31:Tca3,chart = { let data = activeData.optionTotals, w = width; const svg = (this ? d3.select(this) : d3.create("svg")) .attr("width", w) .attr("height", h) .attr("viewBox", `${-5} ${m} ${w - m} ${h - 2 * m}`) .style("border", "3px double white"); svg .selectAll(".x-axis") .data(["_"]) .join("g") .attr("class", "x-axis") .attr("transform", `translate(0,${m})`) .call((g) => g .transition() .call( d3 .axisBottom(xScale) .ticks(6) .tickFormat(d3.format(".2s")) .tickSize(h - m * 2) ) .call((g) => g .selectAll(".tick") .selectAll("line") .attr("stroke-dasharray", `2,5`) .attr("stroke-width", "0.5") ) .call( (g) => g .select(".tick:first-of-type text") .text("total " + valueProperty) .attr("font-size", fontSize * 0.6) .attr("dominant-baseline", "hanging") .attr("text-anchor", "end") .attr("opacity", 1) .attr("x", (d) => xScale(xScale.domain()[1]) - m) // () => x(x.invert(w / 2))) //-m) // () => x(maxValue)) .attr("y", (d) => h - 2 * m + fontSize / 2) // .attr('dy', d => -fontSize / 2) .style("text-transform", "uppercase") // .attr('letter-spacing', 10) ) ) .call((g) => g.select(".domain").remove()); svg .selectAll(".y-axis") .data(["_"]) .join("g") .attr("class", "y-axis") .attr("transform", `translate(${m},${0})`) .call((g) => g .transition() .call(d3.axisLeft(yScale).tickFormat(dateFormatter).tickSizeOuter(0)) ); if (!this) { svg.append("g").attr("class", "series"); } const update = (svg, data, x, y, h) => { svg .select(".series") .selectAll(".bar") .data(data, (d, i) => d.name) .join("rect") .attr("class", "bar") .attr("x", (d) => x(0)) .attr("y", (d) => y(d.name)) .attr("height", y.bandwidth()) // .attr("width", (d) => x(d.value) - x(0)) .attr("opacity", 0.5) .transition() .duration(500) // .delay((d, i) => i * 20) // .ease(d3.easeLinear) .attr("width", (d) => x(d.value) - x(0)); svg .select(".series") .selectAll(".label") .data(data, (d, i) => d.name) .join("text") .attr("class", "label") .attr("dy", "0.35em") .attr("dx",xScale.range()[0]) .attr("y", (d) => y(d.name) + y.bandwidth() / 2) .text((d) => d.value>0 ?d3.format(".2s")(d.value) :"") .attr("text-anchor", "start") .attr("fill", "#222") .style("mix-blend-mode", "screen") .attr("opacity", 0.4) .transition() .duration(500) // .ease(d3.easeLinear) .attr("x", (d) => x(d.value) + 5-xScale.range()[0]) // .delay((d, i) => i * 20) // .ease(d3.easeLinear) .attr("opacity", 0.75) .transition() .duration(1500) .ease(d3.easeQuadIn) .attr("opacity", 0.4); }; update(svg, data, xScale, yScale, h); return svg.node(); }32:[] 2f:{"title":"HOD - March 2019 - OptionQuotes","cells":[{"id":0,"value":"md`# HOD - March 2019 - OptionQuotes`","pinned":false,"hidden":false,"mode":"ojs"},{"id":2256,"value":"html``","pinned":false,"hidden":false,"mode":"ojs"},{"id":597,"value":"md`

${d3.timeFormat('%Y %B %-d')(DT)} - ${valueProperty.replace('_', ' ')}

`","pinned":false,"hidden":false,"mode":"ojs"},{"id":2102,"value":"MarketOpenDays = {\n let view = md`#### There are \\`21 trading-days\\`.\n

\n`;\n\n yield view;\n\n let data = tradingDays\n .map(x => d3.timeParse('%Q')(x))\n .sort(d3.ascending)\n .map(d3.timeFormat('%b %_d'));\n\n d3.select(view)\n .select('.date-container')\n .selectAll('.quote-date')\n .data(data)\n .join('div')\n .style('line-height','1.2em')\n .attr('class', 'quote-date')\n .text(d => d)\n .html();\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":277,"value":"viewof DT = Scrubber(tradingDays, {\n autoplay: false,\n format: (date) => dateFormatter(date),\n delay: 1000,\n loop: false\n})","pinned":false,"hidden":false,"mode":"ojs"},{"id":37,"value":"$31","pinned":false,"hidden":false,"mode":"ojs"},{"id":697,"value":"activeData = dailyAggregates.find(x => +x.DT === +DT)","pinned":false,"hidden":false,"mode":"ojs"},{"id":1366,"value":"md`- On any given day there are ${d3\n .extent(dailyAggregates.map(x => x.optionTotals.length))\n .map(x => `${x}`)\n .join(' to ')} \\`Expirations (OptionSeries)\\``","pinned":false,"hidden":false,"mode":"ojs"},{"id":1377,"value":"{\n let totalActiveOptions = [...new Set(AllOptionQuotes.map(x => x.alias))];\n yield md`- There are ${totalActiveOptions.length} active option contracts during the March of 2019`;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":1402,"value":"md`- In total there is data for ${\n Expirations.length\n} different \\`Expiration Dates\\`\n\n ${Expirations.map(x => d3.timeFormat('%y-%m-%d')(d3.timeParse('%Q')(x)))\n .sort()\n .join(', ')}\n\n\n---`","pinned":false,"hidden":false,"mode":"ojs"},{"id":2001,"value":"md`## yScale`","pinned":false,"hidden":false,"mode":"ojs"},{"id":1546,"value":"yScale = d3\n .scaleBand()\n .domain(Expirations.sort((a, b) => d3.descending(a, b)))\n .range([h - m, m])\n .padding(0.1)","pinned":false,"hidden":false,"mode":"ojs"},{"id":2005,"value":"md`## xScale`","pinned":false,"hidden":false,"mode":"ojs"},{"id":1549,"value":"xScale = d3\n .scaleLinear()\n .domain([\n 0,\n d3.max(d3.merge(dailyAggregates.map(x => x.optionTotals)).map(x => x.value))\n ])\n .range([m, width - 2 * m])","pinned":false,"hidden":false,"mode":"ojs"},{"id":801,"value":"md`## DATA`","pinned":false,"hidden":false,"mode":"ojs"},{"id":575,"value":"AllOptionQuotes = flatten_daily_options_quote(DailyOptionsQuote)","pinned":false,"hidden":false,"mode":"ojs"},{"id":582,"value":"dailyAggregates = DailyOptionsQuote.map(d => ({\n DT: d.DT,\n optionTotals: d3\n .groups(d.options, d => +d.expiry)\n .map(x => {\n let d = [...x];\n d[0] = x[0];\n d[1] = d3.sum(d[1], d => d[valueProperty]);\n return d;\n })\n .map(x => {\n return { name: x[0], value: x[1] };\n })\n}))","pinned":false,"hidden":false,"mode":"ojs"},{"id":692,"value":"allAggregates = d3.merge(\n dailyAggregates.map(x => x.optionTotals),\n \"open_interest\"\n)","pinned":false,"hidden":false,"mode":"ojs"},{"id":2374,"value":"DailyOptionsQuote","pinned":true,"hidden":false,"mode":"ojs"},{"id":1352,"value":"md`### Indexed`","pinned":false,"hidden":false,"mode":"ojs"},{"id":1332,"value":"Expirations = [...new Set(AllOptionQuotes.map(x => +x.expiry))]","pinned":false,"hidden":false,"mode":"ojs"},{"id":269,"value":"tradingDays = DailyOptionsQuote.map(d => +d.DT)","pinned":false,"hidden":false,"mode":"ojs"},{"id":1348,"value":"md`## EXTRA - Group & Rollup`","pinned":false,"hidden":false,"mode":"ojs"},{"id":1324,"value":"reduceFn = iterable => d3.sum(iterable, d => d[valueProperty])","pinned":false,"hidden":false,"mode":"ojs"},{"id":1326,"value":"groupingFns = [d => +d.expiry, d => d.strike, d => d.OC.option_type]","pinned":false,"hidden":false,"mode":"ojs"},{"id":1327,"value":"rollupData = d3.rollup(AllOptionQuotes, reduceFn, ...groupingFns)","pinned":false,"hidden":false,"mode":"ojs"},{"id":755,"value":"md`## CONFIG`","pinned":false,"hidden":false,"mode":"ojs"},{"id":1959,"value":"m=50;","pinned":false,"hidden":false,"mode":"ojs"},{"id":1955,"value":"h = d3.max([width/2,400])","pinned":false,"hidden":false,"mode":"ojs"},{"id":1078,"value":"w = 600","pinned":false,"hidden":false,"mode":"ojs"},{"id":1139,"value":"fontSize = 20","pinned":false,"hidden":false,"mode":"ojs"},{"id":443,"value":"dateFormatter = d3.timeFormat('%y-%m-%d')","pinned":false,"hidden":false,"mode":"ojs"},{"id":711,"value":"valueProperty = \"open_interest\" //'volume'","pinned":false,"hidden":false,"mode":"ojs"},{"id":753,"value":"md`## Utility`","pinned":false,"hidden":false,"mode":"ojs"},{"id":2279,"value":"{\n yield \"I move active-date color\";\n\n let index = d3.bisectLeft(tradingDays, activeData.DT);\n\n d3.selectAll('.quote-date')\n .style('background', 'white')\n .style('color', 'black')\n .filter((d, i) => i === index)\n .style('background', 'black')\n .style('color', 'white');\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":1092,"value":"md`---\n## ANX`","pinned":false,"hidden":false,"mode":"ojs"},{"id":60,"value":"d3 = require('d3@5', 'd3-array@2')","pinned":false,"hidden":false,"mode":"ojs"},{"id":12,"value":"AllOptions = doq_arr =>\n doq_arr.reduce((acc, { options }) => {\n if (acc === true) {\n acc = [...options];\n } else {\n acc = acc.concat([...options]);\n }\n return acc;\n }, [])","pinned":false,"hidden":false,"mode":"ojs"},{"id":264,"value":"import { Scrubber } from '@mbostock/scrubber'","pinned":false,"hidden":false,"mode":"ojs"},{"id":51,"value":"import { DailyOptionsQuote, flatten_daily_options_quote } from '@stroked/hod-daily-quote'","pinned":false,"hidden":false,"mode":"ojs"}],"files":"$W32","stdlib":"1","titling":"auto"}