rtsplot

rtsplot

Time series plot with base R Graphics

The rtsplot package is fast time series plot package with base R Graphics.

Installation:

The current release is available on CRAN, which you can install via:

install.packages("rtsplot")

To install the development version run following code:

remotes::install_bitbucket("rtsvizteam/rtsplot")

Example :

    library(quantmod)
    
    symbol = 'AAPL'
    data = getSymbols(symbol, src = 'yahoo',  auto.assign=F)
    
    library(rtsplot)
    y = data['2007::']
    sma = TTR::SMA(Cl(y), 250)
    rsi = TTR::RSI(Cl(y), 20)   

    # plot candles and volume and table
    layout(c(1,1,1,1,2,3))
    cols = rtsplot.colors(2)
        
    rtsplot(y, type = 'l', plotX = F, col=cols[1],lwd=1.5, log='y')
        rtsplot.lines(sma, col=cols[2], lwd=1.5)
        rtsplot.legend(c(symbol, 'SMA(250)'), cols[1:2], list(y,sma))
        
        
    y = rtsplot.scale.volume(y)
    rtsplot(y, type = 'volume', plotX = F, col = 'darkgray')
        rtsplot.legend('Volume', 'darkgray', Vo(y))
        
        
    # plot rsi
    rtsplot(rsi, type = 'l', ylim=c(0,100),
        y.highlight = c(c(0,30), c(70,100)),
        y.highlight.col = grDevices::adjustcolor(c('green','red'), 50/255)
    )   
    rtsplot.legend('RSI(20)', 'black', rsi)
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Example skip.breaks flag: skip plotting missing date/times (i.e. nights and weekends)

    library(rtsplot)
    
    # 'skip.breaks' example with daily data
    y = rtsplot.fake.stock.data(10, remove.non.trading = TRUE)
  
    layout(1:2)
    rtsplot(y, type='b')
        rtsplot.legend('skip.breaks=FALSE', text.col='red')
    rtsplot(y, type='b', skip.breaks=TRUE)
        rtsplot.legend('skip.breaks=TRUE', text.col='red')
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    # 'skip.breaks' example with intra-day data
    y = rtsplot.fake.stock.data(5*24*60, period = 'minute', remove.non.trading = TRUE)

    layout(1:2)
    rtsplot(y, type='l')
        rtsplot.legend('skip.breaks=FALSE', text.col='red')
    rtsplot(y, type='l', skip.breaks=TRUE)
        rtsplot.legend('skip.breaks=TRUE', text.col='red')
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