// Regression test for http://code.google.com/p/dygraphs/issues/detail?id=392
errorBarsTestCase.prototype.testRollingAveragePreservesNaNs = function() {
var graph = document.getElementById("graph");
- var g = new Dygraph(graph,
- [
+ var data =
+ [
[1, [null, null], [3,1]],
[2, [2, 1], [null, null]],
[3, [null, null], [5,1]],
[6, [NaN, NaN], [null, null]],
[8, [8, 1], [null, null]],
[10, [10, 1], [null, null]]
- ]
- , {
+ ];
+ var g = new Dygraph(graph, data,
+ {
labels: ['x', 'A', 'B' ],
connectSeparatedPoints: true,
drawPoints: true,
}
);
- var in_series = [
- [1, [null, null]],
- [2, [2, 1]],
- [3, [null, null]],
- [4, [4, 0.5]],
- [5, [null, null]],
- [6, [NaN, NaN]],
- [8, [8, 1]],
- [10, [10, 1]]
- ];
- assertEquals(null, in_series[4][1][0]);
- assertEquals(null, in_series[4][1][1]);
- assertNaN(in_series[5][1][0]);
- assertNaN(in_series[5][1][1]);
-
- var out_series = g.rollingAverage(in_series, 1);
- assertNaN(out_series[5][1][0]);
- assertNaN(out_series[5][1][1]);
- assertNaN(out_series[5][1][2]);
- assertEquals(null, out_series[4][1][0]);
- assertEquals(null, out_series[4][1][1]);
- assertEquals(null, out_series[4][1][1]);
+ var in_series = g.dataHandler_.extractSeries(data, 1, g.attributes_);
+
+ assertEquals(null, in_series[4][1]);
+ assertEquals(null, in_series[4][2][0]);
+ assertEquals(null, in_series[4][2][1]);
+ assertNaN(in_series[5][1]);
+ assertNaN(in_series[5][2][0]);
+ assertNaN(in_series[5][2][1]);
+
+ var out_series = g.dataHandler_.rollingAverage(in_series, 1, g.attributes_);
+ assertNaN(out_series[5][1]);
+ assertNaN(out_series[5][2][0]);
+ assertNaN(out_series[5][2][1]);
+ assertEquals(null, out_series[4][1]);
+ assertEquals(null, out_series[4][2][0]);
+ assertEquals(null, out_series[4][2][1]);
};
customBars: true,
labels: ['x', 'A']
};
- var data1 = [ [1, [1, 10, 20]] ];
- var data2 = [ [1, [1, 10, 20]],
- [2, [1, 20, 30]],
+ var data1 = [ [1, 10, [1, 20]] ];
+ var data2 = [ [1, 10, [1, 20]],
+ [2, 20, [1, 30]],
];
var graph = document.getElementById("graph");
- var g = new Dygraph(graph, data1, opts);
+ var g = new Dygraph(graph, data2, opts);
- var rolled1 = g.rollingAverage(data1, 1);
- var rolled2 = g.rollingAverage(data2, 1);
+ var rolled1 = g.dataHandler_.rollingAverage(data1, 1, g);
+ var rolled2 = g.dataHandler_.rollingAverage(data2, 1, g);
assertEquals(rolled1[0], rolled2[0]);
};
+
+rollingAverageTestCase.prototype.testRollCustomBars = function() {
+ var opts = {
+ customBars: true,
+ rollPeriod: 2,
+ labels: ['x', 'A']
+ };
+ var data = [ [1, [1, 10, 20]],
+ [2, [1, 20, 30]],
+ [3, [1, 30, 40]],
+ [4, [1, 40, 50]]
+ ];
+
+ var graph = document.getElementById("graph");
+ var g = new Dygraph(graph, data, opts);
+ var rolled = this.getRolledData(g, data, 1, 2);
+ assertEquals([1, 10, [1, 20]], rolled[0]);
+ assertEquals([2, 15, [1, 25]], rolled[1]);
+ assertEquals([3, 25, [1, 35]], rolled[2]);
+ assertEquals([4, 35, [1, 45]], rolled[3]);
+};
+
+rollingAverageTestCase.prototype.testRollErrorBars = function() {
+ var opts = {
+ errorBars: true,
+ rollPeriod: 2,
+ labels: ['x', 'A']
+ };
+ var data = [ [1, [10, 1]],
+ [2, [20, 1]],
+ [3, [30, 1]],
+ [4, [40, 1]]
+ ];
+
+ var graph = document.getElementById("graph");
+ var g = new Dygraph(graph, data, opts);
+ var rolled = this.getRolledData(g, data, 1, 2);
+ assertEquals([1, 10, [8, 12]], rolled[0]);
+
+ // variance = sqrt( pow(error) * rollPeriod)
+ var variance = Math.sqrt(2);
+ for (var i=1;i<data.length;i++) {
+ var value = data[i][1][0] - 5;
+ assertEquals("unexpected rolled average", value, rolled[i][1]);
+ assertEquals("unexpected rolled min", value - variance, rolled[i][2][0]);
+ assertEquals("unexpected rolled max", value + variance, rolled[i][2][1]);
+ }
+};
+
+rollingAverageTestCase.prototype.testRollFractions = function() {
+ var opts = {
+ fractions: true,
+ rollPeriod: 2,
+ labels: ['x', 'A']
+ };
+ var data = [ [1, [1, 10]],
+ [2, [2, 10]],
+ [3, [3, 10]],
+ [4, [4, 10]]
+ ];
+
+ var graph = document.getElementById("graph");
+ var g = new Dygraph(graph, data, opts);
+ var rolled = this.getRolledData(g, data, 1, 2);
+ assertEquals([1, 10], rolled[0]);
+ assertEquals([2, 15], rolled[1]);
+ assertEquals([3, 25], rolled[2]);
+ assertEquals([4, 35], rolled[3]);
+};
+
+rollingAverageTestCase.prototype.testRollFractionsBars = function() {
+ var opts = {
+ fractions: true,
+ errorBars: true,
+ wilsonInterval: false,
+ rollPeriod: 2,
+ labels: ['x', 'A']
+ };
+ var data = [ [1, [1, 10]],
+ [2, [2, 10]],
+ [3, [3, 10]],
+ [4, [4, 10]]
+ ];
+
+ var graph = document.getElementById("graph");
+ var g = new Dygraph(graph, data, opts);
+ var rolled = this.getRolledData(g, data, 1, 2);
+
+ // precalculated rounded values expected
+ var values = [10, 15, 25, 35];
+ var lows = [-9, -1, 6, 14];
+ var highs = [29, 31, 44, 56];
+
+ for (var i=0;i<data.length;i++) {
+ assertEquals("unexpected rolled average", values[i], Math.round(rolled[i][1]));
+ assertEquals("unexpected rolled min", lows[i], Math.round(rolled[i][2][0]));
+ assertEquals("unexpected rolled max", highs[i], Math.round(rolled[i][2][1]));
+ }
+};
+
+rollingAverageTestCase.prototype.testRollFractionsBarsWilson = function() {
+ var opts = {
+ fractions: true,
+ errorBars: true,
+ wilsonInterval: true,
+ rollPeriod: 2,
+ labels: ['x', 'A']
+ };
+ var data = [ [1, [1, 10]],
+ [2, [2, 10]],
+ [3, [3, 10]],
+ [4, [4, 10]]
+ ];
+
+ var graph = document.getElementById("graph");
+ var g = new Dygraph(graph, data, opts);
+ var rolled = this.getRolledData(g, data, 1, 2);
+
+ //precalculated rounded values expected
+ var values = [10, 15, 25, 35];
+ var lows = [2, 5, 11, 18];
+ var highs = [41, 37, 47, 57];
+
+ for (var i=0;i<data.length;i++) {
+ assertEquals("unexpected rolled average", values[i], Math.round(rolled[i][1]));
+ assertEquals("unexpected rolled min", lows[i], Math.round(rolled[i][2][0]));
+ assertEquals("unexpected rolled max", highs[i], Math.round(rolled[i][2][1]));
+ }
+};
+
+rollingAverageTestCase.prototype.getRolledData = function(g, data, seriesIdx, rollPeriod){
+ var options = g.attributes_;
+ return g.dataHandler_.rollingAverage(g.dataHandler_.extractSeries(data, seriesIdx, options), rollPeriod, options);
+};
- plugins/legend.js
- plugins/range-selector.js
+Datahandler:
+- datahandler/bars-custom.js
+- datahandler/bars-error.js
+- datahandler/bars-fractions.js
+- datahandler/bars.js
+- datahandler/datahandler.js
+- datahandler/default-fractions.js
+- datahandler/default.js
+
Here's a command that can be used to build dygraphs using the closure
compiler:
java -jar ../../closure-compiler-read-only/build/compiler.jar --js=dygraph-utils.js --js=dashed-canvas.js --js=dygraph-options-reference.js --js=dygraph-tickers.js --js=dygraph-gviz.js --js=dygraph-options.js --js_output_file=/tmp/out.js --compilation_level ADVANCED_OPTIMIZATIONS --warning_level VERBOSE --externs dygraph-externs.js
--- /dev/null
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview DataHandler implementation for the custom bars option.
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ */
+
+(function() {
+
+/*global Dygraph:false */
+"use strict";
+
+Dygraph.DataHandlers.CustomBarsHandler = Dygraph.DataHandler();
+var CustomBarsHandler = Dygraph.DataHandlers.CustomBarsHandler;
+CustomBarsHandler.prototype = new Dygraph.DataHandlers.BarsHandler();
+
+// customBars
+CustomBarsHandler.prototype.extractSeries = function(rawData, i, options) {
+ // TODO(danvk): pre-allocate series here.
+ var series = [];
+ var x, y, point;
+ 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[2] <= 0) {
+ point = null;
+ }
+ }
+ // Extract to the unified data format.
+ if (point !== null) {
+ y = point[1];
+ if (y !== null && !isNaN(y)) {
+ series.push([ x, y, [ point[0], point[2] ] ]);
+ } else {
+ series.push([ x, y, [ y, y ] ]);
+ }
+ } else {
+ series.push([ x, null, [ null, null ] ]);
+ }
+ }
+ return series;
+};
+
+CustomBarsHandler.prototype.rollingAverage = function(originalData, rollPeriod,
+ options) {
+ rollPeriod = Math.min(rollPeriod, originalData.length);
+ var rollingData = [];
+ var y, low, high, mid,count, i, extremes;
+
+ low = 0;
+ mid = 0;
+ high = 0;
+ count = 0;
+ for (i = 0; i < originalData.length; i++) {
+ y = originalData[i][1];
+ extremes = originalData[i][2];
+ rollingData[i] = originalData[i];
+
+ if (y !== null && !isNaN(y)) {
+ low += extremes[0];
+ mid += y;
+ high += extremes[1];
+ count += 1;
+ }
+ if (i - rollPeriod >= 0) {
+ var prev = originalData[i - rollPeriod];
+ if (prev[1] !== null && !isNaN(prev[1])) {
+ low -= prev[2][0];
+ mid -= prev[1];
+ high -= prev[2][1];
+ count -= 1;
+ }
+ }
+ if (count) {
+ rollingData[i] = [
+ originalData[i][0],
+ 1.0 * mid / count,
+ [ 1.0 * low / count,
+ 1.0 * high / count ] ];
+ } else {
+ rollingData[i] = [ originalData[i][0], null, [ null, null ] ];
+ }
+ }
+
+ return rollingData;
+};
+
+})();
--- /dev/null
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview DataHandler implementation for the error bars option.
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ */
+
+(function() {
+
+/*global Dygraph:false */
+"use strict";
+
+Dygraph.DataHandlers.ErrorBarsHandler = Dygraph.DataHandler();
+var ErrorBarsHandler = Dygraph.DataHandlers.ErrorBarsHandler;
+ErrorBarsHandler.prototype = new Dygraph.DataHandlers.BarsHandler();
+
+// errorBars
+ErrorBarsHandler.prototype.extractSeries = function(rawData, i, options) {
+ // TODO(danvk): pre-allocate series here.
+ var series = [];
+ var x, y, variance, point;
+ 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[0] - sigma * point[1] <= 0) {
+ point = null;
+ }
+ }
+ // Extract to the unified data format.
+ if (point !== null) {
+ y = point[0];
+ if (y !== null && !isNaN(y)) {
+ variance = sigma * point[1];
+ // preserve original error value in extras for further
+ // filtering
+ series.push([ x, y, [ y - variance, y + variance, point[1] ] ]);
+ } else {
+ series.push([ x, y, [ y, y, y ] ]);
+ }
+ } else {
+ series.push([ x, null, [ null, null, null ] ]);
+ }
+ }
+ return series;
+};
+
+ErrorBarsHandler.prototype.rollingAverage = function(originalData, rollPeriod,
+ options) {
+ rollPeriod = Math.min(rollPeriod, originalData.length);
+ var rollingData = [];
+ var sigma = options.get("sigma");
+
+ var i, j, y, v, sum, num_ok, stddev, variance, value;
+
+ // Calculate the rolling average for the first rollPeriod - 1 points
+ // where there is not enough data to roll over the full number of points
+ for (i = 0; i < originalData.length; i++) {
+ sum = 0;
+ variance = 0;
+ num_ok = 0;
+ for (j = Math.max(0, i - rollPeriod + 1); j < i + 1; j++) {
+ y = originalData[j][1];
+ if (y === null || isNaN(y))
+ continue;
+ num_ok++;
+ sum += y;
+ variance += Math.pow(originalData[j][2][2], 2);
+ }
+ if (num_ok) {
+ stddev = Math.sqrt(variance) / num_ok;
+ value = sum / num_ok;
+ rollingData[i] = [ originalData[i][0], value,
+ [value - sigma * stddev, value + sigma * stddev] ];
+ } else {
+ // This explicitly preserves NaNs to aid with "independent
+ // series".
+ // See testRollingAveragePreservesNaNs.
+ v = (rollPeriod == 1) ? originalData[i][1] : null;
+ rollingData[i] = [ originalData[i][0], v, [ v, v ] ];
+ }
+ }
+
+ return rollingData;
+};
+
+})();
--- /dev/null
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview DataHandler implementation for the combination
+ * of error bars and fractions options.
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ */
+
+(function() {
+
+/*global Dygraph:false */
+"use strict";
+
+Dygraph.DataHandlers.FractionsBarsHandler = Dygraph.DataHandler();
+var FractionsBarsHandler = Dygraph.DataHandlers.FractionsBarsHandler;
+FractionsBarsHandler.prototype = new Dygraph.DataHandlers.BarsHandler();
+
+// 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;
+ }
+ }
+ // 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 ] ]);
+ }
+ } else {
+ series.push([ x, null, [ null, null, null, null ] ]);
+ }
+ }
+ 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");
+
+ 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 ] ];
+ }
+ } 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;
+};
+
+})();
--- /dev/null
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview DataHandler base implementation for the "bar"
+ * data formats. This implementation must be extended and the
+ * extractSeries and rollingAverage must be implemented.
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ */
+
+(function() {
+
+/*global Dygraph:false */
+/*global DygraphLayout:false */
+"use strict";
+
+Dygraph.DataHandlers.BarsHandler = Dygraph.DataHandler();
+var BarsHandler = Dygraph.DataHandlers.BarsHandler;
+
+// errorBars
+BarsHandler.prototype.extractSeries = function(rawData, i, options) {
+ // Not implemented here must be extended
+};
+
+BarsHandler.prototype.rollingAverage =
+ function(originalData, rollPeriod, options) {
+ // Not implemented here, must be extended.
+};
+
+BarsHandler.prototype.onPointsCreated_ = function(series, points) {
+ for (var i = 0; i < series.length; ++i) {
+ var item = series[i];
+ var point = points[i];
+ point.y_top = NaN;
+ point.y_bottom = NaN;
+ point.yval_minus = DygraphLayout.parseFloat_(item[2][0]);
+ point.yval_plus = DygraphLayout.parseFloat_(item[2][1]);
+ }
+};
+
+BarsHandler.prototype.getExtremeYValues = function(series, dateWindow, options) {
+ var minY = null, maxY = null, y;
+
+ var firstIdx = 0;
+ var lastIdx = series.length - 1;
+
+ for ( var j = firstIdx; j <= lastIdx; j++) {
+ y = series[j][1];
+ if (y === null || isNaN(y)) continue;
+
+ var low = series[j][2][0];
+ var high = series[j][2][1];
+
+ if (low > y) low = y; // this can happen with custom bars,
+ if (high < y) high = y; // e.g. in tests/custom-bars.html
+
+ if (maxY === null || high > maxY) maxY = high;
+ if (minY === null || low < minY) minY = low;
+ }
+
+ return [ minY, maxY ];
+};
+
+BarsHandler.prototype.onLineEvaluated = function(points, axis, logscale) {
+ var point;
+ for (var j = 0; j < points.length; j++) {
+ // Copy over the error terms
+ point = points[j];
+ point.y_top = DygraphLayout._calcYNormal(axis, point.yval_minus, logscale);
+ point.y_bottom = DygraphLayout._calcYNormal(axis, point.yval_plus, logscale);
+ }
+};
+
+})();
--- /dev/null
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview This file contains the managment of data handlers
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ *
+ * The idea is to define a common, generic data format that works for all data
+ * structures supported by dygraphs. To make this possible, the DataHandler
+ * interface is introduced. This makes it possible, that dygraph itself can work
+ * with the same logic for every data type independent of the actual format and
+ * the DataHandler takes care of the data format specific jobs.
+ * DataHandlers are implemented for all data types supported by Dygraphs and
+ * return Dygraphs compliant formats.
+ * By default the correct DataHandler is chosen based on the options set.
+ * Optionally the user may use his own DataHandler (similar to the plugin
+ * system).
+ *
+ *
+ * The unified data format returend by each handler is defined as so:
+ * series[n][point] = [x,y,(extras)]
+ *
+ * This format contains the common basis that is needed to draw a simple line
+ * series extended by optional extras for more complex graphing types. It
+ * contains a primitive x value as first array entry, a primitive y value as
+ * second array entry and an optional extras object for additional data needed.
+ *
+ * x must always be a number.
+ * y must always be a number, NaN of type number or null.
+ * extras is optional and must be interpreted by the DataHandler. It may be of
+ * any type.
+ *
+ * In practice this might look something like this:
+ * default: [x, yVal]
+ * errorBar / customBar: [x, yVal, [yTopVariance, yBottomVariance] ]
+ *
+ */
+/*global Dygraph:false */
+/*global DygraphLayout:false */
+
+(function() {
+
+"use strict";
+
+/**
+ * A collection of functions to create and retrieve data handlers.
+ * @type {Object.<!Dygraph.DataHandler>}
+ */
+Dygraph.DataHandlers = {};
+
+/**
+ *
+ * The data handler is responsible for all data specific operations. All of the
+ * series data it receives and returns is always in the unified data format.
+ * Initially the unified data is created by the extractSeries method
+ */
+Dygraph.DataHandler = function () {
+ /**
+ * Constructor for all data handlers.
+ * @constructor
+ */
+ var handler = function() {
+ return this;
+ };
+
+ /**
+ * X-value array index constant for unified data samples.
+ * @const
+ * @type {number}
+ */
+ handler.X = 0;
+
+ /**
+ * Y-value array index constant for unified data samples.
+ * @const
+ * @type {number}
+ */
+ handler.Y = 1;
+
+ /**
+ * Extras-value array index constant for unified data samples.
+ * @const
+ * @type {number}
+ */
+ handler.EXTRAS = 2;
+
+ /**
+ * Extracts one series from the raw data (a 2D array) into an array of the
+ * unified data format.
+ * This is where undesirable points (i.e. negative values on log scales and
+ * missing values through which we wish to connect lines) are dropped.
+ * TODO(danvk): the "missing values" bit above doesn't seem right.
+ *
+ * @param rawData {!Array.<Array>} The raw data passed into dygraphs where
+ * rawData[i] = [x,ySeries1,...,ySeriesN].
+ * @param seriesIndex {!number} Index of the series to extract. All other series should
+ * be ignored.
+ * @param options {!DygraphOptions} Dygraph options.
+ * @returns {Array.<[!number,?number,?]>} The series in the unified data format
+ * where series[i] = [x,y,{extras}].
+ * @public
+ */
+ handler.prototype.extractSeries = function(rawData, seriesIndex, options) {
+ };
+
+ /**
+ * Converts a series to a Point array.
+ *
+ * @param {!Array.<[!number,?number,?]>} series The series in the unified
+ * data format where series[i] = [x,y,{extras}].
+ * @param {!string} setName Name of the series.
+ * @param {!number} boundaryIdStart Index offset of the first point, equal to the
+ * number of skipped points left of the date window minimum (if any).
+ * @return {!Array.<Dygraph.PointType>} List of points for this series.
+ * @public
+ */
+ handler.prototype.seriesToPoints = function(series, setName, boundaryIdStart) {
+ // TODO(bhs): these loops are a hot-spot for high-point-count charts. In
+ // fact,
+ // on chrome+linux, they are 6 times more expensive than iterating through
+ // the
+ // points and drawing the lines. The brunt of the cost comes from allocating
+ // the |point| structures.
+ var points = [];
+ for ( var i = 0; i < series.length; ++i) {
+ var item = series[i];
+ var yraw = item[1];
+ var yval = yraw === null ? null : DygraphLayout.parseFloat_(yraw);
+ var point = {
+ x : NaN,
+ y : NaN,
+ xval : DygraphLayout.parseFloat_(item[0]),
+ yval : yval,
+ name : setName, // TODO(danvk): is this really necessary?
+ idx : i + boundaryIdStart
+ };
+ points.push(point);
+ }
+ handler.prototype.onPointsCreated_(series, points);
+ return points;
+ };
+
+ /**
+ * Callback called for each series after the series points have been generated
+ * which will later be used by the plotters to draw the graph.
+ * Here data may be added to the seriesPoints which is needed by the plotters.
+ * The indexes of series and points are in sync meaning the original data
+ * sample for series[i] is points[i].
+ *
+ * @param {!Array.<[!number,?number,?]>} series The series in the unified
+ * data format where series[i] = [x,y,{extras}].
+ * @param {!Array.<Dygraph.PointType>} points The corresponding points passed
+ * to the plotter.
+ * @private
+ */
+ handler.prototype.onPointsCreated_ = function(series, points) {
+ };
+
+ /**
+ * Calculates the rolling average of a data set.
+ *
+ * @param {!Array.<[!number,?number,?]>} series The series in the unified
+ * data format where series[i] = [x,y,{extras}].
+ * @param {!number} rollPeriod The number of points over which to average the data
+ * @param {!DygraphOptions} options The dygraph options.
+ * @return the rolled series.
+ * @public
+ */
+ handler.prototype.rollingAverage = function(series, rollPeriod, options) {
+ };
+
+ /**
+ * Computes the range of the data series (including confidence intervals).
+ *
+ * @param {!Array.<[!number,?number,?]>} series The series in the unified
+ * data format where series[i] = [x,y,{extras}].
+ * @param {!Array.<number>} dateWindow The x-value range to display with
+ * the format: [min,max].
+ * @param {!DygraphOptions} options The dygraph options.
+ * @return {Array.<number>} The low and high extremes of the series in the given window with
+ * the format: [low, high].
+ * @public
+ */
+ handler.prototype.getExtremeYValues = function(series, dateWindow, options) {
+ };
+
+ /**
+ * Callback called for each series after the layouting data has been
+ * calculated before the series is drawn. Here normalized positioning data
+ * should be calculated for the extras of each point.
+ *
+ * @param {!Array.<Dygraph.PointType>} points The points passed to
+ * the plotter.
+ * @param {!Object} axis The axis on which the series will be plotted.
+ * @param {!boolean} logscale Weather or not to use a logscale.
+ * @public
+ */
+ handler.prototype.onLineEvaluated = function(points, axis, logscale) {
+ };
+
+ /**
+ * Helper method that computes the y value of a line defined by the points p1
+ * and p2 and a given x value.
+ *
+ * @param {!Array.<number>} p1 left point ([x,y]).
+ * @param {!Array.<number>} p2 right point ([x,y]).
+ * @param {!number} xValue The x value to compute the y-intersection for.
+ * @return {number} corresponding y value to x on the line defined by p1 and p2.
+ * @private
+ */
+ handler.prototype.computeYInterpolation_ = function(p1, p2, xValue) {
+ var deltaY = p2[1] - p1[1];
+ var deltaX = p2[0] - p1[0];
+ var gradient = deltaY / deltaX;
+ var growth = (xValue - p1[0]) * gradient;
+ return p1[1] + growth;
+ };
+
+ /**
+ * Helper method that returns the first and the last index of the given series
+ * that lie inside the given dateWindow.
+ *
+ * @param {!Array.<[!number,?number,?]>} series The series in the unified
+ * data format where series[i] = [x,y,{extras}].
+ * @param {!Array.<number>} dateWindow The x-value range to display with
+ * the format: [min,max].
+ * @return {!Array.<[!number,?number,?]>} The samples of the series that
+ * are in the given date window.
+ * @private
+ */
+ handler.prototype.getIndexesInWindow_ = function(series, dateWindow) {
+ var firstIdx = 0, lastIdx = series.length - 1;
+ if (dateWindow) {
+ var idx = 0;
+ var low = dateWindow[0];
+ var high = dateWindow[1];
+
+ // Start from each side of the array to minimize the performance
+ // needed.
+ while (idx < series.length - 1 && series[idx][0] < low) {
+ firstIdx++;
+ idx++;
+ }
+ idx = series.length - 1;
+ while (idx > 0 && series[idx][0] > high) {
+ lastIdx--;
+ idx--;
+ }
+ }
+ if (firstIdx <= lastIdx) {
+ return [ firstIdx, lastIdx ];
+ } else {
+ return [ 0, series.length - 1 ];
+ }
+ };
+
+ return handler;
+};
+
+})();
--- /dev/null
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview DataHandler implementation for the fractions option.
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ */
+
+(function() {
+
+/*global Dygraph:false */
+"use strict";
+
+Dygraph.DataHandlers.DefaultFractionHandler = Dygraph.DataHandler();
+var DefaultFractionHandler = Dygraph.DataHandlers.DefaultFractionHandler;
+DefaultFractionHandler.prototype = new Dygraph.DataHandlers.DefaultHandler();
+
+DefaultFractionHandler.prototype.extractSeries = function(rawData, i, options) {
+ // TODO(danvk): pre-allocate series here.
+ var series = [];
+ var x, y, point, num, den, value;
+ var mult = 100.0;
+ 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;
+ y = mult * value;
+ // preserve original values in extras for further filtering
+ series.push([ x, y, [ num, den ] ]);
+ } else {
+ series.push([ x, num, [ num, den ] ]);
+ }
+ } else {
+ series.push([ x, null, [ null, null ] ]);
+ }
+ }
+ return series;
+};
+
+DefaultFractionHandler.prototype.rollingAverage = function(originalData, rollPeriod,
+ options) {
+ rollPeriod = Math.min(rollPeriod, originalData.length);
+ var rollingData = [];
+
+ var i;
+ var num = 0;
+ var den = 0; // numerator/denominator
+ var mult = 100.0;
+ for (i = 0; i < originalData.length; i++) {
+ num += originalData[i][2][0];
+ den += originalData[i][2][1];
+ if (i - rollPeriod >= 0) {
+ num -= originalData[i - rollPeriod][2][0];
+ den -= originalData[i - rollPeriod][2][1];
+ }
+
+ var date = originalData[i][0];
+ var value = den ? num / den : 0.0;
+ rollingData[i] = [ date, mult * value ];
+ }
+
+ return rollingData;
+};
+
+})();
--- /dev/null
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview DataHandler default implementation used for simple line charts.
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ */
+
+(function() {
+
+/*global Dygraph:false */
+"use strict";
+
+Dygraph.DataHandlers.DefaultHandler = Dygraph.DataHandler();
+var DefaultHandler = Dygraph.DataHandlers.DefaultHandler;
+
+DefaultHandler.prototype.extractSeries = function(rawData, i, options) {
+ // TODO(danvk): pre-allocate series here.
+ var series = [];
+ var logScale = options.get('logscale');
+ for ( var j = 0; j < rawData.length; j++) {
+ var x = rawData[j][0];
+ var point = rawData[j][i];
+ if (logScale) {
+ // On the log scale, points less than zero do not exist.
+ // This will create a gap in the chart.
+ if (point <= 0) {
+ point = null;
+ }
+ }
+ series.push([ x, point ]);
+ }
+ return series;
+};
+
+DefaultHandler.prototype.rollingAverage = function(originalData, rollPeriod,
+ options) {
+ rollPeriod = Math.min(rollPeriod, originalData.length);
+ var rollingData = [];
+
+ var i, j, y, sum, num_ok;
+ // Calculate the rolling average for the first rollPeriod - 1 points
+ // where
+ // there is not enough data to roll over the full number of points
+ if (rollPeriod == 1) {
+ return originalData;
+ }
+ for (i = 0; i < originalData.length; i++) {
+ sum = 0;
+ num_ok = 0;
+ for (j = Math.max(0, i - rollPeriod + 1); j < i + 1; j++) {
+ y = originalData[j][1];
+ if (y === null || isNaN(y))
+ continue;
+ num_ok++;
+ sum += originalData[j][1];
+ }
+ if (num_ok) {
+ rollingData[i] = [ originalData[i][0], sum / num_ok ];
+ } else {
+ rollingData[i] = [ originalData[i][0], null ];
+ }
+ }
+
+ return rollingData;
+};
+
+DefaultHandler.prototype.getExtremeYValues = function(series, dateWindow,
+ options) {
+ var minY = null, maxY = null, y;
+ var firstIdx = 0, lastIdx = series.length - 1;
+
+ for ( var j = firstIdx; j <= lastIdx; j++) {
+ y = series[j][1];
+ if (y === null || isNaN(y))
+ continue;
+ if (maxY === null || y > maxY) {
+ maxY = y;
+ }
+ if (minY === null || y < minY) {
+ minY = y;
+ }
+ }
+ return [ minY, maxY ];
+};
+
+})();
"plugins/legend.js",
"plugins/range-selector.js",
"dygraph-plugin-install.js",
- "dygraph-options-reference.js" // Shouldn't be included in generate-combined.sh
+ "dygraph-options-reference.js", // Shouldn't be included in generate-combined.sh
+ "datahandler/datahandler.js",
+ "datahandler/default.js",
+ "datahandler/default-fractions.js",
+ "datahandler/bars.js",
+ "datahandler/bars-error.js",
+ "datahandler/bars-custom.js",
+ "datahandler/bars-fractions.js"
];
for (var i = 0; i < source_files.length; i++) {
DygraphLayout.prototype._evaluateLineCharts = function() {
var connectSeparated = this.attr_('connectSeparatedPoints');
var isStacked = this.attr_("stackedGraph");
- var hasBars = this.attr_('errorBars') || this.attr_('customBars');
for (var setIdx = 0; setIdx < this.points.length; setIdx++) {
var points = this.points[setIdx];
}
}
point.y = DygraphLayout._calcYNormal(axis, yval, logscale);
-
- if (hasBars) {
- point.y_top = DygraphLayout._calcYNormal(
- axis, yval - point.yval_minus, logscale);
- point.y_bottom = DygraphLayout._calcYNormal(
- axis, yval + point.yval_plus, logscale);
- }
}
+
+ this.dygraph_.dataHandler_.onLineEvaluated(points, axis, logscale);
}
};
"default": "[]",
"labels": ["Configuration"],
"type": "Array<plugin>",
- "description": "Defines per-graph plug-ins. Useful for per-graph customization"
+ "description": "Defines per-graph plugins. Useful for per-graph customization"
+ },
+ "dataHandler": {
+ "default": "(depends on data)",
+ "labels": ["Data"],
+ "type": "Dygraph.DataHandler",
+ "description": "Custom DataHandler. This is an advanced customization. See http://bit.ly/151E7Aq."
}
}
; // </JSON>
};
/**
+ * Returns the correct handler class for the currently set options.
* @private
- * Computes the range of the data series (including confidence intervals).
- * @param { [Array] } series either [ [x1, y1], [x2, y2], ... ] or
- * [ [x1, [y1, dev_low, dev_high]], [x2, [y2, dev_low, dev_high]], ...
- * @return [low, high]
- */
-Dygraph.prototype.extremeValues_ = function(series) {
- var minY = null, maxY = null, j, y;
-
- var bars = this.attr_("errorBars") || this.attr_("customBars");
- if (bars) {
- // With custom bars, maxY is the max of the high values.
- for (j = 0; j < series.length; j++) {
- y = series[j][1][0];
- if (y === null || isNaN(y)) continue;
- var low = y - series[j][1][1];
- var high = y + series[j][1][2];
- if (low > y) low = y; // this can happen with custom bars,
- if (high < y) high = y; // e.g. in tests/custom-bars.html
- if (maxY === null || high > maxY) {
- maxY = high;
- }
- if (minY === null || low < minY) {
- minY = low;
- }
+ */
+Dygraph.prototype.getHandlerClass_ = function() {
+ var handlerClass;
+ if (this.attr_('dataHandler')) {
+ handlerClass = this.attr_('dataHandler');
+ } else if (this.fractions_) {
+ if (this.attr_('errorBars')) {
+ handlerClass = Dygraph.DataHandlers.FractionsBarsHandler;
+ } else {
+ handlerClass = Dygraph.DataHandlers.DefaultFractionHandler;
}
+ } else if (this.attr_('customBars')) {
+ handlerClass = Dygraph.DataHandlers.CustomBarsHandler;
+ } else if (this.attr_('errorBars')) {
+ handlerClass = Dygraph.DataHandlers.ErrorBarsHandler;
} else {
- for (j = 0; j < series.length; j++) {
- y = series[j][1];
- if (y === null || isNaN(y)) continue;
- if (maxY === null || y > maxY) {
- maxY = y;
- }
- if (minY === null || y < minY) {
- minY = y;
- }
- }
+ handlerClass = Dygraph.DataHandlers.DefaultHandler;
}
-
- return [minY, maxY];
+ return handlerClass;
};
/**
*/
Dygraph.prototype.predraw_ = function() {
var start = new Date();
+
+ // Create the correct dataHandler
+ this.dataHandler_ = new (this.getHandlerClass_())();
this.layout_.computePlotArea();
this.rolledSeries_ = [null]; // x-axis is the first series and it's special
for (var i = 1; i < this.numColumns(); i++) {
// var logScale = this.attr_('logscale', i); // TODO(klausw): this looks wrong // konigsberg thinks so too.
- var logScale = this.attr_('logscale');
- var series = this.extractSeries_(this.rawData_, i, logScale);
- series = this.rollingAverage(series, this.rollPeriod_);
+ var series = this.dataHandler_.extractSeries(this.rawData_, i, this.attributes_);
+ if (this.rollPeriod_ > 1) {
+ series = this.dataHandler_.rollingAverage(series, this.rollPeriod_, this.attributes_);
+ }
+
this.rolledSeries_.push(series);
}
*/
Dygraph.PointType = undefined;
-// TODO(bhs): these loops are a hot-spot for high-point-count charts. In fact,
-// on chrome+linux, they are 6 times more expensive than iterating through the
-// points and drawing the lines. The brunt of the cost comes from allocating
-// the |point| structures.
-/**
- * Converts a series to a Point array.
- *
- * @private
- * @param {Array.<Array.<(?number|Array<?number>)>} series Array where
- * series[row] = [x,y] or [x, [y, err]] or [x, [y, yplus, yminus]].
- * @param {boolean} bars True if error bars or custom bars are being drawn.
- * @param {string} setName Name of the series.
- * @param {number} boundaryIdStart Index offset of the first point, equal to
- * the number of skipped points left of the date window minimum (if any).
- * @return {Array.<Dygraph.PointType>} List of points for this series.
- */
-Dygraph.seriesToPoints_ = function(series, bars, setName, boundaryIdStart) {
- var points = [];
- for (var i = 0; i < series.length; ++i) {
- var item = series[i];
- var yraw = bars ? item[1][0] : item[1];
- var yval = yraw === null ? null : DygraphLayout.parseFloat_(yraw);
- var point = {
- x: NaN,
- y: NaN,
- xval: DygraphLayout.parseFloat_(item[0]),
- yval: yval,
- name: setName, // TODO(danvk): is this really necessary?
- idx: i + boundaryIdStart
- };
-
- if (bars) {
- point.y_top = NaN;
- point.y_bottom = NaN;
- point.yval_minus = DygraphLayout.parseFloat_(item[1][1]);
- point.yval_plus = DygraphLayout.parseFloat_(item[1][2]);
- }
- points.push(point);
- }
- return points;
-};
-
-
/**
* Calculates point stacking for stackedGraph=true.
*
var points = [];
var cumulativeYval = []; // For stacked series.
var extremes = {}; // series name -> [low, high]
- var i, k;
- var errorBars = this.attr_("errorBars");
- var customBars = this.attr_("customBars");
- var bars = errorBars || customBars;
- var isValueNull = function(sample) {
- if (!bars) {
- return sample[1] === null;
- } else {
- return customBars ? sample[1][1] === null :
- errorBars ? sample[1][0] === null : false;
- }
- };
-
+ var seriesIdx, sampleIdx;
+ var firstIdx, lastIdx;
+
// Loop over the fields (series). Go from the last to the first,
// because if they're stacked that's how we accumulate the values.
var num_series = rolledSeries.length - 1;
var series;
- for (i = num_series; i >= 1; i--) {
- if (!this.visibility()[i - 1]) continue;
+ for (seriesIdx = num_series; seriesIdx >= 1; seriesIdx--) {
+ if (!this.visibility()[seriesIdx - 1]) continue;
// Prune down to the desired range, if necessary (for zooming)
// Because there can be lines going to points outside of the visible area,
// we actually prune to visible points, plus one on either side.
if (dateWindow) {
- series = rolledSeries[i];
+ series = rolledSeries[seriesIdx];
var low = dateWindow[0];
var high = dateWindow[1];
// TODO(danvk): do binary search instead of linear search.
// TODO(danvk): pass firstIdx and lastIdx directly to the renderer.
- var firstIdx = null, lastIdx = null;
- for (k = 0; k < series.length; k++) {
- if (series[k][0] >= low && firstIdx === null) {
- firstIdx = k;
+ firstIdx = null;
+ lastIdx = null;
+ for (sampleIdx = 0; sampleIdx < series.length; sampleIdx++) {
+ if (series[sampleIdx][0] >= low && firstIdx === null) {
+ firstIdx = sampleIdx;
}
- if (series[k][0] <= high) {
- lastIdx = k;
+ if (series[sampleIdx][0] <= high) {
+ lastIdx = sampleIdx;
}
}
var isInvalidValue = true;
while (isInvalidValue && correctedFirstIdx > 0) {
correctedFirstIdx--;
- isInvalidValue = isValueNull(series[correctedFirstIdx]);
+ // check if the y value is null.
+ isInvalidValue = series[correctedFirstIdx][1] === null;
}
if (lastIdx === null) lastIdx = series.length - 1;
isInvalidValue = true;
while (isInvalidValue && correctedLastIdx < series.length - 1) {
correctedLastIdx++;
- isInvalidValue = isValueNull(series[correctedLastIdx]);
+ isInvalidValue = series[correctedLastIdx][1] === null;
}
-
if (correctedFirstIdx!==firstIdx) {
firstIdx = correctedFirstIdx;
}
lastIdx = correctedLastIdx;
}
- boundaryIds[i-1] = [firstIdx, lastIdx];
+ boundaryIds[seriesIdx-1] = [firstIdx, lastIdx];
// .slice's end is exclusive, we want to include lastIdx.
series = series.slice(firstIdx, lastIdx + 1);
} else {
- series = rolledSeries[i];
- boundaryIds[i-1] = [0, series.length-1];
+ series = rolledSeries[seriesIdx];
+ boundaryIds[seriesIdx-1] = [0, series.length-1];
}
- var seriesName = this.attr_("labels")[i];
- var seriesExtremes = this.extremeValues_(series);
+ var seriesName = this.attr_("labels")[seriesIdx];
+ var seriesExtremes = this.dataHandler_.getExtremeYValues(series,
+ dateWindow, this.attr_("stepPlot",seriesName));
- var seriesPoints = Dygraph.seriesToPoints_(
- series, bars, seriesName, boundaryIds[i-1][0]);
+ var seriesPoints = this.dataHandler_.seriesToPoints(series,
+ seriesName, boundaryIds[seriesIdx-1][0]);
if (this.attr_("stackedGraph")) {
Dygraph.stackPoints_(seriesPoints, cumulativeYval, seriesExtremes,
}
extremes[seriesName] = seriesExtremes;
- points[i] = seriesPoints;
+ points[seriesIdx] = seriesPoints;
}
return { points: points, extremes: extremes, boundaryIds: boundaryIds };
};
/**
- * Extracts one series from the raw data (a 2D array) into an array of (date,
- * value) tuples.
- *
- * This is where undesirable points (i.e. negative values on log scales and
- * missing values through which we wish to connect lines) are dropped.
- * TODO(danvk): the "missing values" bit above doesn't seem right.
- *
- * @private
- * @param {Array.<Array.<(number|Array<Number>)>>} rawData Input data. Rectangular
- * grid of points, where rawData[row][0] is the X value for the row,
- * and rawData[row][i] is the Y data for series #i.
- * @param {number} i Series index, starting from 1.
- * @param {boolean} logScale True if using logarithmic Y scale.
- * @return {Array.<Array.<(?number|Array<?number>)>} Series array, where
- * series[row] = [x,y] or [x, [y, err]] or [x, [y, yplus, yminus]].
- */
-Dygraph.prototype.extractSeries_ = function(rawData, i, logScale) {
- // TODO(danvk): pre-allocate series here.
- var series = [];
- var errorBars = this.attr_("errorBars");
- var customBars = this.attr_("customBars");
- for (var j = 0; j < rawData.length; j++) {
- var x = rawData[j][0];
- var point = rawData[j][i];
- if (logScale) {
- // On the log scale, points less than zero do not exist.
- // This will create a gap in the chart.
- if (errorBars || customBars) {
- // point.length is either 2 (errorBars) or 3 (customBars)
- for (var k = 0; k < point.length; k++) {
- if (point[k] <= 0) {
- point = null;
- break;
- }
- }
- } else if (point <= 0) {
- point = null;
- }
- }
- // Fix null points to fit the display type standard.
- if (point !== null) {
- series.push([x, point]);
- } else {
- series.push([x, errorBars ? [null, null] : customBars ? [null, null, null] : point]);
- }
- }
- return series;
-};
-
-/**
- * @private
- * Calculates the rolling average of a data set.
- * If originalData is [label, val], rolls the average of those.
- * If originalData is [label, [, it's interpreted as [value, stddev]
- * and the roll is returned in the same form, with appropriately reduced
- * stddev for each value.
- * Note that this is where fractional input (i.e. '5/10') is converted into
- * decimal values.
- * @param {Array} originalData The data in the appropriate format (see above)
- * @param {Number} rollPeriod The number of points over which to average the
- * data
- */
-Dygraph.prototype.rollingAverage = function(originalData, rollPeriod) {
- rollPeriod = Math.min(rollPeriod, originalData.length);
- var rollingData = [];
- var sigma = this.attr_("sigma");
-
- var low, high, i, j, y, sum, num_ok, stddev;
- if (this.fractions_) {
- var num = 0;
- var den = 0; // numerator/denominator
- var mult = 100.0;
- for (i = 0; i < originalData.length; i++) {
- num += originalData[i][1][0];
- den += originalData[i][1][1];
- if (i - rollPeriod >= 0) {
- num -= originalData[i - rollPeriod][1][0];
- den -= originalData[i - rollPeriod][1][1];
- }
-
- var date = originalData[i][0];
- var value = den ? num / den : 0.0;
- if (this.attr_("errorBars")) {
- if (this.attr_("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, (p - low) * mult, (high - p) * mult]];
- } else {
- rollingData[i] = [date, [0, 0, 0]];
- }
- } else {
- stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
- rollingData[i] = [date, [mult * value, mult * stddev, mult * stddev]];
- }
- } else {
- rollingData[i] = [date, mult * value];
- }
- }
- } else if (this.attr_("customBars")) {
- low = 0;
- var mid = 0;
- high = 0;
- var count = 0;
- for (i = 0; i < originalData.length; i++) {
- var data = originalData[i][1];
- y = data[1];
- rollingData[i] = [originalData[i][0], [y, y - data[0], data[2] - y]];
-
- if (y !== null && !isNaN(y)) {
- low += data[0];
- mid += y;
- high += data[2];
- count += 1;
- }
- if (i - rollPeriod >= 0) {
- var prev = originalData[i - rollPeriod];
- if (prev[1][1] !== null && !isNaN(prev[1][1])) {
- low -= prev[1][0];
- mid -= prev[1][1];
- high -= prev[1][2];
- count -= 1;
- }
- }
- if (count) {
- rollingData[i] = [originalData[i][0], [ 1.0 * mid / count,
- 1.0 * (mid - low) / count,
- 1.0 * (high - mid) / count ]];
- } else {
- rollingData[i] = [originalData[i][0], [null, null, null]];
- }
- }
- } else {
- // Calculate the rolling average for the first rollPeriod - 1 points where
- // there is not enough data to roll over the full number of points
- if (!this.attr_("errorBars")) {
- if (rollPeriod == 1) {
- return originalData;
- }
-
- for (i = 0; i < originalData.length; i++) {
- sum = 0;
- num_ok = 0;
- for (j = Math.max(0, i - rollPeriod + 1); j < i + 1; j++) {
- y = originalData[j][1];
- if (y === null || isNaN(y)) continue;
- num_ok++;
- sum += originalData[j][1];
- }
- if (num_ok) {
- rollingData[i] = [originalData[i][0], sum / num_ok];
- } else {
- rollingData[i] = [originalData[i][0], null];
- }
- }
-
- } else {
- for (i = 0; i < originalData.length; i++) {
- sum = 0;
- var variance = 0;
- num_ok = 0;
- for (j = Math.max(0, i - rollPeriod + 1); j < i + 1; j++) {
- y = originalData[j][1][0];
- if (y === null || isNaN(y)) continue;
- num_ok++;
- sum += originalData[j][1][0];
- variance += Math.pow(originalData[j][1][1], 2);
- }
- if (num_ok) {
- stddev = Math.sqrt(variance) / num_ok;
- rollingData[i] = [originalData[i][0],
- [sum / num_ok, sigma * stddev, sigma * stddev]];
- } else {
- // This explicitly preserves NaNs to aid with "independent series".
- // See testRollingAveragePreservesNaNs.
- var v = (rollPeriod == 1) ? originalData[i][1][0] : null;
- rollingData[i] = [originalData[i][0], [v, v, v]];
- }
- }
- }
- }
-
- return rollingData;
-};
-
-/**
* Detects the type of the str (date or numeric) and sets the various
* formatting attributes in this.attrs_ based on this type.
* @param {String} str An x value.
this.warn("Unable to add default annotation CSS rule; display may be off.");
};
-
-// Older pages may still use this name.
-var DateGraph = Dygraph;
dygraph-tickers.js \
dygraph-plugin-base.js \
plugins/*.js \
- dygraph-plugin-install.js
+ dygraph-plugin-install.js \
+ datahandler/datahandler.js \
+ datahandler/default.js \
+ datahandler/default-fractions.js \
+ datahandler/bars.js \
+ datahandler/bars-custom.js \
+ datahandler/bars-error.js \
+ datahandler/bars-fractions.js
do
echo "$F"
done
- dygraph-plugin-base.js
- plugins/*.js
- dygraph-plugin-install.js
+ - datahandler/datahandler.js
+ - datahandler/default.js
+ - datahandler/default-fractions.js
+ - datahandler/bars.js
+ - datahandler/bars-error.js
+ - datahandler/bars-custom.js
+ - datahandler/bars-fractions.js
- auto_tests/tests/*.js
RETURN_VALUE=0
if [ $# -eq 0 ]; then
- files=$(ls dygraph*.js plugins/*.js | grep -v combined | grep -v dev.js| grep -v externs)
+ files=$(ls dygraph*.js plugins/*.js datahandler/*.js | grep -v combined | grep -v dev.js| grep -v externs)
else
files=$1
fi
projects / dygraphs.git / commitdiff