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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)
plot of chunk plot-3

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')
plot of chunk plot-4
    # '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')
plot of chunk plot-4

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.