X-Git-Url: https://adrianiainlam.tk/git/?a=blobdiff_plain;f=datahandler%2Fbars-fractions.js;h=8594c07869f7732c609bbc774df7d47749bea0e7;hb=335011fd4473f55aaaceb69726d15e0063373149;hp=88c5ca6db7cf7be3c9bf733dc6d8c9ccac8c981e;hpb=a49c164ae4b251553a87517ef7d1dc57f3f2ad4c;p=dygraphs.git

diff --git a/datahandler/bars-fractions.js b/datahandler/bars-fractions.js
index 88c5ca6..8594c07 100644
--- a/datahandler/bars-fractions.js
+++ b/datahandler/bars-fractions.js
@@ -11,93 +11,103 @@
  */
 
 (function() {
-  /*global Dygraph:false */
-  "use strict";
 
-  var FractionsBarsHandler = Dygraph.DataHandler();
-  FractionsBarsHandler.prototype = Dygraph.DataHandlers.createHandler("bars");
-  Dygraph.DataHandlers.registerHandler("bars-fractions", FractionsBarsHandler);
-  // errorBars
-  FractionsBarsHandler.prototype.extractSeries = function(rawData, i, options) {
-    // TODO(danvk): pre-allocate series here.
-    var series = [];
-    var x, y, point, num, den, value, stddev, variance;
-    var mult = 100.0;
-    var sigma = options.get("sigma");
-    var logScale = options.get('logscale');
-    for ( var j = 0; j < rawData.length; j++) {
-      x = rawData[j][0];
-      point = rawData[j][i];
-      if (logScale && point !== null) {
-        // On the log scale, points less than zero do not exist.
-        // This will create a gap in the chart.
-        if (point[0] <= 0 || point[1] <= 0) {
-          point = null;
-        }
+/*global Dygraph:false */
+"use strict";
+
+/**
+ * @constructor
+ * @extends Dygraph.DataHandlers.BarsHandler
+ */
+Dygraph.DataHandlers.FractionsBarsHandler = function() {
+};
+
+var FractionsBarsHandler = Dygraph.DataHandlers.FractionsBarsHandler;
+FractionsBarsHandler.prototype = new Dygraph.DataHandlers.BarsHandler();
+
+/** @inheritDoc */
+FractionsBarsHandler.prototype.extractSeries = function(rawData, i, options) {
+  // TODO(danvk): pre-allocate series here.
+  var series = [];
+  var x, y, point, num, den, value, stddev, variance;
+  var mult = 100.0;
+  var sigma = options.get("sigma");
+  var logScale = options.get('logscale');
+  for ( var j = 0; j < rawData.length; j++) {
+    x = rawData[j][0];
+    point = rawData[j][i];
+    if (logScale && point !== null) {
+      // On the log scale, points less than zero do not exist.
+      // This will create a gap in the chart.
+      if (point[0] <= 0 || point[1] <= 0) {
+        point = null;
       }
-      // Extract to the unified data format.
-      if (point !== null) {
-        num = point[0];
-        den = point[1];
-        if (num !== null && !isNaN(num)) {
-          value = den ? num / den : 0.0;
-          stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
-          variance = mult * stddev;
-          y = mult * value;
-          // preserve original values in extras for further filtering
-          series.push([ x, y, [ y - variance, y + variance, num, den ] ]);
-        } else {
-          series.push([ x, num, [ num, num, num, den ] ]);
-        }
+    }
+    // Extract to the unified data format.
+    if (point !== null) {
+      num = point[0];
+      den = point[1];
+      if (num !== null && !isNaN(num)) {
+        value = den ? num / den : 0.0;
+        stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
+        variance = mult * stddev;
+        y = mult * value;
+        // preserve original values in extras for further filtering
+        series.push([ x, y, [ y - variance, y + variance, num, den ] ]);
       } else {
-        series.push([ x, null, [ null, null, null, null ] ]);
+        series.push([ x, num, [ num, num, num, den ] ]);
       }
+    } else {
+      series.push([ x, null, [ null, null, null, null ] ]);
     }
-    return series;
-  };
+  }
+  return series;
+};
 
-  FractionsBarsHandler.prototype.rollingAverage = function(originalData, rollPeriod,
-      options) {
-    rollPeriod = Math.min(rollPeriod, originalData.length);
-    var rollingData = [];
-    var sigma = options.get("sigma");
-    var wilsonInterval = options.get("wilsonInterval");
+/** @inheritDoc */
+FractionsBarsHandler.prototype.rollingAverage =
+    function(originalData, rollPeriod, options) {
+  rollPeriod = Math.min(rollPeriod, originalData.length);
+  var rollingData = [];
+  var sigma = options.get("sigma");
+  var wilsonInterval = options.get("wilsonInterval");
 
-    var low, high, i, stddev;
-    var num = 0;
-    var den = 0; // numerator/denominator
-    var mult = 100.0;
-    for (i = 0; i < originalData.length; i++) {
-      num += originalData[i][2][2];
-      den += originalData[i][2][3];
-      if (i - rollPeriod >= 0) {
-        num -= originalData[i - rollPeriod][2][2];
-        den -= originalData[i - rollPeriod][2][3];
-      }
+  var low, high, i, stddev;
+  var num = 0;
+  var den = 0; // numerator/denominator
+  var mult = 100.0;
+  for (i = 0; i < originalData.length; i++) {
+    num += originalData[i][2][2];
+    den += originalData[i][2][3];
+    if (i - rollPeriod >= 0) {
+      num -= originalData[i - rollPeriod][2][2];
+      den -= originalData[i - rollPeriod][2][3];
+    }
 
-      var date = originalData[i][0];
-      var value = den ? num / den : 0.0;
-      if (wilsonInterval) {
-        // For more details on this confidence interval, see:
-        // http://en.wikipedia.org/wiki/Binomial_confidence_interval
-        if (den) {
-          var p = value < 0 ? 0 : value, n = den;
-          var pm = sigma * Math.sqrt(p * (1 - p) / n + sigma * sigma / (4 * n * n));
-          var denom = 1 + sigma * sigma / den;
-          low = (p + sigma * sigma / (2 * den) - pm) / denom;
-          high = (p + sigma * sigma / (2 * den) + pm) / denom;
-          rollingData[i] = [ date, p * mult,
-              [ low * mult, high * mult ] ];
-        } else {
-          rollingData[i] = [ date, 0, [ 0, 0 ] ];
-        }
+    var date = originalData[i][0];
+    var value = den ? num / den : 0.0;
+    if (wilsonInterval) {
+      // For more details on this confidence interval, see:
+      // http://en.wikipedia.org/wiki/Binomial_confidence_interval
+      if (den) {
+        var p = value < 0 ? 0 : value, n = den;
+        var pm = sigma * Math.sqrt(p * (1 - p) / n + sigma * sigma / (4 * n * n));
+        var denom = 1 + sigma * sigma / den;
+        low = (p + sigma * sigma / (2 * den) - pm) / denom;
+        high = (p + sigma * sigma / (2 * den) + pm) / denom;
+        rollingData[i] = [ date, p * mult,
+            [ low * mult, high * mult ] ];
       } else {
-        stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
-        rollingData[i] = [ date, mult * value, 
-                           [ mult * (value - stddev), mult * (value + stddev) ] ];
+        rollingData[i] = [ date, 0, [ 0, 0 ] ];
       }
+    } else {
+      stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
+      rollingData[i] = [ date, mult * value, 
+                         [ mult * (value - stddev), mult * (value + stddev) ] ];
     }
+  }
+
+  return rollingData;
+};
 
-    return rollingData;
-  };
 })();