{
  "$schema": "https://vega.github.io/schema/vega/v5.json",
  "padding": 5,

  "signals": [
    {"name": "step", "value": 16},
    {"name": "offset", "value": 10},
    {"name": "width", "update": "step * 52 + offset * 11"},
    {"name": "height", "update": "step * 5"},
    {
      "name": "scheme", "value": "pinkyellowgreen",
      "bind": {
        "input": "select",
        "options": [
          "pinkyellowgreen",
          "blueorange",
          "brownbluegreen",
          "purplegreen",
          "purpleorange",
          "redblue",
          "redgrey",
          "redyellowblue",
          "redyellowgreen",
          "spectral"
        ]
      }
    }
  ],

  "data": [
    {
      "name": "sp500",
      "url": "data/sp500-2000.csv",
      "format": {"type": "csv", "parse": {"close": "number", "date": "date"}},
      "transform": [
        {
          "type": "window",
          "sort": {"field": "date", "order": "ascending"},
          "ops": ["lag"],
          "fields": ["close"],
          "as": ["prev"]
        },
        {
          "type": "formula",
          "expr": "datum.prev ? (datum.close - datum.prev) / datum.prev : 0",
          "as": "value"
        },
        {
          "type": "formula",
          "expr": "year(datum.date)",
          "as": "year"
        },
        {
          "type": "timeunit", "field": "date",
          "units": ["year", "week"],
          "as": ["w0", "w1"]
        },
        {"type": "formula", "expr": "timeOffset('day', datum.w0)", "as": "w0"},
        {
          "type": "timeunit", "field": "date",
          "units": ["day"],
          "as": ["d0", "d1"]
        }
      ]
    }
  ],

  "scales": [
    {
      "name": "y",
      "type": "band",
      "domain": {"data": "sp500", "field": "d0", "sort": true},
      "range": {"step": {"signal": "step"}}
    },
    {
      "name": "color",
      "type": "linear",
      "clamp": true,
      "range": {"scheme": {"signal": "scheme"}},
      "domain": [-0.06, 0, 0.06]
    }
  ],

  "legends": [
    {
      "fill": "color",
      "title": "Daily Change, S&P 500",
      "titleFontSize": 12,
      "titleOrient": "left",
      "titlePadding": 20,
      "offset": 15,
      "orient": "top",
      "type": "gradient",
      "direction": "horizontal",
      "gradientLength": 250,
      "gradientThickness": 10,
      "format": "%"
    }
  ],

  "layout": {
    "columns": 1,
    "padding": 15
  },

  "marks": [
    {
      "type": "group",

      "from": {
        "facet": {
          "data": "sp500",
          "name": "values",
          "groupby": "year"
        }
      },

      "sort": {
        "field": "datum.year",
        "order": "descending"
      },

      "data": [
        {
          "name": "max",
          "source": "values",
          "transform": [
            {"type": "aggregate", "ops": ["max"], "fields": ["date"]}
          ]
        },
        {
          "name": "weeks",
          "transform": [
            {"type": "sequence", "start": 0, "stop": 53, "as": "weeknum"},
            {"type": "formula", "expr": "datetime(parent.year, 0, 1 + datum.weeknum * 7)", "as": "date"},
            {"type": "timeunit", "units": ["year", "week"], "field": "date", "as": ["w0", "w1"]},
            {"type": "formula", "expr": "timeOffset('day', datum.w0)", "as": "w0"},
            {"type": "filter", "expr": "datum.date < data('max')[0].max_date"}
          ]
        }
      ],

      "scales": [
        {
          "name": "x",
          "type": "band",
          "domain": {"data": "weeks", "field": "w0", "sort": true},
          "range": {"step": {"signal": "step"}}
        }
      ],

      "axes": [
        {
          "orient": "left", "scale": "y",
          "ticks": false, "domain": false, "labelPadding": 8,
          "format": "%a", "formatType": "time",
          "title": {"signal": "parent.year"},
          "titleAngle": 0, "titleAlign": "right",
          "titleX": -8, "titleY": -2,  "titleFontSize": 10
        },
        {
          "orient": "top", "scale": "x",
          "ticks": false, "domain": false,
          "format": "%b", "formatType": "time",
          "labelAlign": "left",
          "encode": {
            "labels": {
              "update": {
                "x": {
                  "scale": "x", "field": "value", "band": 0,
                  "offset": {"signal": "month(datum.value) * offset"}
                },
                "opacity": {"signal": "date(datum.value) < 8 ? 1 : 0"}
              }
            }
          }
        }
      ],

      "marks": [
        {
          "type": "rect",
          "from": {"data": "values"},
          "encode": {
            "enter": {
              "x": {"scale": "x", "field": "w0", "offset": {"signal": "month(datum.date) * offset"}},
              "width": {"scale": "x", "band": 1, "offset": -1},
              "y": {"scale": "y", "field": "d0"},
              "height": {"scale": "y", "band": 1, "offset": -1},
              "cornerRadius": {"value": 2},
              "tooltip": {"signal": "timeFormat(datum.date, '%a %b %d, %Y') + '\\n' + format(datum.value, '+.2%')"}
            },
            "update": {
              "fill": {"scale": "color", "field": "value"}
            }
          }
        }
      ]
    }
  ]
}