28:null 29:["$","title",null,{"children":"Market Signals | Dennis Heihoff | Observable"}] 2e:T8e2,stockData = { let singleIn = (key, xform) => ({ ins: [key], xform }); let pocTx = period => tx.comp(txStats.roc(period), withLastTx((last, now) => now / last, 1)); const xf = resolveTx({ roc: singleIn("close", txStats.roc(pocWindow)), rocWmaV: singleIn("wmaV", txStats.roc(pocWindow)), pocWmaV: singleIn("wmaV", tx.comp(tx.filter(x => x), pocTx(pocWindow))), pocWmaVDeltaMul: singleIn( // determines local maxima and minima when crossing 0 "pocWmaV", tx.comp(tx.filter(x => x), deltaTx, mulTx()) ), pocExtrema: singleIn( "pocWmaVDeltaMul", tx.comp( tx.partition(2, 1), tx.map(([a, b]) => { if ((a > 0 && b < 0) || (b > 0 && a < 0)) return 0; }) ) ), pocExtremaInWindow: singleIn( "pocExtrema", tx.comp(tx.partition(5, 1), tx.map(exs => tx.some(ex => ex == 0, exs))) ), pocMinMax: singleIn( "pocWmaV", tx.comp(tx.partition(5, 1), tx.map(cs => [tx.min(cs), tx.max(cs)])) ), pocMinMaxDelta: singleIn( "pocMinMax", tx.comp(tx.filter(x => x), tx.map(([min, max]) => max - min)) ), pocDeltaAboveThreshold: { ins: ["pocExtremaInWindow", "pocMinMaxDelta", "close"], xform: tx.comp( tx.map(({ pocExtremaInWindow, pocMinMaxDelta, close }) => { if (pocMinMaxDelta > 0.2) return close; }) ) }, pocHmaV: singleIn("hmaV", tx.comp(tx.filter(x => x), pocTx(pocWindow))), // wma10: singleIn("close", txStats.wma(10)), // wma20: singleIn("close", txStats.wma(20)), wmaV: singleIn("close", txStats.wma(avgWindow)), // hma20: singleIn("close", txStats.hma(20)), hmaV: singleIn("close", txStats.hma(avgWindow)), pocTraceWmaV: singleIn( "wmaV", tx.comp(tx.filter(x => x), pocTraceTx(pocWindow)) ), vega: { ins: [ "close", "date", // "wma20", "wmaV", // "hma20", // "hmaV", "pocDeltaAboveThreshold", "roc", "pocWmaV", "rocWmaV", "pocWmaVDeltaMul", "pocHmaV", "pocTraceWmaV", "pocExtrema" ], xform: tx.map(vegaProjectObj) } }); const out = [...tx.iterator(xf, stockRequest)]; return out; }2f:T13d4,maViz = { await visibility(); return vega( { $schema: "https://vega.github.io/schema/vega-lite/v3.0.0-rc6.json", data: { values: stockData }, hconcat: [ { vconcat: [ { resolve: { scale: { y: "independent" } }, layer: [ { layer: [ makeLayer({ y: "pocWmaV", hideYAxisTitle: true, rightAxis: true }), makeLayer({ y: "rocWmaV", hideYAxisTitle: true, rightAxis: true }), // makeLayer({ // y: "pocWmaVDeltaMul", // hideYAxisTitle: true, // rightAxis: true // }), extrema ? makeLayer({ y: "pocExtrema", mark: "point", hideYAxisTitle: true, rightAxis: true // yDomain: [-0.2, 0.2] }) : null // makeLayer({ // y: "pocWmaVMul", // hideYAxisTitle: true, // rightAxis: true // // yDomain: [-0.2, 0.2] // }) // makeLayer({ // y: "pocHmaV", // rightAxis: true, // hideYAxisTitle: true, // xDomain: { selection: "brush" }, // yDomain: [-0.2, 0.2] // }) ].filter(x => x) }, { layer: [ makeLayer({ y: "wmaV", hideYAxisTitle: true }), makeLayer({ y: "pocTraceWmaV", hideYAxisTitle: true }), // makeLayer({ // y: "pocDeltaAboveThreshold", // mark: "point", // hideYAxisTitle: true // // rightAxis: true // // yDomain: [-0.2, 0.2] // }), // makeLayer({ // // COOL // y: "pocTracePocTraceWmaV", // hideYAxisTitle: true // }), makeLayer({ log: logScale, xDomain: { selection: "brush" } }) // makeLayer({ y: "hmaV", hideYAxisTitle: true }) ] } ] }, { mark: "line", selection: { brush: { type: "interval", encodings: ["x"] } }, width: 800, height: 40, encoding: { color: { field: "vega.close.type", type: "nominal", scale: { scheme: "rainbow" } }, x: { field: "date", type: "temporal" }, y: { field: "vega.close.value", type: "quantitative" } } }, { hconcat: [ { transform: [ { sort: [{ field: "vega.pocWmaV.value" }], window: [ { op: "count", field: "count", as: "cumulative_count" } ], frame: [null, 0] } ], mark: "area", encoding: { x: { field: "cumulative_count", type: "quantitative" }, y: { field: "vega.pocWmaV.value", type: "quantitative" } } }, { transform: [ { sort: [{ field: "vega.rocWmaV.value" }], window: [ { op: "count", field: "count", as: "cumulative_count" } ], frame: [null, 0] } ], mark: "area", encoding: { x: { field: "cumulative_count", type: "quantitative" }, y: { field: "vega.rocWmaV.value", type: "quantitative" } } } ] } ] } ] }, { theme: "dark" } ); }30:T714,// cvxViz = { // await visibility(); // const dateDomain = [stockData[0].date, last(stockData).date]; // return vega( // { // $schema: "https://vega.github.io/schema/vega-lite/v3.0.0-rc6.json", // data: { values: stockData }, // width: 800, // vconcat: [ // { // layer: [makeLayer({ y: "pocWmaV" }), makeLayer({ y: "pocHmaV" })] // }, // { // layer: [makeLayer({ y: "roc" })] //, yDomain: [-5, 5] // }, // { // // resolve: { scale: { y: "independent" } }, // encoding: { x: { axis: { title: "" } } }, // layer: [ // makeLayer({ y: "cvx5" }), // makeLayer({ y: "cvx10" }), // makeLayer({ y: "cvx30", hideYAxisTitle: true }), // makeLayer({ y: "cvx50" }), // makeLayer({ y: "cvx100" }) // ] // }, // { // width: 800, // transform: [ // { // sort: [{ field: "vega.cvx30.value" }], // window: [ // { // op: "valid", // field: "vega.cvx30.value", // as: "cumulative_count" // } // ], // frame: [null, 0] // } // ], // mark: "area", // encoding: { // color: { // field: "vega.cvx30.type", // type: "nominal" // }, // x: { // field: "vega.cvx30.value", // type: "quantitative" // }, // y: { // field: "cumulative_count", // type: "quantitative" // } // } // } // ] // }, // { theme: "dark" } // ); // }31:[] 2c:{"id":"91673905c661f959","slug":"market-signals","title":"Market Signals","thumbnail":"c1c8c3ade300f5f5c72ab4c657d2297e92f99921a3ab3a1618663de3804a5ac3","access_level":"public","create_time":"$D2018-11-01T16:01:02.760Z","update_time":"$D2020-03-14T21:54:58.202Z","view_time":null,"first_public_time":"$D2018-11-02T19:47:46.050Z","has_unpublished_edits":null,"fork":false,"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":1995,"publish_version":1995,"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":1,"collection":null,"type":"notebook","body":{"title":"Market Signals","cells":[{"id":0,"value":"md`# Market Signals`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":4,"value":"symbols = {\n let resp = await d3.json(\"https://api.iextrading.com/1.0/ref-data/symbols\");\n return resp.map(x => x.symbol);\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":718,"value":"mutable stockSym = \"AAPL\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":748,"value":"stockInfoObjMd = {\n await visibility();\n const mdObj = md`\\`\\`\\`\n${JSON.stringify(\n { symbol: stockSym, ...keeper, avgWindow, pocWindow },\n null,\n \"\\t\"\n )}\n\\`\\`\\``;\n return mdObj;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":742,"value":"notable = ({\n long: [\n {\n symbol: \"IGV\",\n mean: 13.366208496274544,\n wma: 11.63003344067588\n },\n {\n symbol: \"COPX\",\n mean: 1.93958497536074,\n wma: 2.6229219490444575\n },\n {\n symbol: \"EPAM\",\n mean: 2.5643748022160575,\n wma: 3.3936039940796987\n },\n {\n symbol: \"COWZ\",\n mean: 0.01078426179516162,\n wma: 0.008900889104930554,\n max: 0.07547984801368124,\n min: -0.04898564177398957,\n avgWindow: 45,\n pocWindow: 24\n },\n {\n symbol: \"AON\",\n mean: 0.018597406405714605,\n wma: 0.019954602437615293,\n max: 0.1818450312366887,\n min: -0.11753314989432252,\n avgWindow: 1,\n pocWindow: 26\n }\n ],\n short: []\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":665,"value":"keeper = {\n const d = stockData.filter(x => x.pocWmaV).map(x => x.pocWmaV);\n return {\n mean: mean(d),\n wma: [...txStats.wma(d.length, d)][0],\n max: tx.max(d),\n min: tx.min(d)\n };\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":735,"value":"{\n await visibility();\n const copy = md`\n\n### \\`${stockSym}\\` - ${company.companyName}\n**Industry:** ${company.industry} \n**Sector:** ${company.sector} \n**Description:** ${company.description}\n`;\n\n const logo = md`![logo](https://storage.googleapis.com/iex/api/logos/${stockSym}.png)`;\n\n return html`

${copy} ${logo}

`;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":337,"value":"stockRequest = d3.json(url)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1326,"value":"[...tx.filter(x => x.pocExtrema, stockData)]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":340,"value":"$2e","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":938,"value":"dateDomain = [stockData[0].date, last(stockData).date]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1366,"value":"quantInfo(stockData.map(x => x.close))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1369,"value":"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":936,"value":"makeLayer = ({\n x = \"date\",\n y = \"close\",\n mark = \"line\",\n height = 300,\n width = 800,\n xDomain = dateDomain,\n yDomain,\n hideYAxisTitle,\n rightAxis,\n log\n}) => ({\n width,\n height,\n mark: { type: mark, size: mark == \"circle\" ? 80 : undefined, opacity: 0.8 },\n transform: [{ filter: `datum.${y} != null` }],\n encoding: {\n color: {\n field: `vega.${y}.type`,\n type: \"nominal\",\n scale: { scheme: \"rainbow\" }\n },\n x: {\n field: `vega.${x}.value`,\n type: \"temporal\",\n scale: { domain: xDomain }\n },\n y: {\n field: `vega.${y}.value`,\n type: \"quantitative\",\n axis: {\n title: hideYAxisTitle ? \"\" : undefined,\n orient: rightAxis ? \"right\" : \"left\",\n grid: !!rightAxis\n },\n scale: { domain: yDomain, type: log ? \"log\" : undefined }\n }\n }\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1597,"value":"html`

\nCurrent: ${stockSym}\n ${viewof stockSymInput}\n${viewof randStockBtn}\n

`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1382,"value":"html`

\n${viewof logScale}\n${viewof extrema}\n${viewof avgWindow}\n${viewof pocWindow}\n

`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":356,"value":"$2f","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":944,"value":"$30","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":736,"value":"company = {\n // await visibility();\n const resp = await fetch(\n `https://api.iextrading.com/1.0/stock/${stockSym}/company`\n );\n return resp.json();\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":20,"value":"symbols.filter(x => !x.isEnabled)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1510,"value":"md`---`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1514,"value":"md`## Requires`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":26,"value":"d3 = require(\"d3-fetch@1\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":36,"value":"import {ws} from \"@den1k/ws\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":381,"value":"import {convexityTx, round, mean, pocTx, pocTraceTx, mulTx, deltaTx, quantInfo, withLastTx} from \"@den1k/quant-utils\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":181,"value":"import { resolveTx } from '@den1k/resolvetx'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":705,"value":"import {last, randNth, grabTx} from '@den1k/utils'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":225,"value":"import {addWatchVal} from '@den1k/atom-gen'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":369,"value":"import {button, file, text, slider, textarea, checkbox, select as inputSelect} from \"@jashkenas/inputs\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":790,"value":"import {vegaProjectObj} from '@den1k/vegautils'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":227,"value":"atom = require(\"https://bundle.run/@thi.ng/atom\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":193,"value":"mem = require(\"https://bundle.run/@thi.ng/memoize@0.2.4\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":183,"value":"tx = require(\"https://bundle.run/@thi.ng/transducers@2.2.1\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":185,"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":243,"value":"vega = require(\"vega-embed@3\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":580,"value":"paths = require(\"https://bundle.run/@thi.ng/paths\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":731,"value":"{\n randStockBtn;\n mutable stockSym = randNth(symbols);\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":334,"value":"url = `https://api.iextrading.com/1.0/stock/${stockSym.toLowerCase()}/chart/5y`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1494,"value":"md`## UI Elems`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1406,"value":"_styles = html``","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":723,"value":"mutStockSym = {\n mutable stockSym = stockSymInput;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":707,"value":"viewof randStockBtn = button({ value: \"rand stock\" })","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":332,"value":"viewof stockSymInput = text({\n placeholder: \"AAPL - Stock Symbol\",\n // description: \"Stock Symbol\",\n // value: stockSym,\n submit: \"Go\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1125,"value":"viewof pocWindow = slider({\n min: 1,\n max: 30,\n step: 1,\n value: 25,\n title: \"pocWindow\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1124,"value":"viewof avgWindow = slider({\n min: 1,\n max: 200,\n step: 1,\n value: 1,\n title: \"avgWindow\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1378,"value":"viewof extrema = checkbox({\n options: [{ label: \"Extrema?\" }]\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1183,"value":"viewof logScale = checkbox({\n options: [{ label: \"Log Scale?\" }]\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W31","stdlib":"1","titling":"auto"}} 2d:"$2c:body"