plot_dts: Plot data.table time series

In QuantTools: Enhanced Quantitative Trading Modelling

Description

Plot data.table time series

Methods

plot_dts

Add data to be plotted.

$lines

Add lines with following arguments:

names	vector of column names to plot
labels	vector of labels if different from column names
type	vector or single value, see lines
lty,pch,col,lwd,lend	vector or single value, see par
bg	vector or single value, see points

$candles

Add candles with following arguments:

ohlc	vector of open, high, low and close names
timeframe	candle timeframe in minutes for intraday candles
position	relative to time position only 'end' supported
type	'barchart' or 'candlestick'
gap	gap between candles in fraction of width
mono	should all candles have same color?
col,col_up,col_flat,col_down	colors

$limits

xlim	vector of length two to limit plot area horizontally
ylim	vector of length two to limit plot area vertically
tlim	date or time vector of length two
time_range	intraday time limit in format 'H:M:S/H:M:S'

$style

Change default plot options. Available options are:

grid
minute	list(col,lty)	minute vertical gridline color and line type
hour	list(col,lty)	hour vertical gridline color and line type
day	list(col,lty)	day vertical gridline color and line type
month	list(col,lty)	month vertical gridline color and line type
year	list(col,lty)	year vertical gridline color and line type
zero	list(col,lty)	zero horizontal gridline color and line type
time
grid	logical	should vertical gridlines be plotted?
resolution	character	auto, minute, hour, day, month, year or years
round	numeric	time axis rounding in minutes
visible	logical	should time axis be plotted?
value
grid	logical	should horizontal gridlines be plotted?
last	logical	should last values be plotted?
log	logical	should y axis be in logarithmic scale?
visible	logical	should y axis be plotted?
candle
auto	logical	shoud candles be automatically detected and plotted?
col	list(mono,up,flat,down)	colors
gap	numeric	gap between candles in fraction of width
mono	logical	should all candles have same color?
position	character	relative to time position only 'end' supported
type	character	'candlestick' or 'barchart'
line
auto	logical	shoud lines be automatically detected and plotted?
legend
col	list(background,frame)	colors
horizontal	logical	should legend be horizontal?
inset	numeric	see legend
position	character	see legend
visible	logical	should legend be plotted?

QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.