Sketch of some ideas for data plotting DSL

binnedHistogram.scala

// build n histograms as (n, histogram) pairs
val histograms = for {
  n <- 1 to N
} yield (
  n,
  histogram(
    dataPoints = for 
    {
      t <- (min of time from tradeHistory) to (max of time from tradeHistory - n)
    } yield price of tradeHistory(t + n) - price of tradeHistory(t)
  )
)

// x ranges over N
val xAxisRange = orderedValues(1 to N)

// y ranges from 0 to the maximum histogram frequency
val yAxisRange = orderedValues(0 to max of (for {
  h <- histograms
  } yield h.valueWithMaximumFrequency)

// each histogram is plotted 3 pixles wide
val x3 = continuousAxis(0 to 2)

// the whole x axis is plotted in discrete bins, one per xAxisRange, 3 pixles per bin
val xAxis = discreteAxis(xAxisRange, valueWidth = x3.size)

// y axis is a continuous scaling of the y axis data range
val yAxis = continuousAxis(yAxisRange)

// plot an x/y chart of
plot(
  xAxis, 
  yAxis,
  x = histograms._1
  y = histograms._2,
  // sub-plots that scatter histogrammed datapoints across the local x axis
  plotWith = y map (h => plot(x3, yAxis, x = random(0 to 2), y = h))
  )