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Yahoo Finance Chart
Raw
.block
license: mit
Raw
README.md

Yahoo Finance Chart

Raw
callout.js
const callout = () => {
let scale = d3.scaleIdentity();
const instance = selection => {
const width = 40,
height = 15,
h2 = height / 2;
const calloutJoin = fc.dataJoin("g", "callout");
selection.each((data, selectionIndex, nodes) => {
// this component is tightly coupled to the shape of the input data, extracting
// this high and moving average values from the last datapoint
const lastPoint = data[data.length - 1];
const calloutData = [lastPoint.high, lastPoint.ma];
const element = calloutJoin(
d3.select(nodes[selectionIndex]),
calloutData
).attr("transform", d => `translate(0, ${scale(d)})`);
element
.enter()
.append("path")
.attr(
"d",
d3.area()([
[0, 0],
[h2, -h2],
[width, -h2],
[width, h2],
[h2, h2],
[0, 0]
])
);
element
.enter()
.append("text")
.attr("transform", `translate(${width - 3}, 0)`)
.text(d => d3.format(".2f")(d));
});
};
instance.scale = (...args) => {
if (!args.length) {
return scale;
}
scale = args[0];
return instance;
};
return instance;
};
Raw
chart.js
const loadDataIntraday = d3.json("yahoo.json").then(json => {
const chartData = json.chart.result[0];
const quoteData = chartData.indicators.quote[0];
return chartData.timestamp.map((d, i) => ({
date: new Date(d * 1000 - 5 * 1000 * 60 * 60),
high: quoteData.high[i],
low: quoteData.low[i],
open: quoteData.open[i],
close: quoteData.close[i],
volume: quoteData.volume[i]
}));
});
const loadDataEndOfDay = d3.csv("/yahoo.csv", d => ({
date: new Date(d.Timestamp * 1000),
volume: Number(d.volume),
high: Number(d.high),
low: Number(d.low),
open: Number(d.open),
close: Number(d.close)
}));
const dateFormat = d3.timeFormat("%a %H:%M%p");
const priceFormat = d3.format(".2f");
const legendData = datum => [
{ name: "open", value: priceFormat(datum.open) },
{ name: "high", value: priceFormat(datum.high) },
{ name: "low", value: priceFormat(datum.low) },
{ name: "close", value: priceFormat(datum.close) },
{ name: "time", value: dateFormat(datum.date) }
];
const volumeSeries = fc
.seriesSvgBar()
.bandwidth(2)
.crossValue(d => d.date)
.decorate(sel =>
sel
.enter()
.classed("volume", true)
.attr("fill", d => (d.open > d.close ? "red" : "green"))
);
const movingAverageSeries = fc
.seriesSvgLine()
.mainValue(d => d.ma)
.crossValue(d => d.date)
.decorate(sel => sel.enter().classed("ema", true));
const lineSeries = fc
.seriesSvgLine()
.mainValue(d => d.high)
.crossValue(d => d.date);
const areaSeries = fc
.seriesSvgArea()
.mainValue(d => d.high)
.crossValue(d => d.date);
const gridlines = fc
.annotationSvgGridline()
.yTicks(5)
.xTicks(0);
const verticalAnnotation = fc.annotationSvgLine().orient("vertical");
const bands = fc
.annotationSvgBand()
.orient("vertical")
.fromValue(d => d[0][1])
.toValue(d => d[1][0]);
const chartLegend = legend();
const crosshair = fc.annotationSvgCrosshair();
const multi = fc
.seriesSvgMulti()
.series([
gridlines,
areaSeries,
volumeSeries,
movingAverageSeries,
lineSeries,
chartLegend,
crosshair,
verticalAnnotation,
bands
])
.mapping((data, index, series) => {
const lastPoint = data[data.length - 1];
const legendValue = data.crosshair.length
? data.crosshair[0].value
: lastPoint;
switch (series[index]) {
case chartLegend:
return legendData(legendValue);
case crosshair:
return data.crosshair;
case verticalAnnotation:
return flatten(
data.tradingHoursArray.map(d => [d[0], ...exchangeOpeningHours(d[0])])
);
case bands:
return d3.pairs(
data.tradingHoursArray.map(d => exchangeOpeningHours(d[0]))
);
default:
return data;
}
});
const ma = fc.indicatorMovingAverage().value(d => d.high);
const xExtent = fc.extentDate().accessors([d => d.date]);
const volumeExtent = fc
.extentLinear()
.pad([0, 2])
.accessors([d => d.volume]);
const yExtent = fc
.extentLinear()
.pad([0.1, 0.1])
.accessors([d => d.high, d => d.low]);
const xScale = fc.scaleDiscontinuous(d3.scaleTime());
const yScale = d3.scaleLinear();
const yCallout = callout().scale(yScale);
const xTickFilter = d3.timeMinute
.every(30)
.filter(d => d.getHours() === 9 && d.getMinutes() === 30);
const chart = fc
.chartCartesian(xScale, yScale)
.yOrient("right")
.svgPlotArea(multi)
.xTicks(xTickFilter)
.xTickFormat(dateFormat)
.yTickFormat(priceFormat)
.yTicks(5)
// https://github.com/d3/d3-axis/issues/32
.yTickSize(40)
.yDecorate(sel => sel.select("text").attr("transform", "translate(10, -8)"))
.xDecorate(sel =>
sel
.select("text")
.attr("dy", undefined)
.style("text-anchor", "start")
.style("dominant-baseline", "central")
.attr("transform", "translate(3, 10)")
)
.decorate(sel =>
sel
.enter()
.append("d3fc-svg")
.style("grid-column", 4)
.style("grid-row", 3)
.style("width", "3em")
.on("draw.callout", (data, selectionIndex, nodes) => {
d3.select(nodes[selectionIndex])
.select("svg")
.call(yCallout);
})
);
loadDataIntraday.then(data => {
data = data
.slice(0, 700)
// filter out any data that is > 2 hours outside of trading
.filter(d => d.date.getHours() > 7 && d.date.getHours() < 19);
// compute the moving average data
const maData = ma(data);
// merge into a single series
const mergedData = data.map((d, i) => ({ ma: maData[i], ...d }));
mergedData.crosshair = [];
// compute the trading hours and use this to create our discontinuous scale
const tradingHoursArray = tradingHours(data.map(d => d.date));
const discontinuities = d3
.pairs(tradingHoursArray)
.map(d => [d[0][1], d[1][0]]);
xScale.discontinuityProvider(fc.discontinuityRange(...discontinuities));
mergedData.tradingHoursArray = tradingHoursArray;
// set the domain based on the data
const yDomain = yExtent(data);
const volumeDomain = volumeExtent(data);
chart.xDomain(xExtent(data)).yDomain(yDomain);
// map the volume scale to the price - a cunning way to use the price
// scale for our volume series!
const volumeToPriceScale = d3
.scaleLinear()
.domain(volumeDomain)
.range(yDomain);
volumeSeries.mainValue(d => volumeToPriceScale(d.volume));
areaSeries.baseValue(d => yDomain[0]);
const render = () => {
// select and render
d3.select("#chart-element")
.datum(mergedData)
.call(chart);
const pointer = fc.pointer().on("point", event => {
if (event.length) {
const pointerDate = xScale.invert(event[0].x);
const close = closest(mergedData, d =>
Math.abs(pointerDate.getTime() - d.date.getTime())
);
mergedData.crosshair = [
{
x: xScale(close.value.date),
y: yScale(close.value.high),
value: close.value
}
];
} else {
mergedData.crosshair = [];
}
render();
});
d3.select("#chart-element .plot-area").call(pointer);
};
render();
});
Raw
index.html
<!doctype html>
<head>
<!-- include polyfills for custom event, Symbol and Custom Elements -->
<script src="//unpkg.com/babel-polyfill@6.26.0/dist/polyfill.js"></script>
<script src="//unpkg.com/custom-event-polyfill@0.3.0/custom-event-polyfill.js"></script>
<script src="//cdnjs.cloudflare.com/ajax/libs/document-register-element/1.8.0/document-register-element.js"></script>
<!-- use babel so that we can use arrow functions and other goodness in this block! -->
<script src="//unpkg.com/babel-standalone@6/babel.min.js"></script>
<script src="//unpkg.com/d3@5.5.0"></script>
<script src="//unpkg.com/d3fc@14.0.19"></script>
<link rel="stylesheet" type="text/css" href="style.css" />
</head>
<body>
<div id="chart-element" style="height: 500px"></div>
<svg>
<defs>
<linearGradient id="area-gradient" x1="0%" y1="0%" x2="0%" y2="100%">
<stop offset="0%" stop-opacity="0.3" stop-color="#fff" />
<stop offset="100%" stop-opacity="0" stop-color="#1a9af9" />
</linearGradient>
</defs>
</svg>
<script src="legend.js" type='text/babel'></script>
<script src="callout.js" type='text/babel'></script>
<script src="util.js" type='text/babel'></script>
<script src="chart.js" type='text/babel'></script>
</body>
Raw
legend.js
const legend = () => {
const labelJoin = fc.dataJoin("text", "legend-label");
const valueJoin = fc.dataJoin("text", "legend-value");
const instance = selection => {
selection.each((data, selectionIndex, nodes) => {
labelJoin(d3.select(nodes[selectionIndex]), data)
.attr("transform", (_, i) => "translate(50, " + (i + 1) * 15 + ")")
.text(d => d.name);
valueJoin(d3.select(nodes[selectionIndex]), data)
.attr("transform", (_, i) => "translate(60, " + (i + 1) * 15 + ")")
.text(d => d.value);
});
};
instance.xScale = () => instance;
instance.yScale = () => instance;
return instance;
};
Raw
style.css
path.area {
fill: url(#area-gradient);
fill-opacity: 1;
}
path.line {
stroke: rgb(26, 154, 249);
}
path.ema {
stroke: #c00;
fill: none;
}
.y-axis .tick path {
stroke: #bbb;
}
.y-axis .domain {
display: none;
}
.annotation-line.vertical text {
display: none;
}
.annotation-band.vertical {
opacity: 0.05;
}
.volume {
opacity: 0.5;
}
.callout:nth-child(2) path {
fill: #c00;
}
.callout:nth-child(1) path {
fill: rgb(26, 154, 249);
}
.callout text {
font-size: 10px;
font-family: sans-serif;
fill: white;
text-anchor: end;
dominant-baseline: middle;
}
.legend-value {
font-size: 12px;
font-family: sans-serif;
}
.legend-label {
text-anchor: end;
font-size: 12px;
font-family: sans-serif;
}
d3fc-canvas {
pointer-events: none;
}
Raw
util.js
const exchangeOpeningHours = day => [
new Date(day.getFullYear(), day.getMonth(), day.getDate(), 9, 30, 0),
new Date(day.getFullYear(), day.getMonth(), day.getDate(), 16, 0, 0)
];
const tradingHours = dates => {
const getDateKey = date =>
date.getMonth() + "-" + date.getDate() + "-" + date.getFullYear();
const tradingHours = dates.reduce((acc, curr) => {
const dateKey = getDateKey(curr);
if (!acc.hasOwnProperty(dateKey)) {
acc[dateKey] = [curr, curr];
} else {
acc[dateKey][1] = curr;
}
return acc;
}, {});
return Object.keys(tradingHours).map(d => tradingHours[d]);
};
const closest = (arr, fn) =>
arr.reduce(
(acc, value, index) =>
fn(value) < acc.distance ? { distance: fn(value), index, value } : acc,
{
distance: Number.MAX_VALUE,
index: 0,
value: arr[0]
}
);
const flatten = arr => [].concat.apply([], arr);
Raw
yahoo.json
{
"chart": {
"result": [
{
"meta": {
"currency": "USD",
"symbol": "YHOO",
"exchangeName": "NMS",
"instrumentType": "EQUITY",
"firstTradeDate": 829296000,
"gmtoffset": -14400,
"timezone": "EDT",
"previousClose": 40.935,
"scale": 3,
"currentTradingPeriod": {
"pre": {
"timezone": "EDT",
"start": 1434096000,
"end": 1434115800,
"gmtoffset": -14400
},
"regular": {
"timezone": "EDT",
"start": 1434115800,
"end": 1434139200,
"gmtoffset": -14400
},
"post": {
"timezone": "EDT",
"start": 1434139200,
"end": 1434153600,
"gmtoffset": -14400
}
},
"tradingPeriods": {
"pre": [
[
{
"timezone": "EDT",
"start": 1432627200,
"end": 1432647000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432713600,
"end": 1432733400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432800000,
"end": 1432819800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432886400,
"end": 1432906200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433145600,
"end": 1433165400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433232000,
"end": 1433251800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433318400,
"end": 1433338200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433404800,
"end": 1433424600,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433491200,
"end": 1433511000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433750400,
"end": 1433770200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433836800,
"end": 1433856600,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433923200,
"end": 1433943000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1434009600,
"end": 1434029400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1434096000,
"end": 1434115800,
"gmtoffset": -14400
}
]
],
"post": [
[
{
"timezone": "EDT",
"start": 1432670400,
"end": 1432684800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432756800,
"end": 1432771200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432843200,
"end": 1432857600,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432929600,
"end": 1432944000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
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"end": 1433203200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433275200,
"end": 1433289600,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433361600,
"end": 1433376000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433448000,
"end": 1433462400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433534400,
"end": 1433548800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433793600,
"end": 1433808000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433880000,
"end": 1433894400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433966400,
"end": 1433980800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1434052800,
"end": 1434067200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1434139200,
"end": 1434153600,
"gmtoffset": -14400
}
]
],
"regular": [
[
{
"timezone": "EDT",
"start": 1432647000,
"end": 1432670400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432733400,
"end": 1432756800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432819800,
"end": 1432843200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1432906200,
"end": 1432929600,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433165400,
"end": 1433188800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433251800,
"end": 1433275200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433338200,
"end": 1433361600,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433424600,
"end": 1433448000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433511000,
"end": 1433534400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433770200,
"end": 1433793600,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433856600,
"end": 1433880000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1433943000,
"end": 1433966400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1434029400,
"end": 1434052800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"start": 1434115800,
"end": 1434139200,
"gmtoffset": -14400
}
]
]
},
"dataGranularity": "5m",
"validRanges": [
"1d",
"5d",
"1mo",
"3mo",
"6mo",
"1y",
"2y",
"5y",
"10y",
"ytd",
"max"
]
},
"timestamp": [
1432633500,
1432638000,
1432639200,
1432641600,
1432642200,
1432642500,
1432642800,
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