Skip to content

Mk 4 allocation #25

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 2 commits into from
Nov 17, 2018
Merged

Mk 4 allocation #25

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
a775c73
Adding in bonds
Nov 17, 2018
832704e
Fix bugs
Nov 17, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion asset_allocation.html
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -75,7 +75,7 @@ <h4>Enter percent stocks</h4>
<button id="addLine">Add Line</button>
<button id="clear">Clear All Data</button>

<h4>Enter years from 1956 to 2018</h4>
<h4>Enter years from 1963 to 2018</h4>
<input type="text" id="startDate"/>
<input type="text" id="endDate"/>
<button id="dateButton">Set Dates</button>
Expand Down
127 changes: 109 additions & 18 deletions scripts/asset_allocation.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -19,13 +19,6 @@ var colors = [
]

var sAndP = [
["1956", 45.16],
["1957", 46.20],
["1958", 40.33],
["1959", 55.44],
["1960", 59.91],
["1961", 57.57],
["1962", 71.55],
["1963", 63.10],
["1964", 75.02],
["1965", 84.75],
Expand Down Expand Up @@ -85,8 +78,69 @@ var sAndP = [
["Spacer", "Spacer"]
]

var bonds = [
["1963", 4.00],
["1964", 4.19],
["1965", 4.28],
["1966", 4.93],
["1967", 5.07],
["1968", 5.64],
["1969", 6.67],
["1970", 7.35],
["1971", 6.16],
["1972", 6.21],
["1973", 6.85],
["1974", 7.56],
["1975", 7.99],
["1976", 7.61],
["1977", 7.42],
["1978", 8.41],
["1979", 9.43],
["1980", 11.43],
["1981", 13.92],
["1982", 13.01],
["1983", 11.10],
["1984", 12.46],
["1985", 10.62],
["1986", 7.67],
["1987", 8.39],
["1988", 8.85],
["1989", 8.49],
["1990", 8.55],
["1991", 7.86],
["1992", 7.01],
["1993", 5.87],
["1994", 7.09],
["1995", 6.57],
["1996", 6.44],
["1997", 6.35],
["1998", 5.26],
["1999", 5.65],
["2000", 6.03],
["2001", 5.02],
["2002", 4.61],
["2003", 4.01],
["2004", 4.27],
["2005", 4.29],
["2006", 4.80],
["2007", 4.63],
["2008", 3.66],
["2009", 3.26],
["2010", 3.22],
["2011", 2.78],
["2012", 1.80],
["2013", 2.35],
["2014", 2.54],
["2015", 2.14],
["2016", 1.84],
["2017", 2.33],
["2018", 2.91],
["Spacer", "Spacer"]
]

var dates = sAndP.map(x => x[0]);
var prices = sAndP.map(x => x[1]);
var sAndPPrices = sAndP.map(x => x[1]);
var bondYields = bonds.map(x => x[1]);
var startIndex = 0
var endIndex = -1

Expand All @@ -100,7 +154,7 @@ var config = {
datasets: [{
label: "100% S&P",
borderColor: 'rgb(255, 99, 132)',
data: prices.slice(0, -1),
data: getNewLine(100, 0, -1),
percentStocks: 100,
fill: false
}]
Expand All @@ -124,10 +178,12 @@ var config = {

document.getElementById('addLine').addEventListener('click', function() {
var percentStocks = document.getElementById('percentStocks').value
if(percentStocks <= 100 && percentStocks >= 0) {
var newLine = prices.slice(startIndex, endIndex)
newLine = newLine.map(function(el) { return el * percentStocks / 100 })
addLine(percentStocks)
});

function addLine(percentStocks) {
if(percentStocks <= 100 && percentStocks >= 0) {
var newLine = getNewLine(percentStocks, startIndex, endIndex)
var colorIndex = Math.floor(Math.random() * colors.length)

config.data.datasets.push({
Expand All @@ -139,13 +195,17 @@ document.getElementById('addLine').addEventListener('click', function() {
})
chart.update();
}
});
}

document.getElementById('clear').addEventListener('click', function() {
config.data.datasets = []
chart.update();
clear()
});

function clear() {
config.data.datasets = []
chart.update();
}

document.getElementById('dateButton').addEventListener('click', function() {
var startDate = document.getElementById('startDate').value
startIndex = dates.indexOf(startDate)
Expand All @@ -166,13 +226,44 @@ document.getElementById('dateButton').addEventListener('click', function() {

config.data.labels = dates.slice(startIndex, endIndex);
config.data.datasets.forEach(function(dataset) {
var newLine = prices.slice(startIndex, endIndex)
newLine = newLine.map(function(el) { return el * dataset.percentStocks / 100 })
dataset.data = newLine
dataset.data = getNewLine(dataset.percentStocks, startIndex, endIndex)
});

chart.update();
});

function getNewLine(percentStocks, startIndex, endIndex) {
var decimalStocks = percentStocks / 100
var decimalBonds = 1 - decimalStocks
var stockReference = sAndPPrices.slice(startIndex, endIndex)
var bondReference = bondYields.slice(startIndex, endIndex)
var stockValue
var bondValue
var total = 100
var newLine = [total]

var iters = stockReference.length
for (iter = 0; iter < iters; iter++) {
if(iter + 1 == iters) {
break
}

stockValue = total * decimalStocks
bondValue = total * decimalBonds

var stockPerformance = stockReference[iter + 1] / stockReference[iter]
var bondPerformance = 1 + bondReference[iter] / 100

var endStock = stockValue * stockPerformance
var endBond = bondValue * bondPerformance

total = endStock + endBond

newLine.push(total)
}

return newLine
}


var chart = new Chart(ctx, config);