R/02price.R

In tsungwu/JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics

.getPrice <- function() {
  if ("quantmod" %in% (.packages())) {print("package quantmod is loaded")} else {
   eval(parse( text="library(quantmod)"))}

  name <- tclvalue(tkgetOpenFile(
 filetypes = "{ {RData Files} {.RData} } { {All Files} * }"))
  if (name == "")
    return(data.frame())
	temp=print(load(name))
	dat=eval(parse(text=temp))
	assign("Price", dat, envir = .JFEEnv)

importedFileName=last(unlist(strsplit(name,"/")))
assign("importedFileName", importedFileName, envir = .JFEEnv)
print(paste("You are loading ",importedFileName,sep=" "))
print(head(dat,3))
}


.priceSummary <- function(){
Price=get("Price",envir = .JFEEnv)
top <- tktoplevel(borderwidth=10)
tkwm.title(top, "Descriptive Statistics")

xBox <- .variableListBox(top, colnames(Price), title="Variables (Pick 1 or more)", selectmode = "extended")

onOK <- function(){
    x <- .getSelection(xBox)
   if (length(x) == 0){
   tkmessageBox(message = "You must select a variable.", icon = "error", type = "ok")
    return()
      }
#eval_cmd_chunk("fBasics::basicStats(Price[,x])")

print(fBasics::basicStats(timeSeries::as.timeSeries(Price[,x])))
}
  tkgrid(.getFrame(xBox), sticky="nw")
# tkgrid(xBox, sticky="nw")
  buttonsFrame <- tkframe(top,width=250)
  tkgrid(buttonsFrame, columnspan=2, sticky="w")

okButton<-tkbutton(buttonsFrame, text = "OK", command = onOK, anchor = "center", relief="ridge", width = "8")
tkbind(top,"Q",function() tcl(okButton,"invoke"))
tkfocus(okButton)
tkconfigure(okButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(okButton, side = "left",fill = "x",ipady=2)

quitCMD <- function(){
    tkdestroy(top)
}

quitButton <- tkbutton(buttonsFrame, text = "Quit", command = quitCMD, anchor = "center",relief="ridge",width = "8")
tkconfigure(quitButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(quitButton, side = "left",fill = "x",ipady=2)
tkfocus(top)
}


.pricePlot <- function(){
Price=get("Price",envir = .JFEEnv)
top <- tktoplevel(borderwidth=10)
tkwm.title(top, "Plotting")

xBox <- .variableListBox(top, colnames(Price), title="Variable (Pick one variable)")

onOK <- function(){
    x <- .getSelection(xBox)
   if (length(x) == 0){
   tkmessageBox(message = "You must select a variable.", icon = "error", type = "ok")
    return()
      }
dev.new();fBasics::seriesPlot(timeSeries::as.timeSeries(Price[,x]))

}
  tkgrid(.getFrame(xBox), sticky="nw")
  buttonsFrame <- tkframe(top,width=250)
  tkgrid(buttonsFrame, columnspan=2, sticky="w")

okButton<-tkbutton(buttonsFrame, text = "OK", command = onOK, anchor = "center", relief="ridge", width = "8")
tkbind(top,"Q",function() tcl(okButton,"invoke"))
tkfocus(okButton)
tkconfigure(okButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(okButton, side = "left",fill = "x",ipady=2)

quitCMD <- function(){
    tkdestroy(top)
}

quitButton<-tkbutton(buttonsFrame, text = "Quit", command = quitCMD, anchor = "center",relief="ridge",width = "8")
tkconfigure(quitButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(quitButton, side = "left",fill = "x",ipady=2)

tkfocus(top)
}


.PriceAcfPlots <- function(){
Price=get("Price",envir = .JFEEnv)
top <- tktoplevel(borderwidth=10)
tkwm.title(top, "ACF Plots")

xBox <- .variableListBox(top, colnames(Price), title="Variable (Pick 1 )")

onOK <- function(){
    x <- .getSelection(xBox)
   if (length(x) == 0){
   tkmessageBox(message = "You must select a variable.", icon = "error", type = "ok")
    return()
      }

dev.new();par(mfrow=c(2,1))
fBasics::acfPlot(timeSeries::as.timeSeries(Price[,x]))
fBasics::pacfPlot(timeSeries::as.timeSeries(Price[,x]))
par(mfrow=c(1,1))
}
  tkgrid(.getFrame(xBox), sticky="nw")
  buttonsFrame <- tkframe(top,width=250)
  tkgrid(buttonsFrame, columnspan=2, sticky="w")

okButton<-tkbutton(buttonsFrame, text = "OK", command = onOK, anchor = "center", relief="ridge", width = "8")
tkbind(top,"Q",function() tcl(okButton,"invoke"))
tkfocus(okButton)
tkconfigure(okButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(okButton, side = "left",fill = "x",ipady=2)

quitCMD <- function(){
    tkdestroy(top)
}

quitButton<-tkbutton(buttonsFrame, text = "Quit", command = quitCMD, anchor = "center",relief="ridge",width = "8")
tkconfigure(quitButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(quitButton, side = "left",fill = "x",ipady=2)

tkfocus(top)
}

.PriceBoxPlots <- function(){
Price=get("Price",envir = .JFEEnv)
top <- tktoplevel(borderwidth=10)
tkwm.title(top, "ACF Plots")

xBox <- .variableListBox(top, colnames(Price), title="Variables (Pick 1 or more)", selectmode = "extended")

onOK <- function(){
    x <- .getSelection(xBox)
   if (length(x) == 0){
   tkmessageBox(message = "You must select a variable.", icon = "error", type = "ok")
    return()
      }
dev.new();fBasics::boxPlot(timeSeries::as.timeSeries(Price[,x]))

}
  tkgrid(.getFrame(xBox), sticky="nw")

#OK and Quit
  buttonsFrame <- tkframe(top,width=250)
  tkgrid(buttonsFrame, columnspan=2, sticky="w")

okButton<-tkbutton(buttonsFrame, text = "OK", command = onOK, anchor = "center", relief="ridge", width = "8")
tkbind(top,"Q",function() tcl(okButton,"invoke"))
tkfocus(okButton)
tkconfigure(okButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(okButton, side = "left",fill = "x",ipady=2)

quitCMD <- function(){
    tkdestroy(top)
}

quitButton<-tkbutton(buttonsFrame, text = "Quit", command = quitCMD, anchor = "center",relief="ridge",width = "8")
tkconfigure(quitButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(quitButton, side = "left",fill = "x",ipady=2)

tkfocus(top)
}



.priceCharting <- function(){
  Price=get("Price",envir = .JFEEnv)
  Price=xts::as.xts(Price)

  top <- tktoplevel(borderwidth=45)
  tkwm.title(top, "Charting series")

  importedFileName=get("importedFileName",envir = .JFEEnv)

  onOK <- function(){

    if (ncol(Price) == 0){
      tkmessageBox(message = "You must import a dataset.", icon = "error", type = "ok")
      return()
    }

    FREQtype <-  tclvalue(freqVariable)
    addType <-   tclvalue(addVariable)
    a <- tclvalue(startVariable)
    b <- tclvalue(endVariable)

    dataz=Price[paste(a,b,sep="/")]
    transForm=paste0("xts::to.",FREQtype,"(dataz)")
    x=eval(parse(text=transForm))

    NAMES=paste(importedFileName,FREQtype,sep=" by ")

    if (addType=="addVo()") {
      dev.new()
      print(paste("You are charting",importedFileName,sep=" "))
      quantmod::chartSeries(x,name=NAMES)}
    else {
      dev.new()
      ADD=paste("addVo();",addType,sep="")
      print(paste("You are charting",importedFileName,sep=" "))
      quantmod::chartSeries(x,name=NAMES,TA=ADD)
    }

  }

  rightFrame <- tkframe(top)

  freqFrame <- tkframe(rightFrame)
.radioButtons(top,name="freq", buttons=c("Daily", "Week", "Month","Quarter"), values=c("daily", "weekly", "monthly", "quarterly"), labels=c("Use daily data", "Use weekly freq", "Use monthly freq","Use quarterly freq"), title="Frequency Conversion")
  freqVariable<-freqVariable
  tkgrid(freqFrame, sticky="w")
  tkgrid.configure(freqFrame, sticky="nw")

  LABEL01=c("Chart with volume","Add Directional Movement Index","Add Bollinger Bands to Chart","Add Commodity Channel Index","Add Contract Expiration Bars","Add Rate Of Change","Add Relative Strength Index","Add Parabolic Stop and Reversal")
  LABEL02=c("Add Stochastic Momentum Indicator","Add William's Percent R to Chart","Add SMA Moving Average to Chart","Add EMA Moving Average","Add DEMA Moving Average to Chart", "Add EVMA Moving Average to Chart", "Add EVWMA Moving Average to Chart","Add ZLEMA Moving Average to Chart","Add Moving Average Convergence Divergence to Chart")
  buttons1=c("addVo","addADX", "addBBands","addCCI","addExpiry","addROC","addRSI","addSAR")
  buttons2=c("addSMI","addWPR","addSMA","addEMA","addWMA", "addDEMA","addEVMA","addZLEMA","addMACD")
  values1=c("addVo()","addADX()","addBBands()","addCCI()","addExpiry()","addROC()","addRSI()","addSAR()")
  values2=c("addSMI()","addWPR()","addSMA()","addEMA()","addWMA()", "addDEMA()","addEVWMA()","addZLEMA()","addMACD()")
  LABELS=c(LABEL01,LABEL02)
  BUTTONS=c(buttons1,buttons2)
  VALUES=c(values1,values2)

  addFrame <- tkframe(rightFrame)
.radioButtons(top,name="add",buttons=BUTTONS,values=VALUES, labels=LABELS, title="Add")
  addVariable <- addVariable
  tkgrid(addFrame, sticky="w")
  tkgrid.configure(addFrame, sticky="nw")

 tkgrid(freqFrame,addFrame,rightFrame,sticky="w")

  startFrame <- tkframe(rightFrame)
  startVariable <- tclVar(as.character(as.Date(time(Price)[1])))
  startField <- tkentry(startFrame, width="12", textvariable=startVariable)
  tkgrid(tklabel(startFrame, text="Start date = ", fg="blue"), startField, sticky="w")
  tkgrid(startFrame, sticky="w")
  tkgrid.configure(startField, sticky="nw")

#  endFrame <- tkframe(rightFrame)
  endFrame <- tkframe(rightFrame)
  endVariable <- tclVar(as.character(as.Date(time(Price)[nrow(Price)])))
  endField <- tkentry(endFrame, width="12", textvariable=endVariable)
  tkgrid(tklabel(endFrame, text="End  date = ", fg="blue"), endField, sticky="w")
  tkgrid(endFrame, sticky="w")
  tkgrid.configure(endField, sticky="nw")

  #====ok and quit
  buttonsFrame <- tkframe(top,width=250)
  tkgrid(buttonsFrame, columnspan=2, sticky="w")
  okButton <- tkbutton(buttonsFrame, text = "OK", command = onOK, anchor = "center", relief="ridge", width = "8")
  tkbind(top,"Q",function() tcl(okButton,"invoke"))
  tkfocus(okButton)
  tkconfigure(okButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
  tkpack(okButton, side = "left",fill = "x",ipady=1)

  quitCMD <- function(){
    tkdestroy(top)
  }

  quitButton<-tkbutton(buttonsFrame, text = "Quit", command = quitCMD, anchor = "center",relief="ridge",width = "8")
  tkconfigure(quitButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
  tkpack(quitButton, side = "left",fill = "x",ipady=1)

  tkfocus(top)
}







#.iClickPrice <- function (dataz){
#assetPrice=dataz
#print(head(assetPrice))
#iClick::iClick.VisAssetPrice(assetPrice)
#}

.iClickPrice_Menu <- function() {
Price=get("Price",envir = .JFEEnv)
top <- tktoplevel(borderwidth=10)
tkwm.title(top, "Execute iClick for asset price")

xBox <- .variableListBox(top, colnames(Price), title="Variable (Pick one variable)")

onOK <- function(){
    x <- .getSelection(xBox)
   if (length(x) == 0){
   tkmessageBox(message = "You must select a variable.", icon = "error", type = "ok")
    return()
      }
#Dates=as.character(time(Price))
#infile=data.frame(Dates,unclass(Price[,x]))
#    infile=Price[,x]
#.iClickPrice(infile)
    iClick::iClick.VisAssetPrice(Price[,x])

}
  tkgrid(.getFrame(xBox), sticky="nw")
  buttonsFrame <- tkframe(top,width=250)
  tkgrid(buttonsFrame, columnspan=2, sticky="w")

okButton<-tkbutton(buttonsFrame, text = "OK", command = onOK, anchor = "center", relief="ridge", width = "8")
tkbind(top,"Q",function() tcl(okButton,"invoke"))
tkfocus(okButton)
tkconfigure(okButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(okButton, side = "left",fill = "x",ipady=2)

quitCMD <- function(){
    tkdestroy(top)
}

quitButton<-tkbutton(buttonsFrame, text = "Quit", command = quitCMD, anchor = "center",relief="ridge",width = "8")
tkconfigure(quitButton,foreground="red",font=tkfont.create(size=9,weight="bold"))
tkpack(quitButton, side = "left",fill = "x",ipady=2)

tkfocus(top)
}