Merge branch 'master' of github.com:effinggames/financial-chart

effinggames · Jun 28, 2016 · de87085 · de87085
2 parents 540cb63 + 4f93668
commit de87085
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Showing 6 changed files with 71 additions and 16 deletions.
diff --git a/app/assets/scripts/AllocationChart.js b/app/assets/scripts/AllocationChart.js
@@ -31,7 +31,7 @@
                             useHTML: true,
                             text: `
                             <a class="chartSubtitle"
-                               href="https://philosophicaleconomics.wordpress.com/2013/12/20/the-single-greatest-predictor-of-future-stock-market-returns/"
+                               href="http://www.philosophicaleconomics.com/2013/12/the-single-greatest-predictor-of-future-stock-market-returns/"
                                target="_blank">
                                 Source: Philosophical Economics
                             </a>
@@ -131,6 +131,11 @@
                                     valueSuffix: '%'
                                 },
                                 lineWidth: 2.5,
+                            },
+                            spline: {
+                                marker: {
+                                    enabled: false
+                                }
                             }
                         },
                         series: [
@@ -152,4 +157,4 @@
                 }
             };
         });
-})();
+})();
diff --git a/app/assets/styles/main.styl b/app/assets/styles/main.styl
@@ -32,13 +32,21 @@ a.chartSubtitle {
     font-size: 1.45em;
     height: 1.2em;
     padding: .5em 1em;
+    margin-bottom: 0.15em;
     vertical-align: middle;
 
   &.correlation {
     line-height: 0.8em;
   }
 }
 .links {
-    margin-top: 1.3em;
     font-size: 1.1em;
+    margin-top: 1.3em;
+    a + a {
+        margin-left: .7em;
+    }
+}
+.disclaimer {
+    font-size: 0.9em;
+    margin-top: 0.7em;
 }
diff --git a/app/controllers/MainController.js b/app/controllers/MainController.js
@@ -2,14 +2,15 @@
 const Knex = require('../DatabaseHelper').knex;
 const Promise = require('bluebird');
 const Regression = require('regression');
+const Moment = require('moment-timezone');
 
 class MainController {
     getHomePage(req, res) {
         //query for allocation + spx 10 year return data
         const query1 = Knex.raw(`
-                SELECT b.date, b.percentage, a.return_10
+                SELECT b.date, b.percentage::FLOAT, a.return_10
                 FROM analysis.sp_500_annualized_return a, usa.stock_asset_allocation b
-                WHERE (date_trunc('month', a.date + INTERVAL '1 day') = date_trunc('month', b.date))
+                WHERE (date_trunc('month', a.date + INTERVAL '1 month') = date_trunc('month', b.date))
                 AND b.percentage IS NOT NULL
             `).then(rsp => rsp.rows);
 
@@ -23,15 +24,18 @@ class MainController {
             rows1.forEach(i => i.date = i.date.toISOString().slice(0, 10));
 
             //calculate linear regression
-            const regressionData = rows1.filter(i => !!i.return_10).map(i => [parseFloat(i.percentage), i.return_10]);
+            const regressionData = rows1.filter(i => !!i.return_10).map(i => [i.percentage, i.return_10]);
             const regressionResults = Regression('linear', regressionData);
             const latestAllocation = rows1[rows1.length - 1].percentage;
             const expectedReturns = regressionResults.equation[0] * latestAllocation + regressionResults.equation[1];
 
+            const lastUpdatedDate = Moment(new Date(rows1[rows1.length - 1].date)).tz('GMT').format('M/D/YYYY');
+
             res.render('usa-allocation', {
                 title: 'Stock Asset Allocation vs SPX 10-Year Return',
                 correlationSquared: Math.pow(rows2[0].return_10, 2),
                 expectedReturns,
+                lastUpdatedDate,
                 data: {
                     chartData: rows1
                 }
@@ -42,9 +46,9 @@ class MainController {
     getEuropeAllocationChart(req, res) {
         //query for allocation + spx 10 year return data
         const query1 = Knex.raw(`
-                SELECT b.date, b.percentage, a.return_10
+                SELECT b.date, b.percentage::FLOAT, a.return_10
                 FROM analysis.eafe_annualized_return a, europe.stock_asset_allocation b
-                WHERE (date_trunc('month', a.date + INTERVAL '1 day') = date_trunc('month', b.date))
+                WHERE (date_trunc('month', a.date + INTERVAL '1 month') = date_trunc('month', b.date))
                 AND b.percentage IS NOT NULL
             `).then(rsp => rsp.rows);
 
@@ -58,18 +62,41 @@ class MainController {
             rows1.forEach(i => i.date = i.date.toISOString().slice(0, 10));
 
             //calculate linear regression
-            const regressionData = rows1.filter(i => !!i.return_10).map(i => [parseFloat(i.percentage), i.return_10]);
+            const regressionData = rows1.filter(i => !!i.return_10).map(i => [i.percentage, i.return_10]);
             const regressionResults = Regression('linear', regressionData);
             const latestAllocation = rows1[rows1.length - 1].percentage;
             const expectedReturns = regressionResults.equation[0] * latestAllocation + regressionResults.equation[1];
+            const lastUpdatedDate = Moment(new Date(rows1[rows1.length - 1].date)).tz('GMT').format('M/D/YYYY');
 
-            res.render('europe-allocation', {
-                title: 'Stock Asset Allocation vs EAFE 10-Year Return',
-                correlationSquared: Math.pow(rows2[0].return_10, 2),
-                expectedReturns,
-                data: {
-                    chartData: rows1
-                }
+            //gets the latest EAFE value
+            const latestEAFEQuery = Knex('europe.eafe_daily')
+                .orderBy('date', 'desc')
+                .limit(1);
+
+            //gets the EAFE value for last allocation update
+            const latestAllocationEAFEQuery = Knex('europe.eafe_daily')
+                .orderBy('date', 'desc')
+                .whereRaw(`date <= '${Moment(new Date(rows1[rows1.length - 1].date)).tz('GMT').format('YYYY-MM-DD')}'`)
+                .limit(1);
+
+            Promise.all([latestEAFEQuery, latestAllocationEAFEQuery]).spread((latestEAFERows, latestAllocationEAFERows) => {
+                const latestEAFEValue = parseFloat(latestEAFERows[0].value);
+                const latestAllocationEAFEValue = parseFloat(latestAllocationEAFERows[0].value);
+                const additionalReturns = Math.pow(latestAllocationEAFEValue / latestEAFEValue, 0.1) - 1;
+                const extrapolatedReturns = expectedReturns + additionalReturns;
+                const lastExtrapolatedDate = Moment(new Date(latestEAFERows[0].date)).tz('GMT').format('M/D/YYYY');
+
+                res.render('europe-allocation', {
+                    title: 'Stock Asset Allocation vs EAFE 10-Year Return',
+                    correlationSquared: Math.pow(rows2[0].return_10, 2),
+                    expectedReturns,
+                    extrapolatedReturns,
+                    lastUpdatedDate,
+                    lastExtrapolatedDate,
+                    data: {
+                        chartData: rows1
+                    }
+                });
             });
         });
     }

diff --git a/app/views/europe-allocation.html b/app/views/europe-allocation.html
@@ -18,5 +18,15 @@ <h1>Stock Asset Allocation vs Annualized 10-year EAFE Return</h1>
         <span class="infoText">
             Expected 10-Year EAFE Returns: [[ expectedReturns | round(4) * 100 ]]%
         </span>
+        <span class="infoText">
+            Last Updated: [[ lastUpdatedDate ]]
+        </span>
+        <span class="infoText">
+            Extrapolated 10-Year EAFE Returns: [[ extrapolatedReturns | round(4) * 100 ]]%*
+        </span>
+        <span class="infoText">
+            Last Updated: [[ lastExtrapolatedDate ]]
+        </span>
     </div>
+    <div class="disclaimer">* Based on the current price of the EAFE index</div>
 {% endblock %}
diff --git a/app/views/usa-allocation.html b/app/views/usa-allocation.html
@@ -18,5 +18,8 @@ <h1>Stock Asset Allocation vs Annualized 10-year SPX Return</h1>
         <span class="infoText">
             Expected 10-Year SPX Returns: [[ expectedReturns | round(4) * 100 ]]%
         </span>
+        <span class="infoText">
+            Last Updated: [[ lastUpdatedDate ]]
+        </span>
     </div>
 {% endblock %}
diff --git a/package.json b/package.json
@@ -29,6 +29,8 @@
     "gulp-uglify": "^1.1.0",
     "gulp-webpack": "^0.3.0",
     "knex": "^0.8.6",
+    "moment": "^2.13.0",
+    "moment-timezone": "^0.5.4",
     "named-router": "^1.0.3",
     "nib": "^1.1.0",
     "nunjucks": "^1.3.4",