From 05aa4d0c636268d58f750e1b48177e42f7595ac5 Mon Sep 17 00:00:00 2001
From: Eric Hung <naturalsmen@gmail.com>
Date: Thu, 28 Jul 2016 16:47:40 +0800
Subject: [PATCH] Refactor addVolatility to follow skeleton_TA structure

chartVolatility function is given to create volatility series based on
skeleton_TA structure.
---
 R/addVolatility.R | 91 +++++++++++++++++++++++++++++------------------
 1 file changed, 57 insertions(+), 34 deletions(-)

diff --git a/R/addVolatility.R b/R/addVolatility.R
index 2fe1f718..75b158bb 100644
--- a/R/addVolatility.R
+++ b/R/addVolatility.R
@@ -7,43 +7,66 @@
 `addVolatility` <-
 function (n = 10, calc = "close", N = 260, ..., on = NA, legend = "auto") 
 {
-    lchob <- get.current.chob()
-    x <- as.matrix(lchob@xdata)
-    x <- OHLC(x)
-    x <- volatility(OHLC = x, n = n, calc = calc, N = N)
-    yrange <- NULL
-    chobTA <- new("chobTA")
-    if (NCOL(x) == 1) {
-        chobTA@TA.values <- x[lchob@xsubset]
+    lenv <- new.env()
+    lenv$chartVolatility <- function(x, n, calc, N, ..., on, legend) {
+      xdata <- x$Env$xdata
+      xsubset <- x$Env$xsubset
+      xdata <- OHLC(xdata)
+      vol <- volatility(OHLC = xdata, n = n, calc = calc, N = N)[xsubset]
+      spacing <- x$Env$theme$spacing
+      x.pos <- 1 + spacing * (1:NROW(vol) - 1)
+      xlim <- x$Env$xlim
+      ylim <- c(min(vol, na.rm=TRUE) * 0.95, max(vol, na.rm=TRUE) * 1.05)
+      theme <- x$Env$theme
+
+      lines(x.pos, vol, col = 8, lwd = 1, lend = 2, ...)
+      
     }
-    else chobTA@TA.values <- x[lchob@xsubset, ]
-    chobTA@name <- "chartTA"
+    if(!is.character(legend) || legend == "auto")
+      legend <- gsub("^add", "", deparse(match.call()))
+    mapply(function(name, value) {
+      assign(name, value, envir = lenv)
+    }, names(list(n = n, calc = calc, N = N, ..., on = on, legend = legend)), 
+    list(n = n, calc = calc, N = N, ..., on = on, legend = legend))
+    exp <- parse(text = gsub("list", "chartVolatility", as.expression(substitute(list(x = current.chob(), 
+                                                                                      n = n, calc = calc, N = N, ..., on = on, legend = legend)))), srcfile = NULL)
+    exp <- c(exp, expression(
+      lc <- xts:::legend.coords("topleft", xlim, c(min(vol, na.rm=TRUE) * 0.95,max(vol, na.rm=TRUE) * 1.05)),
+      legend(x = lc$x, y = lc$y, 
+             legend = c(paste(legend, ":"),
+                        format(last(vol),nsmall = 3L)),
+             text.col = c(theme$fg, 8), 
+             xjust = lc$xjust, 
+             yjust = lc$yjust, 
+             bty = "n", 
+             y.intersp=0.95)))
+    exp <- c(expression(
+      # add inbox color
+      rect(xlim[1], min(vol, na.rm=TRUE) * 0.95, xlim[2], max(vol, na.rm=TRUE) * 1.05, col=theme$fill),
+      # add grid lines and left-side axis labels
+      segments(xlim[1], y_grid_lines(c(min(vol, na.rm=TRUE) * 0.95,max(vol, na.rm=TRUE) * 1.05)), 
+               xlim[2], y_grid_lines(c(min(vol, na.rm=TRUE) * 0.95,max(vol, na.rm=TRUE) * 1.05)), 
+               col = theme$grid, lwd = x$Env$grid.ticks.lwd, lty = 3),
+      text(xlim[1], y_grid_lines(c(min(vol, na.rm=TRUE) * 0.95,max(vol, na.rm=TRUE) * 1.05)), y_grid_lines(c(min(vol, na.rm=TRUE) * 0.95,max(vol, na.rm=TRUE) * 1.05)), 
+           col = theme$labels, srt = theme$srt, 
+           offset = 0.5, pos = 2, cex = theme$cex.axis, xpd = TRUE),
+      # add border of plotting area
+      rect(xlim[1], min(vol, na.rm=TRUE) * 0.95, xlim[2], max(vol, na.rm=TRUE) * 1.05, border=theme$labels)), exp)
+    
+    lchob <- current.chob()
+    x <- lchob$Env$xdata
+    xsubset <- lchob$Env$xsubset
+    x <- OHLC(x)
+    vol <- volatility(OHLC = x, n = n, calc = calc, N = N)[xsubset]
+    lchob$Env$vol <- vol
     if (any(is.na(on))) {
-        chobTA@new <- TRUE
-    }
-    else {
-        chobTA@new <- FALSE
-        chobTA@on <- on
-    }
-    chobTA@call <- match.call()
-    legend.name <- gsub("^add", "", deparse(match.call()))
-    gpars <- c(list(...), list(col = 8))[unique(names(c(list(col = 8), 
-        list(...))))]
-    chobTA@params <- list(xrange = lchob@xrange, yrange = yrange, 
-        colors = lchob@colors, color.vol = lchob@color.vol, multi.col = lchob@multi.col, 
-        spacing = lchob@spacing, width = lchob@width, bp = lchob@bp, 
-        x.labels = lchob@x.labels, time.scale = lchob@time.scale, 
-        isLogical = is.logical(x), legend = legend, legend.name = legend.name, 
-        pars = list(gpars))
-    if (is.null(sys.call(-1))) {
-        TA <- lchob@passed.args$TA
-        lchob@passed.args$TA <- c(TA, chobTA)
-        lchob@windows <- lchob@windows + ifelse(chobTA@new, 1, 
-            0)
-        do.call("chartSeries.chob", list(lchob))
-        invisible(chobTA)
+        lchob$add_frame(ylim=c(min(vol, na.rm=TRUE) * 0.95, 
+                               max(vol, na.rm=TRUE) * 1.05), asp=1, fixed=TRUE)
+        lchob$next_frame()
     }
     else {
-        return(chobTA)
+        lchob$set_frame(sign(on)*(abs(on)+1L))
     }
+    lchob$replot(exp, env=c(lenv, lchob$Env), expr=TRUE)
+    lchob
 }