データ | 数値 |
---|---|
個数 | |
平均 | |
分散 | |
標準偏差σ | |
中央値 |
前回のプログラムに以下の変数をinputタグで追加していきます。
- 年率期待リターン:μ
- 標準偏差:σ
- 初期投資額:S0
初期値は、年率期待リターン:10%、標準偏差:20%、初期投資額 \( S_{0} \)=100(万円)とします。
inputタグ追加後、input type="number"で skip = "0.01" を追加したところ、再描画で画面フリーズなど不具合が発生しました。
ここまでのコードを以下に示して、再度コードを整理したいと思います
<!DOCTYPE html>
<html>
<head>
<!-- Load plotly.js into the DOM -->
<script src="https://cdn.plot.ly/plotly-2.27.0.min.js"></script>
</head>
<body>
<div id="myDiv" class="box1" ><!-- Plotly chart will be drawn inside this DIV --></div>
<!-- フォームの追加 -->
<form class="box2">
<div>
<label for="currentValue">初期投資額(万円)</label>
</br>
<input type="number" id="currentValue" value="100" min="0" >
</div>
</br>
<div>
<label for="averageReturnRate">期待リターン(年率%):</label>
</br>
<input type="number" id="averageReturnRate" value="0.1" min="0" >
</div>
</br>
<div>
<label for="riskRate">想定リスク(標準偏差,年率%):</label>
</br>
<input type="number" id="riskRate" value="0.2" min="0">
</div>
</br>
<!-- 再描画ボタンの追加 -->
<div class="rebutton">
<button onclick="redrawChart()">再描画</button>
</div>
</form>
<div class="clear"></div>
<!-- 新しい表を描画するための要素 -->
<div class="tables-container">
<div>
<table class="table-container" border="1">
<tr>
<th>データ</th>
<th>数値</th>
</tr>
<tr>
<td>個数</td>
<td><span id="pieces"></span></td>
</tr>
<tr>
<td>平均</td>
<td><span id="average"></span></td>
</tr>
<tr>
<td>分散</td>
<td><span id="variance"></span></td>
</tr>
<tr>
<td>標準偏差σ</td>
<td><span id="sd"></span></td>
</tr>
<tr>
<td>中央値</td>
<td><span id="median"></span></td>
</tr>
</table>
</div>
<!-- 既存の表を描画するための要素 -->
<div id="tableDiv" class="table-container"></div>
</div>
<script>
var averageReturnRate;
var riskRate;
var currentValue;
let nd = [];
window.onload = function () {
// フォームの初期値を設定
document.getElementById('averageReturnRate').value = '0.1';
document.getElementById('riskRate').value = '0.2';
document.getElementById('currentValue').value = '100';
// 初回描画
redrawChart();
};
function redrawChart() {
// 前のグラフをクリア
Plotly.purge('myDiv');
nd = [];
// フォームの値を取得
averageReturnRate = parseFloat(document.getElementById('averageReturnRate').value);
riskRate = parseFloat(document.getElementById('riskRate').value);
currentValue = parseFloat(document.getElementById('currentValue').value);
// getRandomValue()を呼び出して100,000回発生させる
getRandomValue(averageReturnRate, riskRate, currentValue);
var nd1 = [];
var nd2 = [];
var nd3 = [];
var nd4 = [];
var nd5 = [];
var nd6 = [];
var nd7 = [];
var nd8 = [];
// データの個数を表示
document.getElementById("pieces").textContent = nd.length;
// データの合計を求める
const sum = nd.reduce((a, b) => a + b, 0);
// データの平均を求める
const average = sum / nd.length;
document.getElementById("average").textContent = average.toFixed(2);
// データの分散を求める
const sumSquaredDiff = nd.reduce((a, b) => a + (b - average) ** 2, 0);
const variance = sumSquaredDiff / nd.length;
document.getElementById("variance").textContent = variance.toFixed(2);
// データの標準偏差を求める
const standardDeviation = Math.sqrt(variance);
document.getElementById("sd").textContent = standardDeviation.toFixed(2);
// データの中央値を求める
const sortedData = [...nd].sort((a, b) => a - b);
const middle = Math.floor(sortedData.length / 2);
const median =
sortedData.length % 2 === 0
? (sortedData[middle - 1] + sortedData[middle]) / 2
: sortedData[middle];
document.getElementById("median").textContent = median.toFixed(2);
// ヒストグラムの各バーに対する色を決定する関数
function getColor(value) {
const deviation = (value - average) / standardDeviation;
if (deviation <= -3) {
return "purple"; // -3標準偏差超
} else if (deviation < -2) {
return "orange"; // -3標準偏差以内
} else if (deviation < -1) {
return "cyan"; // -2標準偏差以内
} else if (deviation < 0) {
return "brown"; // -1標準偏差以内
} else if (deviation < 1) {
return "red"; // 1標準偏差以内
} else if (deviation < 2) {
return "green"; // 2標準偏差以内
} else if (deviation < 3) {
return "blue"; // 3標準偏差以内
} else {
return "yellow"; // 3標準偏差超
}
}
// データを各範囲に分ける
nd.forEach((value) => {
const color = getColor(value);
if (color === "purple") {
nd1.push(value);
} else if (color === "orange") {
nd2.push(value);
} else if (color === "cyan") {
nd3.push(value);
} else if (color === "brown") {
nd4.push(value);
} else if (color === "red") {
nd5.push(value);
} else if (color === "green") {
nd6.push(value);
} else if (color === "blue") {
nd7.push(value);
} else {
nd8.push(value);
}
});
var trace1 = {
x: nd1,
type: "histogram",
marker: {
color: "purple",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group1", // 各トレースを同じグループに追加
};
var trace2 = {
x: nd2,
type: "histogram",
marker: {
color: "orange",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group2", // 各トレースを同じグループに追加
};
var trace3 = {
x: nd3,
type: "histogram",
marker: {
color: "cyan",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group3", // 各トレースを同じグループに追加
};
var trace4 = {
x: nd4,
type: "histogram",
marker: {
color: "brown",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group4", // 各トレースを同じグループに追加
};
var trace5 = {
x: nd5,
type: "histogram",
marker: {
color: "red",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group5", // 各トレースを同じグループに追加
};
var trace6 = {
x: nd6,
type: "histogram",
marker: {
color: "green",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group6", // 各トレースを同じグループに追加
};
var trace7 = {
x: nd7,
type: "histogram",
marker: {
color: "blue",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group7", // 各トレースを同じグループに追加
};
var trace8 = {
x: nd8,
type: "histogram",
marker: {
color: "yellow",
},
xbins: {
end: 500,
size: 0.1,
start: -500,
},
bingroup: "group8", // 各トレースを同じグループに追加
};
var data = [trace1, trace2, trace3, trace4, trace5, trace6, trace7, trace8];
var layout = {
bargap: 0.01,
bargroupgap: 0.01,
title: "Sampled Results",
xaxis: { title: "Value" },
yaxis: { title: "Count" },
};
// 表を描画するためのデータ
var tableData = [
["標準偏差", "範囲", "個数", "確率", "累積分布"],
[" ~ -3σ", "~" + (average -3 * standardDeviation).toFixed(1), nd1.length, (nd1.length / nd.length).toFixed(1), (nd1.length / nd.length).toFixed(4)],
[
"-3σ ~ -2σ",
(average - 3 * standardDeviation).toFixed(1) + "~" + (average -2 * standardDeviation).toFixed(1),
nd2.length,
(nd2.length / nd.length).toFixed(4),
((nd1.length + nd2.length) / nd.length).toFixed(4),
],
[
"-2σ ~ -1σ",
(average -2 * standardDeviation).toFixed(1) + "~" + (average -1 * standardDeviation).toFixed(1),
nd3.length,
(nd3.length / nd.length).toFixed(4),
((nd1.length + nd2.length + nd3.length) / nd.length).toFixed(4),
],
[
"-1σ ~ 平均",
(average -1 * standardDeviation).toFixed(1) + "~" + average.toFixed(1),
nd4.length,
(nd4.length / nd.length).toFixed(4),
((nd1.length + nd2.length + nd3.length + nd4.length) / nd.length).toFixed(4),
],
[
"平均 ~ 1σ",
average.toFixed(1) + "~" + (parseFloat(average) + parseFloat(standardDeviation)).toFixed(1),
nd5.length,
(nd5.length / nd.length).toFixed(4),
((nd1.length + nd2.length + nd3.length + nd4.length + nd5.length) / nd.length).toFixed(4),
],
[
"1σ ~ 2σ",
(parseFloat(average) + parseFloat(standardDeviation)).toFixed(1) + "~" + (parseFloat(average) + 2*parseFloat(standardDeviation)).toFixed(1),
nd6.length,
(nd6.length / nd.length).toFixed(4),
((nd1.length + nd2.length + nd3.length + nd4.length + nd5.length + nd6.length) / nd.length).toFixed(4),
],
[
"2σ ~ 3σ",
(parseFloat(average) + 2*parseFloat(standardDeviation)).toFixed(1) + "~" + (parseFloat(average) + 3*parseFloat(standardDeviation)).toFixed(1) ,
nd7.length,
(nd7.length / nd.length).toFixed(4),
((nd1.length + nd2.length + nd3.length + nd4.length + nd5.length + nd6.length + nd7.length) / nd.length).toFixed(4),
],
[
"3σ ~ ",
(parseFloat(average) + 3*parseFloat(standardDeviation)).toFixed(1) + "~",
nd8.length,
(nd8.length / nd.length).toFixed(4),
((nd1.length + nd2.length + nd3.length + nd4.length + nd5.length + nd6.length + nd7.length + nd8.length) / nd.length).toFixed(4),
],
];
// 表を描画
var tableDiv = document.getElementById("tableDiv");
var table = document.createElement("table");
var thead = document.createElement("thead");
var tbody = document.createElement("tbody");
table.appendChild(thead);
table.appendChild(tbody);
tableDiv.appendChild(table);
// theadを追加
var headRow = thead.insertRow();
tableData[0].forEach(function (item) {
var th = document.createElement("th");
th.appendChild(document.createTextNode(item));
// セルのスタイルを追加
th.style.border = "1px solid #000";
th.style.padding = "10px";
th.style.backgroundColor = "#f0f0f0";
headRow.appendChild(th);
});
// tbodyを追加
tableData.slice(1).forEach(function (row) {
var tr = document.createElement("tr");
row.forEach(function (item) {
var td = document.createElement("td");
td.appendChild(document.createTextNode(item));
// セルのスタイルを追加
td.style.border = "1px solid #000";
td.style.padding = "10px";
td.style.backgroundColor = "#ffffff"; // 他のセルの背景色
tr.appendChild(td);
});
tbody.appendChild(tr);
});
// 1列目のセルに色を付ける
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(1) td:first-child");
targetCell.style.backgroundColor = "purple";
targetCell.style.color = "white";
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(2) td:first-child");
targetCell.style.backgroundColor = "orange";
targetCell.style.color = "white";
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(3) td:first-child");
targetCell.style.backgroundColor = "cyan";
targetCell.style.color = "white";
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(4) td:first-child");
targetCell.style.backgroundColor = "brown";
targetCell.style.color = "white";
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(5) td:first-child");
targetCell.style.backgroundColor = "red";
targetCell.style.color = "white";
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(6) td:first-child");
targetCell.style.backgroundColor = "green";
targetCell.style.color = "white";
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(7) td:first-child");
targetCell.style.backgroundColor = "blue";
targetCell.style.color = "white";
var targetCell = document.querySelector("#tableDiv tbody tr:nth-child(8) td:first-child");
targetCell.style.backgroundColor = "yellow";
targetCell.style.color = "white";
Plotly.newPlot("myDiv", data, layout);
}
function getRandomValue(averageReturnRate,riskRate,currentValue) {
var x, y, z, s;
for (let i = 0; i < 10000; i++) {
x = Math.random();
y = Math.random();
z = Math.sqrt(-2 * Math.log(x)) * Math.cos(2 * Math.PI * y);
s = currentValue * ( 1 + averageReturnRate + riskRate * z);//初期資産currentValue,リターンaverageReturnRate,リスクriskRate
nd.push(s);
}
}
</script>
</body>
</html>
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