使用 xts 对象向图中添加点、图例和文本

发布于 2024-11-28 18:38:40 字数 1740 浏览 0 评论 0原文

我开始对股票对（配对交易）进行一些分析，这是我为生成图表而编写的函数（pairs.report - 下面列出）。

我需要在一个图中绘制三个不同的线。我列出的函数可以实现我想要的功能，但如果我想在 x 轴（时间线）上进行精细自定义，则需要做一些工作。实际上，它仅在 x 轴上打印年份（对于 10 年的数据）或月份（对于 6 个月的数据），没有刻度格式。

如果我使用 xts 对象，即如果我使用

plot(xts-object-with-date-asset1-asset2, ...)

而不是

plot(date, asset2, ...)

我会立即得到一个格式良好的 x 轴（以及网格和框），但随后使用点（）、文本（）等函数添加到绘图中，lines() 失败。我想points.xts() 和text.xts() 不会很快出现。

我想要 xts 对象的便利性，但我还需要对我的绘图进行细粒度控制。那么我的工作流程应该是什么样的？我是否必须坚持使用基本图形并手动进行所有自定义？或者有什么办法可以让 xts 为我工作？

我知道lattice和ggplot2，但我现在不想使用它们。这是我提到的功能（欢迎任何改进代码的批评/建议）-

library(xts)

pairs.report <- function(asset1, asset2, dataset) {

#create data structures
attach(dataset)
datasetlm <- lm(formula = asset1 ~ asset2 + 0, data = dataset)
beta = coef(datasetlm)[1]

#add extra space to right margin of plot within frame
par(mar=c(5, 4, 4, 4) + 0.1)

# Plot first set of data and draw its axis
ylim <- c(min(asset2,asset1), max(asset2,asset1))
plot(date, 
     asset2,  
     axes=T, 
     ylim=ylim, 
     xlab="Timeline", 
     ylab="asset2 and asset1 equity", 
     type="l", 
     col="red", 
     main="Comparison between asset2 and asset1")
lines(date, asset1, col="green")
box()
grid(lwd=3)

# Allow a second plot on the same graph
par(new=T)

# Plot the second plot and 
ylim <- c(min(asset1-beta*asset2), max(asset1-beta*asset2))
plot(date, 
     asset1-beta*asset2, 
     xlab="", ylab="", 
     ylim=ylim, 
     axes=F, 
     type="l", 
     col="blue")

#put axis scale on right
axis(side=4, 
     ylim=ylim, 
     col="blue",
     col.axis="blue")
mtext("Residual Spread",side=4,col="blue",line=2.5)

abline(h=mean(asset1-beta*asset2))
}

原文

I am starting on a bit of analysis on pairs of stocks (pairs trading) and here is the function I wrote for producing a graph (pairs.report - listed below).

I need to plot three different lines in a single plot. The function I have listed does what I want it to do, but it will take a bit of work if I want a fine customisation in the x-axis (the time line). As it is, it prints just the years (for 10 years of data) or the months (for 6 months of data) in the x-axis, with no formatting for ticks.

If I use an xts object, i.e., if I use

plot(xts-object-with-date-asset1-asset2, ...)

instead of

plot(date, asset2, ...)

I get a nicely formatted x-axis right away (along with the grid and the box), but subsequent additions to the plot using functions like points(), text(), lines() fails. I suppose points.xts() and text.xts() are not coming out any time soon.

I would like the convenience of xts objects, but I will also require a fine grained control over my plot. So what should my work-flow be like? Do I have to stick to basic graphics and do all the customisation manually? Or is there a way I can make xts work for me?

I am aware of lattice and ggplot2, but I don't want to use them now. Here is the function I mentioned (any criticism/ suggestions for improvement of the code is welcome) -

library(xts)

pairs.report <- function(asset1, asset2, dataset) {

#create data structures
attach(dataset)
datasetlm <- lm(formula = asset1 ~ asset2 + 0, data = dataset)
beta = coef(datasetlm)[1]

#add extra space to right margin of plot within frame
par(mar=c(5, 4, 4, 4) + 0.1)

# Plot first set of data and draw its axis
ylim <- c(min(asset2,asset1), max(asset2,asset1))
plot(date, 
     asset2,  
     axes=T, 
     ylim=ylim, 
     xlab="Timeline", 
     ylab="asset2 and asset1 equity", 
     type="l", 
     col="red", 
     main="Comparison between asset2 and asset1")
lines(date, asset1, col="green")
box()
grid(lwd=3)

# Allow a second plot on the same graph
par(new=T)

# Plot the second plot and 
ylim <- c(min(asset1-beta*asset2), max(asset1-beta*asset2))
plot(date, 
     asset1-beta*asset2, 
     xlab="", ylab="", 
     ylim=ylim, 
     axes=F, 
     type="l", 
     col="blue")

#put axis scale on right
axis(side=4, 
     ylim=ylim, 
     col="blue",
     col.axis="blue")
mtext("Residual Spread",side=4,col="blue",line=2.5)

abline(h=mean(asset1-beta*asset2))
}

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音栖息无 2024-12-05 18:38:40

plot.xts 是一个基本绘图函数，这意味着如果您使用了 points.default() 和 lines.default()与plot.xts 使用的 x 参数相同。但这是没有必要的。它已经在 xts 和 Zoo 包中进行了哈希处理，因为当加载这些包时，并且您执行方法（行）和方法（点），您会看到这些函数已经可用。 points.zoo 记录在 ?plot.zoo 页面上。