GGPlot的OHLC图表使用的是酒吧，而不是蜡烛 [英] GGPlot for OHLC chart using bars, not candles

问题描述

我正在研究ggplot，并试图创建一个股票图表。我已经能够创建烛台图表，现在我想创建一个条形图。这包括从低价格到高价格的垂直线。然后，该线的左边是开盘价格的勾号，右边是收盘价的勾号。我不知道如何添加此刻度。我能想到的最接近的东西是geom_errorbar，但这完全是另一回事，胡须也是双向的。

另外，由于这是日常数据，ggplot会留下空间周末，这是没有必要的。有没有办法去除这些空间？我没有在我搜索的任何轴格式文章中看到它。

谢谢！！

x轴缩放比如<$ c $的ggplot图形不能轻易删除周末空间C> scale_x_dateti我。这是因为ggplot将POSIXct和日期数据解释为来自 x轴中原点的数字。例如as.numeric（as.POSIXct（2015-09-25））将是ggplot中x轴上的值。对于这个黑客，你可以检查这个SO答案，日期被视为因素：

I am studying ggplot in R and am trying to create a stock chart. I have already been able to create a candlestick chart, now I want to make a bar chart. This consists of a vertical line from the low price to the high price. Then, on the left of the line is tick for the opening price and on the right is a tick for the closing price. I don't know how to add this tick. The closest thing I can think of is geom_errorbar, but that is something else entirely and the whiskers go both ways.

Also, since this is daily data, ggplot is leaving space for the weekends which is not necessary. Is there a way to remove those spaces? I don't see it in any of the axis formatting articles I've been searching.

Thank you.!

FOSL chart

Reproducible code to create the chart with the low-high bar.

library(ggplot2)
library(quantmod)
FOSL <- getSymbols("FOSL", from="2015-01-01", auto.assign=FALSE)
names(FOSL) <- gsub("^.+\\.","",names(FOSL))  # remove "FOSL." from column names
FOSL <- data.frame(Date=as.Date(index(FOSL)), FOSL[,1:4])

ggplot(FOSL, aes(x=Date))+
  geom_linerange(aes(ymin=Low, ymax=High)) +
  labs(title="FOSL")

解决方案

library(ggplot2)
library(quantmod)
FOSL <- getSymbols("FOSL", from="2015-01-01", auto.assign=FALSE)
names(FOSL) <- gsub("^.+\\.","",names(FOSL))  # remove "FOSL." from column names

rng <- "2015-08"
FOSL <- FOSL[rng]
FOSL <- data.frame(Date=as.POSIXct(index(FOSL)), FOSL[,1:4])

FOSL$chg <- ifelse(Cl(FOSL) > Op(FOSL), "up", "dn")
FOSL$width <- as.numeric(periodicity(FOSL)[1])

# Bar chart:

ggplot(data=FOSL, aes(x=Date, colour = chg)) +
  theme_bw() +
  geom_linerange(aes(ymin=Low, ymax=High)) +
  geom_segment(aes(y = Open, yend = Open, xend = Date - width / 2 )) +
  geom_segment(aes(y = Close, yend = Close, xend = Date + width / 2)) +
  scale_colour_manual(values = c("dn" = "darkred", "up" = "darkgreen")) + guides(colour = FALSE)

The space on the weekends can't be removed easily for ggplot graphs with x axis scales like scale_x_datetime. This is because ggplot interprets POSIXct and date data as numbers from an origin on the x-axis. e.g. as.numeric(as.POSIXct("2015-09-25")) would be the value on the x axis in the ggplot. For "hacks" around this, you can check this SO answer, where dates are treated as factors:

R + ggplot2: how to hide missing dates from x-axis?

**Edit 2016-05, removing weekend gaps from ggplot time series plots **

Here is a working example for drawing ggplot OHLC bars that removes weekends (this function is easy to modify for drawing candles instead of bars example here).

library(ggplot2)
library(quantmod)
library(lubridate)
# prepare data:
md <- getSymbols("FOSL", from="2015-01-01", auto.assign=FALSE)
names(md) <- gsub("^.+\\.","",names(md))  # remove "md." from column names
rng <- "2015-08"
md <- md[rng]
# Use ceiling date to ensure "Date" is rounded to 00:00:00 in POSIXct numeric scale from 1970, not Date scale.
md <- data.frame(Date = ceiling_date(as.POSIXct(index(md)), "day"), md[,1:4])
md$time_idx <- 1:NROW(md)



# Check special case of drawing of flat bars:
md[10, 2:5] <- md[10, 5]

gg_build_candlechart_without_weekends <- function(md,  # in data.frame format, with a Date column
                                               x_scale = 0.8,   # Controls thickness of bars
                                               width = 1
)
{
    stopifnot("Date" %in% colnames(md))
    md$chg <- ifelse(Cl(md) > Op(md), "up", "dn")
    md$time_idx <- 1:NROW(md)
    md$width <- width

    pl <- ggplot(md, aes(x = time_idx, colour = chg)) +
        geom_linerange(aes(ymin=Low, ymax=High)) +
        geom_segment(aes(y = Open, yend = Open, xend = time_idx - width / 2 * x_scale)) +
        geom_segment(aes(y = Close, yend = Close, xend = time_idx + width / 2 * x_scale)) +
        scale_colour_manual(values = c("dn" = "darkred", "up" = "darkgreen")) + guides(colour = FALSE) + labs(x = "Time", y = "Price")

    Nr <- NROW(md)
    maj_breaks <- round(Nr * c(0.05, 0.25, 0.5, 0.75, .95))

    periodicity <- quantile(diff(as.numeric(md$Date)), 0.5)
    if (periodicity < 86400) {
        label_timestamp <- "%b %d %H:%M:%S"
    } else {
        label_timestamp <- "%y' %b %d"
    }


    pl <- pl + scale_x_continuous(limits = c(0, Nr + 1), expand = c(0, 0), breaks = maj_breaks, labels = format(md$Date[maj_breaks], label_timestamp), minor_breaks = Nr * seq(0.1, 0.9, by = 0.2))

    # draw flat bars as special case:
    md_flatbars <- md[md$High == md$Low, ]
    if (NROW(md_flatbars) > 0) {
        pl <- pl + geom_segment(data = md_flatbars, aes(x = time_idx - width / 2 * x_scale, y = Close, yend = Close, xend = time_idx + width / 2 * x_scale))
    }

    pl
}

gg_build_candlechart_without_weekends(md, x_scale = 0.8, width = 1)

这篇关于GGPlot的OHLC图表使用的是酒吧，而不是蜡烛的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！