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Refactor chart_Series() function to use xts::plot.xts #94

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Refactor chart_Series() function to use xts::plot.xts #94

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c351034
Refactor chart_Series to use plot.xts
erichung0404 Jun 21, 2016
d64df05
Fix chart_Series bugs
erichung0404 Jul 6, 2016
ec8e0ab
Pass chart_pars() settings to plot.xts
erichung0404 Jul 6, 2016
e5aadb9
Enable TA functionality
erichung0404 Jul 6, 2016
2ec488c
Enable transparency setting by clev
erichung0404 Jul 6, 2016
7614d88
Pass labels color to tickmark
erichung0404 Jul 6, 2016
e016b8b
Update range.bars to use multi.col
erichung0404 Jul 10, 2016
b6d2aef
Pass line.type to range.bars
erichung0404 Jul 11, 2016
de872eb
Fix bug in subset functionality
erichung0404 Jul 26, 2016
ef12cce
Fix zoom_Chart to draw subset series
erichung0404 Aug 3, 2016
4c1a341
Fix not find function "fade" bug
erichung0404 Aug 4, 2016
c8afa23
Remove duplicate right-hand side axis labels of add_TA
erichung0404 Aug 10, 2016
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288 changes: 130 additions & 158 deletions R/chart_Series.R
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Original file line number Diff line number Diff line change
Expand Up @@ -93,15 +93,54 @@ function(x, type="", spacing=1, line.col="darkorange",
}
} else {
line.col <- rep(line.col, length.out=NCOL(x))
if(is.null(cs$Env$line.type))
line.type <- "l"
else
line.type <- cs$Env$line.type
for(i in 1:NCOL(x))
lines(1:NROW(x),x[,i],lwd=2,col=line.col[i],lend=3,lty=1)
lines(1:NROW(x),x[,i],lwd=2,col=line.col[i],lend=3,lty=1,type=line.type)
return(NULL)
}
bar.col <- ifelse(Opens < Closes, up.col, dn.col)
bar.border <- ifelse(Opens < Closes, up.border, dn.border)
# masked from chartSeries.chob to handle multi.col
# create a vector of colors
cs <- current.chob()
dn.up.col <- cs$Env$theme$dn.up.col
up.up.col <- cs$Env$theme$up.up.col
up.dn.col <- cs$Env$theme$up.dn.col
dn.dn.col <- cs$Env$theme$dn.dn.col

dn.up.border <- cs$Env$theme$dn.up.border
up.up.border <- cs$Env$theme$up.up.border
up.dn.border <- cs$Env$theme$up.dn.border
dn.dn.border <- cs$Env$theme$dn.dn.border
multi.col <- cs$Env$multi.col
range.bars.type <- cs$Env$range.bars.type
if(isTRUE(multi.col) && range.bars.type != "line") {
last.Closes <- as.numeric(quantmod::Lag(Closes))
last.Closes[1] <- Closes[1]
# create vector of appropriate bar colors
bar.col <- ifelse(Opens < Closes,
ifelse(Opens < last.Closes,
dn.up.col,
up.up.col),
ifelse(Opens < last.Closes,
dn.dn.col,
up.dn.col))
# create vector of appropriate border colors
bar.border <- ifelse(Opens < Closes,
ifelse(Opens < last.Closes,
dn.up.border,
up.up.border),
ifelse(Opens < last.Closes,
dn.dn.border,
up.dn.border))
} else {
bar.col <- ifelse(Opens < Closes, up.col, dn.col)
bar.border <- ifelse(Opens < Closes, up.border, dn.border)
}

x.pos <- spacing*(1:NROW(x))
if( type %in% c("ohlc", "hlc")) {
if(type %in% c("ohlc", "hlc")) {
bar.border <- bar.col
bar.border[is.na(bar.border)] <- up.border
}
Expand Down Expand Up @@ -182,69 +221,33 @@ chart_Series <- function(x,
pars=chart_pars(), theme=chart_theme(),
clev=0,
...) {
cs <- new.replot()
#cex <- pars$cex
#mar <- pars$mar
line.col <- theme$col$line.col
up.col <- theme$col$up.col
dn.col <- theme$col$dn.col
up.border <- theme$col$up.border
dn.border <- theme$col$dn.border
format.labels <- theme$format.labels
if(is.null(theme$grid.ticks.on)) {
xs <- x[subset]
major.grid <- c(years=nyears(xs),
months=nmonths(xs),
days=ndays(xs))
grid.ticks.on <- names(major.grid)[rev(which(major.grid < 30))[1]]
} else grid.ticks.on <- theme$grid.ticks.on
label.bg <- theme$col$label.bg

cs$subset <- function(x) {
if(FALSE) {set_ylim <- get_ylim <- set_xlim <- Env<-function(){} } # appease R parser?
if(missing(x)) {
x <- "" #1:NROW(Env$xdata)
}
Env$xsubset <<- x
set_xlim(c(1,NROW(Env$xdata[Env$xsubset])))
ylim <- get_ylim()
for(y in seq(2,length(ylim),by=2)) {
if(!attr(ylim[[y]],'fixed'))
ylim[[y]] <- structure(c(Inf,-Inf),fixed=FALSE)
}
lapply(Env$actions,
function(x) {
frame <- abs(attr(x, "frame"))
fixed <- attr(ylim[[frame]],'fixed')
#fixed <- attr(x, "fixed")
if(frame %% 2 == 0 && !fixed) {
lenv <- attr(x,"env")
if(is.list(lenv)) lenv <- lenv[[1]]
min.tmp <- min(ylim[[frame]][1],range(na.omit(lenv$xdata[Env$xsubset]))[1],na.rm=TRUE)
max.tmp <- max(ylim[[frame]][2],range(na.omit(lenv$xdata[Env$xsubset]))[2],na.rm=TRUE)
ylim[[frame]] <<- structure(c(min.tmp,max.tmp),fixed=fixed)
}
})
# reset all ylim values, by looking for range(env[[1]]$xdata)
# xdata should be either coming from Env or if lenv, lenv
set_ylim(ylim)
}
environment(cs$subset) <- environment(cs$get_asp)

if(is.OHLC(x)) {
yrange <- c(min(Lo(x[subset]),na.rm=TRUE),max(Hi(x[subset]),na.rm=TRUE))
} else yrange <- range(x[subset, 1], na.rm=TRUE)
cs <- plot.xts(x,
...,
subset = subset,
main = name,
ylim = yrange,
type = "n",
observation.based = TRUE,
major.ticks = "auto",
grid.ticks.on = "auto")
if(is.character(x))
stop("'x' must be a time-series object")
if(is.OHLC(x)) {
cs$Env$xdata <- OHLC(x)
if(has.Vo(x))
cs$Env$vo <- Vo(x)
} else cs$Env$xdata <- x
#subset <- match(.index(x[subset]), .index(x))
cs$Env$xsubset <- subset
cs$Env$cex <- pars$cex
cs$Env$mar <- pars$mar
cs$set_asp(3)
cs$set_xlim(c(1,NROW(cs$Env$xdata[subset])))
cs$set_ylim(list(structure(range(na.omit(cs$Env$xdata[subset])),fixed=FALSE)))
cs$set_frame(1,FALSE)
cs$Env$clev = min(clev+0.01,1) # (0,1]
cs$Env$theme$bbands <- theme$bbands
cs$Env$theme$shading <- theme$shading
Expand All @@ -261,9 +264,11 @@ chart_Series <- function(x,
cs$Env$theme$labels <- "#333333"
cs$Env$theme$label.bg <- label.bg
cs$Env$format.labels <- format.labels
cs$Env$ticks.on <- grid.ticks.on
cs$Env$ticks.on <- cs$Env$grid.ticks.on
cs$Env$grid.ticks.lwd <- theme$grid.ticks.lwd
cs$Env$type <- type
cs$Env$range.bars.type <- type
cs$Env$cex <- pars$cex
cs$Env$mar <- pars$mar

# axis_ticks function to label lower frequency ranges/grid lines
cs$Env$axis_ticks <- function(xdata,xsubset) {
Expand All @@ -277,117 +282,84 @@ chart_Series <- function(x,
ticks
}
# need to add if(upper.x.label) to allow for finer control
cs$add(expression(atbt <- axTicksByTime2(xdata[xsubset]),
segments(atbt, #axTicksByTime2(xdata[xsubset]),
get_ylim()[[2]][1],
atbt, #axTicksByTime2(xdata[xsubset]),
get_ylim()[[2]][2], col=theme$grid, lwd=grid.ticks.lwd),
axt <- axis_ticks(xdata,xsubset),
cs$add(expression(axt <- axis_ticks(xdata,xsubset),
text(as.numeric(axt),
par('usr')[3]-0.2*min(strheight(axt)),
names(axt),xpd=TRUE,cex=0.9,pos=3)),
names(axt),xpd=TRUE,cex=0.9,pos=3,col=theme$labels)),
clip=FALSE,expr=TRUE)
cs$set_frame(-1)
# background of main window
#cs$add(expression(rect(par("usr")[1],
# par("usr")[3],
# par("usr")[2],
# par("usr")[4],border=NA,col=theme$bg)),expr=TRUE)
cs$add_frame(0,ylim=c(0,1),asp=0.2)
cs$set_frame(1)

# add observation level ticks on x-axis if < 400 obs.
cs$add(expression(if(NROW(xdata[xsubset])<400)
{axis(1,at=1:NROW(xdata[xsubset]),labels=FALSE,col=theme$grid2,tcl=0.3)}),expr=TRUE)

# add "month" or "month.abb"
cs$add(expression(axt <- axTicksByTime(xdata[xsubset],format.labels=format.labels),
axis(1,at=axt, #axTicksByTime(xdata[xsubset]),
labels=names(axt), #axTicksByTime(xdata[xsubset],format.labels=format.labels)),
las=1,lwd.ticks=1,mgp=c(3,1.5,0),tcl=-0.4,cex.axis=.9)),
expr=TRUE)
cs$Env$name <- name
text.exp <- c(expression(text(1-1/3,0.5,name,font=2,col='#444444',offset=0,cex=1.1,pos=4)),
expression(text(NROW(xdata[xsubset]),0.5,
paste(start(xdata[xsubset]),end(xdata[xsubset]),sep=" / "),
col=1,adj=c(0,0),pos=2)))
cs$add(text.exp, env=cs$Env, expr=TRUE)
cs$set_frame(2)

cs$Env$axis_labels <- function(xdata,xsubset,scale=5) {
axTicksByValue(na.omit(xdata[xsubset]))
}
cs$Env$make_pretty_labels <- function(ylim) {
p <- pretty(ylim,10)
p[p > ylim[1] & p < ylim[2]]
}
#cs$add(assign("five",rnorm(10))) # this gets re-evaled each update, though only to test
#cs$add(expression(assign("alabels", axTicksByValue(na.omit(xdata[xsubset])))),expr=TRUE)
#cs$add(expression(assign("alabels", pretty(range(xdata[xsubset],na.rm=TRUE)))),expr=TRUE)
#cs$add(expression(assign("alabels", pretty(get_ylim(get_frame())[[2]],10))),expr=TRUE)
cs$add(expression(assign("alabels", make_pretty_labels(get_ylim(get_frame())[[2]]))),expr=TRUE)

# add $1 grid lines if appropriate
cs$set_frame(-2)

# add minor y-grid lines
cs$add(expression(if(diff(range(xdata[xsubset],na.rm=TRUE)) < 50)
segments(1,seq(min(xdata[xsubset]%/%1,na.rm=TRUE),
max(xdata[xsubset]%/%1,na.rm=TRUE),1),
length(xsubset),
seq(min(xdata[xsubset]%/%1,na.rm=TRUE),
max(xdata[xsubset]%/%1,na.rm=TRUE),1),
col=theme$grid2, lty="dotted")), expr=TRUE)
cs$set_frame(2)
# add main y-grid lines
cs$add(expression(segments(1,alabels,NROW(xdata[xsubset]),alabels, col=theme$grid)),expr=TRUE)
# left axis labels
if(theme$lylab) {
cs$add(expression(text(1-1/3-max(strwidth(alabels)),
alabels, #axis_labels(xdata,xsubset),
noquote(format(alabels,justify="right")),
col=theme$labels,offset=0,cex=0.9,pos=4,xpd=TRUE)),expr=TRUE)
}
# right axis labels
if(theme$rylab) {
cs$add(expression(text(NROW(xdata[xsubset])+1/3,
alabels,
noquote(format(alabels,justify="right")),
col=theme$labels,offset=0,cex=0.9,pos=4,xpd=TRUE)),expr=TRUE)
}
# add main series
cs$set_frame(2)
# need to rename range.bars to something more generic, and allow type= to handle:
# ohlc, hlc, candles, ha-candles, line, area
# chart_Perf will be the call to handle relative performace plots
cs$add(expression(range.bars(xdata[xsubset],
type, 1,
fade(theme$line.col,clev),
fade(theme$up.col,clev),
fade(theme$dn.col,clev),
fade(theme$up.border,clev),
fade(theme$dn.border,clev))),expr=TRUE)
assign(".chob", cs, .plotEnv)

if(!hasArg(spacing))
spacing <- 1
cs$Env$theme$spacing <- spacing
cs$Env$range.bars <- range.bars
cs$Env$fade <- fade
exp <- expression(range.bars(xdata[xsubset],
type=range.bars.type,
spacing=theme$spacing,
line.col=fade(theme$line.col, clev),
up.col=fade(theme$up.col, clev),
dn.col=fade(theme$dn.col, clev),
up.border=fade(theme$up.border, clev),
dn.border=fade(theme$up.border, clev)))
cs$add(exp, expr = TRUE, env = cs$Env)
# handle TA="add_Vo()" as we would interactively FIXME: allow TA=NULL to work
if(!is.null(TA) && nchar(TA) > 0) {
TA <- parse(text=TA, srcfile=NULL)
for( ta in 1:length(TA)) {
if(length(TA[ta][[1]][-1]) > 0) {
cs <- eval(TA[ta])
} else {
cs <- eval(TA[ta])
TA <- parse(text=TA, srcfile=NULL)
for(ta in seq_along(TA)) {
if(length(TA[ta][[1]][-1]) > 0) {
cs <- eval(TA[ta])
} else {
cs <- eval(TA[ta])
}
}
}
}
assign(".chob", cs, .plotEnv)
assign(".xts_chob", cs, xts:::.plotxtsEnv)
cs
} #}}}

# zoom_Chart {{{
zoom_Chart <- function(subset) {
# refactor xts:::chart.lines to make subset functionality work
chart.lines <- function (x, type = "l", lty = 1, lwd = 2, lend = 1, col = 1:10,
up.col = NULL, dn.col = NULL, legend.loc = NULL, ...)
{
if (is.null(up.col))
up.col <- "green"
if (is.null(dn.col))
dn.col <- "red"
xx <- xts:::current.xts_chob()
switch(type, h = {
colors <- ifelse(x[, 1] < 0, dn.col, up.col)
lines(xx$Env$xycoords$x[match(index(x), index(xx$Env$xdata))], x[, 1], lwd = 2, col = colors,
lend = lend, lty = 1, type = "h", ...)
}, p = , l = , b = , c = , o = , s = , S = , n = {
if (length(lty) < NCOL(x)) lty <- rep(lty, length.out = NCOL(x))
if (length(lwd) < NCOL(x)) lwd <- rep(lwd, length.out = NCOL(x))
if (length(col) < NCOL(x)) col <- rep(col, length.out = NCOL(x))
for (i in NCOL(x):1) {
lines(xx$Env$xycoords$x[match(index(x), index(xx$Env$xdata))], x[, i], type = type, lend = lend,
col = col[i], lty = lty[i], lwd = lwd[i], ...)
}
}, {
warning(paste(type, "not recognized. Type must be one of\n
'p', 'l', 'b, 'c', 'o', 'h', 's', 'S', 'n'.\n
plot.xts supports the same types as plot.default,\n
see ?plot for valid arguments for type"))
})
if (!is.null(legend.loc)) {
lc <- legend.coords(legend.loc, xx$Env$xlim, range(x,
na.rm = TRUE))
legend(x = lc$x, y = lc$y, legend = colnames(x), xjust = lc$xjust,
yjust = lc$yjust, fill = col[1:NCOL(x)], bty = "n")
}
}
chob <- current.chob()
x <- chob$Env$xdata
x.pos <- 1:NROW(x[subset])
chob$Env$chart.lines <- chart.lines
chob$subset(subset)
chob$Env$xlim <- range(x.pos)
chob$Env$ylim[[2]] <- structure(range(x[subset], na.rm=TRUE), fixed=TRUE)
chob
}
# }}}
Expand All @@ -400,7 +372,7 @@ fade <- function(col, level) {
cols
}

current.chob <- function() invisible(get(".chob",.plotEnv))
current.chob <- function() invisible(xts:::current.xts_chob())

use.chob <- function(use=TRUE) {
options('global.chob'=use)
Expand Down Expand Up @@ -570,15 +542,15 @@ add_TA <- function(x, order=NULL, on=NA, legend="auto",
lenv$grid_lines <- function(xdata,xsubset) {
pretty(xdata[xsubset])
}
exp <- c(exp,
#exp <- c(exp,
# LHS
#expression(text(1-1/3-max(strwidth(grid_lines(xdata,xsubset))),grid_lines(xdata,xsubset),
# noquote(format(grid_lines(xdata,xsubset),justify="right")),
# col=theme$labels,offset=0,pos=4,cex=0.9)),
# RHS
expression(text(NROW(xdata[xsubset])+1/3,grid_lines(xdata,xsubset),
noquote(format(grid_lines(xdata,xsubset),justify="right")),
col=theme$labels,offset=0,pos=4,cex=0.9)))
#expression(text(NROW(xdata[xsubset])+1/3,grid_lines(xdata,xsubset),
# noquote(format(grid_lines(xdata,xsubset),justify="right")),
# col=theme$labels,offset=0,pos=4,cex=0.9)))
#}
plot_object$add(exp,env=c(lenv, plot_object$Env),expr=TRUE,no.update=no.update)
}
Expand Down Expand Up @@ -895,7 +867,7 @@ skeleton_TA <- function(on, arg, ...) {
preFUN <- ""
FUN <- ""
postFUN <- ""
chob$add_frame(ylin=c(0,1),asp=0.15)
chob$add_frame(ylim=c(0,1),asp=0.15)
chob$next_frame()
}

Expand Down Expand Up @@ -923,7 +895,7 @@ add_MACD <- function(fast=12,slow=26,signal=9,maType="EMA",histogram=TRUE,...) {
rect(x.pos-1/3, 0, x.pos+1/3, macd.hist, col=bar.col, border="grey", lwd=0.2, ...) # base graphics call
}
# macd line
lines(x.pos, macd[,1], col=x$Env$theme$macd$macd, lwd=2,,lty=1,...)
lines(x.pos, macd[,1], col=x$Env$theme$macd$macd, lwd=2,lty=1,...)
# signal line
lines(x.pos, macd[,2], col=x$Env$theme$macd$signal, lty=3,...)
}
Expand Down