199219941996199820002002200420062008201020120.050.100.150.200.250.300.350.400.450.50

  1. require(rCharts)
  3. rChart <- rCharts$new()
  4. rChart$setLib('libraries/widgets/d3_horizon')
  5. rChart$setTemplate(script = "libraries/widgets/d3_horizon/layouts/d3_horizon_axes.html")
  7. rChart$set(
  8.   bands = 3,
  9.   mode = "mirror",
  10.   interpolate = "basis",
  11.   width = 700,
  12.   height = 300
  13. )
  15. require(quantmod)
  16. #get sp500 prices and convert them to monthly
  17. SP500 <- to.monthly(
  18.   getSymbols("^GSPC", from = "1990-01-01", auto.assign = FALSE)
  19. )
  21. #get 12 month rolling return
  22. SP500.ret <- na.omit(ROC(SP500[,4], type = "discrete", n = 12))
  23. SP500.df <- cbind(
  24.   as.numeric(as.POSIXct(as.Date(index(SP500.ret)))),
  25.   coredata(SP500.ret)
  26. )
  28. colnames(SP500.df) <- c("date","SP500")
  30. #supply the data to our dataless but no longer naked rChart
  32. rChart$set(data = SP500.df)
  33. rChart$set(x = "date", y = "SP500")
  34. rChart