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Refactor chartSeries() function to be a wrapper for chart_Series() function #95

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Refactor chartSeries() function to be a wrapper for chart_Series() function #95

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fc0467a
Refactor chartSeries to a wrapper for chart_Series
erichung0404 Jul 10, 2016
2c4bd0c
Add legend to first panel
erichung0404 Jul 11, 2016
b07da36
Change minor ticks to be downward
erichung0404 Jul 11, 2016
51ae3cf
Add border and remove x-axis grid line
erichung0404 Jul 16, 2016
5160aea
Reserve space of both sides
erichung0404 Jul 16, 2016
b62b868
Add TA functionality to chartSeries
erichung0404 Jul 21, 2016
adf2ea1
Translate xsubset into length of the series
erichung0404 Aug 3, 2016
7affc11
Fix subsetting bug of minor ticks on x-axis
erichung0404 Aug 3, 2016
7a18877
Fix bug in TA argument
erichung0404 Aug 9, 2016
29edf4d
Pass layout settings to the plot object
erichung0404 Aug 9, 2016
e8eac03
Update last price when subsetting
erichung0404 Aug 13, 2016
fe79a2f
Allow custom settings to TAs' color
erichung0404 Aug 14, 2016
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235 changes: 154 additions & 81 deletions R/chartSeries.R
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Original file line number Diff line number Diff line change
Expand Up @@ -276,7 +276,10 @@ function(x,subset = NULL,
fill="#F7F7F7",
Expiry='#C9C9C9',
BBands.col='#666666',BBands.fill="#F7F7F7",
BBands=list(col='#666666',fill='#F7F7F7'),
BBands=list(col=list(upper='#666666',
lower='#666666',
fill='#F7F7F7',
ma='#D5D5D5')),
theme.name='white.mono'
),
'black'=
Expand All @@ -294,7 +297,10 @@ function(x,subset = NULL,
fill="#282828",
Expiry='#383838',
BBands.col='red',BBands.fill="#282828",
BBands=list(col='red',fill='#282828'),
BBands=list(col=list(upper='red',
lower='red',
fill='#282828',
ma='#D5D5D5')),
theme.name='black'
),
'black.mono'=
Expand All @@ -310,7 +316,10 @@ function(x,subset = NULL,
main.col="#999999",sub.col="#999999",
fill="#777777",
Expiry='#383838',
BBands=list(col='#DDDDDD',fill='#777777'),
BBands=list(col=list(upper='#DDDDDD',
lower='#DDDDDD',
fill='#777777',
ma='#D5D5D5')),
BBands.col='#DDDDDD',BBands.fill="#777777",
theme.name='black.mono'
),
Expand All @@ -328,7 +337,10 @@ function(x,subset = NULL,
fill="#F5F5F5",
Expiry='#C9C9C9',
BBands.col='orange',BBands.fill='#F5F5DF',
BBands=list(col='orange',fill='#F5F5DF'),
BBands=list(col=list(upper='orange',
lower='orange',
fill='#F5F5DF',
ma='#D5D5D5')),
theme.name='beige'
),
'wsj'=
Expand Down Expand Up @@ -457,101 +469,162 @@ function(x,
chart <- ifelse(NROW(x) > 300,"matchsticks","candlesticks")
}
if(chart[1]=="candlesticks") {
spacing <- 3
#spacing <- 3
width <- 3
} else
if(chart[1]=="matchsticks" || chart[1]=='line') {
spacing <- 1
#spacing <- 1
width <- 1
} else
if(chart[1]=="bars") {
spacing <- 4
#spacing <- 4
width <- 3
if(NROW(x) > 60) width <- 1
}
ep <- axTicksByTime(x,major.ticks)

x.labels <- names(ep)

chob <- new("chob")
chob@call <- match.call(expand.dots=TRUE)
if(is.null(name)) name <- as.character(match.call()$x)
cs <- chart_Series(x = xdata, name = name, type = chart[1],
subset = xsubset, yaxis.left = FALSE, ...)
# set xlim to reserve space
xlim <- cs$get_xlim()
cs$set_xlim(c(xlim[1]-xlim[2]*0.04,xlim[2]+xlim[2]*0.04))
# remove x-axis grid line
cs$Env$actions[[1]] <- NULL

chob@xdata <- xdata
chob@xsubset <- xsubset
chob@name <- name
chob@type <- chart[1]

chob@xrange <- c(1,NROW(x))
if(is.OHLC(x)) {
chob@yrange <- c(min(Lo(x),na.rm=TRUE),max(Hi(x),na.rm=TRUE))
} else chob@yrange <- range(x[,1],na.rm=TRUE)
cs$Env$ylim[[2]] <- structure(c(min(Lo(x),na.rm=TRUE),max(Hi(x),na.rm=TRUE)), fixed = TRUE)
} else cs$Env$ylim[[2]] <- structure(range(x[,1],na.rm=TRUE), fixed = TRUE)

if(!is.null(yrange) && length(yrange)==2)
chob@yrange <- yrange
cs$Env$ylim[[2]] <- structure(yrange, fixed = TRUE)

chob@log.scale <- log.scale

chob@color.vol <- color.vol
chob@multi.col <- multi.col
chob@show.vol <- show.vol
chob@bar.type <- bar.type
chob@line.type <- line.type
chob@spacing <- spacing
chob@width <- width
chob@bp <- ep
chob@x.labels <- x.labels
chob@colors <- theme
chob@layout <- layout
chob@time.scale <- time.scale
chob@minor.ticks <- minor.ticks
chob@major.ticks <- major.ticks

chob@length <- NROW(x)

chob@passed.args <- as.list(match.call(expand.dots=TRUE)[-1])
if(!is.null(TA)) {
cs$Env$log.scale <- log.scale # special handling needed

cs$Env$theme$up.col <- theme$up.col
cs$Env$theme$dn.col <- theme$dn.col

# set bar color
cs$Env$theme$dn.up.col <- theme$dn.up.col
cs$Env$theme$up.up.col <- theme$up.up.col
cs$Env$theme$up.dn.col <- theme$up.dn.col
cs$Env$theme$dn.dn.col <- theme$dn.dn.col

# set border color
cs$Env$theme$dn.up.border <- theme$dn.up.border
cs$Env$theme$up.up.border <- theme$up.up.border
cs$Env$theme$up.dn.border <- theme$up.dn.border
cs$Env$theme$dn.dn.border <- theme$dn.dn.border

cs$Env$theme$bg <- theme$bg.col
cs$Env$theme$fg <- theme$fg.col
cs$Env$theme$labels <- theme$major.tick
# deprecated arguments(?
cs$Env$theme$border <- theme$border
#cs$Env$theme$minor.tick
#cs$Env$theme$main.color
#cs$Env$theme$sub.col
cs$Env$theme$fill <- theme$area

cs$Env$color.vol <- color.vol
cs$Env$multi.col <- multi.col
cs$Env$show.vol <- show.vol
cs$Env$bar.type <- bar.type
cs$Env$line.type <- line.type
#cs$Env$theme$spacing <- spacing
cs$Env$theme$Expiry <- theme$Expiry
cs$Env$theme$width <- width
cs$Env$layout <- layout
cs$Env$time.scale <- time.scale
cs$Env$minor.ticks <- minor.ticks
cs$Env$major.ticks <- major.ticks
if(!show.grid){
cs$Env$theme$grid <- NULL
cs$Env$theme$grid2 <- NULL
} else {
cs$Env$theme$grid <- theme$grid.col
cs$Env$theme$grid2 <- theme$grid.col
}

# important to force eval of _current_ chob, not saved chob
thisEnv <- environment()
if(is.character(TA)) TA <- as.list(strsplit(TA,TAsep)[[1]])
#if(!has.Vo(x)) TA <- TA[-which(TA=='addVo()')] # remove addVo if no volume
chob@passed.args$TA <- list()
#if(length(TA) > 0) {
for(ta in 1:length(TA)) {
if(is.character(TA[[ta]])) {
chob@passed.args$TA[[ta]] <- eval(parse(text=TA[[ta]]),envir=thisEnv)
} else chob@passed.args$TA[[ta]] <- eval(TA[[ta]],envir=thisEnv)
cs$Env$length <- NROW(x)
cs$Env$theme$BBands$col$fill <- theme$BBands$col$fill
cs$Env$theme$BBands$col$upper <- theme$BBands$col$upper
cs$Env$theme$BBands$col$lower <- theme$BBands$col$lower
cs$Env$theme$BBands$col$ma <- theme$BBands$col$ma

# allow custom settings to TAs color
# use chartTheme() to enter
which.TA <- grep("add", names(theme))
names(theme)[which.TA] <- gsub("^add", "", names(theme)[which.TA])
cs$Env$theme <- append(cs$Env$theme, theme[which.TA])


# change minor ticks to be downward
exp <- expression(if (NROW(xdata[xsubset]) < 400) {
axis(1, at = xycoords$x[1:NROW(xsubset)], labels = FALSE, col = theme$grid2,
col.axis = theme$grid2, tcl = -0.4)
})
exp <- structure(exp, frame = 1)
exp <- structure(exp, clip = TRUE)
exp <- structure(exp, env = cs$Env)
cs$Env$actions[[1]] <- exp

# add border
exp.border <- expression(segments(xlim[1], y_grid_lines(get_ylim()[[2]]), xlim[2],
y_grid_lines(get_ylim()[[2]]), col = theme$grid, lwd = grid.ticks.lwd,
lty = grid.ticks.lty), text(xlim[2] + xstep * 2/3, y_grid_lines(get_ylim()[[2]]),
noquote(format(y_grid_lines(get_ylim()[[2]]), justify = "right")),
col = theme$labels, srt = theme$srt, offset = 0, pos = 4,
cex = theme$cex.axis, xpd = TRUE),
rect(xlim[1], get_ylim()[[2]][1], xlim[2], get_ylim()[[2]][2],border=theme$labels))
exp.border <- structure(exp.border, frame = 2)
exp.border <- structure(exp.border, clip = TRUE)
exp.border <- structure(exp.border, env = cs$Env)
cs$Env$actions[[4]] <- exp.border

# add inbox color
exp.area <- expression(rect(xlim[1], get_ylim()[[2]][1], xlim[2], get_ylim()[[2]][2],col=theme$fill))
cs$set_frame(-2)
cs$add(exp.area, env=cs$Env, expr=TRUE)

# add legend
text.exp <- expression(
Closes <- Cl(xdata[xsubset]),
lc <- xts:::legend.coords("topleft", xlim, get_ylim()[[2]]),
legend(x = lc$x, y = lc$y,
legend = paste("Last", sprintf("%.3f", last(Closes))),
text.col = theme$up.col,
bty='n',
y.intersp=0.95))
cs$set_frame(2)
cs$add(text.exp, env=cs$Env, expr=TRUE)

# handle TA="addVo()" as we would interactively FIXME: allow TA=NULL to work
TA <- unlist(strsplit(TA, TAsep))
if(!show.vol) {
which.vo <- match("addVo()", TA)
if(!is.na(which.vo)) TA <- TA[-which.vo]
}
if(!is.null(TA) && length(TA) > 0) {
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])
}
# check if all args are indeed chobTA
poss.new <- sapply(chob@passed.args$TA, function(x)
{
if(isS4(x) && is(x, 'chobTA'))
return(x@new)
stop('improper TA argument/call in chartSeries', call.=FALSE)
} )
if(length(poss.new) > 0)
poss.new <- which(poss.new)
chob@windows <- length(poss.new) + 1
#chob@windows <- length(which(sapply(chob@passed.args$TA,
# function(x) ifelse(is.null(x),FALSE,x@new))))+1
chob@passed.args$show.vol <- any(sapply(chob@passed.args$TA,
function(x) x@name=="chartVo"))
#} else {
# chob@windows <- 1
# chob@passed.args$TA <- NULL
#}
} else chob@windows <- 1
}
}
# Pass chart.layout settings
cs$Env$chart.layout <- chart.layout
if(!inherits(layout, "chart.layout")) {
cl <- chart.layout(length(cs$Env$ylim)-1)
} else
cl <- layout
# since xts::plot.xts is applied, chartSeries should now be layout free
# layout(cl$mat, cl$width, cl$height, respect=FALSE)
cs$Env$mar <- cl$par.list[[3]]$mar

#if(debug) return(str(chob))
# re-evaluate the TA list, as it will be using stale data,
chob@passed.args$TA <- sapply(chob@passed.args$TA, function(x) { eval(x@call) } )

assign(".xts_chob", cs, xts:::.plotxtsEnv)
if(plot) # draw the chart
do.call('chartSeries.chob',list(chob))

chob@device <- as.numeric(dev.cur())

write.chob(chob,chob@device)
invisible(chob)
cs
} #}}}