pq_plot {pedquant}

creating charts for time series

Description

pq_plot provides an easy way to create interactive charts for time series dataset based on predefined formats.

Usage

pq_plot(dt, chart_type = "line", x = "date", y = "close", yb = NULL,
  date_range = "max", yaxis_log = FALSE, title = NULL, addti = NULL,
  nsd_lm = NULL, markline = TRUE, orders = NULL, arrange = list(rows =
  NULL, cols = NULL), theme = "default", ...)

Arguments

dt

a list/dataframe of time series dataset

chart_type

chart type, including line, step, candle.

x

column name for x axis

y

column name for y axis

yb

column name for baseline

date_range

date range of x axis to display. Available value includes '1m'-'11m', 'ytd', 'max' and '1y'-'ny'. Default is max.

yaxis_log

whether to display y axis values in log. Default is FALSE.

title

chart title. It will added to the front of chart title if it is specified.

addti

list of technical indicators or numerical columns in dt. For technical indicator, it is calculated via pq_addti, which including overlays and indicators.

nsd_lm

number of standard deviation from linear regression fitting values.

markline

whether to display markline. Default is TRUE.

orders

a data frame of trade orders, which including columns of symbol, date, side, prices, and quantity.

arrange

a list. Number of rows and columns charts to connect. Default is NULL.

theme

name of echarts theme, see details in e_theme

...

ignored

Examples

# single serie
library(data.table)
library(pedquant)
data(dt_ssec)

# line chart (default)
e1 = pq_plot(dt_ssec, chart_type = 'line') # line chart (default)
e1[[1]]

# add technical indicators
e2 = pq_plot(dt_ssec, addti = list(
        sma = list(n = 200), 
        sma = list(n = 50), 
        volume = list(),
        macd = list()
))
e2[[1]]

# linear trend with yaxis in log
e3 = pq_plot(dt_ssec, nsd_lm = c(-0.8, 0, 0.8), markline=FALSE)
e3[[1]]

# multiple series
data(dt_banks)
setDT(dt_banks)
dt_banksadj = md_stock_adjust(dt_banks)

# linear trend
elist = pq_plot(dt_banksadj)
e4 = pq_plot(dt_banksadj, arrange = list(rows=1, cols=1))
e4[[1]]

# orders 
b2 = dt_banks[symbol %in% c('601988.SH', '601398.SH')]
b2orders = b2[sample(.N, 10), .(symbol, date, prices=close, 
              side=sample(c(-1, 1), 10, replace=TRUE))]
                
e5 = pq_plot(b2, orders=b2orders)
e5[[1]]

e6 = pq_plot(b2, orders=b2orders, arrange = list(rows=1, cols=1))
e6[[1]]