Alternate Price Plots | ggplot2 + magrittr

Just some quick experiments with ggplot2 + magrittr to plot prices differently than the traditional ways. We wi€™ll get daily data on the S&P 500 from FRED using getSymbols and then push it through a magrittr pipe to various alternative plots.

A couple notes for those who might be interested in magrittr. If you want to -> or <- but do not want the pipe fun to end, then you can use assign like this.

mydata
  %T>% assign( x="sp_df", value = ., envir = .GlobalEnv ) %>%

Also for those who want to use the special + inside a pipe or just want your + on a different line for tidy code and easy commenting, then you can do like this.

ggplot( ) %>%
  + geom_point()

Let me know if I have it all wrong, and now some plots as promised.

require(ggplot2)
require(dplyr)
require(magrittr)
require(quantmod)

getSymbols("SP500", src="FRED", from = "1900-01-01", auto.assign=F) %>%
  na.omit %>%
  data.frame(
    date = index(.)
  ) %T>% assign( x="sp_df", value = ., envir = .GlobalEnv ) %>%
  mutate( year = format(date,"%Y") ) %>%
  ggplot(  aes( x=SP500, group = year ) ) %>%
    + geom_density() %>%
    + facet_wrap(~year,nrow=1) %>% 
    + coord_flip() %>%
    + theme_bw() %>%
    + theme(
        axis.line=element_blank()
        ,axis.text.x=element_blank()
        ,axis.title.x=element_blank()
      ) 

sp_df %>%
  ggplot( aes( x = format(date,"%Y"), y = SP500 ) ) %T>% 
  ( function(x){ print( x + geom_line() ) } ) %T>%
  ( function(x){ print( x + geom_point() ) } ) %T>%
  ( function(x){ print( x + geom_hex( bins = 20 ) ) } ) %>%
  + geom_violin()

If you are interested in seeing the source Rmd, then it is here. One more note is this is copied/pasted with only minor changes from Rstudio knitted Rmd.