[R] Working with quantmod chartSeries and plot.zoo
OTB
olibirgis at gmail.com
Fri Jul 27 20:46:02 CEST 2012
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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