3.2 dygraphs package

The package dygraphs produces dynamic graphics so that user can interact with the graph.

To illustrate our idea, we use stock data download using Quantmod package.

3.2.1 Get Data Using Quantmod

The following code install and download the quantmod package. Then it downloads the daily stock price data of Apple (ticker: AAPL).

We use getSymbols() to download data:

install.packages("quantmod")
library(quantmod)
# getSymbols(): to get data
getSymbols("AAPL")

Take a look at the data:

# OHLCVA data
head(AAPL,n=3)
##            AAPL.Open AAPL.High  AAPL.Low AAPL.Close AAPL.Volume
## 2003-01-02 0.4816753 0.5004593 0.4813400  0.4964343    45357200
## 2003-01-03 0.4964343 0.5007950 0.4893903  0.4997887    36863400
## 2003-01-06 0.5041489 0.5158889 0.4991176  0.4997887    97633200
##            AAPL.Adjusted
## 2003-01-02      0.704906
## 2003-01-03      0.709669
## 2003-01-06      0.709669
# Get OHLC data
price<-OHLC(AAPL)
head(price, n=3)
##            AAPL.Open AAPL.High  AAPL.Low AAPL.Close
## 2003-01-02 0.4816753 0.5004593 0.4813400  0.4964343
## 2003-01-03 0.4964343 0.5007950 0.4893903  0.4997887
## 2003-01-06 0.5041489 0.5158889 0.4991176  0.4997887

The following code install and download the dygraphs package.

install.packages("dygraphs")
library(dygraphs)
getSymbols("AAPL")
getSymbols("SPY")

We will plot four different dynamic plots:

  1. standard dynamic,
  2. shading,
  3. event line, and
  4. candle chart.

3.2.2 Standard dynamic graph

The function dygraph() display time series data interactively. Move your mouse on the diagram.

dygraph(OHLC(AAPL))

3.2.3 Shading

graph<-dygraph(Cl(SPY), main = "SPY") 
dyShading(graph, from="2007-08-09", 
          to="2011-05-11", color="#FFE6E6")

3.2.4 Event line

graph<-dygraph(OHLC(AAPL), main = "AAPL") 
graph<-dyEvent(graph,"2007-6-29",
               "iphone", labelLoc = "bottom") 
graph<-dyEvent(graph,"2010-5-6", 
               "Flash Crash", labelLoc = "bottom") 
graph<-dyEvent(graph,"2014-6-6", 
               "Split", labelLoc = "bottom") 
dyEvent(graph,"2011-10-5",
        "Jobs", labelLoc = "bottom")

3.2.5 Candle Chart

AAPL <- tail(AAPL, n=30)
graph<-dygraph(OHLC(AAPL))
dyCandlestick(graph)