R/app/Robinhood/PlotlyCharting.R
In QuantumFuse/robinhoodQF: Quantitative Financial Analytics and Visualization Framework
PlotlyTechnicalAnalysis<-R6::R6Class(
classname="PlotlyTechnicalAnalysis",
portable=TRUE,
public=list(
simpleMovingAverages=NULL,
movingAverageCD=NULL,
relativeStrengthIndex=NULL,
bollingerBands=NULL,
tickerSymbol=NULL,
ohlcvPrices=NULL,
taDf=NULL,
simple_moving_averages=function(){
nValues<-list(5,10,20,50,100,200)
smaDf<-lapply(nValues, function(x) TTR::SMA(self$ohlcvPrices[,4], n=x))
smaDf<-as.data.frame(do.call(cbind,smaDf))
colnames(smaDf)<-as.character(nValues)
self$simpleMovingAverages<-smaDf
},
macd=function(){
macdTemp<-as.data.frame(TTR::MACD(self$ohlcvPrices[,4]))
macdTemp$difference<-macdTemp$macd-macdTemp$signal
self$movingAverageCD<-macdTemp
},
rsi=function(){
self$relativeStrengthIndex<-as.data.frame(TTR::RSI(self$ohlcvPrices[,4]))
},
bollinger_bands=function(){
self$bollingerBands<-as.data.frame(TTR::BBands(self$ohlcvPrices[,-c(1,5)]))
},
initialize=function(ohlcvPrices,tickerSymbol){
self$tickerSymbol<-tickerSymbol
self$ohlcvPrices<-ohlcvPrices
self$ohlcvPrices[,4]<-ohlcvPrices[,4]
self$simple_moving_averages()
self$macd()
self$rsi()
self$bollinger_bands()
self$wrangle()
},
wrangle=function() {
taDf<-data.frame(
self$ohlcvPrices,
self$simpleMovingAverages,
self$movingAverageCD,
self$relativeStrengthIndex,
self$bollingerBands
)
startDate<-as.POSIXlt(Sys.Date())
startDate$year<-startDate$year-5
taXts<-window(xts::xts(taDf,order.by=as.Date(rownames(taDf))),start=as.Date(startDate))
self$taDf<-as.data.frame(taXts)
}
)
)
PlotlyDailyChartBuilder<-R6::R6Class(
classname="PlotlyDailyChartBuilder",
inherit=PlotlyTechnicalAnalysis,
portable=TRUE,
public=list(
ta=NULL,
plotData=NULL,
rangeSelect=NULL,
yButtons=NULL,
pricePlot=NULL,
macdPlot=NULL,
rsiPlot=NULL,
volumePlot=NULL,
volumeCombinedPlot=NULL,
macdCombinedPlot=NULL,
rsiCombinedPlot=NULL,
plot_price=function(chartType){
self$pricePlot<-if(chartType=="line"){
self$plotData %>%
plot_ly(x=~date,y=~close,type="scatter",mode="lines",name=self$ta$tickerSymbol, line=list(color="#008000"))
} else if(chartType=="candlestick"){
self$plotData %>%
plot_ly(x=~date,type="candlestick",open=~open,close=~close,high=~high,low=~low,name=self$ta$tickerSymbol)
}
},
## create y-axis range selection buttons
create_main_yaxis_buttons=function(){
priceSets<-lapply(
list("5 years","3 years","1 years", "252 days", "126 days", "63 days", "21 days", "5 days"),
function(x) xts::last(xts::xts(self$plotData$close,order.by=as.Date(rownames(self$plotData))), x)
)
minPrices<-lapply(priceSets, function(x) max(floor(min(as.numeric(x)))-1, 0))
minPrices<-unlist(minPrices[!duplicated(minPrices)])
minPrices<-seq(0,max(minPrices),max(minPrices)/4)
minPrices<-sort(minPrices-(minPrices %% 5),decreasing=FALSE)
minPrices<-minPrices[!duplicated(minPrices)]
buttonList<-vector("list", length(minPrices))
for(i in 1:length(minPrices)) {
buttonList[[i]] <- list(method="relayout",args=list("yaxis.range[0]",minPrices[i]),label=paste0("$",minPrices[i]))
}
self$yButtons<-buttonList
},
## create plot layout
add_main_layout=function(){
self$pricePlot<-self$pricePlot %>%
layout(
title="", xaxis=list(rangeslider=list(visible=FALSE)),
yaxis=list(title="Price (USD)",titlefont=list(size=12),tickfont=list(size=8)),
updatemenus=list(
list(y=-0.1,x=.5,font=list(size=8),xanchor="center",borderwidth=0.25,
type="buttons",direction="right",buttons=self$yButtons)
),
annotations=list(
list(text='<b>Adjust Price Range',font=list(size=8),xref='paper',yref='paper',
x='0.5',y='-0.275',showarrow=F)
)
)
},
## range selection for x axis
get_range_selecter=function(){
self$rangeSelect<-list(
visible=TRUE,x=0.5,y=1.05,xanchor='center',yref='paper',font=list(size=9),
buttons=list(
list(count=7,label='1 Week',step='day',stepmode='backward'),
list(count=1,label='1 Month',step='month',stepmode='backward'),
list(count=3,label='3 Month',step='month',stepmode='backward'),
list(count=6,label='6 Month',step='month',stepmode='backward'),
list(count=1,label='YTD',step='year',stepmode='todate'),
list(count=12,label='1 Year',step='month',stepmode='backward')
)
)
},
add_simple_moving_averages=function(){
self$pricePlot<-self$pricePlot %>%
add_lines(x=~date,y=~X5,name="5-Day SMA",line=list(color="#000080",width=0.5),
legendgroup="Simple Moving Average 1",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X10,name="10-Day SMA",line=list(color="#00FFFF",width=0.5),
legendgroup="Simple Moving Average 2",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X20,name="20-Day SMA",line=list(color="#D2691E",width=0.5),
legendgroup="Simple Moving Average 3",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X50,name="50-Day SMA",line=list(color="#8A2BE2",width=0.5),
legendgroup="Simple Moving Average 4",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X100,name="100-Day SMA",line=list(color="#8B008B",width=0.5),
legendgroup="Simple Moving Average 5",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X200,name="200-Day SMA",line=list(color="#4B0082",width=0.5),
legendgroup="Simple Moving Average 6",inherit=FALSE,visible="legendonly")
},
add_bollinger_bands=function(){
self$pricePlot<-self$pricePlot %>%
add_lines(x=~date,y=~up,name="Bolling Bands",line=list(color="#2F4F4F",width=0.5),
legendgroup="Bolling Bands",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~dn,name="Bolling Bands",line=list(color="#2F4F4F",width=0.5),
legendgroup="Bolling Bands",inherit=FALSE,visible="legendonly",showlegend=FALSE) %>%
add_lines(x=~date,y=~mavg,name="Bolling Bands",line=list(color="#000000",width=0.5),
legendgroup="Bolling Bands",inherit=FALSE,visible="legendonly",showlegend=FALSE)
},
create_macd_plot=function(){
self$macdPlot<-self$plotData %>%
plot_ly(x=~date,y=~macd,type='scatter',mode="lines",name="MACD",
line=list(color='#0000FF',width=0.5),legendgroup="MACD") %>%
layout(yaxis=list(title="MACD",titlefont=list(size=11),tickfont=list(size=8))) %>%
add_lines(x=~date,y=~signal,name="Signal",line=list(color="#FFD700",width=0.5),
legendgroup="MACD",inherit=FALSE) %>%
add_bars(x=~date,y=~difference,name="Difference",colors="#696969",
legendgroup="MACD",inherit=FALSE,showlegend=FALSE)
},
create_rsi_plot=function(){
self$rsiPlot<-self$plotData %>%
plot_ly(x=~date,y=~rsi,type='scatter',mode="lines",name="RSI",line=list(color='#2F4F4F',width=0.5)) %>%
layout(yaxis=list(title="RSI",titlefont=list(size=11),tickfont=list(size=8)))
},
create_volume_plot=function(){
self$volumePlot<-self$plotData %>%
plot_ly(x=~date,y=~volume,type='bar',name="Volume",color=~direction,
colors=c('#FF0000','#006400'),showlegend=FALSE) %>%
layout(yaxis=list(title = "Volume", titlefont=list(size=11), tickfont=list(size=8)))
},
combine_plots=function(){
self$volumeCombinedPlot<-subplot(self$pricePlot,self$volumePlot,heights=c(0.7,0.3),margin=0.035,
widths=c(1.0),nrows=2,shareX=TRUE,titleY=TRUE) %>%
layout(xaxis=list(title="Select Minimum Charting Price",titlefont=list(size=6),
tickfont=list(size=8),rangeselector=self$rangeSelect,showspikes=TRUE),
yaxis=list(rangemode="match", showspikes=TRUE),
legend=list(orientation='v',x=1.05,y=1,xanchor='left',yref='paper',font=list(size=8),
bgcolor='transparent',tracegroupgap=5)) %>%
config(displayModeBar = F)
self$macdCombinedPlot<-subplot(self$pricePlot,self$macdPlot,heights=c(0.7,0.3),margin=0.035,widths=c(1.0),
nrows=2,shareX=TRUE,titleY=TRUE) %>%
layout(xaxis=list(title=NULL,tickfont=list(size=8),rangeselector=self$rangeSelect,showspikes=TRUE),
yaxis=list(rangemode="match", showspikes=TRUE),
legend=list(orientation='v',x=1.05,y=1,xanchor='left',yref='paper',font=list(size=8),
bgcolor='transparent',tracegroupgap=5)) %>%
config(displayModeBar = F)
self$rsiCombinedPlot<-subplot(self$pricePlot,self$rsiPlot,heights=c(0.7,0.3),widths=c(1.0),
nrows=2,shareX=TRUE,titleY=TRUE) %>%
layout(xaxis=list(title=NULL,tickfont=list(size=8),rangeselector=self$rangeSelect,showspikes=TRUE),
yaxis=list(rangemode="match", showspikes=TRUE),
legend=list(orientation='v',x=1.05,y=1,xanchor='left',yref='paper',font=list(size=8),
bgcolor='transparent',tracegroupgap=5)) %>%
config(displayModeBar = F)
},
data_wrangle = function() {
plotDataTemp<-self$ta$taDf
plotDataTemp<-data.frame(plotDataTemp,date=as.Date(rownames(plotDataTemp)),stringsAsFactors=FALSE)
plotDataTemp$direction<-NA
for (i in 1:nrow(plotDataTemp)) {
plotDataTemp$direction[i]<-if(plotDataTemp$close[i] >= plotDataTemp$open[i]) "Increasing" else "Decreasing"
}
self$plotData<-plotDataTemp
},
initialize=function(technicalAnalysisBuilder){
stopifnot(inherits(technicalAnalysisBuilder,"PlotlyTechnicalAnalysis"))
self$ta <- technicalAnalysisBuilder
self$data_wrangle()
},
create_full_plots=function(chartType,includeSMA,includeBBands){
self$plot_price(chartType);
self$create_main_yaxis_buttons();
self$add_main_layout();
self$get_range_selecter();
if(includeSMA) self$add_simple_moving_averages()
if(includeBBands) self$add_bollinger_bands()
self$create_macd_plot();
self$create_volume_plot();
self$create_rsi_plot()
self$combine_plots()
},
create_initial_plot=function(chartType){
self$plot_price(chartType);
self$create_main_yaxis_buttons();
self$add_main_layout();
self$get_range_selecter();
}
)
)
QuantumFuse/robinhoodQF documentation built on Sept. 27, 2019, 1:57 p.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
PlotlyTechnicalAnalysis<-R6::R6Class(
classname="PlotlyTechnicalAnalysis",
portable=TRUE,
public=list(
simpleMovingAverages=NULL,
movingAverageCD=NULL,
relativeStrengthIndex=NULL,
bollingerBands=NULL,
tickerSymbol=NULL,
ohlcvPrices=NULL,
taDf=NULL,
simple_moving_averages=function(){
nValues<-list(5,10,20,50,100,200)
smaDf<-lapply(nValues, function(x) TTR::SMA(self$ohlcvPrices[,4], n=x))
smaDf<-as.data.frame(do.call(cbind,smaDf))
colnames(smaDf)<-as.character(nValues)
self$simpleMovingAverages<-smaDf
},
macd=function(){
macdTemp<-as.data.frame(TTR::MACD(self$ohlcvPrices[,4]))
macdTemp$difference<-macdTemp$macd-macdTemp$signal
self$movingAverageCD<-macdTemp
},
rsi=function(){
self$relativeStrengthIndex<-as.data.frame(TTR::RSI(self$ohlcvPrices[,4]))
},
bollinger_bands=function(){
self$bollingerBands<-as.data.frame(TTR::BBands(self$ohlcvPrices[,-c(1,5)]))
},
initialize=function(ohlcvPrices,tickerSymbol){
self$tickerSymbol<-tickerSymbol
self$ohlcvPrices<-ohlcvPrices
self$ohlcvPrices[,4]<-ohlcvPrices[,4]
self$simple_moving_averages()
self$macd()
self$rsi()
self$bollinger_bands()
self$wrangle()
},
wrangle=function() {
taDf<-data.frame(
self$ohlcvPrices,
self$simpleMovingAverages,
self$movingAverageCD,
self$relativeStrengthIndex,
self$bollingerBands
)
startDate<-as.POSIXlt(Sys.Date())
startDate$year<-startDate$year-5
taXts<-window(xts::xts(taDf,order.by=as.Date(rownames(taDf))),start=as.Date(startDate))
self$taDf<-as.data.frame(taXts)
}
)
)
PlotlyDailyChartBuilder<-R6::R6Class(
classname="PlotlyDailyChartBuilder",
inherit=PlotlyTechnicalAnalysis,
portable=TRUE,
public=list(
ta=NULL,
plotData=NULL,
rangeSelect=NULL,
yButtons=NULL,
pricePlot=NULL,
macdPlot=NULL,
rsiPlot=NULL,
volumePlot=NULL,
volumeCombinedPlot=NULL,
macdCombinedPlot=NULL,
rsiCombinedPlot=NULL,
plot_price=function(chartType){
self$pricePlot<-if(chartType=="line"){
self$plotData %>%
plot_ly(x=~date,y=~close,type="scatter",mode="lines",name=self$ta$tickerSymbol, line=list(color="#008000"))
} else if(chartType=="candlestick"){
self$plotData %>%
plot_ly(x=~date,type="candlestick",open=~open,close=~close,high=~high,low=~low,name=self$ta$tickerSymbol)
}
},
## create y-axis range selection buttons
create_main_yaxis_buttons=function(){
priceSets<-lapply(
list("5 years","3 years","1 years", "252 days", "126 days", "63 days", "21 days", "5 days"),
function(x) xts::last(xts::xts(self$plotData$close,order.by=as.Date(rownames(self$plotData))), x)
)
minPrices<-lapply(priceSets, function(x) max(floor(min(as.numeric(x)))-1, 0))
minPrices<-unlist(minPrices[!duplicated(minPrices)])
minPrices<-seq(0,max(minPrices),max(minPrices)/4)
minPrices<-sort(minPrices-(minPrices %% 5),decreasing=FALSE)
minPrices<-minPrices[!duplicated(minPrices)]
buttonList<-vector("list", length(minPrices))
for(i in 1:length(minPrices)) {
buttonList[[i]] <- list(method="relayout",args=list("yaxis.range[0]",minPrices[i]),label=paste0("$",minPrices[i]))
}
self$yButtons<-buttonList
},
## create plot layout
add_main_layout=function(){
self$pricePlot<-self$pricePlot %>%
layout(
title="", xaxis=list(rangeslider=list(visible=FALSE)),
yaxis=list(title="Price (USD)",titlefont=list(size=12),tickfont=list(size=8)),
updatemenus=list(
list(y=-0.1,x=.5,font=list(size=8),xanchor="center",borderwidth=0.25,
type="buttons",direction="right",buttons=self$yButtons)
),
annotations=list(
list(text='<b>Adjust Price Range',font=list(size=8),xref='paper',yref='paper',
x='0.5',y='-0.275',showarrow=F)
)
)
},
## range selection for x axis
get_range_selecter=function(){
self$rangeSelect<-list(
visible=TRUE,x=0.5,y=1.05,xanchor='center',yref='paper',font=list(size=9),
buttons=list(
list(count=7,label='1 Week',step='day',stepmode='backward'),
list(count=1,label='1 Month',step='month',stepmode='backward'),
list(count=3,label='3 Month',step='month',stepmode='backward'),
list(count=6,label='6 Month',step='month',stepmode='backward'),
list(count=1,label='YTD',step='year',stepmode='todate'),
list(count=12,label='1 Year',step='month',stepmode='backward')
)
)
},
add_simple_moving_averages=function(){
self$pricePlot<-self$pricePlot %>%
add_lines(x=~date,y=~X5,name="5-Day SMA",line=list(color="#000080",width=0.5),
legendgroup="Simple Moving Average 1",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X10,name="10-Day SMA",line=list(color="#00FFFF",width=0.5),
legendgroup="Simple Moving Average 2",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X20,name="20-Day SMA",line=list(color="#D2691E",width=0.5),
legendgroup="Simple Moving Average 3",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X50,name="50-Day SMA",line=list(color="#8A2BE2",width=0.5),
legendgroup="Simple Moving Average 4",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X100,name="100-Day SMA",line=list(color="#8B008B",width=0.5),
legendgroup="Simple Moving Average 5",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~X200,name="200-Day SMA",line=list(color="#4B0082",width=0.5),
legendgroup="Simple Moving Average 6",inherit=FALSE,visible="legendonly")
},
add_bollinger_bands=function(){
self$pricePlot<-self$pricePlot %>%
add_lines(x=~date,y=~up,name="Bolling Bands",line=list(color="#2F4F4F",width=0.5),
legendgroup="Bolling Bands",inherit=FALSE,visible="legendonly") %>%
add_lines(x=~date,y=~dn,name="Bolling Bands",line=list(color="#2F4F4F",width=0.5),
legendgroup="Bolling Bands",inherit=FALSE,visible="legendonly",showlegend=FALSE) %>%
add_lines(x=~date,y=~mavg,name="Bolling Bands",line=list(color="#000000",width=0.5),
legendgroup="Bolling Bands",inherit=FALSE,visible="legendonly",showlegend=FALSE)
},
create_macd_plot=function(){
self$macdPlot<-self$plotData %>%
plot_ly(x=~date,y=~macd,type='scatter',mode="lines",name="MACD",
line=list(color='#0000FF',width=0.5),legendgroup="MACD") %>%
layout(yaxis=list(title="MACD",titlefont=list(size=11),tickfont=list(size=8))) %>%
add_lines(x=~date,y=~signal,name="Signal",line=list(color="#FFD700",width=0.5),
legendgroup="MACD",inherit=FALSE) %>%
add_bars(x=~date,y=~difference,name="Difference",colors="#696969",
legendgroup="MACD",inherit=FALSE,showlegend=FALSE)
},
create_rsi_plot=function(){
self$rsiPlot<-self$plotData %>%
plot_ly(x=~date,y=~rsi,type='scatter',mode="lines",name="RSI",line=list(color='#2F4F4F',width=0.5)) %>%
layout(yaxis=list(title="RSI",titlefont=list(size=11),tickfont=list(size=8)))
},
create_volume_plot=function(){
self$volumePlot<-self$plotData %>%
plot_ly(x=~date,y=~volume,type='bar',name="Volume",color=~direction,
colors=c('#FF0000','#006400'),showlegend=FALSE) %>%
layout(yaxis=list(title = "Volume", titlefont=list(size=11), tickfont=list(size=8)))
},
combine_plots=function(){
self$volumeCombinedPlot<-subplot(self$pricePlot,self$volumePlot,heights=c(0.7,0.3),margin=0.035,
widths=c(1.0),nrows=2,shareX=TRUE,titleY=TRUE) %>%
layout(xaxis=list(title="Select Minimum Charting Price",titlefont=list(size=6),
tickfont=list(size=8),rangeselector=self$rangeSelect,showspikes=TRUE),
yaxis=list(rangemode="match", showspikes=TRUE),
legend=list(orientation='v',x=1.05,y=1,xanchor='left',yref='paper',font=list(size=8),
bgcolor='transparent',tracegroupgap=5)) %>%
config(displayModeBar = F)
self$macdCombinedPlot<-subplot(self$pricePlot,self$macdPlot,heights=c(0.7,0.3),margin=0.035,widths=c(1.0),
nrows=2,shareX=TRUE,titleY=TRUE) %>%
layout(xaxis=list(title=NULL,tickfont=list(size=8),rangeselector=self$rangeSelect,showspikes=TRUE),
yaxis=list(rangemode="match", showspikes=TRUE),
legend=list(orientation='v',x=1.05,y=1,xanchor='left',yref='paper',font=list(size=8),
bgcolor='transparent',tracegroupgap=5)) %>%
config(displayModeBar = F)
self$rsiCombinedPlot<-subplot(self$pricePlot,self$rsiPlot,heights=c(0.7,0.3),widths=c(1.0),
nrows=2,shareX=TRUE,titleY=TRUE) %>%
layout(xaxis=list(title=NULL,tickfont=list(size=8),rangeselector=self$rangeSelect,showspikes=TRUE),
yaxis=list(rangemode="match", showspikes=TRUE),
legend=list(orientation='v',x=1.05,y=1,xanchor='left',yref='paper',font=list(size=8),
bgcolor='transparent',tracegroupgap=5)) %>%
config(displayModeBar = F)
},
data_wrangle = function() {
plotDataTemp<-self$ta$taDf
plotDataTemp<-data.frame(plotDataTemp,date=as.Date(rownames(plotDataTemp)),stringsAsFactors=FALSE)
plotDataTemp$direction<-NA
for (i in 1:nrow(plotDataTemp)) {
plotDataTemp$direction[i]<-if(plotDataTemp$close[i] >= plotDataTemp$open[i]) "Increasing" else "Decreasing"
}
self$plotData<-plotDataTemp
},
initialize=function(technicalAnalysisBuilder){
stopifnot(inherits(technicalAnalysisBuilder,"PlotlyTechnicalAnalysis"))
self$ta <- technicalAnalysisBuilder
self$data_wrangle()
},
create_full_plots=function(chartType,includeSMA,includeBBands){
self$plot_price(chartType);
self$create_main_yaxis_buttons();
self$add_main_layout();
self$get_range_selecter();
if(includeSMA) self$add_simple_moving_averages()
if(includeBBands) self$add_bollinger_bands()
self$create_macd_plot();
self$create_volume_plot();
self$create_rsi_plot()
self$combine_plots()
},
create_initial_plot=function(chartType){
self$plot_price(chartType);
self$create_main_yaxis_buttons();
self$add_main_layout();
self$get_range_selecter();
}
)
)
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