28:null 29:["$","title",null,{"children":"Config | Dennis Heihoff | Observable"}] 2e:T765,toVizXf = (label, xf) => { const closeXfMA = tx.comp(closeXf, xf); // close + hma return tx.comp( tx.multiplexObj({ type: tx.map(_ => label), date: tx.pluck(date), delta: tx.comp(closeXf, deltaXf), volatility: tx.comp( closeXfMA, tx.partition(2, 1), tx.map(([py, pt]) => pctChange(py, pt)), tx.partition(quantInfoWindow, 1), tx.map(xs => quantInfoFns.stdev(xs) * Math.sqrt(quantInfoWindow)), tx.map(x => ({ volatility: x })), tx.map(x => vegaProject(x)[0]) ), // window pctRtn: tx.comp( closeXfMA, tx.partition(quantInfoWindow, 1), tx.map(([py, ...pts]) => pctChange(py, pts[pts.length - 1])), tx.map(Math.abs), // tx.partition(quantInfoWindow, 1), // tx.map(quantInfoFns.mean), // tx.map(xs => quantInfoFns.mae(xs)), tx.map(x => ({ pctRtn: x })), tx.map(x => vegaProject(x)[0]) ), quantInfo: tx.comp( closeXf, // deltaRtnXf, // deltaXf, tx.partition(2, 1), tx.map(([py, pt]) => pctChange(py, pt)), tx.partition(quantInfoWindow, 1), tx.map(x => quantInfo(x, quantInfoKeysSelect)), tx.map(vegaProject) ), windowReturn: tx.comp( closeXfMA, tx.multiplex( tx.partition(returnWindowDays, 1), tx.comp(deltaXf, tx.partition(returnWindowDays, 1)) ), tx.map(([cls, dlts]) => { if (dlts) { const p0 = cls[0]; const pt = cls[cls.length - 1]; // return rtrn(p0, p0 + sum); return rtrn(p0, pt); } }) ), close: closeXfMA, isConvex: tx.comp(closeXf, xf, convexXf, namedXf("convex")), isConcave: tx.comp(closeXf, xf, concaveXf, namedXf("concave")) }) ); }2f:T6a6,currentData = { const closes = [...tx.iterator(tx.pluck("Close"), currentOHLC)]; const vizData = xforms.map(xf => [...tx.iterator(xf, currentOHLC)]); const market = ({ startClose, fromDate, toDate }) => { fromDate = new Date(fromDate); toDate = new Date(toDate); return [ { type: "market", close: startClose, date: fromDate }, { type: "market", close: compoundInterestWithPrincipal( startClose, 0.1, toDate.getFullYear() - fromDate.getFullYear() ), date: toDate } ]; }; const data = { minClose: tx.min(closes), maxClose: tx.max(closes), fromDateString: currentOHLC[0][date], toDateString: currentOHLC[currentOHLC.length - 1][date], fromDate: ({ fromDateString }) => new Date(fromDateString), toDate: ({ toDateString }) => new Date(toDateString), period: ({ fromDate, toDate }) => new Date(toDate - fromDate), periodFormatted: ({ period, fromDate, toDate }) => `${period.getFullYear() - 1970} years, ${period.getMonth()} months`, returns: [ ...tx.iterator( tx.comp( tx.partition(252), tx.map(([start, ...rest]) => pctChange(start, rest[rest.length - 1])) ), closes ) ], market: ({ toDate }) => [ ...tx.iterator( tx.comp( tx.partition(Math.floor(currentOHLC.length / 5), true), tx.map(xs => market({ startClose: xs[0][close], fromDate: xs[0][date], toDate: toDate }) ) ), currentOHLC ) ], combined: vizData }; return resolveMap.resolve(data); }30:T8b6,viewof quantInfoViz = { await visibility(); const makeLayer = ( labelPath, valPath, rightAxis = true, log = !rightAxis ) => ({ mark: "line", width: 800, encoding: { color: { field: labelPath, type: "nominal" }, x: { field: "date", type: "temporal", scale: { domain: { selection: "brush" } } }, y: { field: valPath, type: "quantitative", axis: rightAxis ? { orient: "right", grid: false } : {}, scale: log ? { type: "log" } : rightAxis ? { domain: [0, 200] } : {} } } }); const quantInfoLayers = tx.map( idx => makeLayer(`quantInfo[${idx}].type`, `quantInfo[${idx}].value`), tx.range(quantInfoKeys.length) ); const viz = vega( { $schema: "https://vega.github.io/schema/vega-lite/v3.0.0-rc6.json", description: "A simple bar chart with embedded data.", data: { values: currentData.combined[0] }, width: 800, vconcat: [ { resolve: { scale: { y: "independent" } }, layer: [ // ...quantInfoLayers, // makeLayer("volatility.type", "volatility.value"), makeLayer("pctRtn.type", "pctRtn.value"), makeLayer("type", "close", false) ] }, { layer: [ makeLayer("type", "close", false, false), // market ...tx.map(ohlc => { const l = makeLayer("type", "close", false, false); l.data = { values: ohlc }; l.scale = null; return l; }, currentData.market) ] }, { mark: "line", selection: { brush: { type: "interval", encodings: ["x"] } }, width: 800, height: 40, encoding: { color: { field: "type", type: "nominal", scale: { scheme: "rainbow" } }, x: { field: "date", type: "temporal" }, y: { field: "close", type: "quantitative" } } } ] // layer: [makeLayer(0)] }, { theme: "dark" } ); return viz; }31:Tda4,marketViz = { await visibility(); const [orig, ...averages] = currentData.combined; const vizCell = data => ({ width: 800 / (xforms.length == 2 ? 1 : 2), data: { values: data }, layer: [ { data: { values: orig }, mark: "line", encoding: { color: { field: "type", type: "nominal" }, x: { field: "date", type: "temporal", scale: { domain: { selection: "brush" } } }, y: { field: "close", type: "quantitative", scale: { type: "log" } } } }, { mark: { type: "line", opacity: 0.8 }, encoding: { color: { field: "type", type: "nominal" }, x: { field: "date", type: "temporal", scale: { domain: { selection: "brush" } }, axis: { title: data[0].type } }, y: { field: "close", type: "quantitative", scale: { type: "log" } } } }, { data: { values: data.filter( x => x.windowReturn > returnWindowVizUpperThreshold && x.isConvex ) // .map(x => { // x.isConvex = "convex"; // return x; // }) }, mark: { type: "point", size: 30, opacity: 0.8 }, encoding: { color: { field: "isConvex", type: "nominal" // value: "black" }, shape: { field: "isConvex", type: "nominal" }, x: { field: "date", type: "temporal", scale: { domain: { selection: "brush" } } }, y: { field: "close", type: "quantitative", scale: { type: "log" } } } }, { data: { values: data .filter( x => x.windowReturn < returnWindowVizLowerThreshold // && x.isConcave ) .map(x => { x.isConcave = "concave"; return x; }) }, mark: { type: "point", size: 30, opacity: 0.8 }, encoding: { color: { field: "isConcave", type: "nominal" // value: "black" }, shape: { field: "isConcave", type: "nominal" }, x: { field: "date", type: "temporal", scale: { domain: { selection: "brush" } } }, y: { field: "close", type: "quantitative", scale: { type: "log" } } } } ] }); const rows = [ ...tx.iterator( tx.comp( tx.map(vizCell), tx.partition(2, true), tx.map(row => ({ hconcat: row })) ), averages ) ]; return vega( { $schema: "https://vega.github.io/schema/vega-lite/v3.0.0-rc6.json", description: "A simple bar chart with embedded data.", data: { values: orig }, config: { legend: { title: false } }, vconcat: [ ...rows, { mark: "line", selection: { brush: { type: "interval", encodings: ["x"] } }, width: 800, height: 40, encoding: { color: { field: "type", type: "nominal", scale: { scheme: "rainbow" } }, x: { field: "date", type: "temporal" }, y: { field: "close", type: "quantitative" } } } ] } // { theme: "dark" } ); }32:T863,notes = { const objToNote = obj => { const { stockInfo, returnWindowDays, returnWindowVizLowerThreshold, returnWindowVizUpperThreshold, notes } = obj; const bullets = Object.entries(obj).map( ([k, v]) => k !== "notes" ? `- ${k}: ${v}` : `- notes ${notes}`); return `Stock: **${stockInfo}** ${Array.prototype.join.call(bullets, "\n")}`; }; const outMd = md`## Notes Stock: sah.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months - returnWindowDays: 10 - returnWindowVizLowerThreshold: 0.9 - returnWindowVizUpperThreshold: 1.6 Stock: camt.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months - returnWindowDays: 3 - returnWindowVizLowerThreshold: 0.8 - returnWindowVizUpperThreshold: 1.1 - see 2014 Stock: cnat.us.txt - 2013-07-25 - 2017-11-10 - 4 years, 3 months - returnWindowDays: 2 - returnWindowVizLowerThreshold: 0.95 - returnWindowVizUpperThreshold: 1.13 Stock: celgz.us.txt - 2010-10-19 - 2017-11-10 - 7 years, 0 months - returnWindowDays: 2 - returnWindowVizLowerThreshold: 0.95 - returnWindowVizUpperThreshold: 1.13 Stock: cbio.us.txt - 2006-04-11 - 2017-11-10 - 11 years, 7 months - returnWindowDays: 3 - returnWindowVizLowerThreshold: 0.95 - returnWindowVizUpperThreshold: 1.13 Stock: cci.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months - notable: outperforms market Stock: camt.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months - returnWindowDays: 5 - returnWindowVizLowerThreshold: 0.89 - returnWindowVizUpperThreshold: 1.22 Stock: cash.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months - returnWindowDays: 3 - returnWindowVizLowerThreshold: 0.89 - returnWindowVizUpperThreshold: 1.07 Stock: cma-ws.us.txt - 2010-08-23 - 2017-11-08 - 7 years, 2 months - returnWindowDays: 5 - returnWindowVizLowerThreshold: 0.8 - returnWindowVizUpperThreshold: 1.19 - notable: outperforms market Stock: chd.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months - slow and steady - outperforms market ${Array.prototype.join.call(notesArr.map(objToNote))} `; return html`

${outMd}

`; }33:[] 2c:{"id":"712d9c706d6e4eba","slug":"config","title":"Config","thumbnail":"fe405f6b7d76bf902daba1ee01ba79b6becae71a17ed4ac7c9a034d8c9abe6e6","access_level":"public","create_time":"$D2018-10-24T17:50:20.799Z","update_time":"$D2018-10-24T17:50:20.799Z","view_time":null,"first_public_time":"$D2018-10-24T17:50:24.410Z","has_unpublished_edits":null,"fork":{"id":"4cf9bdb389777eba","slug":"indexeddb","title":"Config","owner":{"id":"481998eabc291405","login":"den1k","name":"Dennis Heihoff"}},"stars":0,"starred":false,"owner":{"type":"team","id":"481998eabc291405","login":"den1k","name":"Dennis Heihoff","avatar_url":"https://avatars-next.observableusercontent.com/01c7b59b479200282bdc5770f3256e566b4c5ece8d31a0f959215f2d70f5d18d","tier":"starter_2024"},"version":2675,"publish_version":2675,"role":null,"authored":false,"authors":[{"type":"individual","id":"7f26a66ad2574ea9","login":"den1k","name":"Dennis Heihoff","avatar_url":"https://avatars-next.observableusercontent.com/01c7b59b479200282bdc5770f3256e566b4c5ece8d31a0f959215f2d70f5d18d","tier":null}],"members":[{"type":"individual","id":"7f26a66ad2574ea9","login":"den1k","name":"Dennis Heihoff","avatar_url":"https://avatars-next.observableusercontent.com/01c7b59b479200282bdc5770f3256e566b4c5ece8d31a0f959215f2d70f5d18d","tier":null,"role":"editor"}],"comments":[],"custom_thumbnail":false,"trashed":false,"lapsed":null,"subscribed":null,"forks":0,"collection":null,"type":"notebook","body":{"title":"Config","cells":[{"id":1457,"value":"md`## Config`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1462,"value":"// ohlcKeys\nmutable ohlcKeys = ({\n date: \"Date\",\n open: \"Open\",\n close: \"Close\",\n high: \"High\",\n low: \"Low\",\n volume: \"Volume\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1478,"value":"date = ohlcKeys.date","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1470,"value":"close = ohlcKeys.close","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":445,"value":"md`---\n### IndexedDB Setup`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":77,"value":"mutable db = null","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":82,"value":"mutable dbFilesStore = null","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":80,"value":"_setupDB = {\n const request = window.indexedDB.open(\"taleb\", 1);\n request.onsuccess = () => {\n mutable db = request.result;\n };\n request.onerror = () => console.log(\"Database failed to open\");\n request.onupgradeneeded = e => {\n console.log(\"updat\");\n const db = request.result;\n mutable dbFilesStore = db.createObjectStore(\"files\", {\n keyPath: \"name\",\n autoIncrement: true\n });\n // objectStore.createIndex(\"name\", \"name\", { unique: false });\n };\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":451,"value":"md`#### DB Utils`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":93,"value":"objectStore = storeName =>\n db.transaction([storeName], \"readwrite\").objectStore(storeName)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":119,"value":"put = (storeName, item) => {\n objectStore(storeName).put(item);\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":123,"value":"putMany = (storeName, items) => {\n const store = objectStore(storeName);\n console.log(\"data\", items);\n items.forEach(element => {\n store.put(element);\n });\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2631,"value":"md`---\n## Utils\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2633,"value":"randNth = coll => coll[Math.floor(Math.random() * coll.length)]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2646,"value":"randomSample(size, coll) => {\n [...ti.takeWhile(--size, ti.map(randNth, coll)]\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":711,"value":"md`---\n### Finance Utils`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":757,"value":"delta = (a, b) => b - a","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":724,"value":"// Returns return based on buy price (p0) and price today (pt).\nrtrn = (p0, pt) => pt / p0","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1799,"value":"pctChange = (py, pt) => ((pt - py) / py) * 100","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":731,"value":"// Returns return beyond buy price (p0) and price today (pt).\nadjRtrn = (p0, pt) => {\n let r = rtrn(p0, pt);\n return --r;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":741,"value":"// Multiplicant of price today (pt) to achieve delta.\ngrowth = (pt, ptm) => delta(pt, ptm) / pt","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":752,"value":"// Ratio of delta relative to price today (pt).\nincrease = (py, pt) => (pt - py) / pt","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":944,"value":"isIncreasing = ([p1,p2]) => p1 < p2","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":949,"value":"isDecreasing = ([p1, p2]) => p1 > p2","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":920,"value":"isConvex = ([p1, p2, p3]) => delta(p1, p2) < delta(p2, p3)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":925,"value":"isConcave = ([p1, p2, p3]) => delta(p1, p2) > delta(p2, p3)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":962,"value":"md`#### Finance Util xforms`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1280,"value":"deltaXf = tx.comp(tx.partition(2, 1), tx.map(([p1, p2]) => delta(p1, p2)))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1737,"value":"deltaRtnXf = tx.comp(\n tx.partition(2, 1),\n tx.map(([p1, p2]) => delta(p1, p2) / ((p1 + p2) / 2))\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1192,"value":"namedXf = name => tx.map(x => x && name)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":965,"value":"convexXf = tx.comp(tx.partition(3, 1), tx.map(isConvex))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1384,"value":"concaveXf = tx.comp(tx.partition(3, 1), tx.map(isConcave))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1243,"value":"incrXf = tx.comp(tx.partition(2, 1), tx.map(isIncreasing))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":738,"value":"md`---\n### UI\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":102,"value":"viewof uploadFiles = file({\n title: \"Upload Files\",\n description: \"Upload CSV files\",\n accept: \".txt, .csv\",\n multiple: true\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":132,"value":"uploadFiles","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":109,"value":"uploadFiles.length > 0 &&\n putMany(\"files\", [...uploadFiles]) &&\n \"Transacted Files to DB\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":154,"value":"select = storeName => {\n const res = [];\n return new Promise((resolve, reject) => {\n db\n .transaction(storeName)\n .objectStore(storeName)\n .openCursor().onsuccess = function(event) {\n const cursor = event.target.result;\n if (cursor) {\n res.push(cursor.value);\n cursor.continue();\n } else {\n resolve(res);\n }\n };\n });\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":152,"value":"mutable files = select(\"files\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":278,"value":"mutable currentFile = null","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2200,"value":"currentStockSymbol = currentFile.name\n .split(\".\")[0]\n .split(\"-\")[0]\n .toUpperCase()","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":342,"value":"currentOHLC = new Promise(\n (resolve, reject) =>\n currentFile &&\n csv.parse(currentFile, {\n dynamicTyping: true,\n header: true,\n complete: json => {\n // ohlc.next(json.data);\n json.data.pop(); // last value oftentimes missing data\n resolve(json.data);\n },\n error: json => reject(new Error(json))\n })\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1480,"value":"closeXf = tx.pluck(close)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1618,"value":"vegaProject = obj => {\n {\n const out = [];\n Object.entries(obj).forEach(([k, v]) => out.push({ type: k, value: v }));\n return out;\n }\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1265,"value":"$2e","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1986,"value":"xformsMap = ({\n // orig: toVizXf(\"orig\", tx.identity),\n hma10: toVizXf(\"hma10\", txStats.hma(10)),\n hma20: toVizXf(\"hma20\", txStats.hma(20)),\n hma30: toVizXf(\"hma30\", txStats.hma(30))\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1999,"value":"xforms = xformsSelect.reduce((out, k) => (out.push(xformsMap[k]), out), [\n toVizXf(\"orig\", tx.identity),\n toVizXf(\"hma\" + hmaPeriod, txStats.hma(hmaPeriod))\n])","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2535,"value":"md`## currentData`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":349,"value":"$2f","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1586,"value":"[...tx.iterator(tx.comp(tx.drop(200), tx.take(10)), currentData.combined[0])]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1741,"value":"md`\n### Notes\n\n- deltaRtnXf works nicely with variance ad a 2 day window; good to identify abrupt changes\n- window of \\`2\\` and \\`varianceRatio > 0.2\\` = **BIG** move\n- **TODO** turn into signal for abrupt market changes\n- **TODO**: increase vs convex / decrease vs concace\n- **TODO**: sectors over time: https://www.alphavantage.co/query?function=SECTOR&apikey=demo\n- **TODO**: yearly return\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1703,"value":"quantInfoKeysSelect","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":186,"value":"fileList = {\n const filteredFiles =\n (searchInput &&\n new fuse(files, {\n minMatchCharLength: 3,\n keys: [\"name\"],\n shouldSort: true\n }).search(searchInput)) ||\n files;\n\n const fileList = [\n \"div\",\n { style: { height: \"300px\", overflow: \"auto\" } },\n filteredFiles.length\n ? [\n \"ul\",\n ...filteredFiles.map(fl => [\n \"li\",\n {\n onclick: e => (mutable currentFile = fl),\n style: { \"font-weight\": currentFile == fl ? \"bold\" : \"normal\" }\n },\n fl.name\n ])\n ]\n : [\"span\", searchInput ? \"no search results\" : \"no files\"]\n ];\n hdomify(fileList, fileListRootNode);\n return filteredFiles;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":262,"value":"viewof searchInput = text({\n title: \"Search Files\",\n placeholder: \"Filename\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":481,"value":"fileListRootNode = document.createElement(\"div\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1698,"value":"viewof quantInfoKeysSelect = inputSelect({\n options: quantInfoKeys,\n multiple: true\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1694,"value":"viewof quantInfoWindow = slider({\n min: 2,\n max: 50,\n step: 1,\n value: 2,\n title: \"quantInfoWindow\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1597,"value":"$30","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2079,"value":"viewof randStockButton = button({ value: \"Pick random stock\" })","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2095,"value":"{\n randStockButton;\n const next = files[Math.floor(Math.random() * files.length)];\n mutable currentFile = next;\n return next;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":646,"value":"stockInfo = md`**${currentFile.name}** - ${currentData.fromDateString} - ${\n currentData.toDateString\n} - ${currentData.periodFormatted}`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2208,"value":"{\n const copy = md`\n\n### \\`${currentStockSymbol}\\` - ${company.companyName}\n**Industry:** ${company.industry} \n**Sector:** ${company.sector} \n**Description:** ${company.description}\n`;\n\n const logo = md`![logo](https://storage.googleapis.com/iex/api/logos/${currentStockSymbol}.png)`;\n\n return html`

${copy} ${logo}

`;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2191,"value":"news = {\n // await visibility()\n const resp = await fetch(\n `https://api.iextrading.com/1.0/stock/${currentStockSymbol}/news`\n );\n return resp.json();\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2017,"value":"viewof xformsSelect = inputSelect({\n options: [\"hma10\", \"hma20\", \"hma30\"],\n multiple: true\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1347,"value":"viewof returnWindowControls = html`

\n${viewof hmaPeriod} ${viewof returnWindowDays}\n

\n${viewof returnWindowVizLowerThreshold} ${viewof returnWindowVizUpperThreshold}\n

`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":772,"value":"$31","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2384,"value":"viewof stockNotes = textarea({\n title: \"Notes\",\n spellcheck: true,\n width: \"100%\",\n rows: 5\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2361,"value":"stockInfoObj = {\n const out = {\n stockSymbol: currentStockSymbol,\n fileName: currentFile.name,\n stockInfo: stockInfo.innerText,\n returnWindowDays,\n returnWindowVizLowerThreshold,\n returnWindowVizUpperThreshold\n };\n if (stockNotes) out.notes = stockNotes;\n return out;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1487,"value":"stockInfoObjMd = {\n await visibility();\n const mdObj = md`\\`\\`\\`\n${JSON.stringify(stockInfoObj, null, \"\\t\")}\n\\`\\`\\``;\n return mdObj;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2398,"value":"notesArr = [\n {\n stockSymbol: \"CAMP\",\n fileName: \"camp.us.txt\",\n stockInfo: \"camp.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months\",\n returnWindowDays: 5,\n returnWindowVizLowerThreshold: 0.8,\n returnWindowVizUpperThreshold: 1.19,\n notes: \"- started outperforming the market in 2012\"\n },\n {\n \"stockSymbol\": \"MPWR\",\n \"fileName\": \"mpwr.us.txt\",\n \"stockInfo\": \"mpwr.us.txt - 2005-02-25 - 2017-11-10 - 12 years, 8 months\",\n \"returnWindowDays\": 5,\n \"returnWindowVizLowerThreshold\": 0.8,\n \"returnWindowVizUpperThreshold\": 1.19,\n \"notes\": \"- outperforms market\"\n}\n]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2486,"value":"html`${json2table(notesArr, [\"stockSymbol\", \"notes\"])}`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1502,"value":"$32","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2198,"value":"company = {\n // await visibility();\n const resp = await fetch(\n `https://api.iextrading.com/1.0/stock/${currentStockSymbol}/company`\n );\n return resp.json();\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":281,"value":"function hdomify(root, rootNode) {\n const tree = hdom.normalizeTree({}, root);\n\n if (rootNode._tree) {\n hdom.diffTree({}, hdom.DEFAULT_IMPL, rootNode, rootNode._tree, tree, 0);\n } else {\n hdom.renderOnce(root, { root: rootNode });\n }\n rootNode._tree = tree;\n return rootNode;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2548,"value":"md`---\n# requires`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":200,"value":"hdom = require(\"https://bundle.run/@thi.ng/hdom\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":658,"value":"resolveMap = require(\"https://bundle.run/@thi.ng/resolve-map@3.0.7\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":205,"value":"tx = require(\"https://bundle.run/@thi.ng/transducers\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2540,"value":"ti = require(\"https://bundle.run/@thi.ng/iterators\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2532,"value":"import {resolveTx} from '@den1k/resolvetx'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":338,"value":"txStats = require(\"https://bundle.run/@thi.ng/transducers-stats\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":340,"value":"csv = require(\"https://bundle.run/papaparse\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":101,"value":"import {button, file, text, slider, textarea, select as inputSelect} from \"@jashkenas/inputs\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1668,"value":"import { quantInfo, quantInfoKeys, quantInfoFns, compoundInterestWithPrincipal } from \"@den1k/quant-utils\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":250,"value":"fuse = require(\"https://bundle.run/fuse.js\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":900,"value":"vega = require(\"vega-embed@3\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2483,"value":"import {json2table} from \"@den1k/json2table\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2625,"value":"md`---\n## UI comps rendered elsewhere`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1366,"value":"viewof returnWindowDays = slider({\n min: 1,\n max: 50,\n step: 1,\n value: 5,\n title: \"returnWindowDays\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1370,"value":"viewof returnWindowVizUpperThreshold = slider({\n min: 0.5,\n max: 5,\n step: 0.03,\n value: 1.2,\n title: \"returnWindowVizUpperThreshold\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1388,"value":"viewof returnWindowVizLowerThreshold = slider({\n min: 0.2,\n max: 1.5,\n step: 0.03,\n value: 0.8,\n title: \"returnWindowVizLowerThreshold\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1380,"value":"viewof hmaPeriod = slider({\n min: 3,\n max: 100,\n step: 1,\n value: 5,\n title: \"hmaPeriod\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W33","stdlib":"1","titling":"auto"}} 2d:"$2c:body"