Status Quo
library(tidyverse)
compute_group_wax <- function(data, scales){
data |>
mutate(xmin = x,
y = open,
yend = close) %>%
mutate(loss_gain =
ifelse(close > open, "gain", "loss") |>
factor(levels = c("loss", "gain")))
}
compute_group_wick <- function(data, scales){
data |>
mutate(xend = x,
y = high,
yend = low) %>%
mutate(loss_gain =
ifelse(close > open, "gain", "loss") |>
factor(levels = c("loss", "gain")))
}
stock_data <- read_csv("https://raw.githubusercontent.com/business-science/tidyquant/ae5a6ee60f58fd2fa0e4b811682601bcc5d96b0b/data-raw/FANG.csv")
## Rows: 4032 Columns: 8
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (1): symbol
## dbl (6): open, high, low, close, volume, adjusted
## date (1): date
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
head(stock_data)
## # A tibble: 6 × 8
## symbol date open high low close volume adjusted
## <chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 FB 2013-01-02 27.4 28.2 27.4 28 69846400 28
## 2 FB 2013-01-03 27.9 28.5 27.6 27.8 63140600 27.8
## 3 FB 2013-01-04 28.0 28.9 27.8 28.8 72715400 28.8
## 4 FB 2013-01-07 28.7 29.8 28.6 29.4 83781800 29.4
## 5 FB 2013-01-08 29.5 29.6 28.9 29.1 45871300 29.1
## 6 FB 2013-01-09 29.7 30.6 29.5 30.6 104787700 30.6
library(statexpress)
stock_data %>%
slice(1:30) ->
to_plot
to_plot %>%
ggplot() +
aes(x = date,
open = open,
close = close,
high = high,
low = low) +
# geom_wax sketch
qlayer(stat = qstat(compute_group_wax,
default_aes = aes(color = after_stat(loss_gain))),
geom = qproto_update(GeomSegment, aes(linewidth = 3))) +
# geom_wick sketch
qlayer(stat = qstat(compute_group_wick,
default_aes = aes(color = after_stat(loss_gain))),
geom = GeomSegment)
to_plot %>%
ggplot() +
aes(x = date,
open = open,
close = close,
high = high,
low = low) +
tidyquant::geom_candlestick()
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
tidyquant::geom_candlestick
## function (mapping = NULL, data = NULL, stat = "identity", position = "identity",
## na.rm = TRUE, show.legend = NA, inherit.aes = TRUE, colour_up = "darkblue",
## colour_down = "red", fill_up = "darkblue", fill_down = "red",
## ...)
## {
## linerange <- ggplot2::layer(stat = StatLinerangeBC, geom = GeomLinerangeBC,
## data = data, mapping = mapping, position = position,
## show.legend = show.legend, inherit.aes = inherit.aes,
## params = list(na.rm = na.rm, fill_up = fill_up, fill_down = fill_down,
## colour_up = colour_up, colour_down = colour_down,
## ...))
## rect <- ggplot2::layer(stat = StatRectCS, geom = GeomRectCS,
## data = data, mapping = mapping, position = position,
## show.legend = show.legend, inherit.aes = inherit.aes,
## params = list(na.rm = na.rm, fill_up = fill_up, fill_down = fill_down,
## colour_up = colour_up, colour_down = colour_down,
## ...))
## list(linerange, rect)
## }
## <bytecode: 0x7fc6775606b0>
## <environment: namespace:tidyquant>
stock_data %>%
slice(1:200) %>%
ggplot() +
aes(x = date,
open = open,
close = close,
high = high,
low = low) +
tidyquant::geom_candlestick()
