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@d3fc/d3fc-random-data

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@d3fc/d3fc-random-data - npm Package Compare versions

Comparing version 3.0.8 to 3.0.9

530

build/d3fc-random-data.js
(function (global, factory) {
typeof exports === 'object' && typeof module !== 'undefined' ? factory(exports, require('d3-random'), require('d3-time')) :
typeof define === 'function' && define.amd ? define(['exports', 'd3-random', 'd3-time'], factory) :
(factory((global.fc = global.fc || {}),global.d3,global.d3));
}(this, (function (exports,d3Random,d3Time) { 'use strict';
typeof exports === 'object' && typeof module !== 'undefined' ? factory(exports, require('d3-random'), require('d3-time')) :
typeof define === 'function' && define.amd ? define(['exports', 'd3-random', 'd3-time'], factory) :
(global = global || self, factory(global.fc = global.fc || {}, global.d3, global.d3));
}(this, function (exports, d3Random, d3Time) { 'use strict';
var geometricBrownianMotion = function () {
var period = 1;
var steps = 20;
var mu = 0.1;
var sigma = 0.1;
var random = d3Random.randomNormal();
function geometricBrownianMotion () {
var period = 1;
var steps = 20;
var mu = 0.1;
var sigma = 0.1;
var random = d3Random.randomNormal();
var geometricBrownianMotion = function geometricBrownianMotion() {
var value = arguments.length > 0 && arguments[0] !== undefined ? arguments[0] : 0;
var geometricBrownianMotion = function geometricBrownianMotion() {
var value = arguments.length > 0 && arguments[0] !== undefined ? arguments[0] : 0;
var timeStep = period / steps;
var pathData = [];
var timeStep = period / steps;
var pathData = [];
for (var i = 0; i < steps + 1; i++) {
pathData.push(value);
var increment = random() * Math.sqrt(timeStep) * sigma + (mu - sigma * sigma / 2) * timeStep;
value = value * Math.exp(increment);
}
for (var i = 0; i < steps + 1; i++) {
pathData.push(value);
var increment = random() * Math.sqrt(timeStep) * sigma + (mu - sigma * sigma / 2) * timeStep;
value = value * Math.exp(increment);
}
return pathData;
};
return pathData;
};
geometricBrownianMotion.period = function () {
if (!arguments.length) {
return period;
}
period = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.period = function () {
if (!arguments.length) {
return period;
}
period = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.steps = function () {
if (!arguments.length) {
return steps;
}
steps = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.steps = function () {
if (!arguments.length) {
return steps;
}
steps = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.mu = function () {
if (!arguments.length) {
return mu;
}
mu = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.mu = function () {
if (!arguments.length) {
return mu;
}
mu = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.sigma = function () {
if (!arguments.length) {
return sigma;
}
sigma = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.sigma = function () {
if (!arguments.length) {
return sigma;
}
sigma = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
geometricBrownianMotion.random = function () {
if (!arguments.length) {
return random;
}
random = arguments.length <= 0 ? undefined : arguments[0];
geometricBrownianMotion.random = function () {
if (!arguments.length) {
return random;
}
random = arguments.length <= 0 ? undefined : arguments[0];
return geometricBrownianMotion;
};
return geometricBrownianMotion;
};
}
return geometricBrownianMotion;
};
var createReboundMethod = (function (target, source, name) {
var method = source[name];
if (typeof method !== 'function') {
throw new Error('Attempt to rebind ' + name + ' which isn\'t a function on the source object');
}
return function () {
for (var _len = arguments.length, args = Array(_len), _key = 0; _key < _len; _key++) {
args[_key] = arguments[_key];
var createReboundMethod = (function (target, source, name) {
var method = source[name];
if (typeof method !== 'function') {
throw new Error('Attempt to rebind ' + name + ' which isn\'t a function on the source object');
}
return function () {
for (var _len = arguments.length, args = Array(_len), _key = 0; _key < _len; _key++) {
args[_key] = arguments[_key];
}
var value = method.apply(source, args);
return value === source ? target : value;
};
});
var value = method.apply(source, args);
return value === source ? target : value;
};
});
var createTransform = function createTransform(transforms) {
return function (name) {
return transforms.reduce(function (name, fn) {
return name && fn(name);
}, name);
var createTransform = function createTransform(transforms) {
return function (name) {
return transforms.reduce(function (name, fn) {
return name && fn(name);
}, name);
};
};
};
var rebindAll = (function (target, source) {
for (var _len = arguments.length, transforms = Array(_len > 2 ? _len - 2 : 0), _key = 2; _key < _len; _key++) {
transforms[_key - 2] = arguments[_key];
}
var rebindAll = (function (target, source) {
for (var _len = arguments.length, transforms = Array(_len > 2 ? _len - 2 : 0), _key = 2; _key < _len; _key++) {
transforms[_key - 2] = arguments[_key];
}
var transform = createTransform(transforms);
var _iteratorNormalCompletion = true;
var _didIteratorError = false;
var _iteratorError = undefined;
var transform = createTransform(transforms);
var _iteratorNormalCompletion = true;
var _didIteratorError = false;
var _iteratorError = undefined;
try {
for (var _iterator = Object.keys(source)[Symbol.iterator](), _step; !(_iteratorNormalCompletion = (_step = _iterator.next()).done); _iteratorNormalCompletion = true) {
var name = _step.value;
try {
for (var _iterator = Object.keys(source)[Symbol.iterator](), _step; !(_iteratorNormalCompletion = (_step = _iterator.next()).done); _iteratorNormalCompletion = true) {
var name = _step.value;
var result = transform(name);
if (result) {
target[result] = createReboundMethod(target, source, name);
var result = transform(name);
if (result) {
target[result] = createReboundMethod(target, source, name);
}
}
}
} catch (err) {
_didIteratorError = true;
_iteratorError = err;
} finally {
try {
if (!_iteratorNormalCompletion && _iterator.return) {
_iterator.return();
}
} catch (err) {
_didIteratorError = true;
_iteratorError = err;
} finally {
if (_didIteratorError) {
throw _iteratorError;
try {
if (!_iteratorNormalCompletion && _iterator.return) {
_iterator.return();
}
} finally {
if (_didIteratorError) {
throw _iteratorError;
}
}
}
}
return target;
});
return target;
});
function functor(v) {
return typeof v === 'function' ? v : function () {
return v;
};
}
function functor(v) {
return typeof v === 'function' ? v : function () {
return v;
};
}
var _typeof = typeof Symbol === "function" && typeof Symbol.iterator === "symbol" ? function (obj) {
return typeof obj;
} : function (obj) {
return obj && typeof Symbol === "function" && obj.constructor === Symbol && obj !== Symbol.prototype ? "symbol" : typeof obj;
};
var financial = function () {
var startDate = new Date();
var startPrice = 100;
var interval = d3Time.timeDay;
var intervalStep = 1;
var unitInterval = d3Time.timeYear;
var unitIntervalStep = 1;
var filter = null;
var volume = function volume() {
var normal = d3Random.randomNormal(1, 0.1);
return Math.ceil(normal() * 1000);
var _typeof = typeof Symbol === "function" && typeof Symbol.iterator === "symbol" ? function (obj) {
return typeof obj;
} : function (obj) {
return obj && typeof Symbol === "function" && obj.constructor === Symbol && obj !== Symbol.prototype ? "symbol" : typeof obj;
};
var gbm = geometricBrownianMotion();
var getOffsetPeriod = function getOffsetPeriod(date) {
var unitMilliseconds = unitInterval.offset(date, unitIntervalStep) - date;
return (interval.offset(date, intervalStep) - date) / unitMilliseconds;
};
function financial () {
var startDate = new Date();
var startPrice = 100;
var interval = d3Time.timeDay;
var intervalStep = 1;
var unitInterval = d3Time.timeYear;
var unitIntervalStep = 1;
var filter = null;
var volume = function volume() {
var normal = d3Random.randomNormal(1, 0.1);
return Math.ceil(normal() * 1000);
};
var gbm = geometricBrownianMotion();
var calculateOHLC = function calculateOHLC(start, price) {
var period = getOffsetPeriod(start);
var prices = gbm.period(period)(price);
var ohlc = {
date: start,
open: prices[0],
high: Math.max.apply(Math, prices),
low: Math.min.apply(Math, prices),
close: prices[gbm.steps()]
var getOffsetPeriod = function getOffsetPeriod(date) {
var unitMilliseconds = unitInterval.offset(date, unitIntervalStep) - date;
return (interval.offset(date, intervalStep) - date) / unitMilliseconds;
};
ohlc.volume = volume(ohlc);
return ohlc;
};
var getNextDatum = function getNextDatum(ohlc) {
var date = void 0,
price = void 0,
filtered = void 0;
do {
date = ohlc ? interval.offset(ohlc.date, intervalStep) : new Date(startDate.getTime());
price = ohlc ? ohlc.close : startPrice;
ohlc = calculateOHLC(date, price);
filtered = filter && !filter(ohlc);
} while (filtered);
return ohlc;
};
var calculateOHLC = function calculateOHLC(start, price) {
var period = getOffsetPeriod(start);
var prices = gbm.period(period)(price);
var ohlc = {
date: start,
open: prices[0],
high: Math.max.apply(Math, prices),
low: Math.min.apply(Math, prices),
close: prices[gbm.steps()]
};
ohlc.volume = volume(ohlc);
return ohlc;
};
var makeStream = function makeStream() {
var latest = void 0;
var stream = {};
stream.next = function () {
var ohlc = getNextDatum(latest);
latest = ohlc;
var getNextDatum = function getNextDatum(ohlc) {
var date = void 0,
price = void 0,
filtered = void 0;
do {
date = ohlc ? interval.offset(ohlc.date, intervalStep) : new Date(startDate.getTime());
price = ohlc ? ohlc.close : startPrice;
ohlc = calculateOHLC(date, price);
filtered = filter && !filter(ohlc);
} while (filtered);
return ohlc;
};
stream.take = function (numPoints) {
return stream.until(function (d, i) {
return !numPoints || numPoints < 0 || i === numPoints;
});
};
stream.until = function (comparison) {
var data = [];
var index = 0;
var ohlc = getNextDatum(latest);
var compared = comparison && !comparison(ohlc, index);
while (compared) {
data.push(ohlc);
var makeStream = function makeStream() {
var latest = void 0;
var stream = {};
stream.next = function () {
var ohlc = getNextDatum(latest);
latest = ohlc;
ohlc = getNextDatum(latest);
index += 1;
compared = comparison && !comparison(ohlc, index);
}
return data;
return ohlc;
};
stream.take = function (numPoints) {
return stream.until(function (d, i) {
return !numPoints || numPoints < 0 || i === numPoints;
});
};
stream.until = function (comparison) {
var data = [];
var index = 0;
var ohlc = getNextDatum(latest);
var compared = comparison && !comparison(ohlc, index);
while (compared) {
data.push(ohlc);
latest = ohlc;
ohlc = getNextDatum(latest);
index += 1;
compared = comparison && !comparison(ohlc, index);
}
return data;
};
return stream;
};
return stream;
};
var financial = function financial(numPoints) {
return makeStream().take(numPoints);
};
financial.stream = makeStream;
var financial = function financial(numPoints) {
return makeStream().take(numPoints);
};
financial.stream = makeStream;
if (typeof Symbol !== 'function' || _typeof(Symbol.iterator) !== 'symbol') {
throw new Error('d3fc-random-data depends on Symbol. Make sure that you load a polyfill in older browsers. See README.');
}
if (typeof Symbol !== 'function' || _typeof(Symbol.iterator) !== 'symbol') {
throw new Error('d3fc-random-data depends on Symbol. Make sure that you load a polyfill in older browsers. See README.');
}
financial[Symbol.iterator] = function () {
var stream = makeStream();
return {
next: function next() {
return {
value: stream.next(),
done: false
};
financial[Symbol.iterator] = function () {
var stream = makeStream();
return {
next: function next() {
return {
value: stream.next(),
done: false
};
}
};
};
financial.startDate = function () {
if (!arguments.length) {
return startDate;
}
startDate = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
};
financial.startPrice = function () {
if (!arguments.length) {
return startPrice;
}
startPrice = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.interval = function () {
if (!arguments.length) {
return interval;
}
interval = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.intervalStep = function () {
if (!arguments.length) {
return intervalStep;
}
intervalStep = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.unitInterval = function () {
if (!arguments.length) {
return unitInterval;
}
unitInterval = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.unitIntervalStep = function () {
if (!arguments.length) {
return unitIntervalStep;
}
unitIntervalStep = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.filter = function () {
if (!arguments.length) {
return filter;
}
filter = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.volume = function () {
if (!arguments.length) {
return volume;
}
volume = functor(arguments.length <= 0 ? undefined : arguments[0]);
return financial;
};
financial.startDate = function () {
if (!arguments.length) {
return startDate;
}
startDate = arguments.length <= 0 ? undefined : arguments[0];
rebindAll(financial, gbm);
return financial;
};
financial.startPrice = function () {
if (!arguments.length) {
return startPrice;
}
startPrice = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.interval = function () {
if (!arguments.length) {
return interval;
}
interval = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.intervalStep = function () {
if (!arguments.length) {
return intervalStep;
}
intervalStep = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.unitInterval = function () {
if (!arguments.length) {
return unitInterval;
}
unitInterval = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.unitIntervalStep = function () {
if (!arguments.length) {
return unitIntervalStep;
}
unitIntervalStep = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.filter = function () {
if (!arguments.length) {
return filter;
}
filter = arguments.length <= 0 ? undefined : arguments[0];
return financial;
};
financial.volume = function () {
if (!arguments.length) {
return volume;
}
volume = functor(arguments.length <= 0 ? undefined : arguments[0]);
return financial;
};
}
rebindAll(financial, gbm);
function skipWeekends (datum) {
var day = datum.date.getDay();
return !(day === 0 || day === 6);
}
return financial;
};
exports.randomFinancial = financial;
exports.randomGeometricBrownianMotion = geometricBrownianMotion;
exports.randomSkipWeekends = skipWeekends;
var skipWeekends = function (datum) {
var day = datum.date.getDay();
return !(day === 0 || day === 6);
};
Object.defineProperty(exports, '__esModule', { value: true });
exports.randomFinancial = financial;
exports.randomGeometricBrownianMotion = geometricBrownianMotion;
exports.randomSkipWeekends = skipWeekends;
Object.defineProperty(exports, '__esModule', { value: true });
})));
}));

8

CHANGELOG.md

@@ -6,2 +6,10 @@ # Change Log

<a name="3.0.9"></a>
## [3.0.9](https://github.com/d3fc/d3fc/compare/@d3fc/d3fc-random-data@3.0.8...@d3fc/d3fc-random-data@3.0.9) (2019-08-12)
**Note:** Version bump only for package @d3fc/d3fc-random-data
<a name="3.0.8"></a>

@@ -8,0 +16,0 @@ ## 3.0.8 (2019-05-28)

12

package.json
{
"name": "@d3fc/d3fc-random-data",
"version": "3.0.8",
"version": "3.0.9",
"description": "Components for generating random data series based on stochastic processes",

@@ -27,10 +27,8 @@ "license": "MIT",

"scripts": {
"bundle": "d3fc-scripts bundle",
"test": "d3fc-scripts test"
"bundle": "npx rollup -c ../../scripts/rollup.config.js",
"test": "npx jasmine --config=../../scripts/jasmine.json",
"lint": "npx eslint src/**/*.js"
},
"devDependencies": {
"@d3fc/d3fc-scripts": "^2.0.5"
},
"dependencies": {
"@d3fc/d3fc-rebind": "^5.0.7",
"@d3fc/d3fc-rebind": "^5.0.8",
"d3-random": "^1.0.0",

@@ -37,0 +35,0 @@ "d3-time": "^1.0.0"

.eslintrc.json
build/d3fc-random-data.min.js
LICENSE
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