB","CorrelationCoefficient":-0.0429686192988851},{"Factor1":"UMD","Factor2":"SMB","CorrelationCoefficient":-3.14211648466386e-005},{"Factor1":"QMJ","Factor2":"SMB","CorrelationCoefficient":-0.56518920825219},{"Factor1":"MKT.Glbl","Factor2":"SMB","CorrelationCoefficient":0.186587635125907},{"Factor1":"SMB.Glbl","Factor2":"SMB","CorrelationCoefficient":0.802436265714723},{"Factor1":"HML.Glbl","Factor2":"SMB","CorrelationCoefficient":-0.0661692653665177},{"Factor1":"UMD.Glbl","Factor2":"SMB","CorrelationCoefficient":0.0266919082783937},{"Factor1":"QMJ.Glbl","Factor2":"SMB","CorrelationCoefficient":-0.429164008408081},{"Factor1":"MKT","Factor2":"HML","CorrelationCoefficient":0.0124127313658237},{"Factor1":"SMB","Factor2":"HML","CorrelationCoefficient":-0.0429686192988851},{"Factor1":"HML","Factor2":"HML","CorrelationCoefficient":1},{"Factor1":"UMD","Factor2":"HML","CorrelationCoefficient":-0.694306846426837},{"Factor1":"QMJ","Factor2":"HML","CorrelationCoefficient":-0.160678256883582},{"Factor1":"MKT.Glbl","Factor2":"HML","CorrelationCoefficient":0.0389441274778166},{"Factor1":"SMB.Glbl","Factor2":"HML","CorrelationCoefficient":-0.0185832666501022},{"Factor1":"HML.Glbl","Factor2":"HML","CorrelationCoefficient":0.918471462483014},{"Factor1":"UMD.Glbl","Factor2":"HML","CorrelationCoefficient":-0.635581358136359},{"Factor1":"QMJ.Glbl","Factor2":"HML","CorrelationCoefficient":-0.221405724776633},{"Factor1":"MKT","Factor2":"UMD","CorrelationCoefficient":-0.2049459800431},{"Factor1":"SMB","Factor2":"UMD","CorrelationCoefficient":-3.14211648466386e-005},{"Factor1":"HML","Factor2":"UMD","CorrelationCoefficient":-0.694306846426837},{"Factor1":"UMD","Factor2":"UMD","CorrelationCoefficient":1},{"Factor1":"QMJ","Factor2":"UMD","CorrelationCoefficient":0.290249491031037},{"Factor1":"MKT.Glbl","Factor2":"UMD","CorrelationCoefficient":-0.197088828215587},{"Factor1":"SMB.Glbl","Factor2":"UMD","CorrelationCoefficient":0.0140007604747755},{"Factor1":"HML.Glbl","Factor2":"UMD","CorrelationCoefficient":-0.670907039642455},{"Factor1":"UMD.Glbl","Factor2":"UMD","CorrelationCoefficient":0.917350356790049},{"Factor1":"QMJ.Glbl","Factor2":"UMD","CorrelationCoefficient":0.369324327366696},{"Factor1":"MKT","Factor2":"QMJ","CorrelationCoefficient":-0.602494367474873},{"Factor1":"SMB","Factor2":"QMJ","CorrelationCoefficient":-0.56518920825219},{"Factor1":"HML","Factor2":"QMJ","CorrelationCoefficient":-0.160678256883582},{"Factor1":"UMD","Factor2":"QMJ","CorrelationCoefficient":0.290249491031037},{"Factor1":"QMJ","Factor2":"QMJ","CorrelationCoefficient":1},{"Factor1":"MKT.Glbl","Factor2":"QMJ","CorrelationCoefficient":-0.585164755865734},{"Factor1":"SMB.Glbl","Factor2":"QMJ","CorrelationCoefficient":-0.453498558349998},{"Factor1":"HML.Glbl","Factor2":"QMJ","CorrelationCoefficient":-0.101598782591378},{"Factor1":"UMD.Glbl","Factor2":"QMJ","CorrelationCoefficient":0.292579417975988},{"Factor1":"QMJ.Glbl","Factor2":"QMJ","CorrelationCoefficient":0.888421576866123},{"Factor1":"MKT","Factor2":"MKT.Glbl","CorrelationCoefficient":0.867275406854617},{"Factor1":"SMB","Factor2":"MKT.Glbl","CorrelationCoefficient":0.186587635125907},{"Factor1":"HML","Factor2":"MKT.Glbl","CorrelationCoefficient":0.0389441274778166},{"Factor1":"UMD","Factor2":"MKT.Glbl","CorrelationCoefficient":-0.197088828215587},{"Factor1":"QMJ","Factor2":"MKT.Glbl","CorrelationCoefficient":-0.585164755865734},{"Factor1":"MKT.Glbl","Factor2":"MKT.Glbl","CorrelationCoefficient":1},{"Factor1":"SMB.Glbl","Factor2":"MKT.Glbl","CorrelationCoefficient":0.114312313648855},{"Factor1":"HML.Glbl","Factor2":"MKT.Glbl","CorrelationCoefficient":0.0527835662748547},{"Factor1":"UMD.Glbl","Factor2":"MKT.Glbl","CorrelationCoefficient":-0.271771364714555},{"Factor1":"QMJ.Glbl","Factor2":"MKT.Glbl","CorrelationCoefficient":-0.651821647339809},{"Factor1":"MKT","Factor2":"SMB.Glbl","CorrelationCoefficient":0.0624277379524938},{"Factor1":"SMB","Factor2":"SMB.Glbl","CorrelationCoefficient":0.802436265714723},{"Factor1":"HML","Factor2":"SMB.Glbl","CorrelationCoefficient":-0.0185832666501022},{"Factor1":"UMD","Factor2":"SMB.Glbl","CorrelationCoefficient":0.0140007604747755},{"Factor1":"QMJ","Factor2":"SMB.Glbl","CorrelationCoefficient":-0.453498558349998},{"Factor1":"MKT.Glbl","Factor2":"SMB.Glbl","CorrelationCoefficient":0.114312313648855},{"Factor1":"SMB.Glbl","Factor2":"SMB.Glbl","CorrelationCoefficient":1},{"Factor1":"HML.Glbl","Factor2":"SMB.Glbl","CorrelationCoefficient":-0.0303365805179786},{"Factor1":"UMD.Glbl","Factor2":"SMB.Glbl","CorrelationCoefficient":0.00627511143296203},{"Factor1":"QMJ.Glbl","Factor2":"SMB.Glbl","CorrelationCoefficient":-0.394344952151365},{"Factor1":"MKT","Factor2":"HML.Glbl","CorrelationCoefficient":0.0243857546642979},{"Factor1":"SMB","Factor2":"HML.Glbl","CorrelationCoefficient":-0.0661692653665177},{"Factor1":"HML","Factor2":"HML.Glbl","CorrelationCoefficient":0.918471462483014},{"Factor1":"UMD","Factor2":"HML.Glbl","CorrelationCoefficient":-0.670907039642455},{"Factor1":"QMJ","Factor2":"HML.Glbl","CorrelationCoefficient":-0.101598782591378},{"Factor1":"MKT.Glbl","Factor2":"HML.Glbl","CorrelationCoefficient":0.0527835662748547},{"Factor1":"SMB.Glbl","Factor2":"HML.Glbl","CorrelationCoefficient":-0.0303365805179786},{"Factor1":"HML.Glbl","Factor2":"HML.Glbl","CorrelationCoefficient":1},{"Factor1":"UMD.Glbl","Factor2":"HML.Glbl","CorrelationCoefficient":-0.672862473670752},{"Factor1":"QMJ.Glbl","Factor2":"HML.Glbl","CorrelationCoefficient":-0.220321553036851},{"Factor1":"MKT","Factor2":"UMD.Glbl","CorrelationCoefficient":-0.263265748740087},{"Factor1":"SMB","Factor2":"UMD.Glbl","CorrelationCoefficient":0.0266919082783937},{"Factor1":"HML","Factor2":"UMD.Glbl","CorrelationCoefficient":-0.635581358136359},{"Factor1":"UMD","Factor2":"UMD.Glbl","CorrelationCoefficient":0.917350356790049},{"Factor1":"QMJ","Factor2":"UMD.Glbl","CorrelationCoefficient":0.292579417975988},{"Factor1":"MKT.Glbl","Factor2":"UMD.Glbl","CorrelationCoefficient":-0.271771364714555},{"Factor1":"SMB.Glbl","Factor2":"UMD.Glbl","CorrelationCoefficient":0.00627511143296203},{"Factor1":"HML.Glbl","Factor2":"UMD.Glbl","CorrelationCoefficient":-0.672862473670752},{"Factor1":"UMD.Glbl","Factor2":"UMD.Glbl","CorrelationCoefficient":1},{"Factor1":"QMJ.Glbl","Factor2":"UMD.Glbl","CorrelationCoefficient":0.432016490778744},{"Factor1":"MKT","Factor2":"QMJ.Glbl","CorrelationCoefficient":-0.615086109994511},{"Factor1":"SMB","Factor2":"QMJ.Glbl","CorrelationCoefficient":-0.429164008408081},{"Factor1":"HML","Factor2":"QMJ.Glbl","CorrelationCoefficient":-0.221405724776633},{"Factor1":"UMD","Factor2":"QMJ.Glbl","CorrelationCoefficient":0.369324327366696},{"Factor1":"QMJ","Factor2":"QMJ.Glbl","CorrelationCoefficient":0.888421576866123},{"Factor1":"MKT.Glbl","Factor2":"QMJ.Glbl","CorrelationCoefficient":-0.651821647339809},{"Factor1":"SMB.Glbl","Factor2":"QMJ.Glbl","CorrelationCoefficient":-0.394344952151365},{"Factor1":"HML.Glbl","Factor2":"QMJ.Glbl","CorrelationCoefficient":-0.220321553036851},{"Factor1":"UMD.Glbl","Factor2":"QMJ.Glbl","CorrelationCoefficient":0.432016490778744},{"Factor1":"QMJ.Glbl","Factor2":"QMJ.Glbl","CorrelationCoefficient":1}];
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();
}
*/
// Handle the hover event - overriding the default behaviour
s.addEventHandler("mouseover", onHover);
// Handle the leave event - overriding the default behaviour
s.addEventHandler("mouseleave", onLeave);
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>
myChart.svg.append("text")
.attr("id","charttitle")
.attr("x", 0)
.attr("y", 18)
.text("US and Global Factors Correlations")
.style("text-anchor","beginning")
.style("font-size","16px")
.style("font-family","sans-serif")
myChart.svg.append("text")
.attr("id","charttitle")
.attr("x", 0)
.attr("y", 34)
.text("source: Asness, Frazzini, Pedersen | Quality Minus Junk (2013)")
.style("text-anchor","beginning")
.style("font-size","14px")
.style("font-family","sans-serif")
</script>
</body>
</html>
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