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Working with quantmod chartSeries and plot.zoo

5 messages · Gabor Grothendieck, OTB

OTB
# 
Hi all,

I'm a newbie to R and it has been very helpful to use your website.
Unfortunately I've been struggling with my code now for two days so I wanted
to ask few questions. I've been trying to create nice graphs to put into a
pdf sheet but I'm having little problems with all the packages I've been
using. So what I want to accomplish is create one pdf sheet with three
graphs and one correlation table. Attached is an example I created which is
very similar to what I want to do but there are few things I would like to
change. I'm using chartSeries in quantmod for the graphs and for the table
I'm using textplot. Few questions:

1) Is it possible to remove the date in the upper right corner of the
graphs?
2) Instead of the text Last xxxx (the green series) I would like to get the
name of the series itself, e.g. Stock 1, is that doable? 
3) How can I give the axes names, e.g. Return, Date?
4) In the Cumulative Difference graph I'm using the addVo() and that
function gives this nice barPlot. In the other graphs I'm not using addVo()
just addTA and type='h' and you can see the difference of the bar/histogram
plots. Is it possible to get the same plot using addTA as in addVo?
5) What is the best way to fit the correlation table nicely in the file and
maybe also set the number of digits?


I've also been trying to use plot.zoo because it is easier to work with the
chart but it seems like impossible to get all the graphs into one page in
pdf similar to the attached file. The graphs always display on separate
pages. I've tried layout, which works for quantmod, and par(mfrow=), which
works for regular plots, but neither seem to work for plot.zoo. What is the
right way to do this?
http://r.789695.n4.nabble.com/file/n4638057/TestGraph.pdf TestGraph.pdf 

I appreciate your help.

Best,
OTB 



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View this message in context: http://r.789695.n4.nabble.com/Working-with-quantmod-chartSeries-and-plot-zoo-tp4638057.html
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Gabor Grothendieck
#
On Fri, Jul 27, 2012 at 1:21 AM, OTB <olibirgis at gmail.com> wrote:
Please read the last line to every post on r-help and note the part
about reproducible code.
OTB
# 
Hi all,

I'm sorry, I didn't notice this comment. Thank you Gabor for letting me
know. Following is a reproducible code and a new picture. The questions are
the same but I've figured little bit out how to use textplot but I would
like to have the table little bit more professional, maybe better to use
another function?

install.packages("quantmod")
library(quantmod)

getSymbols("MSFT")
getSymbols("AAPL")
getSymbols("COKE")
getSymbols("PEP")

#Get the return
MSFT.Return <- diff(MSFT)/lag(MSFT)
AAPL.Return <- diff(AAPL)/lag(AAPL)
COKE.Return <- diff(COKE)/lag(COKE)
PEP.Return <- diff(PEP)/lag(PEP)

#Get the return for last two months and only get close price return.
#because in my data I only have the close price. 
MSFT.Close <- MSFT.Return['2012-06-01::2012-07-27', 'MSFT.Close']
AAPL.Close <- AAPL.Return['2012-06-01::2012-07-27', 'AAPL.Close']
COKE.Close <- COKE.Return['2012-06-01::2012-07-27', 'COKE.Close']
PEP.Close <- PEP.Return['2012-06-01::2012-07-27', 'PEP.Close']

pdf(sprintf("%s.pdf","ExampleGraph"), width=11.69, height=8.27)

layout(matrix(1:8, nrow=4)) 

#Get the difference in return
techDifference <- MSFT.Close - AAPL.Close
bevDifference <- COKE.Close - PEP.Close

#Rename columns
colnames(MSFT.Close)[1] <- "MSFT"
colnames(AAPL.Close)[1] <- "AAPL"
colnames(techDifference)[1] <- "Difference"

colnames(COKE.Close)[1] <- "COKE"
colnames(PEP.Close)[1] <- "PEP"
colnames(bevDifference)[1] <- "Difference"

#Combine into two tables
tech <- cbind(MSFT.Close,AAPL.Close,techDifference)
bev <- cbind(COKE.Close,PEP.Close,bevDifference)

#Plot charts
chartSeries(tech, order=1,up.col='green', name='MSFT & AAPL', layout=NULL,
TA=c("addTA(tech,order=2,on=1,layout=NULL);
addTA(tech$Difference,legend='Difference',type='h',layout=NULL)"))

chartSeries(bev, order=1,up.col='green', name='COKE & PEP', layout=NULL,
TA=c("addTA(bev,order=2,on=1,layout=NULL);
addTA(bevDifference$Difference,legend='Difference',type='h',layout=NULL)"))

#Take the cumulative difference for each sector 
techCumulative <- cumsum(abs(techDifference))
bevCumulative <- cumsum(abs(bevDifference))
diffCumulative <- techCumulative - bevCumulative 

#Rename columns
colnames(techCumulative)[1] <- "Tech"
colnames(bevCumulative)[1] <- "Beverage"
#If I set the name as Volume, I can use addVo() and get nice barplot.
#Problem with that is the legend name will be Volume but I would like to
#have it Difference and of course I'm using wrong column name. 
colnames(diffCumulative)[1] <- "Volume"

#Combine into one table
cumulative <- cbind(techCumulative,bevCumulative,diffCumulative)

#Plot chart
chartSeries(cumulative,order=1,up.col='green', name='Cumulative Difference',
layout=NULL,
TA=c("addTA(cumulative,order=2,on=1,layout=NULL)", addVo()))

#Get the correlation matric
correlationTable <- cbind(tech[,1:2],bev[,1:2])
correlation <- cor(correlationTable)
corTable <- as.table(correlation)
corrFormatted <- formatC(corTable, format = "f", digits = 3)
textplot(corrFormatted,valign="top",col.data=colors()[300],
col.rownames=colors()[300],col.colnames=colors()[300])
title("Correlation",cex.main=2.5,col.main=colors()[300])

dev.off() http://r.789695.n4.nabble.com/file/n4638141/ExampleGraph.pdf
ExampleGraph.pdf 

Thank you.

Best,
OTB



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View this message in context: http://r.789695.n4.nabble.com/Working-with-quantmod-chartSeries-and-plot-zoo-tp4638057p4638141.html
Sent from the R help mailing list archive at Nabble.com.
Gabor Grothendieck
#
On Fri, Jul 27, 2012 at 2:46 PM, OTB <olibirgis at gmail.com> wrote:
Did you solve the plot.zoo problem?