ggplot2：突出显示图表区域 [英] ggplot2: highlight chart area

问题描述

我正在处理一些时间序列数据，并希望在某些条件成立时突出显示图表区域。例如：

  require（ggplot2）
 require（quantmod）
 initDate<  - 1993- 01-31
 endDate<  - 2012-08-10
 symbols<  -  c（SPY）
 getSymbols（符号，从= initDate到= endDate，index .class = c（POSIXt，POSIXct））
 spy< -SPY $ SPY.Adjusted 
 spy $ sma< -SMA（spy $ SPY.Adjusted，200）
 spy< ; -spy [ - （1：199），] 
 spy< -as.data.frame（spy）
 ggplot（spy，aes（x = index（spy），y = spy $ spy。已调整））+ geom_line（）+ geom_line（aes（x = index（spy），y = spy $ sma））
  

上面的代码绘制了这些数据，但是我怎样才能突出显示这个部分，当关闭超过sma时？这个问题类似于由Michael Weylandt创建，作为Google夏季代码 project。

  spy < -  as.xts（spy）
 require（xtsExtra）
 plot（spy，screens = 1，
 blocks = list（start.time = paste（index （spy）[l $ start]），
 end.time = paste（index（spy）[l $ end]），col ='lightblue'），
 legend.loc ='bottomright'， auto.legend = TRUE）
  

I am working with some time series data and would like to highlight chart area whenever certain conditions become true. For example:

require(ggplot2)
require(quantmod)
initDate <- "1993-01-31"
endDate <- "2012-08-10"
symbols <- c("SPY")
getSymbols(symbols, from=initDate, to=endDate, index.class=c("POSIXt","POSIXct"))
spy<-SPY$SPY.Adjusted
spy$sma<-SMA(spy$SPY.Adjusted,200)
spy<-spy[-(1:199),] 
spy<-as.data.frame(spy)
ggplot(spy,aes(x=index(spy),y=spy$SPY.Adjusted))+geom_line()+geom_line(aes(x=index(spy),y=spy$sma))

The above code plots the the data, but how can I highlight the section when ever close is above sma? This question is similar to How to highlight time ranges on a plot?, but then it is manual. Is there a function in ggplot2 for conditional plotting?

解决方案

Based on code in the TA.R file of the quantmod package, here is code that uses rle to find the starts and ends of the rectangles.

runs <- rle(as.logical(spy[, 1] > spy[, 2]))
l <- list(start=cumsum(runs$length)[which(runs$values)] - runs$length[which(runs$values)] + 1,
          end=cumsum(runs$lengths)[which(runs$values)])
rect <- data.frame(xmin=l$start, xmax=l$end, ymin=-Inf, ymax=Inf)

Combine that with some ggplot2 code from the accepted answer to the question you linked to:

ggplot(spy,aes(x=index(spy),y=spy$SPY.Adjusted))+geom_line()+geom_line(aes(x=index(spy),y=spy$sma))+geom_rect(data=rect, aes(xmin=xmin, xmax=xmax, ymin=ymin, ymax=ymax), color="grey20", alpha=0.5, inherit.aes = FALSE)

And you get:

If you reverse the order of plotting and use alpha=1 in geom_rect it may (or may not) look more like you desire:

ggplot(spy,aes(x=index(spy),y=spy$SPY.Adjusted))+geom_rect(data=rect, aes(xmin=xmin, xmax=xmax, ymin=ymin, ymax=ymax), border=NA, color="grey20", alpha=1, inherit.aes = FALSE)+geom_line()+geom_line(aes(x=index(spy),y=spy$sma))

---

Since you have an xts object. You may not even want to convert to a data.frame. Here is how you could plot it using the brand new plot.xts method in the xtsExtra package created by Michael Weylandt as part of a Google Summer of Code project.

spy <- as.xts(spy)
require(xtsExtra)
plot(spy, screens=1,
     blocks=list(start.time=paste(index(spy)[l$start]),
                 end.time=paste(index(spy)[l$end]), col='lightblue'),                    
     legend.loc='bottomright', auto.legend=TRUE)

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