如何使用 plot.xts 在蜡烛图中设置蜡烛的宽度? [英] How do I set width of candles in candle chart using plot.xts?

问题描述

我有简单的 OHLC 数据和 XTS

I have simple OHLC data in and XTS

SF <- structure(c(1.064, 1.07, 1.071, 1.08, 1.08, 1.076, 1.078, 1.08,
1.08, 1.082, 1.081, 1.082, 1.074, 1.07, 1.073, 1.075, 1.081,
1.084, 1.092, 1.091, 1.097, 1.095, 1.099, 1.094, 1.096, 1.097,
1.096, 1.096, 1.097, 1.091, 1.078, 1.083, 1.088, 1.084, 1.081,
1.095, 1.096, 1.085, 1.074, 1.075, 1.073, 1.07, 1.068, 1.072,
1.084, 1.08, 1.081, 1.077, 1.081, 1.083, 1.084, 1.083, 1.082,
1.082, 1.075, 1.074, 1.075, 1.092, 1.086, 1.092, 1.093, 1.098,
1.102, 1.103, 1.099, 1.098, 1.1, 1.101, 1.098, 1.098, 1.1, 1.092,
1.084, 1.087, 1.088, 1.084, 1.096, 1.099, 1.097, 1.086, 1.078,
1.076, 1.076, 1.073, 1.064, 1.069, 1.071, 1.077, 1.075, 1.074,
1.078, 1.078, 1.08, 1.079, 1.078, 1.073, 1.068, 1.07, 1.069,
1.074, 1.08, 1.083, 1.089, 1.09, 1.096, 1.094, 1.092, 1.092,
1.094, 1.094, 1.09, 1.092, 1.088, 1.08, 1.076, 1.078, 1.081,
1.079, 1.08, 1.09, 1.084, 1.072, 1.073, 1.069, 1.066, 1.07, 1.067,
1.072, 1.08, 1.079, 1.076, 1.077, 1.08, 1.08, 1.082, 1.081, 1.081,
1.074, 1.072, 1.073, 1.074, 1.081, 1.084, 1.091, 1.092, 1.097,
1.097, 1.099, 1.095, 1.095, 1.097, 1.097, 1.096, 1.094, 1.091,
1.08, 1.083, 1.086, 1.083, 1.082, 1.095, 1.096, 1.086, 1.074,
1.075, 1.073, 1.071, 1.072), .Dim = c(42L, 4L), .Dimnames = list(
NULL, c("Open", "High", "Low", "Close")), index = structure(c(1353427200,
1353513600, 1353600000, 1353859200, 1353945600, 1354032000, 1354118400,
1354204800, 1354464000, 1354550400, 1354636800, 1354723200, 1354809600,
1355068800, 1355155200, 1355241600, 1355328000, 1355414400, 1355673600,
1355760000, 1355846400, 1355932800, 1356019200, 1356278400, 1356451200,
1356537600, 1356624000, 1356883200, 1357056000, 1357142400, 1357228800,
1357488000, 1357574400, 1357660800, 1357747200, 1357833600, 1358092800,
1358179200, 1358265600, 1358352000, 1358438400, 1358697600), tzone = "", tclass = c("POSIXct",
"POSIXt")), .indexCLASS = c("POSIXct", "POSIXt"), tclass = c("POSIXct",
"POSIXt"), .indexTZ = "", tzone = "", class = c("xts", "zoo"))

plot.xts(SF, type='candles')

出来的蜡烛很细.如何使它们变宽?

The candles are coming out very thin. How do I make them wider?

通过查看 plot.xts 的源代码，我看到 xts 内部函数 plot.ohlc.candles 被调用以将 OHLC 数据绘制为蜡烛，...被传递给蜡烛.高

By looking into source code of plot.xts I see that xts internal function plot.ohlc.candles is called to plot OHLC data as candles, to which ... is passed. H

plot.ohlc.candles(x, bar.col = bar.col, candle.col = candle.col, 
            ...)

但是，如果我尝试在我的 plot.xts 函数调用中设置参数 width=0.5，我会收到警告说宽度不是图形参数

However, if I try to set argument width=0.5 in my plot.xts function call, I get warnings that width is not graphic parameter

Warning messages:
1: In plot.window(...) : "width" is not a graphical parameter
2: In plot.xy(xy, type, ...) : "width" is not a graphical parameter
3: In axis(1, at = xycoords$x, labels = FALSE, col = "#BBBBBB", ...) :
  "width" is not a graphical parameter
4: In axis(1, at = xycoords$x[ep], labels = names(ep), las = 1, lwd = 1,  :
  "width" is not a graphical parameter
5: In axis(2, ...) : "width" is not a graphical parameter
6: In title(width = 0.5) : "width" is not a graphical parameter
There were 12 warnings (use warnings() to see them)
> warnings()
Warning messages:
1: "width" is not a graphical parameter
2: "width" is not a graphical parameter
3: "width" is not a graphical parameter
4: "width" is not a graphical parameter
5: "width" is not a graphical parameter
6: "width" is not a graphical parameter
7: "width" is not a graphical parameter
8: "width" is not a graphical parameter
9: "width" is not a graphical parameter
10: "width" is not a graphical parameter
11: "width" is not a graphical parameter
12: "width" is not a graphical parameter

我无法使用 quantmod 或 xtsExtra，因为我试图并排绘制两个不同的图(一个时间序列和其他正常的 XY 线图).

I am unable to use quantmod or xtsExtra since I am trying to plot two different plots (one timeseries and other normal XY line graph) side by side.

推荐答案

您可以忽略警告，但您需要将 width 设置为非常大的值.查看plot.ohlc.candles，您可以看到width 是基于xts 对象的索引，以秒为单位.

You can ignore the warnings, but you need to set width to something very large. Looking at plot.ohlc.candles, you can see that the width is based on the index of the xts object, which is in seconds.

R> xts:::plot.ohlc.candles
function (x, width = 0.2, order = 1:4, bar.col = "grey", candle.col = "white", 
    ...) 
{
    segments(.index(x), x[, order[2]], .index(x), x[, order[3]], 
        col = bar.col, ...)
    rect(.index(x) - width, x[, order[1]], .index(x) + width, 
        x[, order[4]], col = candle.col, ...)
}
<environment: namespace:xts>

这会将宽度设置为 1/4 天:

This will set the width to 1/4-day:

plot.xts(SF, type='candles', width=60*60*24*0.25)

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