R/sharperatio.R

In unimi-dse/cb8242fe: Plot and Simple return

#' @title Price data of the stock

#' @description Get data from the package

#' @param x Symbol of stock

#' @import utils

#' @return price data of the stock

#' @export data_import

data_import<-function(x)
{

  #To ignore the warnings during usage

  options(warn=-1)
  options("getSymbols.warning4.0"=FALSE)

  #Importing price data for the given symbol

  data1 <- quantmod::getSymbols(Symbols = x, src = "yahoo",auto.assign =FALSE, from="2019-01-01", to="2019-12-31")

  #Transforming the XTS to the data frame

  data2 <- data.frame(date=zoo::index(data1), zoo::coredata(data1))
  return(data2)

}

#' @title Simple return of the stock

#' @description Calculate the simple return of the stock

#' @param x Symbol of stock

#' @import utils

#' @return stock return rate of the stock

#' @export stock_simple_return

stock_simple_return<-function(x)
{

  #Importing data
  data3 <- data_import(x)

  #Calculating stock return

  result <- (data3[,5]-data3[,2])/data3[,2]

  #Getting result
  return(result)

}

#' @title Sharpe Ratio of the stock

#' @description Calculate the Sharpe Ratio of selected stock

#' @param x Symbol of stock

#' @import stats

#' @return Sharpe ratio of the stock

#' @export sharpe_ratio
sharpe_ratio <- function(x)
{
  #Getting the Extra return
  return1 <- stock_simple_return(x)
  return2 <- stock_simple_return("^GSPC")
  z <- return1-return2

  #Calculating the Sharpe Ration
  sharperatio <- mean(z)/sd(z)
  return(sharperatio)

}


#' @title Plot of the stock

#' @description Plot the open, the close and the adjusted price of the stock

#' @param x Symbol of stock

#' @import utils

#' @return plot of the stock

#' @export stock_plot_return

stock_plot_return<-function(x)
{

  #Importing data
  data4 <- data_import(x)

  #Plotting the data
  priceplot <- ggplot2::ggplot()+ggplot2::geom_line(data = data4,ggplot2::aes(x = data4[,1],y = data4[,2], colour = "price.Open"),size=1)+ggplot2::geom_line(data = data4,ggplot2::aes(x =data4[,1],y = data4[,5],colour ="price.Close"),size=1) + ggplot2::geom_line(data = data4,ggplot2::aes(x = data4[,1],y = data4[,7], colour ="price.Adjusted"),size=1) + ggplot2::scale_colour_manual("",values = c("price.Open" = "blue","price.Close" = "green","price.Adjusted" = "red"))+ggplot2::labs(title="Price trend")+ggplot2::xlab("Time")+ggplot2::ylab("Price")

  #Getting result
  return(priceplot)

}