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用R语言捯饬过股票分析都不会对quantmod、TTS、xts、zoo等包陌生,因为在过去相当一段时间内,这些包都是做股票分析的利器,但是,随着大神Hadley Wickham关于tibble_dataframe思想的日渐成型,工具日益成熟,也有越来越多人从原来的timeseries类的数据操作逐渐转换到tbl_df类的数据操作中来,这是一个大的范畴,今天主要介绍tbl_df的金融分析利器——tidyquant包的可视化功能。 - # 准备
- install.packages("tidyquant")
- library(tidyverse)
- library(tidyquant)
复制代码接下来是数据,我们还是使用上证综指2017年的全年走势数据,包括上证综指每日的开盘,最高,最低、收盘和成交量数据,在这个文件中,变量名"SHDX2017"。
由于附件无法重复上传,请到我的帖子 数据所在下载。 - # load ShangHai index data
- load("SHDX2017.RData")
复制代码接下来作图
一、美式K线图 - # barchart:geom_barchart()
- SHDX2017 %>%
- ggplot(aes(x = date, y = close)) +
- geom_barchart(aes(open = open, high = high, low = low, close = close),
- color_up = "darkred", color_down = "darkgreen", size = 1) +
- labs(title = "SHDX Bar Chart", y = "Closing Price", x = "") +
- coord_x_date(xlim = c("2017-08-01", "2017-12-31"),
- ylim = c(3200, 3500)) +
- theme_tq()
复制代码
二、蜡烛图- # Candlestick:geom_candlestick()
- SHDX2017 %>%
- ggplot(aes(x = date, y = close)) +
- geom_candlestick(aes(open = open, high = high, low = low, close = close),
- color_up = "darkred", color_down = "darkgreen",
- fill_up = "darkred", fill_down = "darkgreen") +
- labs(title = "SHDX Candlestick Chart",
- y = "Closing Price", x = "") +
- coord_x_date(xlim = c("2017-08-01", "2017-12-31"), ylim = c(3200, 3500)) +
- theme_tq()
复制代码
三、加移动平均线- # Moving Average lines:geom_ma()
- SHDX2017 %>%
- ggplot(aes(x = date, y = close)) +
- geom_candlestick(aes(open = open, high = high, low = low, close = close),
- color_up = "darkred", color_down = "darkgreen",
- fill_up = "darkred", fill_down = "darkgreen") +
- geom_ma(ma_fun = SMA, n = 5, color = "darkblue", size = 1) +
- labs(title = "SHDX Candlestick Chart",
- y = "Closing Price", x = "") +
- coord_x_date(xlim = c("2017-08-01", "2017-12-31"), ylim = c(3200, 3500)) +
- theme_tq()
复制代码
四、加布林通道线- # Moving Average lines:geom_bbands()
- SHDX2017 %>%
- ggplot(aes(x = date, y = close, open = open,
- high = high, low = low, close = close)) +
- geom_candlestick(aes(open = open, high = high, low = low, close = close),
- color_up = "darkred", color_down = "darkgreen",
- fill_up = "darkred", fill_down = "darkgreen") +
- geom_bbands(ma_fun = SMA, sd = 2, n = 20) +
- labs(title = "SHDX Candlestick Chart",
- y = "Closing Price", x = "") +
- coord_x_date(xlim = c("2017-08-01", "2017-12-31"), ylim = c(3200, 3500)) +
- theme_tq()
复制代码
其实tidyquant强大的地方并非是可视化,可视化只是其顺带做了几个函数,以后有机会再向大家介绍其他方面。
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