Is it possible to create custom aggregations that work with selection filters in Altair/Vega-Lite?

Question

I'm exploring Altair since a couple of days to create interactive charts. I am trying to create a chart with two layers both showing cumulative stock returns over time. Brushing over one chart should provide a zoomed-in view in the other chart with the cumulative return updating in real-time starting at 0.

In pandas, you could calculate this as follows over the visible time period:

(1 + ret).cumprod() - 1

I can't figure out how and whether it is possible to do this with altair.

I've seen that there are two kind of transformations possible:

Within an encoding channel
Using top level transforms (eg, transform_aggregate and transform_calculate)

I have successfully used 1 in the past (for example for creating two charts with one acting as zoom selection for the other one), I am having trouble to make 2 work.

To take a concrete simple example, I am concatenating vertically two charts below. A selection on the bottom one should show a running sum over this selection in the first one.

Here is my current attempt at doing this that produces behavior I don't fully understand (brushing from left to right seems to do what I want, brushing right to left results in a downward sloping running sum, deselecting produces bizarre results altogether)...

import altair as alt
from vega_datasets import data

source = data.stocks().query('symbol=="GOOG"')

sel = alt.selection_interval(encodings=['x'])

c1 = alt.Chart(source).mark_line().encode(
    x='date',
    y='price_cum:Q'
).transform_filter(sel).transform_window(price_cum='sum(price)')

c2 = alt.Chart(source).mark_line().encode(
    x='date',
    y='price'
).properties(height=100).add_selection(sel)

c1&c2

Here is the corresponding vega-lite spec in the editor:

kanitw kanitw · Accepted Answer · 2018-12-31T12:30:15

https://vega.github.io/vega-lite/docs/window.html#cumulative-frequency-distribution is useful for performing cumulative operations.

Vega doesn't have a "product" op yet, but I think you can use calculate to derive log value, make the cumulative sum and apply the exponent -- this should be equivalent to a cumulative product.

Please feel free to file an issue in the Vega repository if you think "product" should be included.

Is it possible to create custom aggregations that work with selection filters in Altair/Vega-Lite?

1 Answers