2d:null 2e:["$","title",null,{"children":"호기심 해결 in 주식시장KRX 포트폴리오 구성의 변수들 #2: 어떤 특성집합이 유효할까? | Humble Data Miner | Observable"}] 33:T32c4,viewof cur_item = { const mat_width = Math.floor(width*32/100); const mat_margin = {top:56,bottom:0,left:56,right:0}; const hist_margin = {top:10,bottom:20,left:30,right:4}; const pie_margin = {top:30,bottom:0,left:0,right:0}; const height = mat_width; const svg_pie = d3.create("svg").attr("viewBox", [0, 0, mat_width, height]); const h_x = d3.scaleLinear([h12m_data.bin_ex.min_y,h12m_data.bin_ex.max_y],[hist_margin.left,mat_width-hist_margin.right]); const h_b = d3.scaleBand(d3.range(dims.nbins),[hist_margin.left,mat_width-hist_margin.right]); const g_pie = svg_pie.append("g") .attr("transform",`translate(${(height-pie_margin.left-pie_margin.right)/2+pie_margin.left},${(height-pie_margin.top-pie_margin.bottom)/2+pie_margin.top})`); const g_pie_arc = g_pie.append("g"); const g_pie_txt1 = g_pie.append("g"); const g_pie_txt2 = g_pie.append("g"); const svg_mat = d3.create("svg").attr("viewBox", [0, 0, mat_width, height]); const mat_x = d3.scaleBand(d3.range(dims.topret.length), [mat_margin.left,mat_width]); const mat_y = d3.scaleBand(d3.range(dims.topmc.length), [mat_margin.top,height]); const kc_width = Math.floor(width*2/100); const svg_kc = d3.create("svg").attr("viewBox",[0,0,kc_width,height]); const topmc_slider = d3_slider.sliderLeft() .min(0).max(dims.topmc.length-1).step(1) .tickFormat(_=>'') .height(height-mat_margin.top-mat_y.bandwidth()) .value(dims.topmc.length-1) .fill("#eee") .on("onchange", (e) => { update(dims.topmc.length-1-topmc_slider.value(),topret_slider.value()); }); svg_mat.append("g") .attr("class","topmc_slider") .attr("transform",`translate(${mat_margin.left-5},${mat_margin.top+mat_y.bandwidth()/2})`) .call(topmc_slider); svg_mat.append("g").selectAll("text") .data(d3.range(dims.topmc.length)) .join("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#888") .attr("transform",i=>`translate(${mat_margin.left/2+4},${mat_y(i)+mat_y.bandwidth()/2-2}) rotate(-90)`) .text(i=>`${dims.topmc[i]}%`); svg_mat.append("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#444") .attr("transform",`translate(${16},${height/2+mat_margin.top/2-mat_margin.bottom/2}) rotate(-90)`) .text("일별 시가총액 상위 (%)"); const topret_slider = d3_slider.sliderTop() .min(0).max(dims.topret.length-1).step(1) .tickFormat(_=>'') .width(mat_width-mat_margin.left-mat_x.bandwidth()) .value(0) .fill("#eee") .on("onchange", (e) => { update(dims.topmc.length-1-topmc_slider.value(),topret_slider.value()); }); svg_mat.append("g") .attr("class","topmc_slider") .attr("transform",`translate(${mat_margin.left+mat_x.bandwidth()/2},${mat_margin.top-5})`) .call(topret_slider); svg_mat.append("g").selectAll("text") .data(d3.range(dims.topmc.length)) .join("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#888") .attr("transform",i=>`translate(${mat_x(i)+mat_x.bandwidth()/2+2},${mat_margin.top/2+2})`) .text(i=>`${dims.topret[i]}%`); svg_mat.append("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#444") .attr("transform",`translate(${mat_width/2+mat_margin.left/2-mat_margin.right/2},${14})`) .text("일별 수익률 상위 (%)"); svg_mat.append("g").selectAll("rect") .data(h12m_list) .join("rect") .attr("x",d=>mat_x(d.ic)+1).attr("y",d=>mat_y(d.ir)+1) .attr("width",mat_x.bandwidth()-1).attr("height",mat_y.bandwidth()-1) .attr("fill",d=>d3.interpolateTurbo(d.nkc)).attr("opacity",0.5) .append("title").text((d,i) =>`μ=${d.mu.toFixed(3)}\nσ=${d.sigma.toFixed(3)}\nKC=${d.kc.toFixed(3)}`); function get_pie_items(item) { return f_list.map(f=>({f:f,fn:fn_map[f],v:item[f]})); } const pie = d3.pie().sort(null).value(d => d.v); const mat_arc = d3.arc().innerRadius(mat_x.bandwidth()/5).outerRadius(mat_x.bandwidth()/2*0.9); const g_pies = svg_mat.append("g"); h12m_list.forEach(item=>{ const pie_items = get_pie_items(item.cont_all); g_pies.append("g") .attr("transform",`translate(${mat_x(item.ic)+mat_x.bandwidth()/2},${mat_y(item.ir)+mat_y.bandwidth()/2})`) .selectAll("path") .data(pie(pie_items)) .join("path") .attr("stroke","white") .attr("fill", d => d3.color(d3.schemeCategory10[d.index])) .attr("d",mat_arc); }); const g_box = svg_mat.append("rect") .attr("stroke","purple").attr("stroke-width",4).attr("fill","none") .attr("width",mat_x.bandwidth()).attr("height",mat_y.bandwidth()) .attr("visibility","hidden"); function ramp(color, n) { const canvas = DOM.canvas(n, 1); const context = canvas.getContext("2d"); canvas.style.margin = "0 -14px"; canvas.style.width = "calc(100% + 28px)"; canvas.style.height = "40px"; canvas.style.imageRendering = "-moz-crisp-edges"; canvas.style.imageRendering = "pixelated"; for (let i = 0; i < n; ++i) { context.fillStyle = color(i / (n - 1)); context.fillRect(i, 0, 1, 1); } return canvas; } svg_kc.append("image") .attr("transform",`translate(${0},${height-10}) rotate(-90)`) .attr("width", height/2-20) .attr("height", 20) .attr("preserveAspectRatio", "none") .attr("opacity",0.5) .attr("xlink:href", ramp(d3.interpolateTurbo,300).toDataURL()); svg_kc.append("text") .attr("text-anchor","middle").attr("dominant-baseline","auto").attr("font-size","10").attr("font-weight","bold").attr("fill",d3.interpolateTurbo(0)) .attr("x",kc_width/2-1).attr("y",height-1) .text(kc_ex[0].toFixed(2)); svg_kc.append("text") .attr("text-anchor","middle").attr("dominant-baseline","auto").attr("font-size","10").attr("font-weight","bold").attr("fill",d3.interpolateTurbo(1)) .attr("x",kc_width/2-1).attr("y",height/2+8) .text(kc_ex[1].toFixed(2)); svg_kc.append("text") .attr("text-anchor","middle").attr("dominant-baseline","auto").attr("font-size","10").attr("font-weight","bold").attr("fill","#444") .attr("x",kc_width/2-1).attr("y",height/2-4) .text("KC"); const g_pie_title1 = g_pie.append("text").attr("text-anchor","middle").attr("x",0).attr("y",-height/2).text(""); const g_pie_title2 = g_pie.append("text").attr("text-anchor","middle").attr("x",0).attr("y",-height/2+20).text(""); const g_pie_inner_title1 = g_pie.append("text").attr("text-anchor","middle").attr("dominant-baseline","auto").attr("dy",-2).text(""); const g_pie_inner_title2 = g_pie.append("text").attr("text-anchor","middle").attr("dominant-baseline","hanging").attr("dy",2).text(""); function update(ir,ic) { const item = h12m_data.mat[ir][ic]; g_box.attr("x",mat_x(ic)).attr("y",mat_y(ir)).attr("visibility","visible"); const div_diagram = d3.select("div.diagram"); div_diagram.selectAll("*").remove(); const diagram = mermaid`flowchart LR ds["재무,종목,지표,공시,가격 특성을 포함한\nKRX 1년 후 상대수익률 데이터셋\n(2018.05.16~2024.01.31;${h12m_data.ndays}일)"] mcfilt["일별 시가총액\n상위 ${dims.topmc[ir]}% 선별"] model["Boosted Decision Trees\n모델 학습 및 SHAP value 계산"] retfilt["일별 상대수익률\n상위 ${dims.topret[ic]}% 선별"] calc["최종 선별 종목의\n특성군별 영향력 합산"] cont(["재무=${to_perc(item.cont_all.fin)}\n종목=${to_perc(item.cont_all.stk)}\n지표=${to_perc(item.cont_all.idx)}\n공시=${to_perc(item.cont_all.rpt)}\n가변=${to_perc(item.cont_all.prc)}"]) ds--"${num_formatter.format(item.shape[0])} 레코드\n(${(item.shape[0]/h12m_data.ndays).toFixed(1)}/일)"-->mcfilt mcfilt--"${num_formatter.format(item.shape[1])} 레코드\n(${(item.shape[1]/h12m_data.ndays).toFixed(1)}/일)"-->model mcfilt--"${num_formatter.format(item.shape[1])} 레코드\n(${(item.shape[1]/h12m_data.ndays).toFixed(1)}/일)"-->retfilt model--"${num_formatter.format(item.shape[1])} 레코드\n(${(item.shape[1]/h12m_data.ndays).toFixed(1)}/일)"-->calc retfilt--"${num_formatter.format(item.shape[2])} 레코드\n(${(item.shape[2]/h12m_data.ndays).toFixed(1)}/일)"-->calc calc-->cont `; div_diagram.node().appendChild(diagram); const div_sclist = d3.select("div.sclist"); div_sclist.selectAll("*").remove(); const tbl = Inputs.table( item.cont_sc, { columns:['sc','sn'].concat(f_list).concat(['count']), header:{sc:'종목코드',sn:'종목명',fin:'재무',prc:'가변',idx:'지표',stk:'종목',rpt:'공시',count:'횟수'}, format:{fin:d=>`${Math.round(d*100)}%`,prc:d=>`${Math.round(d*100)}%`,idx:d=>`${Math.round(d*100)}%`,stk:d=>`${Math.round(d*100)}%`,rpt:d=>`${Math.round(d*100)}%`}, width:{sc:37,sn:55,count:25}, multiple:false, maxHeight:height, } ); div_sclist.node().appendChild(tbl); g_pie_title1.text(`일별 시가총액 상위 ${dims.topmc[ir]}%`); g_pie_title2.text(`일별 수익률 상위 ${dims.topret[ic]}%`); g_pie_inner_title1.text(`전체 발생 횟수`); g_pie_inner_title2.text(`${item.shape[2].toLocaleString()} 건`); function update_pie() { const [ir,ic] = [dims.topmc.length-1-topmc_slider.value(), topret_slider.value()]; const pie_items = get_pie_items(tbl.value ? tbl.value : h12m_data.mat[ir][ic].cont_all); const arc = d3.arc().innerRadius(height/5).outerRadius(height/2*0.85); const items = pie(pie_items); if(tbl.value) { g_pie_inner_title1.text(`${tbl.value.sn}`); g_pie_inner_title2.text(`${tbl.value.count.toLocaleString()} 건`); } function arcTween(a) { const i = d3.interpolate(this._current, a); this._current = i(0); return (t) => arc(i(t)); } function arcTweenPosX(a) { const i = d3.interpolate(this._current, a); this._current = i(0); return (t) => arc.centroid(i(t))[0]; } function arcTweenPosY(a) { const i = d3.interpolate(this._current, a); this._current = i(0); return (t) => arc.centroid(i(t))[1]; } function textTween(a) { const i = d3.interpolate(this._current, a); this._current = i(0); return (t) => `${(Math.round(i(t).value*1000)/10).toFixed(1)}%`; } g_pie_arc.selectAll("path") .data(items,d=>d.index) .join( enter => { enter.append("path") .attr("fill",d=>d3.schemeCategory10[d.index]).attr("stroke","white") .attr("d",arc) .each(function(d) { this._current = d; }); }, update => { update.transition().duration(1000) .attrTween("d",arcTween) }, exit => { exit.remove(); } ); g_pie_txt1.attr("fill","white").attr("font-size","small") .attr("text-anchor","middle").selectAll("text") .data(items,d=>d.index) .join(enter=>{ enter.append("text") .attr("x",d=>arc.centroid(d)[0]).attr("y",d=>arc.centroid(d)[1]).attr("dy",-2) .text((d,i)=>`${d.data.fn}`) .each(function(d) { this._current = d;}); },update=>{ update .transition().duration(1000).attrTween("x",arcTweenPosX).attrTween("y",arcTweenPosY); }, exit=>{exit.remove();} ); g_pie_txt2.attr("fill","white").attr("font-size","small") .attr("text-anchor","middle").attr("dominant-baseline","hanging").selectAll("text") .data(items,d=>d.index) .join(enter=>{ enter.append("text") .attr("x",d=>arc.centroid(d)[0]).attr("y",d=>arc.centroid(d)[1]).attr("dy",2) .text(d=>`${(Math.round(d.value*1000)/10).toFixed(1)}%`) .each(function(d) { this._current = d;}); },update=>{ update .transition().duration(1000) .attrTween("x",arcTweenPosX).attrTween("y",arcTweenPosY) .textTween(textTween); }, exit=>{exit.remove();} ); } update_pie(); tbl.addEventListener("input", (e) => { update_pie(); }); } const dom = html`

${svg_pie.node()}

${svg_mat.node()}

${svg_kc.node()}

`; yield dom; update(0,0); return Object.defineProperty( dom, "value", {get: () => h12m_data.mat[dims.topmc.length-1-topmc_slider.value()][topret_slider.value()]} ); }34:T66a,

## 해석 * **(1년 보유)** 주요 특성군의 특징 * ${make_flabel("fin")}: 구성하는 개별특성의 수가 많고 시총을 반영해 가변적인 특징 * ${make_flabel("stk")}: 고정된 하나의 종목그룹 특성이 지배적인 영향력 * **(1년 보유)** 투자 성향별 주요 특성군의 활용도 비교 * (시총 상위20% 이하) 대형주 위주의 투자 * 예측률이 높아 극소수(2~4) 종목에 투자한다면: ${make_flabel("fin")} ≫ ${make_flabel("stk")} * 예측률이 높지않아 여러(6~20) 종목에 투자한다면: ${make_flabel("fin")} ＞ ${make_flabel("stk")} * (시총 상위 70%~90%) KC 핫스팟에서 투자 * 투자종목의 수에 관계없이 ${make_flabel("fin")} ≫ ${make_flabel("stk")} * (시총 상위 100%) 모든 종목을 고려한 투자 * 투자종목의 수에 관계없이 ${make_flabel("fin")} ≫ ${make_flabel("stk")} * 예측률이 높아 소수(20~40) 종목에 투자한다면: ${make_flabel("stk")}의 활용↑ * **(1년 보유)** 주요 특성군의 전체적인 경향성 * 대형주(시총 상위 20%이하)는 상대수익률이 종목그룹에 크게 의존한다 * 중소형주(시총 상위 30%~100%)에서는 상대수익률이 높은 여러 종목그룹 혼재 * 여러 종목그룹이 섞인만큼 ${make_flabel("stk")}의 중요성이 낮고 * 그만큼 다른 특성 특히 ${make_flabel("fin")}의 영향력 상대적으로 증가35:Tc09,main_feature_chart = { const mat_width = Math.floor(width*32/100); const mat_margin = {top:35,bottom:0,left:35,right:0}; const height = mat_width; const svg_mat_fin = d3.create("svg").attr("viewBox", [0, 0, mat_width, height]); const svg_mat_stk = d3.create("svg").attr("viewBox", [0, 0, mat_width, height]); const mat_x = d3.scaleBand(d3.range(dims.topret.length), [mat_margin.left,mat_width]); const mat_y = d3.scaleBand(d3.range(dims.topmc.length), [mat_margin.top,height]); function fill_svg_mat(svg,grp) { const fi = f_list.indexOf(grp); const fv_ex = d3.extent(h12m_list.map(d=>d.cont_all[grp])); svg.append("g").selectAll("text") .data(d3.range(dims.topmc.length)) .join("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#888") .attr("transform",i=>`translate(${mat_margin.left/2+14},${mat_y(i)+mat_y.bandwidth()/2-2}) rotate(-90)`) .text(i=>`${dims.topmc[i]}%`); svg.append("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#444") .attr("transform",`translate(${16},${height/2+mat_margin.top/2-mat_margin.bottom/2}) rotate(-90)`) .text("일별 시가총액 상위 (%)"); svg.append("g").selectAll("text") .data(d3.range(dims.topmc.length)) .join("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#888") .attr("transform",i=>`translate(${mat_x(i)+mat_x.bandwidth()/2+2},${mat_margin.top/2+12})`) .text(i=>`${dims.topret[i]}%`); svg.append("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","11").attr("fill","#444") .attr("transform",`translate(${mat_width/2+mat_margin.left/2-mat_margin.right/2},${14})`) .text("일별 수익률 상위 (%)"); svg.append("g").selectAll("rect") .data(h12m_list) .join("rect") .attr("x",d=>mat_x(d.ic)+1).attr("y",d=>mat_y(d.ir)+1) .attr("width",mat_x.bandwidth()-1).attr("height",mat_y.bandwidth()-1) .attr("fill",d3.color(d3.schemeCategory10[fi]).darker()).attr("opacity",d=>(d.cont_all[grp]-fv_ex[0])/(fv_ex[1]-fv_ex[0])) .append("title").text((d,i) =>`${fn_map[grp]}=${to_perc(d.cont_all[grp])}`); svg.append("g").selectAll("text") .data(h12m_list) .join("text") .attr("text-anchor","middle").attr("dominant-baseline","middle").attr("font-size","0.75em") .attr("x",d=>mat_x(d.ic)+mat_x.bandwidth()/2).attr("y",d=>mat_y(d.ir)+mat_y.bandwidth()/2) .attr("fill","white").attr("class","shadow").attr("stroke","grey").attr("stroke-width","0.3px").attr("paint-order","stroke") .text(d=>to_perc(d.cont_all[grp]).replace('%','')); } fill_svg_mat(svg_mat_fin,"fin"); fill_svg_mat(svg_mat_stk,"stk"); const dom = html`

${svg_mat_fin.node()}

${svg_mat_stk.node()}

`; return dom; }36:[{"id":"16b31bc4506a393848791bb316f6b68ea61b04fde58ed12c966a7888e20db56fafaa92caece94e3982c5740d94fc8d83797e2eb9994d01301f6277f246bfad00","href":"https://static.observableusercontent.com/files/16b31bc4506a393848791bb316f6b68ea61b04fde58ed12c966a7888e20db56fafaa92caece94e3982c5740d94fc8d83797e2eb9994d01301f6277f246bfad00","name":"krx_return_heatmap_featcont_holding_12m_20180516_20250131@2.json","type":"application/json","lastModified":1740640288298.076,"size":1191446}] 31:{"id":"799ffcd48a9e8cbd","slug":"2025-krx-portfolio-variables-part-2","title":"호기심 해결 in 주식시장KRX 포트폴리오 구성의 변수들 #2: 어떤 특성집합이 유효할까?","thumbnail":"7b920feab68cb752bd8fe32680b650da59d31b1f4ae0ca760506ca47aa178125","access_level":"public","create_time":"$D2025-02-26T02:01:01.345Z","update_time":"$D2025-03-09T08:39:55.005Z","view_time":null,"first_public_time":"$D2025-03-04T06:41:04.448Z","has_unpublished_edits":null,"fork":false,"stars":0,"starred":false,"owner":{"type":"team","id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":"starter_2024"},"version":454,"publish_version":null,"role":null,"authored":false,"authors":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null}],"members":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null,"role":"editor"},{"type":"team","id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":"starter_2024","role":"editor"}],"comments":[],"custom_thumbnail":true,"trashed":false,"lapsed":null,"subscribed":null,"forks":0,"collection":null,"type":"notebook","body":{"title":"호기심 해결 in 주식시장KRX 포트폴리오 구성의 변수들 #2: 어떤 특성집합이 유효할까?","cells":[{"id":0,"value":"# 호기심 해결 in 주식시장
KRX 포트폴리오 구성의 변수들 #2: 어떤 특성집합이 유효할까?\n\n* **KOSPI 200? KRX 100? S&P 500?** 시가총액을 기준으로 종목 묶음을 형성\n* **KRX 시가총액 상위 몇 %**를 기준으로 **어떤 특성집합**이 더 투자에 유효할까?","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":389,"value":"---\n## 사전 지식\n* Shapley value\n * 머신러닝 모델에 입력을 바꿔가며 개별 특성의 출력에 대한 영향력을 계산\n * 자세한 사항은 다음을 참고\n * 예측모델의 생성: [개미투자공학 2장 확장판: 예측모델을 이용한 μ와 σ의 추정](https://observablehq.com/@humble-data-miner/mu-sigma-prediction-model-by-xgboost)\n * Boosted decision trees 이론적 배경: [짧은 머신러닝 안내서: Boosted Decision Trees](https://observablehq.com/@humble-data-miner/short-guide-to-ml-boosted-decision-trees)\n * Shapley value의 이론적 배경: [짧은 머신러닝 안내서: Shapley value](https://observablehq.com/@humble-data-miner/short-guide-to-ml-shapley-value)","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":43,"value":"---\n## 특성군별 영향력이 추가된 수익률 분석표\n\n* 데이터 집합\n * 수집 기간: 2018년 5월 16일 ~ 2024년 1월 31일\n * 종목 집합: 일 평균 ${Math.round(h12m_list[0].shape[0]/h12m_data.ndays)}개의 종목\n * **KOSPI, KOSDAQ**에서 현재 상장 중인 종목들\n * **결산월 12월**이며 **온전한 재무정보**를 금감원에 제출한 종목들\n * 결과 수익률: 매 거래일마다 각 종목에 발생한 **1년후 상대 수익률**\n * 상대 수익률: 기준 지수값의 상승,하락을 반영한 추가적인 이익,손실\n* 변수\n * 일별 시가총액 상위(%): 10%,20%, ... ,100%\n * 일별 수익률 상위(%): 1%,2%, ... ,10%\n* 5가지 특성군의 구성요소\n 1. ${make_flabel(\"fin\")}: (연간,분기 × 개별,연결) 기준의 자본/시총,매출/시총,순이익/시총 등등\n 2. ${make_flabel(\"stk\")}: 종목그룹, 거래소, 시가총액\n 3. ${make_flabel(\"idx\")}: 금 시세, 원유 시세, 콜금리, 국채금리 등등\n 4. ${make_flabel(\"rpt\")}: 정기 보고서 순번, 보고서 공시후 경과일, 보고서의 Benford Law 거리\n 5. ${make_flabel(\"prc\")}: (주, 월, 분기, 반기) 기간동안의 가격변동 합계","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":56,"value":"$33","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":294,"value":"$34","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":298,"value":"$35","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":440,"value":"---\n## 차례 (3부작 중 2부를 마치며)\n1. (시총 상위 %, 수익률 상위 %) → KC\n2. (시총 상위 %, 수익률 상위 %) → (KC, 주요 특성)\n3. (시총 상위 %, 수익률 상위 %, 보유 기간) → (KC, 주요 특성)","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":446,"value":"---\n## 부연설명 동영상\n\n","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":6,"value":"---\n## Appendix","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":15,"value":"raw_data = FileAttachment(\"krx_return_heatmap_featcont_holding_12m_20180516_20250131@2.json\").json()","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":19,"value":"num_data = raw_data.num","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":22,"value":"h12m_data = num_data[12]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":25,"value":"h12m_list = {\n const flat_list = h12m_data.mat.map((row,ir)=>row.map((item,ic)=>{ item[\"ir\"]=ir; item[\"ic\"]=ic; return item; })).flat();\n const [min_kc, max_kc] = [d3.min(flat_list,d=>d.kc),d3.max(flat_list,d=>d.kc)];\n flat_list.forEach(item=>{\n item.nkc = (item.kc-min_kc)/(max_kc-min_kc);\n item.cont_sc.forEach(d=>{d[\"sn\"] = sc_sn_map[d.sc];});\n });\n return flat_list;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":28,"value":"kc_ex = [d3.min(h12m_list,d=>d.kc),d3.max(h12m_list,d=>d.kc)]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":34,"value":"sc_sn_map = raw_data.names","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":122,"value":"f_list = [\"fin\",\"stk\",\"idx\",\"rpt\",\"prc\"]","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":126,"value":"fn_map = ({fin:\"재무정보\",stk:\"종목정보\",prc:\"가격변동\",idx:\"시장지표\",rpt:\"공시정보\"})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":401,"value":"function make_flabel(fg) {\n return html`${fn_map[fg]}`.cloneNode(true);\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":31,"value":"dims = num_data.dim","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":37,"value":"d3_slider=require(\"d3-simple-slider\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":40,"value":"num_formatter = Intl.NumberFormat('en', { notation: 'compact' });","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":320,"value":"function to_perc(f) { return `${(Math.round(f*1000)/10).toFixed(1)}%`; }","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":99,"value":"{\n // Create the SVG container.\n const svg = d3.create(\"svg\")\n .attr(\"width\",100).attr(\"height\",100)\n .attr(\"style\", \"max-width: 100%; height: auto; font: 10px sans-serif;\");\n\n const cont = Object.entries(h12m_list[0].cont_all);\n // Create the pie layout and arc generator.\n const pie = d3.pie()\n .sort(null)\n .value(d => d[1]);\n const arc = d3.arc()\n .innerRadius(20)\n .outerRadius(100/2);\n const arcs = pie(cont);\n\n svg.append(\"g\").attr(\"transform\",`translate(${100/2},${100/2})`).attr(\"stroke\", \"white\").selectAll(\"path\")\n .data(arcs)\n .join(\"path\")\n .attr(\"fill\", d => d3.color(d3.schemeCategory10[d.index]).brighter(1.3))\n .attr(\"d\", arc);\n\n return svg.node();\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":8,"value":"html`\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W36","stdlib":"1","titling":"auto"}} 32:"$31:body"