Recently I found myself wanting to plot some time series data and wanted to do this in Clojure. Unfortunately Incanter, a good statistical and graphics library for Clojure, did not provide a way to plot data where the x-axis is a time value. A quick fork on github and a pull request later and now Incanter does. Since I added this functionality I thought I would write up a short example of using it.
I’m using the
read-dataset function provided by Incanter. This procedure reads a delimited file (or URL) and returns an Incanter dataset.
Yahoo stores the date in a yyyy-mm-dd format. I need to convert that to milliseconds from the epoch so it can be used in time-series-plot as the x-axis data. To do this I wrote a function which takes the string representation of the date, splits in on “-”, then use the
to-ms functions from incanter.chrono to get the number of milliseconds from the epoch.
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Now that we have a function which takes the string representation and get the milliseconds it is time to get the data I want from the dataset. The below code selects the
:Date column while mapping the
:Date column to a millisecond from epoch representation of date.
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The next step is to use the
time-series-plot function to actually create the plot. Because the data we have is in a dataset, we can pass in the column names as the x and y parameters and provide the data set as the value to the
:data key in the optional parameters.
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Then we use the Incanter function
view to actually see the chart.