Candlestick charts using Plotly and Quantmod

旧城等待， 2022-06-05 04:36 194阅读 0赞

This post is dedicated to creating **candlestick charts** using Plotly’s [R-API][].

For more information on candlestick charts visit [www.stockcharts.com][].

We’ll also showcase Plotly’s awesome new [range selector][] feature !

plotlyCandleStick <- function(symbol = "MSFT",
                                  fillcolor = "#ff6666",
                                  hollowcolor = "#39ac73",
                                  linewidth = 4,
                                  plotcolor = "#3E3E3E",
                                  papercolor = "#1E2022",
                                  fontcolor = "#B3A78C",
                                  startdate = "2015-01-01"){
      
      # Get OHLC prices using quantmod
      prices <- getSymbols(symbol, auto.assign = F)
      prices <- prices[index(prices) >= startdate]
      
      # Convert to dataframe
      prices <- data.frame(time = index(prices),
                           open = as.numeric(prices[,1]),
                           high = as.numeric(prices[,2]),
                           low = as.numeric(prices[,3]),
                           close = as.numeric(prices[,4]),
                           volume = as.numeric(prices[,5]))
      
      # Create line segments for high and low prices
      plot.base <- data.frame()
      plot.hollow <- data.frame()
      plot.filled <- data.frame()
      
      for(i in 1:nrow(prices)){
        x <- prices[i, ]
        
        # For high / low
        mat <- rbind(c(x[1], x[3]), 
                     c(x[1], x[4]),
                     c(NA, NA))
        
        plot.base <- rbind(plot.base, mat)
        
        # For open / close
        if(x[2] > x[5]){
          mat <- rbind(c(x[1], x[2]), 
                       c(x[1], x[5]),
                       c(NA, NA))
          
          plot.filled <- rbind(plot.filled, mat)
        }else{
          mat <- rbind(c(x[1], x[2]), 
                       c(x[1], x[5]),
                       c(NA, NA))
          
          plot.hollow <- rbind(plot.hollow, mat)
        }
      }  
      
      colnames(plot.base) <- colnames(plot.hollow) <- colnames(plot.filled) <- c("x", "y")
      plot.base$x <- as.Date(as.numeric(plot.base$x))
      plot.hollow$x <- as.Date(as.numeric(plot.hollow$x))
      plot.filled$x <- as.Date(as.numeric(plot.filled$x))
      
      hovertxt <- paste("Date: ", round(prices$time,2), "
    ",
                        "High: ", round(prices$high,2),"
    ",
                        "Low: ", round(prices$low,2),"
    ",
                        "Open: ", round(prices$open,2),"
    ",
                        "Close: ", round(prices$close,2))
      
      
      # Base plot for High / Low prices
      p <- plot_ly(plot.base, x = x, y = y, mode = "lines", 
                   marker = list(color = '#9b9797'),
                   line = list(width = 1),
                   showlegend = F,
                   hoverinfo = "none")
      
      # Trace for when open price > close price
      p <- add_trace(p, data = plot.filled, x = x, y = y, mode = "lines", 
                     marker = list(color = fillcolor),
                     line = list(width = linewidth),
                     showlegend = F,
                     hoverinfo = "none")
      
      # Trace for when open price < close price
      p <- add_trace(p, data = plot.hollow, x = x, y = y, mode = "lines", 
                     marker = list(color = hollowcolor),
                     line = list(width = linewidth),
                     showlegend = F,
                     hoverinfo = "none")
      
      # Trace for volume
      p <- add_trace(p, data = prices, x = time, y = volume/1e6, type = "bar",
                     marker = list(color = "#ff9933"),
                     showlegend = F,
                     hoverinfo = "x+y",
                     yaxis = "y2")
      
      # Trace for hover info
      p <- add_trace(p, data = prices, x = time, y = high, opacity = 0, hoverinfo = "text",
                     text = hovertxt, showlegend = F)
      
      # Layout options
      p <- layout(p, xaxis = list(title = "", showgrid = F, 
                                  tickformat = "%b-%Y", 
                                  tickfont = list(color = fontcolor),
                                  rangeselector = list(
                                    x = 0.85, y = 0.97, bgcolor = "fontcolor",
                                    buttons = list(
                                      list(
                                        count = 3, 
                                        label = "3 mo", 
                                        step = "month",
                                        stepmode = "backward"),
                                      list(
                                        count = 6, 
                                        label = "6 mo", 
                                        step = "month",
                                        stepmode = "backward"),
                                      list(
                                        count = 1, 
                                        label = "1 yr", 
                                        step = "year",
                                        stepmode = "backward"),
                                      list(
                                        count = 1, 
                                        label = "YTD", 
                                        step = "year",
                                        stepmode = "todate"),
                                      list(step = "all")))),
                  
                  yaxis = list(title = "Price", gridcolor = "#8c8c8c",
                               tickfont = list(color = fontcolor), 
                               titlefont = list(color = fontcolor),
                               domain = c(0.30, 0.95)),
                  
                  yaxis2 = list(gridcolor = "#8c8c8c",
                                tickfont = list(color = fontcolor), 
                                titlefont = list(color = fontcolor),
                                side = "right", 
                                domain = c(0, 0.2)),
                  
                  paper_bgcolor = papercolor,
                  plot_bgcolor = plotcolor,
                  margin = list(r = 50, t = 50),
                  
                  annotations = list(
                    list(x = 0.02, y = 0.25, text = "Volume(mil)", ax = 0, ay = 0, align = "left",
                         xref = "paper", yref = "paper", xanchor = "left", yanchor = "top",
                         font = list(size = 20, color = fontcolor)),
                    
                    list(x = 0, y = 1, text = symbol, ax = 0, ay = 0, align = "left",
                         xref = "paper", yref = "paper", xanchor = "left", yanchor = "top",
                         font = list(size = 20, color = fontcolor)), 
                    
                    list(x = 0.1, y = 1, 
                         text = paste("Start: ", format(min(prices$time), "%b-%Y"),
                                      "
    End: ", format(max(prices$time), "%b-%Y")),
                         ax = 0, ay = 0, align = "left",
                         xref = "paper", yref = "paper", xanchor = "left", yanchor = "top",
                         font = list(size = 10, color = fontcolor))
                  ))
      
      return(p)
    }

library(plotly)
    library(quantmod)
    
    plotlyCandleStick("TSLA")

[R-API]: https://plot.ly/r/
[www.stockcharts.com]: https://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:introduction_to_candlesticks
[range selector]: https://plot.ly/python/range-slider/