Financial Data Meshes

Posted: February 19th, 2012 | Author: genevieve | Filed under: Appropriating New Technologies, Thesis, Unity3d | No Comments »

Continuing from my previous post, I was able to get OpenFrameworks working to extrude the brightness values into the Y axis. I tried first with the noise images that Miguel and I generated at the beginning of the week.

Here’s the noise image in 2D:

And here it is extruded into 3D:

Here you can see them both, so you get the idea of how the brightness maps to height:

So, the form looks pretty good. But it also looks pretty random. By feeding financial data into a noise function, we can create a great looking terrain, but it starts to be so far removed from the data itself that it loses meaning. So, I tried to think about how I could generate mesh straight from the data. I finally plotted the points, but although they ended up in 3D space it looked pretty linear (or planar I should say). I needed something that had volume.

Just to illustrate, here’s the data graphed in 3D, with time as the x value, volume as y, and closing price as z:

It’s a lot truer to the data, but it doesn’t give me the same terrain to play with as the noise heightmap. So, I started thinking about various ways I could achieve a similar result while staying “truer” to my data. I tried to figure out if there was a way to start with a base plane mesh, and then extrude along the y axis for every point that aligned with the x and z values. It turns out that an image is a good way to generate a planar mesh (at least in OF), so after talking with greg, I decided to write up a quick processing sketch that input 2 columns of data, and output a grayscale image. This combined the grayscale heightmapping with the mesh technique of mapping the data points to a shared grid system.

To generate the grayscale image, my process was:
1. Get data to read into processing
2. Map data to width and height of image. x = time, y = closing price
3. Map volume data (what we want to extrude by) to color, 0 – 255.
4. Step through x and y, but plot volume as grayscale circles, radius getting smaller as color gets lighter (taller)

Here is the image result I got from this quick test:

I opened it up in Photoshop to do a little blurring, not sure if it was necessary, but didn’t want jagged steps between gradient values. Oh, and I also cropeed, which I should probably implement in code but oh well:

Final step was importing the image back into OF and generating a heightmap there. I used code from James George which made this pretty simple. I ran into a memory error, but I believe that had to do with pixel referencing or something. Here’s a little screencap video that I set to music so it’s a bit more enjoyable to just hang out in dataland. The glitches are due to my computer not enjoying recording and running the app at the same time. Perhaps I need to ramp down the framerate for next time, not that I mind it much.

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