课件来自炼数成金
计算函数
getSymbols('600000.SS',env=new.environment,src="yahoo",from="2014-08-20",to="2014-10-02")
stock <- get('600000.SS',envir = new.environment)
periodReturn(stock,period="daily",subset="2014-09-20::2014-09-30",type="arithmetic")
#dailyReturn(stock)
日收益率
> periodReturn(stock,period="daily",subset="2014-09-20::2014-09-30",type="arithmetic")
daily.returns
2014-09-22 -0.024365482
2014-09-23 0.002081165
2014-09-24 0.013499481
2014-09-25 -0.005122951
2014-09-26 0.001029866
2014-09-29 0.004115226
2014-09-30 -0.001024590
> periodReturn(stock,period="daily",subset="2014-09-20::2014-09-30",type="log")
daily.returns
2014-09-22 -0.024667232
2014-09-23 0.002079003
2014-09-24 0.013409175
2014-09-25 -0.005136118
2014-09-26 0.001029336
2014-09-29 0.004106782
2014-09-30 -0.001025115
周收益率
> periodReturn(stock,period="weekly",subset="2014-09-20::2014-09-30",type="arithmetic")
weekly.returns
2014-09-26 -0.01319797
全收益率
> first(allReturns(stock),5)
daily weekly monthly quarterly yearly
2014-08-20 NA NA NA NA NA
2014-08-21 -0.014522822 NA NA NA NA
2014-08-22 0.004210526 -0.01750772 NA NA NA
2014-08-25 -0.010482180 NA NA NA NA
2014-08-26 0.002118644 NA NA NA NA
展现类函数
作图函数
chartTheme图形风格设置
有3种默认的形式:
chartTheme("white")
chartTheme("white.mono")
chartSeries(stock)
chartSeries(stock,theme='white')
chartSeries(stock,theme='white.mono')
中国是涨红跌绿改一下红绿颜色
getSymbols('600000.SS',env=new.environment,src="yahoo",from="2014-08-20",to="2015-05-02")
stock <- get('600000.SS',envir = new.environment)
myTheme <- chartTheme("white")
myTheme$up.col='red'
myTheme$dn.col='green'
chartSeries(stock,name='60000',subset="2014-10-30::2015-05-01",theme=myTheme)
reChart对原图做修改
reChart(type="line",subset="2015-01-05::2015-05-01",show.grid=TRUE)
其他绘图函数
barChart
candleChart
lineChart
技术分析图
函数
addADX()
chartSeries(stock,name='60000',subset="2014-10-30::2015-05-01",theme=myTheme)
addADX()
这个函数是来自TTR包
ADX(cbind(Hi(stock),Lo(stock),Cl(stock)),n=14,maType='EMA',wilder=TRUE)
DIp DIn DX ADX
2014-08-20 NA NA NA NA
2014-08-21 NA NA NA NA
2014-08-22 NA NA NA NA
2014-08-25 NA NA NA NA
2014-08-26 NA NA NA NA
2014-08-27 NA NA NA NA
2014-08-28 NA NA NA NA
2014-08-29 NA NA NA NA
2014-09-01 NA NA NA NA
2014-09-02 NA NA NA NA
2014-09-03 NA NA NA NA
2014-09-04 NA NA NA NA
2014-09-05 NA NA NA NA
2014-09-08 NA NA NA NA
2014-09-09 28.30754 21.417873 13.8554217 NA
2014-09-10 25.78445 27.050757 2.3967161 NA
2014-09-11 27.68263 24.192667 6.7275932 NA
2014-09-12 26.19248 25.581864 1.1793863 NA
2014-09-15 25.92426 23.379478 5.1614376 NA
2014-09-16 30.75384 20.851419 19.1887864 NA
2014-09-17 28.23916 22.920350 10.3965225 NA
2014-09-18 29.88237 19.947719 19.9370591 NA
2014-09-19 35.32997 17.601108 33.4942390 NA
2014-09-22 30.86166 20.117796 21.0748826 NA
2014-09-23 29.36197 19.680125 19.7418988 NA
2014-09-24 31.51200 17.629888 28.2490327 NA
2014-09-25 31.13593 16.261577 31.3821466 NA
2014-09-26 29.49254 17.514519 25.4813286 17.01903
2014-09-29 31.84246 16.662132 31.2966844 18.03886
2014-09-30 30.09017 16.845815 28.2179193 18.76594
2014-10-01 30.09017 16.845815 28.2179193 19.44108
2014-10-02 30.09017 16.845815 28.2179193 20.06800
2014-10-03 30.09017 16.845815 28.2179193 20.65014
2014-10-06 30.09017
这里有解释:
http://www.mystock2u.com/classroom/adx.htm
百度百科也有。
addATR
addBBands
addBBands(n=14,sd=2,draw='bands')#只画区间还有percent百分比width宽度
addCCI
addRSI
addVo
成交量
addWPR()
addSAR()
addDPO()