inst/examples/rhandsontable_portfolio/server.R

In jrowen/rhandsontable: Interface to the 'Handsontable.js' Library

library(shiny)
library(rhandsontable)
library(dygraphs)
library(data.table)
library(reshape2)
library(quantmod)

tkrs = c("MSFT", "CAT", "AXP", "DIS", "MMM")

# quantmod::getSymbols(tkrs, from = "2012-06-01", auto.assign=TRUE)
# returns = Reduce(function(x, y) merge(x, y), lapply(tkrs, get))
# returns = returns[, names(returns)[grepl("Close", names(returns))]]
# returns = data.table(Date = time(returns), coredata(returns))
# returns = melt(returns, id.vars = "Date", variable.name = "Name",
#                value.name = "Price")[order(Name, Date)]
# returns[, `:=`(Name = gsub(".Close", "", Name))]
# returns[, `:=`(Return = c(NA, Price[-1] / head(Price, -1) - 1)), by = Name]
# saveRDS(returns, "returns.rds")
returns = readRDS("returns.rds")
setkey(returns, Name)

port = data.table(Name = tkrs,
                  Position = ifelse(rnorm(length(tkrs)) > 0, "Long", "Short"),
                  Weight = runif(length(tkrs)))
port[, `:=`(Weight = Weight / sum(Weight)), by = Position]
port[Position == "Long", `:=`(Weight = Weight * 1.3)]
port[Position == "Short", `:=`(Weight = Weight * 0.3)]
setkey(port, Name)

shinyServer(function(input, output, session) {
  values = reactiveValues(hot = port)

  calc = reactive({
    port = values[["hot"]]
    perf = na.omit(returns[port])
    perf = perf[, list(Return = ifelse(Position == "Long", 1, -1) *
                         Weight * Return), by = Date][order(Date)]
    perf[, `:=`(CumulRet = cumprod(1 + Return) - 1)]

    list(Perf = perf)
  })

  output$hot = renderRHandsontable({
    DT = NULL
    if (!is.null(input$hot)) {
      DT = setDT(hot_to_r(input$hot))
      if (input$reweight) {
        DT[Position == "Long", `:=`(Weight = Weight / sum(Weight) * 1.3)]
        DT[Position == "Short", `:=`(Weight = Weight / sum(Weight) * 0.3)]
      }
      values[["hot"]] = DT
    } else if (!is.null(values[["hot"]])) {
      DT = values[["hot"]]
    }

    if (!is.null(DT))
      rhandsontable(DT) %>%
        hot_col(col = "Position", type = "dropdown",
                source = c("Long", "Short")) %>%
        hot_col(col = "Name", readOnly = TRUE) %>%
        hot_cols(columnSorting = list(column = which(names(DT) == "Name"),
                                      sortOrder = TRUE))
  })

  output$plot = renderDygraph({
    if (!is.null(calc())) {
      dt_plot = xts(calc()$Perf$CumulRet, calc()$Perf$Date)
      dygraph(dt_plot, main = "Cumulative Return") %>%
        dySeries("V1", label = "Portfolio") %>%
        dyLimit(as.numeric(calc()$Perf$CumulRet[1]), color = "red")
    }
  })
})