Emerging Currencies | rCharts + nvd3

code.R

require(quantmod)
require(xtsExtra)
require(reshape2)
library(rCharts)

#turn off rstudio viewer which is default now
options(viewer=NULL)

currencies <- c(
  "DEXBZUS",  #Brazil
  "DEXINUS",  #India
  "DEXSFUS",  #South Africa
  "DEXMXUS"   #Mexico
)

getSymbols(currencies, src="FRED")

currencies.xts <- na.omit(do.call(merge,lapply(currencies,get)))

#get inverse for emerging currency/US$
currencies.xts <- 1/currencies.xts

#do check for reasonableness
xtsExtra::plot.xts(currencies.xts["2007::",])

#get pct change from 2013
currencies.pct <-
  currencies.xts["2013::",]/
  matrix(
    rep(
      as.vector(head(currencies.xts["2013",],1)),  #first day of the year
      NROW(currencies.xts["2013::",]) #repeat for each row
    ),
    ncol=length(currencies),
    byrow=T
  ) - 1

#another reasonableness check
xtsExtra::plot.xts(currencies.pct)
xtsExtra::plot.xts(currencies.pct,screens=1)

currencies.df <- data.frame(
  format(index(currencies.pct),"%Y-%m-%d"),
  currencies.pct,
  stringsAsFactors = FALSE
)

colnames(currencies.df) <- c("Date","Brazil","India","South Africa","Mexico")
currencies.df <- melt(currencies.df, id.vars=1)
colnames(currencies.df) <- c("Date","Country","ExchangeRate")

#dimple plot
d1 <- dPlot(
  ExchangeRate ~ Date,
  groups = "Country",
  data = currencies.df,
  type = "line"
)
d1$xAxis(
  type = "addTimeAxis",
  inputFormat = "%Y-%m-%d",
  outputFormat = "%b %Y"
)
d1$yAxis(
  outputFormat = "0.2%"
)
d1

#nvd3 plot
#convert date
currencies.df$Date = as.Date(currencies.df$Date)
n1 <- nPlot(
  ExchangeRate ~ Date,
  group = "Country",
  data = currencies.df,
  type = "lineWithFocusChart"
)
n1$xAxis(
  tickFormat = 
    "#! function(d) {
      return d3.time.format('%b %Y')(new Date(d * 86400000));
    } !#"
)
n1$yAxis(tickFormat = "#!d3.format('0.2%')!#")
n1