inst/Stonkalysis/server/fundamental_volatility.r
In jjlynch2/Stonkalysis: Stonk Valuation
chart_dfv <- reactiveValues(chart_dfv = data.frame(Data = "no"))
chart_dfv2 <- reactiveValues(chart_dfv2 = data.frame(Data = "No historical data to display"))
output$plotly_control_ui_v <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- data.frame(matrix(unlist(ticker_df$ticker_df[[3]]), nrow=length(ticker_df$ticker_df[[3]]), byrow=TRUE),stringsAsFactors=FALSE)
colnames(df1) <- names(ticker_df$ticker_df[[3]][[1]])
chart_dfv2$chart_dfv2 <- df1
dateRangeInput("chart_datesv", "Select Date Range", start = df1[1,10], end = df1[nrow(df1),10], min = df1[1,10], max = df1[nrow(df1),10])
} else {
HTML("No historical data to chart")
}
})
output$plotly_control_ui2_v <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
checkboxGroupInput("plotly_options_v", label="Volatility Measures", choices = c("OHLC Yang and Zhang", "Close-to-Close","OHLC Garman and Klass","HL Parkinson","OHLC Rogers and Satchell","OHLC Garman and Klass (Yang and Zhang modification)"), selected = c("OHLC Yang and Zhang"), inline = TRUE)
} else {
HTML("")
}
})
observeEvent(input$chart_datesv, {
temp1 <- chart_dfv2$chart_dfv2[chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1],]
temp1 <- temp1[temp1[,10] <= input$chart_datesv[2],]
chart_dfv$chart_dfv <- temp1
})
output$table_title <- renderUI ({
HTML(paste("</br><strong>Percentage of time the selected historical range was higher than the end date</strong></br>"))
})
output$plotly_chart_ui_v_p <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- chart_dfv$chart_dfv
temp1 <- chart_dfv2$chart_dfv2[chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1],]
temp1 <- temp1[temp1[,10] <= input$chart_datesv[2],]
OHLC <- cbind(as.numeric(chart_dfv2$chart_dfv2[,4]), as.numeric(chart_dfv2$chart_dfv2[,2]), as.numeric(chart_dfv2$chart_dfv2[,3]), as.numeric(chart_dfv2$chart_dfv2[,1]))
OHLC_V1 <- volatility(OHLC = OHLC, calc = "yang.zhang")
OHLC_V1 <- OHLC_V1[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V1 <- OHLC_V1[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V2 <- volatility(OHLC = OHLC, calc = "close")
OHLC_V2 <- OHLC_V2[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V2 <- OHLC_V2[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V3 <- volatility(OHLC = OHLC, calc = "garman.klass")
OHLC_V3 <- OHLC_V3[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V3 <- OHLC_V3[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V4 <- volatility(OHLC = OHLC, calc = "parkinson")
OHLC_V4 <- OHLC_V4[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V4 <- OHLC_V4[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V5 <- volatility(OHLC = OHLC, calc = "rogers.satchell")
OHLC_V5 <- OHLC_V5[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V5 <- OHLC_V5[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V6 <- volatility(OHLC = OHLC, calc = "gk.yz")
OHLC_V6 <- OHLC_V6[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V6 <- OHLC_V6[which(temp1[,10] <= input$chart_datesv[2])]
output$table_vol_p <- renderTable(colnames=TRUE, rownames=FALSE, width="100%", striped = TRUE,{
HVC <- data.frame(data="Please select a volatility measure above")
HVC_1 <- 0
for(o in input$plotly_options_v) {
if(o == "OHLC Yang and Zhang") {
total_num <- length(OHLC_V1)
last <- OHLC_V1[total_num]
above_num <- length(OHLC_V1[OHLC_V1 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Yang and Zhang"
}
if(o == "Close-to-Close") {
total_num <- length(OHLC_V2)
last <- OHLC_V2[total_num]
above_num <- length(OHLC_V2[OHLC_V2 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "Close-to-Close"
}
if(o == "OHLC Garman and Klass") {
total_num <- length(OHLC_V3)
last <- OHLC_V3[total_num]
above_num <- length(OHLC_V3[OHLC_V3 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Garman and Klass"
}
if(o == "HL Parkinson") {
total_num <- length(OHLC_V4)
last <- OHLC_V4[total_num]
above_num <- length(OHLC_V4[OHLC_V4 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "HL Parkinson"
}
if(o == "OHLC Rogers and Satchell") {
total_num <- length(OHLC_V5)
last <- OHLC_V5[total_num]
above_num <- length(OHLC_V5[OHLC_V5 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Rogers and Satchell"
}
if(o == "OHLC Garman and Klass (Yang and Zhang modification)") {
total_num <- length(OHLC_V6)
last <- OHLC_V6[total_num]
above_num <- length(OHLC_V6[OHLC_V6 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Garman and Klass (Yang and Zhang modification)"
}
}
HVC_l <- length(HVC)
if(HVC_l == 1) {
return(HVC)
}
if(HVC_l == 2) {
cn <- colnames(HVC)
HVC <- HVC[,-1]
names(HVC) <- cn[2]
}
if(HVC_l > 2) {
HVC <- HVC[,-1]
}
if(length(HVC) == 1) {
return(t(data.frame(HVC)))
} else {
return(HVC)
}
})
tableOutput("table_vol_p")
}
})
output$plotly_chart_ui_v <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- chart_dfv$chart_dfv
temp1 <- chart_dfv2$chart_dfv2[chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1],]
temp1 <- temp1[temp1[,10] <= input$chart_datesv[2],]
OHLC <- cbind(as.numeric(chart_dfv2$chart_dfv2[,4]), as.numeric(chart_dfv2$chart_dfv2[,2]), as.numeric(chart_dfv2$chart_dfv2[,3]), as.numeric(chart_dfv2$chart_dfv2[,1]))
fig <- plot_ly()
OHLC_V1 <- volatility(OHLC = OHLC, calc = "yang.zhang")
OHLC_V1 <- OHLC_V1[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V1 <- OHLC_V1[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V2 <- volatility(OHLC = OHLC, calc = "close")
OHLC_V2 <- OHLC_V2[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V2 <- OHLC_V2[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V3 <- volatility(OHLC = OHLC, calc = "garman.klass")
OHLC_V3 <- OHLC_V3[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V3 <- OHLC_V3[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V4 <- volatility(OHLC = OHLC, calc = "parkinson")
OHLC_V4 <- OHLC_V4[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V4 <- OHLC_V4[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V5 <- volatility(OHLC = OHLC, calc = "rogers.satchell")
OHLC_V5 <- OHLC_V5[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V5 <- OHLC_V5[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V6 <- volatility(OHLC = OHLC, calc = "gk.yz")
OHLC_V6 <- OHLC_V6[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V6 <- OHLC_V6[which(temp1[,10] <= input$chart_datesv[2])]
output$plotly_chartv <- renderPlotly({
for(o in input$plotly_options_v) {
if(o == "OHLC Yang and Zhang") {
trace1 <- list(
line = list(
dash = "solid",
color = "black",
width = 1.3
),
mode = "lines",
name = "OHLC Yang and Zhang",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V1
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "Close-to-Close") {
trace1 <- list(
line = list(
dash = "solid",
color = "red",
width = 1.3
),
mode = "lines",
name = "Close-to-Close",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V2
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "OHLC Garman and Klass") {
trace1 <- list(
line = list(
dash = "solid",
color = "blue",
width = 1.3
),
mode = "lines",
name = "OHLC Garman and Klass",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V3
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "HL Parkinson") {
trace1 <- list(
line = list(
dash = "solid",
color = "green",
width = 1.3
),
mode = "lines",
name = "HL Parkinson",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V4
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "OHLC Rogers and Satchell") {
trace1 <- list(
line = list(
dash = "solid",
color = "orange",
width = 1.3
),
mode = "lines",
name = "OHLC Rogers and Satchell",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V5
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "OHLC Garman and Klass (Yang and Zhang modification)") {
trace1 <- list(
line = list(
dash = "solid",
color = "purple",
width = 1.3
),
mode = "lines",
name = "OHLC Garman and Klass (Yang and Zhang modification)",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V6
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
}
fig <- fig %>% layout(showlegend = FALSE, plot_bgcolor="#f5f5f5", paper_bgcolor="#f5f5f5", xaxis = list(rangeslider = list(visible = F)))
return(fig)
})
plotlyOutput("plotly_chartv")
} else {
HTML("No historical data to chart")
}
})
chart_data_table_v <- reactiveValues(chart_data_table_v = data.frame(Data = "No historical data to display"))
update_table_chart_v <- function() {
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- data.frame(matrix(unlist(ticker_df$ticker_df[[3]]), nrow=length(ticker_df$ticker_df[[3]]), byrow=TRUE),stringsAsFactors=FALSE)
colnames(df1) <- names(ticker_df$ticker_df[[3]][[1]])
OHLC <- cbind(as.numeric(df1[,4]), as.numeric(df1[,2]), as.numeric(df1[,3]), as.numeric(df1[,1]))
V1 <- volatility(OHLC = OHLC, calc = "yang.zhang")
V2 <- volatility(OHLC = OHLC, calc = "close")
V3 <- volatility(OHLC = OHLC, calc = "garman.klass")
V4 <- volatility(OHLC = OHLC, calc = "parkinson")
V5 <- volatility(OHLC = OHLC, calc = "rogers.satchell")
V6 <- volatility(OHLC = OHLC, calc = "gk.yz")
dfv <- data.frame(yang.zhang = V1, close = V2, german.klass = V3, parkinson = V4, rogers.satchell = V5, gk.yz = V6)
rownames(dfv) <- df1[,10]
colnames(dfv) <- c("yang.zhang", "close", "german.klass", "parkinson", "rogers.satchell","gk.yz")
chart_data_table_v$chart_data_table_v <- dfv
colnames(chart_data_table_v$chart_data_table_v) <- colnames(dfv)
rownames(chart_data_table_v$chart_data_table_v) <- rownames(dfv)
} else {
chart_data_table_v$chart_data_table_v <- data.frame(Data = "No historical data to display")
}
}
output$chart_table_v <- DT::renderDataTable ({
DT::datatable(chart_data_table_v$chart_data_table_v, extensions = 'Buttons', options = list(dom = "Blfrtip", buttons = list("copy", list(extend = "collection", buttons = c("csv","excel","pdf"), text = "Download")), lengthMenu = c(5,10,15,20,25,50,100,nrow(chart_data_table_v$chart_data_table_v)), pageLength = 15, scrollX=TRUE), rowname = TRUE)
})
jjlynch2/Stonkalysis documentation built on Dec. 21, 2021, 12:09 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
chart_dfv <- reactiveValues(chart_dfv = data.frame(Data = "no"))
chart_dfv2 <- reactiveValues(chart_dfv2 = data.frame(Data = "No historical data to display"))
output$plotly_control_ui_v <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- data.frame(matrix(unlist(ticker_df$ticker_df[[3]]), nrow=length(ticker_df$ticker_df[[3]]), byrow=TRUE),stringsAsFactors=FALSE)
colnames(df1) <- names(ticker_df$ticker_df[[3]][[1]])
chart_dfv2$chart_dfv2 <- df1
dateRangeInput("chart_datesv", "Select Date Range", start = df1[1,10], end = df1[nrow(df1),10], min = df1[1,10], max = df1[nrow(df1),10])
} else {
HTML("No historical data to chart")
}
})
output$plotly_control_ui2_v <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
checkboxGroupInput("plotly_options_v", label="Volatility Measures", choices = c("OHLC Yang and Zhang", "Close-to-Close","OHLC Garman and Klass","HL Parkinson","OHLC Rogers and Satchell","OHLC Garman and Klass (Yang and Zhang modification)"), selected = c("OHLC Yang and Zhang"), inline = TRUE)
} else {
HTML("")
}
})
observeEvent(input$chart_datesv, {
temp1 <- chart_dfv2$chart_dfv2[chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1],]
temp1 <- temp1[temp1[,10] <= input$chart_datesv[2],]
chart_dfv$chart_dfv <- temp1
})
output$table_title <- renderUI ({
HTML(paste("</br><strong>Percentage of time the selected historical range was higher than the end date</strong></br>"))
})
output$plotly_chart_ui_v_p <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- chart_dfv$chart_dfv
temp1 <- chart_dfv2$chart_dfv2[chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1],]
temp1 <- temp1[temp1[,10] <= input$chart_datesv[2],]
OHLC <- cbind(as.numeric(chart_dfv2$chart_dfv2[,4]), as.numeric(chart_dfv2$chart_dfv2[,2]), as.numeric(chart_dfv2$chart_dfv2[,3]), as.numeric(chart_dfv2$chart_dfv2[,1]))
OHLC_V1 <- volatility(OHLC = OHLC, calc = "yang.zhang")
OHLC_V1 <- OHLC_V1[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V1 <- OHLC_V1[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V2 <- volatility(OHLC = OHLC, calc = "close")
OHLC_V2 <- OHLC_V2[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V2 <- OHLC_V2[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V3 <- volatility(OHLC = OHLC, calc = "garman.klass")
OHLC_V3 <- OHLC_V3[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V3 <- OHLC_V3[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V4 <- volatility(OHLC = OHLC, calc = "parkinson")
OHLC_V4 <- OHLC_V4[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V4 <- OHLC_V4[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V5 <- volatility(OHLC = OHLC, calc = "rogers.satchell")
OHLC_V5 <- OHLC_V5[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V5 <- OHLC_V5[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V6 <- volatility(OHLC = OHLC, calc = "gk.yz")
OHLC_V6 <- OHLC_V6[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V6 <- OHLC_V6[which(temp1[,10] <= input$chart_datesv[2])]
output$table_vol_p <- renderTable(colnames=TRUE, rownames=FALSE, width="100%", striped = TRUE,{
HVC <- data.frame(data="Please select a volatility measure above")
HVC_1 <- 0
for(o in input$plotly_options_v) {
if(o == "OHLC Yang and Zhang") {
total_num <- length(OHLC_V1)
last <- OHLC_V1[total_num]
above_num <- length(OHLC_V1[OHLC_V1 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Yang and Zhang"
}
if(o == "Close-to-Close") {
total_num <- length(OHLC_V2)
last <- OHLC_V2[total_num]
above_num <- length(OHLC_V2[OHLC_V2 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "Close-to-Close"
}
if(o == "OHLC Garman and Klass") {
total_num <- length(OHLC_V3)
last <- OHLC_V3[total_num]
above_num <- length(OHLC_V3[OHLC_V3 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Garman and Klass"
}
if(o == "HL Parkinson") {
total_num <- length(OHLC_V4)
last <- OHLC_V4[total_num]
above_num <- length(OHLC_V4[OHLC_V4 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "HL Parkinson"
}
if(o == "OHLC Rogers and Satchell") {
total_num <- length(OHLC_V5)
last <- OHLC_V5[total_num]
above_num <- length(OHLC_V5[OHLC_V5 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Rogers and Satchell"
}
if(o == "OHLC Garman and Klass (Yang and Zhang modification)") {
total_num <- length(OHLC_V6)
last <- OHLC_V6[total_num]
above_num <- length(OHLC_V6[OHLC_V6 > last])
percent <- round((100 * (above_num / total_num)),digits=1)
HVC <- cbind(HVC, data.frame(paste(percent, "%", sep="")))
colnames(HVC)[ncol(HVC)] <- "OHLC Garman and Klass (Yang and Zhang modification)"
}
}
HVC_l <- length(HVC)
if(HVC_l == 1) {
return(HVC)
}
if(HVC_l == 2) {
cn <- colnames(HVC)
HVC <- HVC[,-1]
names(HVC) <- cn[2]
}
if(HVC_l > 2) {
HVC <- HVC[,-1]
}
if(length(HVC) == 1) {
return(t(data.frame(HVC)))
} else {
return(HVC)
}
})
tableOutput("table_vol_p")
}
})
output$plotly_chart_ui_v <- renderUI ({
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- chart_dfv$chart_dfv
temp1 <- chart_dfv2$chart_dfv2[chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1],]
temp1 <- temp1[temp1[,10] <= input$chart_datesv[2],]
OHLC <- cbind(as.numeric(chart_dfv2$chart_dfv2[,4]), as.numeric(chart_dfv2$chart_dfv2[,2]), as.numeric(chart_dfv2$chart_dfv2[,3]), as.numeric(chart_dfv2$chart_dfv2[,1]))
fig <- plot_ly()
OHLC_V1 <- volatility(OHLC = OHLC, calc = "yang.zhang")
OHLC_V1 <- OHLC_V1[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V1 <- OHLC_V1[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V2 <- volatility(OHLC = OHLC, calc = "close")
OHLC_V2 <- OHLC_V2[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V2 <- OHLC_V2[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V3 <- volatility(OHLC = OHLC, calc = "garman.klass")
OHLC_V3 <- OHLC_V3[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V3 <- OHLC_V3[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V4 <- volatility(OHLC = OHLC, calc = "parkinson")
OHLC_V4 <- OHLC_V4[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V4 <- OHLC_V4[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V5 <- volatility(OHLC = OHLC, calc = "rogers.satchell")
OHLC_V5 <- OHLC_V5[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V5 <- OHLC_V5[which(temp1[,10] <= input$chart_datesv[2])]
OHLC_V6 <- volatility(OHLC = OHLC, calc = "gk.yz")
OHLC_V6 <- OHLC_V6[which(chart_dfv2$chart_dfv2[,10] >= input$chart_datesv[1])]
OHLC_V6 <- OHLC_V6[which(temp1[,10] <= input$chart_datesv[2])]
output$plotly_chartv <- renderPlotly({
for(o in input$plotly_options_v) {
if(o == "OHLC Yang and Zhang") {
trace1 <- list(
line = list(
dash = "solid",
color = "black",
width = 1.3
),
mode = "lines",
name = "OHLC Yang and Zhang",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V1
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "Close-to-Close") {
trace1 <- list(
line = list(
dash = "solid",
color = "red",
width = 1.3
),
mode = "lines",
name = "Close-to-Close",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V2
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "OHLC Garman and Klass") {
trace1 <- list(
line = list(
dash = "solid",
color = "blue",
width = 1.3
),
mode = "lines",
name = "OHLC Garman and Klass",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V3
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "HL Parkinson") {
trace1 <- list(
line = list(
dash = "solid",
color = "green",
width = 1.3
),
mode = "lines",
name = "HL Parkinson",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V4
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "OHLC Rogers and Satchell") {
trace1 <- list(
line = list(
dash = "solid",
color = "orange",
width = 1.3
),
mode = "lines",
name = "OHLC Rogers and Satchell",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V5
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
if(o == "OHLC Garman and Klass (Yang and Zhang modification)") {
trace1 <- list(
line = list(
dash = "solid",
color = "purple",
width = 1.3
),
mode = "lines",
name = "OHLC Garman and Klass (Yang and Zhang modification)",
text = "",
type = "scatter",
x = df1[,10],
y = OHLC_V6
)
fig <- add_trace(fig, line=trace1$line, mode=trace1$mode, name=trace1$name, text=trace1$text, type=trace1$type, x=trace1$x, y=trace1$y)
}
}
fig <- fig %>% layout(showlegend = FALSE, plot_bgcolor="#f5f5f5", paper_bgcolor="#f5f5f5", xaxis = list(rangeslider = list(visible = F)))
return(fig)
})
plotlyOutput("plotly_chartv")
} else {
HTML("No historical data to chart")
}
})
chart_data_table_v <- reactiveValues(chart_data_table_v = data.frame(Data = "No historical data to display"))
update_table_chart_v <- function() {
if(length(ticker_df$ticker_df[[3]]) > 1) {
df1 <- data.frame(matrix(unlist(ticker_df$ticker_df[[3]]), nrow=length(ticker_df$ticker_df[[3]]), byrow=TRUE),stringsAsFactors=FALSE)
colnames(df1) <- names(ticker_df$ticker_df[[3]][[1]])
OHLC <- cbind(as.numeric(df1[,4]), as.numeric(df1[,2]), as.numeric(df1[,3]), as.numeric(df1[,1]))
V1 <- volatility(OHLC = OHLC, calc = "yang.zhang")
V2 <- volatility(OHLC = OHLC, calc = "close")
V3 <- volatility(OHLC = OHLC, calc = "garman.klass")
V4 <- volatility(OHLC = OHLC, calc = "parkinson")
V5 <- volatility(OHLC = OHLC, calc = "rogers.satchell")
V6 <- volatility(OHLC = OHLC, calc = "gk.yz")
dfv <- data.frame(yang.zhang = V1, close = V2, german.klass = V3, parkinson = V4, rogers.satchell = V5, gk.yz = V6)
rownames(dfv) <- df1[,10]
colnames(dfv) <- c("yang.zhang", "close", "german.klass", "parkinson", "rogers.satchell","gk.yz")
chart_data_table_v$chart_data_table_v <- dfv
colnames(chart_data_table_v$chart_data_table_v) <- colnames(dfv)
rownames(chart_data_table_v$chart_data_table_v) <- rownames(dfv)
} else {
chart_data_table_v$chart_data_table_v <- data.frame(Data = "No historical data to display")
}
}
output$chart_table_v <- DT::renderDataTable ({
DT::datatable(chart_data_table_v$chart_data_table_v, extensions = 'Buttons', options = list(dom = "Blfrtip", buttons = list("copy", list(extend = "collection", buttons = c("csv","excel","pdf"), text = "Download")), lengthMenu = c(5,10,15,20,25,50,100,nrow(chart_data_table_v$chart_data_table_v)), pageLength = 15, scrollX=TRUE), rowname = TRUE)
})
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.