Tuesday, February 3, 2015

Financial Charts | Pan and Zoom

The htmlwidget for Week 2 over at Building Widgets claims to add pan and zoom interactivity to almost all R charts.  Since their were no tests on financial charts, I thought I would try it out on a couple.  It really does work. 

Here is an example on an efficient frontier plotted from fPortfolio.

When we combine pipeR and htmlwidgets, we get a solid result from what I think is fairly elegant and understandable code.

returns %>>%
(cumprod( 1 + . )) %>>%
(.[endpoints(.,"months")]) %>>%
( ./lag(.,k=1) - 1 ) %>>%
colorset = RColorBrewer::brewer.pal(9,"Set1")[-6]
,width = 36
,step = 36
,legend.loc = "topright"
},height= 10, width = 16)

An even more challenging test was chartSeries, and svgPanZoom still passed the test beautifully. See if it works on your machine.

svgPanZoom(svgPlot({chartSeries(SPY)},width = 12, height = 8))

If you would like to reproduce the plots, all the code is in this Gist.