rCharts+dimple | PIMCO Active Share Research

Source:

Active Share, Tracking Error, and Manager Style
PIMCO Quantitative Research
Steve Sapra, Ph.D., CFA and Manny Hunjan, CFA
October 2013

<!doctype HTML>
<meta charset = 'utf-8'>
<html>
  <head>
    
    <script src='https://d3js.org/d3.v3.min.js' type='text/javascript'></script>
    <script src='https://dimplejs.org/dist/dimple.v1.1.5.min.js' type='text/javascript'></script>
    
    <style>
    .rChart {
      display: block;
      margin-left: auto; 
      margin-right: auto;
      width: 800px;
      height: 400px;
    }
    .tooltip {opacity:1;}
    </style>
    
  </head>
  <body >
    
    <div id = 'chart2ee063ee4f90' class = 'rChart dimple'></div>    
    <script type="text/javascript">
  var opts = {
 "dom": "chart2ee063ee4f90",
"width":    800,
"height":    400,
"xAxis": {
 "type": "addMeasureAxis",
"showPercent": false 
},
"yAxis": {
 "type": "addMeasureAxis",
"showPercent": false,
"outputFormat": ".2f" 
},
"zAxis": [],
"colorAxis": [],
"defaultColors": [],
"layers": [],
"legend": [],
"x": "ActiveShare",
"y": "TrkError",
"groups": [ "ActiveShare", "numStocks" ],
"type": "line",
"id": "chart2ee063ee4f90" 
},
    data = [{"numStocks":"25","ActiveShare":"0.1","TrkError":0.018},{"numStocks":"50","ActiveShare":"0.1","TrkError":0.017},{"numStocks":"100","ActiveShare":"0.1","TrkError":0.016},{"numStocks":"500","ActiveShare":"0.1","TrkError":0.015},{"numStocks":"25","ActiveShare":"0.2","TrkError":0.026},{"numStocks":"50","ActiveShare":"0.2","TrkError":0.021},{"numStocks":"100","ActiveShare":"0.2","TrkError":0.018},{"numStocks":"500","ActiveShare":"0.2","TrkError":0.016},{"numStocks":"25","ActiveShare":"0.3","TrkError":0.035},{"numStocks":"50","ActiveShare":"0.3","TrkError":0.027},{"numStocks":"100","ActiveShare":"0.3","TrkError":0.021},{"numStocks":"500","ActiveShare":"0.3","TrkError":0.018},{"numStocks":"25","ActiveShare":"0.4","TrkError":0.045},{"numStocks":"50","ActiveShare":"0.4","TrkError":0.034},{"numStocks":"100","ActiveShare":"0.4","TrkError":0.024},{"numStocks":"500","ActiveShare":"0.4","TrkError":0.02},{"numStocks":"25","ActiveShare":"0.5","TrkError":0.055},{"numStocks":"50","ActiveShare":"0.5","TrkError":0.04},{"numStocks":"100","ActiveShare":"0.5","TrkError":0.028},{"numStocks":"500","ActiveShare":"0.5","TrkError":0.023},{"numStocks":"25","ActiveShare":"0.6","TrkError":0.066},{"numStocks":"50","ActiveShare":"0.6","TrkError":0.048},{"numStocks":"100","ActiveShare":"0.6","TrkError":0.032},{"numStocks":"500","ActiveShare":"0.6","TrkError":0.025},{"numStocks":"25","ActiveShare":"0.7","TrkError":0.076},{"numStocks":"50","ActiveShare":"0.7","TrkError":0.055},{"numStocks":"100","ActiveShare":"0.7","TrkError":0.037},{"numStocks":"500","ActiveShare":"0.7","TrkError":0.028},{"numStocks":"25","ActiveShare":"0.8","TrkError":0.086},{"numStocks":"50","ActiveShare":"0.8","TrkError":0.062},{"numStocks":"100","ActiveShare":"0.8","TrkError":0.041},{"numStocks":"500","ActiveShare":"0.8","TrkError":0.031},{"numStocks":"25","ActiveShare":"0.9","TrkError":0.097},{"numStocks":"50","ActiveShare":"0.9","TrkError":0.069},{"numStocks":"100","ActiveShare":"0.9","TrkError":0.045},{"numStocks":"500","ActiveShare":"0.9","TrkError":0.034},{"numStocks":"25","ActiveShare":"1","TrkError":0.107},{"numStocks":"50","ActiveShare":"1","TrkError":0.077},{"numStocks":"100","ActiveShare":"1","TrkError":0.05},{"numStocks":"500","ActiveShare":"1","TrkError":0.037}];
  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();
    }
    */
    
    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></script>    
  </body>
</html>

Modified http://d3js.org/d3.v3.min.js to a secure url

Modified http://dimplejs.org/dist/dimple.v1.1.5.min.js to a secure url

https://d3js.org/d3.v3.min.js

https://dimplejs.org/dist/dimple.v1.1.5.min.js