1. require(dplyr)
  2. require(quantmod)
  4. getSymbols("DJIA", src = "FRED")
  6. roc <- na.omit(merge(ROC(DJIA,n=1),ROC(DJIA,n=250)))
  8. require(rCharts)
  9. require(latticeExtra)
  10. require(directlabels)
  12. roc.df <- reshape2::melt(
  13.   data.frame(
  14.     date = as.Date(index(roc["1986::1987",])),
  15.     ROC_1day = roc["1986::1987",1,drop=T],
  16.     ROC_1year = roc["1986::1987",2,drop=T]
  17.   )
  18.   ,id.vars = 1
  19.   , variable.name = "period"
  20.   , value.name = "roc"
  21. )
  23. #draw a traditional lattice plot
  24. direct.label(asTheEconomist(
  25.   xyplot(roc~date,groups=period,data=roc.df,type="l"
  26.   #       ,auto.key=TRUE
  27.          
  28.          ,main="Dow Jones Industrial Average (source: St. Louis Federal Reserve (FRED) )"
  29.   )
  30. ),method="last.points")
  32. #draw an interactive dimple chart
  33. roc.df$date <- format(roc.df$date)
  34. d1 <- dPlot(
  35.   roc ~ date
  36.   ,groups = "period"
  37.   ,data = roc.df
  38.   ,type = "line"
  39.   ,height = 400
  40.   ,width = 700
  41.   ,bounds = list(x = 80, y = 70, width = 600 , height = 250)
  42.   #,legend = list(x = , y = , width = , height = )
  43. )
  44. d1$xAxis(
  45.   type = "addTimeAxis",
  46.   inputFormat = "%Y-%m-%d",
  47.   outputFormat = "%Y-%m-%d"
  48. )
  49. d1$yAxis(
  50.   outputFormat = ".2%f"
  51. )
  52. d1$set(
  53.   defaultColors = latticeExtra::theEconomist.theme()$superpose.line$col[c(1,4)]
  54. )
  55. d1$setTemplate(
  56.   afterScript = 
  57. '
  58. <script>
  59.     //get fewer ticks on x axis
  60.     //this is a dimple issue that might or might not get fixed
  61.     myChart.svg.select(".axis").selectAll(".tick")[0].forEach(function(d,i){
  62.           if (!(+d3.time.format("%m")(new Date(+d3.select(d).datum())) % 3 == 1)) {
  63.             d.remove()
  64.           } else {
  65.             var dtext = d3.select(d).selectAll("text");
  66.             dtext
  67.               .text(d3.time.format("%b %Y")(new Date(dtext.text())))
  68.               .attr("transform","none")
  69.               .attr("y",12)
  70.               .style("text-anchor","middle");
  71.           }
  72.         });
  74.     //remove x axis label
  75.     myChart.axes[0].titleShape.remove()
  77.     myChart.svg.append("text")
  78.         .attr("id","charttitle")
  79.         .attr("x", 0)
  80.         .attr("y", 30)
  81.         .text("Dow Jones Industrial Average (source: St. Louis Federal Reserve (FRED) )")
  82.         .style("text-anchor","beginning")
  83.         .style("font-size","16px")
  84.         .style("font-family","sans-serif")
  85. </script>
  86. '    
  87. )
  88. d1