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Chart projected_performance
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| <!-- https://gist.github.com/4366741 --> | |
| <!-- http://bl.ocks.org/d/4366741/ --> | |
| <!DOCTYPE html> | |
| <meta charset="utf-8"> | |
| <style> | |
| body { | |
| font: 14px sans-serif; | |
| } | |
| #chart { | |
| font: 12px sans-serif; | |
| } | |
| .axis path, | |
| .axis line { | |
| fill: none; | |
| stroke: #000; | |
| stroke-width: 1.5px; | |
| shape-rendering: crispEdges; | |
| } | |
| /*.x.axis path { | |
| display: none; | |
| } | |
| */ | |
| .rect { | |
| fill: none; | |
| stroke: #000; | |
| stroke-width: 0px; | |
| } | |
| .line { | |
| fill: none; | |
| stroke: #000; | |
| stroke-width: 1.5px; | |
| stroke-dasharray: 9, 5; | |
| } | |
| </style> | |
| <body> | |
| <div id="chart"></div> | |
| <script src="http://d3js.org/d3.v3.js"></script> | |
| <script> | |
| var w = 940, | |
| h = 300, | |
| pad = 20, | |
| left_pad = 100; | |
| var svg = d3.select("#chart") | |
| .append("svg") | |
| .attr("width", w) | |
| .attr("height", h); | |
| var t_min = 0, | |
| t_max = 10, | |
| S_min = 50, | |
| S_max = 150, | |
| investment = 100;; | |
| var x = d3.scale.linear().domain([t_min, t_max]).range([left_pad, w-pad]), | |
| y = d3.scale.linear().domain([S_min, S_max]).range([h-pad*2, pad]); | |
| var xAxis = d3.svg.axis().scale(x), | |
| yAxis = d3.svg.axis().scale(y).orient("left"); | |
| svg.append("g") | |
| .attr("class", "axis") | |
| .attr("transform", "translate(0, "+(h-pad)+")") | |
| .call(xAxis); | |
| svg.append("g") | |
| .attr("class", "axis") | |
| .attr("transform", "translate("+(left_pad-pad)+", 0)") | |
| .call(yAxis); | |
| var color = d3.scale.linear() | |
| .domain([-1, 0, 1]) | |
| .range(["red", "white", "green"]); | |
| investment = 100; | |
| mu = 0.02; | |
| sigma = 7; | |
| prob = []; | |
| S_exp_a = []; | |
| d3.range(t_min+0.00001, t_max, 0.1).forEach(function(t){ | |
| S_exp = investment * Math.exp(mu*t); | |
| S_exp_a.push([t, S_exp]); | |
| d3.range(S_min, S_max, 0.1).forEach(function(S){ | |
| sig = sigma * Math.sqrt(t); | |
| density = 2/Math.sqrt(sig) * Math.exp(-0.5 * Math.pow((S-S_exp)/sig, 2)); | |
| if (S < investment) { | |
| density *= -1; | |
| } | |
| prob.push([t, | |
| S, | |
| density]); | |
| }); | |
| }); | |
| svg.selectAll("rect") | |
| .data(prob) | |
| .enter() | |
| .append("rect") | |
| .attr("class", "rect") | |
| .attr("x", function (d) { return x(d[0]); }) | |
| .attr("y", function (d) { return y(d[1]); }) | |
| .style("fill", function (d) { return color(d[2]); }) | |
| .attr("width", 10) | |
| .attr("height", 1); | |
| var line = d3.svg.line() | |
| .interpolate("basis") | |
| .x(function(d) { return x(d[0]); }) | |
| .y(function(d) { return y(d[1]); }) | |
| svg.append("svg:path") | |
| .attr("d", line(S_exp_a)) | |
| .attr('class', 'line'); | |
| </script> | |
| </body> | |
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