Type: Package
Title: Time Series Plot
Version: 0.1.5
Description: A fast and elegant time series visualization package. In addition to the standard R plot types, this package supports candle sticks, open-high-low-close, and volume plots. Useful for visualizing any time series data, e.g., stock prices and technical indicators.
License: MIT + file LICENSE
Imports: xts, quantmod, zoo, RColorBrewer
Suggests: TTR
URL: https://bitbucket.org/rtsvizteam/rtsplot
BugReports: https://bitbucket.org/rtsvizteam/rtsplot/issues
LazyLoad: yes
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2023-09-23 23:49:41 UTC; pcadmin
Author: RTSVizTeam [aut, cph], Irina Kapler [cre]
Maintainer: Irina Kapler <irkapler@gmail.com>
Repository: CRAN
Date/Publication: 2023-09-24 00:10:02 UTC

'rtsplot' - Time series plot with base R Graphics.

Description

Plot time series data with base R Graphics.

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

Usage

rtsplot(
  y,
  main = NULL,
  plotX = TRUE,
  LeftMargin = 0,
  grid = "xy",
  x.highlight = NULL,
  y.highlight = NULL,
  y.highlight.col = NULL,
  las = 1,
  type = "l",
  xlab = "",
  ylab = "",
  ylim = NULL,
  log = "",
  skip.breaks = FALSE,
  xaxis.map = rtsplot.create.xaxis.map,
  ...
)

Arguments

y

xts object

main

plot title

plotX

flag to display X axis

LeftMargin

to plot second Y axis, set LeftMargin=3, defaults to 0

grid

which grid lines to draw, defaults to 'xy'

x.highlight

segments to highlight along X axis, defaults to NULL

y.highlight

segments to highlight along Y axis, defaults to NULL

y.highlight.col

color to highlight segments Y axis, defaults to NULL

las

rotation of Y axis labels, defaults to 1, for more info see par

type

plot type, defaults to 'l', for more info see plot also support 'ohlc', 'hl', 'candle', 'volume' types

xlab

X label, defaults to ”, for more info see plot

ylab

Y label, defaults to ”, for more info see plot

ylim

range on Y values, defaults to NULL

log

log scale x, y, xy axes, defaults to ”

skip.breaks

flag to skip plotting missing date/times (i.e. nights and weekends), defaults to FALSE

xaxis.map

xaxis map function used if skip.breaks is TRUE, defaults to rtsplot.create.xaxis.map

...

additional parameters to the plot

Value

nothing

Author(s)

Maintainer: Irina Kapler irkapler@gmail.com

Authors:

See Also

Useful links:

Examples

# generate time series data
y = rtsplot.fake.stock.data(1000)
symbol = 'Test'

sma = TTR::SMA(y, 250)
rsi = TTR::RSI(y, 20)	

# plot candles and RSI charts
layout(c(1,1,1,2))
cols = rtsplot.colors(2)
	
rtsplot(y, type = 'l', plotX = FALSE, col=cols[1],lwd=1.5)
	rtsplot.lines(sma, col=cols[2], lwd=1.5)
	rtsplot.legend(c(symbol, 'SMA(250)'), cols[1:2], list(y,sma))
	
# 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)


y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # simple example
 highlight = which(y < 10)

 # plot
 layout(1)
 rtsplot.theme.set(col.x.highlight=grDevices::adjustcolor('orange', 200/255))
		
 rtsplot(y, type = 'l', main = symbol, x.highlight = highlight)


 # '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')
 

 # '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')

Theme

Description

Setup theme

Usage

register.theme(
  grid.color = "gray90",
  colors = "Set1",
  col.border = "black",
  col.up = "green",
  col.dn = "red",
  col.x.highlight = "orange",
  col.y.highlight = "orange",
  cex = 1,
  legend.bg.col = grDevices::adjustcolor("white", 200/255)
)

rtsplot.theme()

rtsplot.theme.set(...)

rtsplot.colors(n)

Arguments

grid.color

color for grid lines, defaults to 'gray90'

colors

RColorBrewer set to generate colors, defaults to "Set1" in RColorBrewer

col.border

border color for drawing candles, defaults to 'black'

col.up

up color for drawing candles, defaults to 'green'

col.dn

down color for drawing candles, defaults to 'red'

col.x.highlight

color for highlighting along x axis, defaults to 'orange'

col.y.highlight

color for highlighting along y axis, defaults to 'orange'

cex

font size, defaults to 1

legend.bg.col

background legend color, defaults to grDevices::adjustcolor('white', 200/255)

...

additional settings

n

number of colors to generate

Value

None

Create Candle Plot

Description

Plot candles if dx is sufficient otherwise ohlc or bars

Usage

rtsplot.candle(
  y,
  col = rtsplot.candle.col(y),
  border = rtsplot.theme()$col.border
)

Arguments

y

xts object

col

color for bars, defaults to rtsplot.candle.col

border

border color, defaults to rtsplot.theme()$col.border

Value

nothing

Examples

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.candle(y)
rtsplot.legend(symbol, 'black', y)

Bar Colors for Candle and Volume plots

Description

Bar Colors for Candle and Volume plots

Usage

rtsplot.candle.col(y)

rtsplot.volume.col(y)

Arguments

y

xts object

Value

colors

Plot corner label

Description

Plot corner label, based on the [text at the upper left corner outside of the plot region](http://r.789695.n4.nabble.com/text-at-the-upper-left-corner-outside-of-the-plot-region-td885675.html)

Usage

rtsplot.corner.label(
  label = NULL,
  col = "black",
  x = -1,
  y = 1,
  xoffset = NA,
  yoffset = NA,
  space = c("plot", "figure"),
  cex = 1,
  border = NA
)

Arguments

label

label

col

label color

x

x location, defaults to -1

y

y location, defaults to 1

xoffset

x offset, defaults to NA

yoffset

y offset, defaults to NA

space

coordinate space, can be "plot" or "figure", defaults to "plot"

cex

font size, defaults to 1

border

border color, defaults to NA - no color

Value

nothing

Examples

 rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('orange', 200/255))
 plot(rnorm(20), rnorm(20))

 rtsplot.corner.label('test1', y=-1, space='figure')
 rtsplot.corner.label('test2', y=1, space='figure')
 rtsplot.corner.label('test3', x=1, space='figure')
 rtsplot.corner.label('test4', x=1, y=-1, space='figure')
 rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('white', 50/255))

Generate fake stock data

Description

Generate fake stock data for use in rtsplot examples

Usage

rtsplot.fake.stock.data(
  n,
  y0 = 10,
  stdev = 0.1,
  ohlc = FALSE,
  method = c("normal", "adhoc"),
  period = c("day", "minute"),
  remove.non.trading = FALSE
)

Arguments

n

number of points to generate

y0

starting price, defaults to 10

stdev

standard deviation, defaults to 0.1

ohlc

generate ohlc data, defaults to FALSE

method

method to generate fake stock data, defaults to 'normal' two methods are implemented: * 'normal' - generate fake stock data assuming returns are normally distributed with zero drift * 'uniform' - generate fake stock data assuming returns are uniformly distributed with zero drift

period

frequency to generate fake stock data, (possible values: "day", "minute"), defaults to "day"

remove.non.trading

flag to remove non trading periods(i.e. weekends and non-trading hours). Note, this flag likely will cause function return less than 'n' observation, defaults to FALSE

Value

xts object with fake stock data

Examples

 rtsplot.fake.stock.data(10)

Format numbers using 1000 separator

Description

Format numbers using 1000 separator

Usage

rtsplot.format(temp, nround = 2, sprefix = "", eprefix = "")

Arguments

temp

numbers

nround

number of rounding digits, defaults to '2'

sprefix

start prefix string, defaults to ”

eprefix

end postfix string, defaults to ”

Value

numbers formatted using 1000 separator

Add grid to time series plot

Description

Add grid to time series plot

Usage

rtsplot.grid(grid, xaxis.ticks, col = rtsplot.theme()$grid.color)

Arguments

grid

which grid lines to draw, defaults to 'xy'

xaxis.ticks

location of x axis ticks

col

grid color, defaults to rtsplot.theme()$grid.color

Value

nothing

Create HL Plot

Description

Create HL Plot

Usage

rtsplot.hl(y, col = rtsplot.volume.col(y), border = rtsplot.theme()$col.border)

Arguments

y

xts object

col

color for bars, defaults to rtsplot.volume.col

border

border color, defaults to rtsplot.theme()$col.border

Value

nothing

Examples

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.hl(y)
rtsplot.legend(symbol, 'black', y)

Create layout

Description

Create layout

Usage

rtsplot.layout(ilayout, delim = ",")

Arguments

ilayout

matrix stored as a string

delim

delimiter, defaults to ','

Value

nothing

Plot legend - shortcut to the legend function

Description

Plot legend - shortcut to the legend function

Usage

rtsplot.legend(
  labels,
  fill = NULL,
  lastobs = NULL,
  x = "topleft",
  merge = FALSE,
  bty = "n",
  border = NA,
  yformat = rtsplot.format,
  cex = 1,
  ...
)

Arguments

labels

legend labels

fill

fill colors, defaults to NULL

lastobs

list of last observations, defaults to NULL

x

location of legend, defaults to 'topleft'

merge

merge, defaults to FALSE, see legend function for more info

bty

box, defaults to 'n', see legend function for more info

border

border color, defaults to NA - no color

yformat

format Y values function, defaults to rtsplot.format

cex

font size, defaults to 1

...

other parameters to legend, see legend function for more info

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
rtsplot.legend(symbol, 'black', y)

Add lines to time series plot

Description

Add lines to time series plot

Usage

rtsplot.lines(y, type = "l", col = graphics::par("col"), ...)

Arguments

y

xts object

type

line type, defaults to 'l', for more info see lines

col

color, defaults to par('col')

...

additional parameters to the lines

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # moving average
sma = TTR::SMA(y, 250)

 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 rtsplot.lines(sma, col='blue', lwd=1.5)
rtsplot.legend(c(symbol, 'SMA(250)'), 'black,blue', list(y,sma))

matplot version for xts object

Description

matplot version for xts object

Usage

rtsplot.matplot(
  y,
  dates = NULL,
  ylim = NULL,
  type = "l",
  cols = rtsplot.colors(ncol(y)),
  ...
)

Arguments

y

xts object

dates

subset of datesdefaults to NULL

ylim

range on Y values, defaults to NULL

type

plot type, defaults to 'l', see plot for details

cols

colors

...

additional parameters to the matplot

Value

nothing

Create OHLC Plot

Description

Plot ohlc if dx is sufficient otherwise bars

Usage

rtsplot.ohlc(y, col = rtsplot.theme()$col.border)

Arguments

y

xts object

col

color for bars, defaults to rtsplot.theme()$col.border

Value

nothing

Examples

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.ohlc(y)
rtsplot.legend(symbol, 'black', y)

rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('blue', 25/255))
rtsplot.corner.label('Logo \uA9', x=1, y=-1, cex = 0.7, space='figure', col='blue')
rtsplot.theme.set(legend.bg.col = grDevices::adjustcolor('white', 200/255))

Add polygon to time series plot

Description

Add polygon to time series plot

Usage

rtsplot.polygon(y, col = graphics::par("col"), ...)

Arguments

y

xts object with 2 columns

col

color, defaults to par('col')

...

additional parameters to the lines

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000, ohlc=TRUE) 
symbol = 'SPY'
	
 # moving average
bbands = TTR::BBands(quantmod::HLC(y), n=200, sd=1)[,c('up','dn')]	

 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 col = grDevices::adjustcolor('green', 50/255)
 rtsplot.polygon(bbands, col = col)
rtsplot.legend(c(symbol, 'BBands'), c('black', col), list(y,bbands))

Scale volume

Description

Scale volume

Usage

rtsplot.scale.volume(y)

Arguments

y

xts object

Value

adjusted y object

Create Stacked plot

Description

Create Stacked plot

Usage

rtsplot.stacked(
  x,
  y,
  xlab = "",
  cols = rtsplot.colors(ncol(y)),
  type = c("l", "s"),
  flip.legend = FALSE,
  ...
)

Arguments

x

dates object

y

matrix with weights

xlab

X label, defaults to ”, for more info see plot

cols

colors, defaults to colors rtsplot.theme

type

plot type: lines, step stairs c('l','s')

flip.legend

flag to reverse legend order, defaults to FALSE

...

additional parameters to the plot

Value

nothing

Add text to time series plot

Description

Add text to time series plot

Usage

rtsplot.text(y, ...)

Arguments

y

xts object

...

additional parameters to the lines

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 rtsplot.text(y[100], 'Text', col='red')
rtsplot.legend(symbol, 'black', y)

Plot volume

Description

Plot volume

Usage

rtsplot.volume(
  y,
  col = rtsplot.volume.col(y),
  border = rtsplot.theme()$col.border
)

Arguments

y

xts object

col

color for volume bars

border

color for volume bars border

Value

nothing

Highlight vertical segments

Description

Highlight vertical segments

Usage

rtsplot.x.highlight(y, highlight, col = rtsplot.theme()$col.x.highlight)

Arguments

y

xts object

highlight

segments to highlight along X axis

col

highlight color, defaults to rtsplot.control$col.x.highlight

Value

nothing

Highlight horizontal segments

Description

Highlight horizontal segments

Usage

rtsplot.y.highlight(highlight, col = rtsplot.theme()$col.y.highlight)

Arguments

highlight

segments to highlight along Y axis

col

highlight color, defaults to rtsplot.control$col.y.highlight

Value

nothing

Examples

# generate time series data
y = rtsplot.fake.stock.data(1000)

rsi = TTR::RSI(y, 20)	
 	
#set up two regions for graphs candlestick price data on top 2/3 of the plot
#and rsi on the bottom 1/3 of the plot
layout(c(1,1,2))  
	
rtsplot(y, type = 'line', plotX = FALSE)
  rtsplot.legend('SPY', 'grey70', y)

rtsplot(rsi, type = 'l')

col = grDevices::adjustcolor(c('green','red'), 80/255)
rtsplot.y.highlight(col=col[1], highlight=c(50,100))	
rtsplot.y.highlight(col=col[2], highlight=c(0,50))	
	
abline(h = 50, col = 'gray20')

rtsplot.legend('RSI(20)', 'black', rsi)

Plot time series with second Y axis

Description

Detailed discussion for validity of dual Y axis at [Dual axes time series plots may be ok sometimes after all](http://freerangestats.info/blog/2016/08/18/dualaxes)

Usage

rtsplot2Y(y, las = 1, type = "l", col.axis = "red", ylim = NULL, log = "", ...)

Arguments

y

xts object

las

rotation of Y axis labels, defaults to 1, for more info see par

type

plot type, defaults to 'l', for more info see plot also support 'ohlc', 'hl', 'candle', 'volume' types

col.axis

axis color, defaults to 'red'

ylim

range on Y values, defaults to NULL

log

log scale x, y, xy axes, defaults to ”

...

additional parameters to the plot

Value

nothing

Examples

# generate time series data
y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'

y1 = rtsplot.fake.stock.data(1000, 100)
symbol = 'IBM'
	
 # two Y axis example
 # to plot second Y axis, free some space on left side, set LeftMargin=3
 layout(1)
 cols = c('black', 'red')

 rtsplot(y, type = 'l', LeftMargin=3, col=cols[1])
			
 rtsplot2Y(y1, type='l', las=1, col=cols[2], col.axis=cols[2])

 rtsplot.legend('SPY(rhs),IBM(lhs)', cols, list(y,y1))