fgts_dygraph: TIme series in Dygraph form

In FinanceGraphs: Flexible Graphs for Analysis of Financial Data and Time Series

TIme series in Dygraph form

Description

Plots interactive time series graphs with many options for highlighting key events, regions and customizations.

Usage

fgts_dygraph( indata,
 title = "",  xlab="", ylab = "",  roller = "default",  bg_opts = "hair,both;grid,both",
 splitcols = FALSE, stepcols = FALSE, hidecols = FALSE, hilightcols = FALSE,
 hilightwidth = 2, hilightstyle = "solid",
 events = "", event_ds = NULL,
 annotations = "", annotation_ds = NULL, forecast_ds = NULL,
 ylimits = NULL,  dtstartfrac = 0,  dtwindow = "",  rebase = "",  exportevents = FALSE,
 meltvar = "variable", dylegend = "always", fillGraph = FALSE, colorset="lines",
 groupnm = fg_sync_group(), verbose = FALSE,  extraoptions = list() )

Arguments

indata	Input data in long or wide format. THere must be at least one date column, one character column and one numeric column. Ideal format is ⁠date,variable,value⁠
title	Title to put on top of graph
xlab, ylab	Labels for x and y axis
roller	Initial moving average value to smooth graphs. (See dygraphs::dyRoller()) Options are default (Default) chose a smoothing parameter consistent with the length of the input series finest No smoothing integer >= 0 : User specified moving average length.
bg_opts	Semicomma separated options to change interactivity and background of charts. These semicomma separated options change pointer option and grids options. ⁠hair,<style>⁠ passes ⁠<style>⁠ to dygraphs::dyCrosshair(). Default is "both" x and y crosshairs. ⁠grid,<x,y,both>⁠ specifies which gri lines to show. Default is "both" norange turns off date range selector.
splitcols, stepcols, hidecols	String or list of data series to show on a second y axis, to be shown as step plots, or to be hidden. Can also be TRUE in which case first series in the data is used Can also be a semicolon separated single string with mutiple series.
hilightcols	String or list of data series to plot in different style than other series.
hilightwidth	(Default: 2) relative width of series specified in hilightcols
hilightstyle	(Default: solid). Line style of series specified in hilightcols. Options are (solid,dashed,dotted,dotdash)
events	String with possible events to add to graph. Options can be added together with ⁠;⁠ and include ⁠doi,<eventsetname>⁠ : Events in internal event list eventsetname from list maintained by fg_update_dates_of_interest(). ⁠seasonal,<type>⁠ : Regularly spaced intervals of dates. See details below. minmax : Locations of highest and lowest observations per series. ⁠dt,text,d1,<d2>⁠ : Text events starting at d1 and possibly ending at ⁠<d2>⁠,both of the form yyyy-mm-dd. See details for adjustments. ⁠pt,d1,series,text⁠ : Text annotation for series at date d1 See details for adjustments. ⁠break,labelform⁠ : Breakouts as determined by fg_addbreakouts() with labelform in ("singleasdate","singleavalue","breakno") ⁠tp,n⁠ : Turning points on the first series as determined by fg_findTurningPoints()
event_ds	data.frame of events to be added to graph. See details and examples for specification.
annotations	string with annotations on individual series or along y axes. Options can be added together with ⁠;⁠ and can include ⁠last,[value|label]⁠ : Value or name of latest observation for each series, placed at the end of the series ⁠last,[linevalue|linelabel]⁠ : Value or name of latest observation for each series, placed at the end of the seriesName of each series, placed at the end of the series. ⁠hline,y : Horizontal line at ⁠y' ⁠range,ybeg,yend⁠ : Band placed between ybeg and yend
annotation_ds	data.frame of annotations added to graph. See details for specification.
forecast_ds	data.frame of forecasts to be displayed after the end of those in indt. Those typically are in wide format, with at minimum a (first) date column and series names of the form ⁠series.f``, ⁠series.flo⁠ and/or `series.fhi⁠, where series is one of the plotted series in indt
ylimits	Two number vector of lower and upper limits of data to be displayed. Alternatively, a string of the form ⁠<seriesnm>,<q>⁠ will limit displayed data to the (q,1-q) quantiles of seriesnm
dtstartfrac	Fraction in (0,1] of dates in indt to start the range selector. See dygraphs::dyRangeSelector()
dtwindow	String to specify date ranges applied dygraphs::dyRangeSelector() of the form begin::end where either end can take the form "yyyy-mm-dd" or a relative date to the other end of the series, e.g ⁠-3m⁠ or ⁠-2w⁠. Example: "-3m::-1m" defines a 2 month period 1 month back from the end of the series.
rebase	String of the form ⁠yyyy-mm-dd,<value>⁠ with ⁠<value>⁠ assumed 100 if not specified. This normalizes all series to ⁠<value>⁠ as of the given date. See examples.
exportevents	(Default: FALSE) Return list of the form ⁠c(<graph>,<event dataframe>)⁠ instead of just the graph.
meltvar	(Default: variable) Column name in indt with series names, if melted.
dylegend	(Default: "auto") Passed to dygraphs::dyLegend(), can be one of ("auto", "always", "onmouseover", "follow", "never")
fillGraph	(Default: FALSE) Shade area underneath each series.
colorset	(Default: "lines") Set of default colors to use. See Customization vignette .
groupnm	(Default: NULL, unless set via fg_sync_group() ) Group name used in shiny or RMarkdown to synchronize graphs. See fg_sync_group() for details.
verbose	(Default: FALSE) Print extra details about what will be graphed.
extraoptions	Additional options passed to dygraphs::dyOptions()

Details

Input data can either be in wide ('date' ,'series1',...) format or normalized (long) format ('date','variable','value') format. This package infers date columns names from column types and seeks to be as agnostic as possible as to column names. Colors can be managed using fg_update_aes() and will persist across R sessions, See vignette for details. Series are grouped together into bands around a series series if their names end as in 'series.lo' or 'series.hi'. See examples and vignette for details.

Events are dates and date ranges to be highlighted in the graph. Multiple types of events can be strung together in semicolon delimited strings. Of the options outlined above, two additional details are

• "doi,<category>" gets events from fg_get_dates_of_interest() which can be added to or managed using fg_update_dates_of_interest(). Colors and label placement can be customized as necessary.

• ⁠seasonal,<type>⁠ puts regularly occurring events on the graph. ⁠<type>⁠ can be

⁠<type>⁠	description
⁠"optex,mo⁠ | ⁠qtr"⁠	Monthly and/or quarterly equity option expiration dates.
"roll"	IMM CDS roll dates
"daysfromroll"	Dates with same number of days to the next roll as last date plotted
⁠"doq","doy","bdoy"⁠	Dates with same day in quarter, in year, or business day of year to the last day plotted

Events can also be added using a data.frame passed via event_ds with the following columns:

column	description	type
date	(Required) Start date	Date
date_end	End date to specify range of a colored band	Date
text	(Required) Text to display	character
color	Color for line and text	character
eventonly	Only draw line for for start of event, no band	logical
strokePattern	One of ('solid','dashed' (Default) ,'dotted','dotdash')	character
loc	one of ('top','bottom' (Default))	character
series	Name of series to apply event to, if needed	character
category	Optional string used for exceptions. See notes below.	character

Many times, events depend on outside data or statistical analysis on the original data. The event_ds to be passed in can come from event helpers in fg_cut_to_events(), fg_addbreakouts(), fg_findTurningPoints(), or fg_ratingsEvents(). Event columns are processed as is, unless category=="series_color" which will replace color with that of its series.

Annotiations include any notes or highlights added to the graph on the 'y' axis or on an individual series. In addition to those passed via the annotations parameter, annotations can be added using a data.frame with the following columns:

column	description	type
date	(Required) Start date	Date
date_end	End date to specify range of a colored band	Date
text	(Required) Text to display	character
color	Color for line and text	character
eventonly	Only draw line for for start of event, no band	logical

Other notes:

• Using stepcols most often happens with lower frequency data, so an nafill is automatically performed.

• Dates in event types pt and dt are adjusted to next day in series if they do not already exist.

Value

Dygraph dygraphs plotting input data, with annotations and other customizations.

Examples

# See Vignette for more extensive examples.
# Basic Example
fgts_dygraph(eqtypx, title="Stock Prices", ylab="Adjusted Close")

# With series Highlights, finer resolution and focused date range
fgts_dygraph(eqtypx, dtstartfrac=0.8,hilightcols="IBM",hilightwidth=4,roller=3)

# Rebasing to 1/1/2022
fgts_dygraph(eqtypx, title="Rebased Prices", ylab="Adjusted Close",rebase="2022-01-01")

# Using bands (.lo, .hi)
toplot <- reerdta[REGION=="LATAM",.(cop=sum(value*(variable=="COL")),
              reer=mean(value),reer.lo=min(value),reer.hi=max(value)),by=.(date)]
fgts_dygraph(toplot,title="COP REER vs Latam peers",roller=3,hilightcols="cop",hilightwidth=4)

# Events Examples.  Notice how roller shortens with the series.
# See Vignette for more extensive examples
require(data.table)
smalldta <- narrowbydtstr(eqtypx[,.(date,TLT,EEM)],"-3y::")
fgts_dygraph(smalldta,events="doi,regm;doi,fedmoves")
fgts_dygraph(smalldta,events="date,FOMO,2025-01-01,2025-06-01;date,xmas,2025-12-25")

# Events passed in as data.frames
myevents = data.frame(end_date=as.Date(c("2024-03-10","2024-06-10")),
             date=as.Date(c("2024-01-10","2024-04-10")),
             text=c("range","event"),color=c("green","red"))
fgts_dygraph(smalldta,events="doi,fedmoves",event_ds=myevents)

# Annotations on y axis
fgts_dygraph(eqtypx,annotations="last,linevalue")
fgts_dygraph(eqtypx,annotations="hline,100,at100,red;hline,200,at200;range,300,400")

# use with helpers

smalldta <- narrowbydtstr(eqtypx[,.(date,IBM,QQQ)],"-2y::")
fgts_dygraph(smalldta,title="W TurnPts",event_ds=fg_findTurningPoints(smalldta[,.(date,QQQ)]))
fgts_dygraph(smalldta,title="W Sentiment",event_ds=fg_cut_to_events(consumer_sent,center="zscore"))
fgts_dygraph(smalldta,title="W dividends",event_ds=fg_tq_divs(c("IBM","QQQ")))

# Other helpers for use with credit ratings, breakouts, and earnings data are available.

# use with forecasts
require(forecast)
require(timetk)
require(sweep)
smalldta <- narrowbydtstr(eqtypx[,.(date,IBM,QQQ)],"-2y::")
fcst_one <- function(ticker) {
   fcst <-tk_ts(smalldta[,.SD,.SDcol=c("date",ticker)]) |> ets() |> forecast::forecast(h=30)
   fcst |> sweep::sw_sweep(timetk_idx=TRUE) |> fg_sweep()
  }
fpred <- merge(fcst_one("QQQ"),fcst_one("IBM"),by="date")
fgts_dygraph(smalldta,title="With Forecasts", dtstartfrac=0.7,rebase=",100",forecast_ds=fpred)

FinanceGraphs documentation built on June 22, 2026, 5:08 p.m.