Thursday, July 17, 2014

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.

%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.


getSymbols("SP500", src="FRED", from = "1900-01-01", auto.assign=F) %>%
na.omit %>%
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(

plot of chunk unnamed-chunk-3

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()

plot of chunk unnamed-chunk-3plot of chunk unnamed-chunk-3plot of chunk unnamed-chunk-3plot of chunk unnamed-chunk-3

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.


  1. Is the T meant to be in "%T>%"? I have never seen that before and your code won't run on my machine either way (with or without the T)

  2. The error I get it "Error in index(.) : object '.' not found"

  3. you'll need to get the newest magrittr with


    If you have dplyr, you'll need to require or library(magrittr) last to make sure %>% is from magrittr. Also, it might be helfpul if you read the from magrittr on its github page

  4. Bizarre, %T>% still doesn't work even after updating the package but I can get the chart to work without it, thanks!