Quantmod2
来源：互联网 发布：apache 下载windows10 编辑：程序博客网 时间：2024/06/15 21:53
课件来自炼数成金
计算函数
getSymbols('600000.SS',env=new.environment,src="yahoo",from="2014-08-20",to="2014-10-02")stock <- get('600000.SS',envir = new.environment)periodReturn(stock,period="daily",subset="2014-09-20::2014-09-30",type="arithmetic")#dailyReturn(stock)日收益率
> periodReturn(stock,period="daily",subset="2014-09-20::2014-09-30",type="arithmetic") daily.returns2014-09-22 -0.0243654822014-09-23 0.0020811652014-09-24 0.0134994812014-09-25 -0.0051229512014-09-26 0.0010298662014-09-29 0.0041152262014-09-30 -0.001024590> periodReturn(stock,period="daily",subset="2014-09-20::2014-09-30",type="log") daily.returns2014-09-22 -0.0246672322014-09-23 0.0020790032014-09-24 0.0134091752014-09-25 -0.0051361182014-09-26 0.0010293362014-09-29 0.0041067822014-09-30 -0.001025115周收益率
> periodReturn(stock,period="weekly",subset="2014-09-20::2014-09-30",type="arithmetic") weekly.returns2014-09-26 -0.01319797全收益率
> first(allReturns(stock),5) daily weekly monthly quarterly yearly2014-08-20 NA NA NA NA NA2014-08-21 -0.014522822 NA NA NA NA2014-08-22 0.004210526 -0.01750772 NA NA NA2014-08-25 -0.010482180 NA NA NA NA2014-08-26 0.002118644 NA NA NA NA展现类函数
作图函数
chartTheme图形风格设置
有3种默认的形式:
chartTheme("white")chartTheme("white.mono")chartSeries(stock)chartSeries(stock,theme='white')chartSeries(stock,theme='white.mono')
中国是涨红跌绿改一下红绿颜色
getSymbols('600000.SS',env=new.environment,src="yahoo",from="2014-08-20",to="2015-05-02")stock <- get('600000.SS',envir = new.environment)myTheme <- chartTheme("white")myTheme$up.col='red'myTheme$dn.col='green'chartSeries(stock,name='60000',subset="2014-10-30::2015-05-01",theme=myTheme)
reChart对原图做修改
reChart(type="line",subset="2015-01-05::2015-05-01",show.grid=TRUE)
其他绘图函数
barChartcandleChartlineChart技术分析图
函数
addADX()
chartSeries(stock,name='60000',subset="2014-10-30::2015-05-01",theme=myTheme)addADX()
这个函数是来自TTR包
ADX(cbind(Hi(stock),Lo(stock),Cl(stock)),n=14,maType='EMA',wilder=TRUE) DIp DIn DX ADX2014-08-20 NA NA NA NA2014-08-21 NA NA NA NA2014-08-22 NA NA NA NA2014-08-25 NA NA NA NA2014-08-26 NA NA NA NA2014-08-27 NA NA NA NA2014-08-28 NA NA NA NA2014-08-29 NA NA NA NA2014-09-01 NA NA NA NA2014-09-02 NA NA NA NA2014-09-03 NA NA NA NA2014-09-04 NA NA NA NA2014-09-05 NA NA NA NA2014-09-08 NA NA NA NA2014-09-09 28.30754 21.417873 13.8554217 NA2014-09-10 25.78445 27.050757 2.3967161 NA2014-09-11 27.68263 24.192667 6.7275932 NA2014-09-12 26.19248 25.581864 1.1793863 NA2014-09-15 25.92426 23.379478 5.1614376 NA2014-09-16 30.75384 20.851419 19.1887864 NA2014-09-17 28.23916 22.920350 10.3965225 NA2014-09-18 29.88237 19.947719 19.9370591 NA2014-09-19 35.32997 17.601108 33.4942390 NA2014-09-22 30.86166 20.117796 21.0748826 NA2014-09-23 29.36197 19.680125 19.7418988 NA2014-09-24 31.51200 17.629888 28.2490327 NA2014-09-25 31.13593 16.261577 31.3821466 NA2014-09-26 29.49254 17.514519 25.4813286 17.019032014-09-29 31.84246 16.662132 31.2966844 18.038862014-09-30 30.09017 16.845815 28.2179193 18.765942014-10-01 30.09017 16.845815 28.2179193 19.441082014-10-02 30.09017 16.845815 28.2179193 20.068002014-10-03 30.09017 16.845815 28.2179193 20.650142014-10-06 30.09017这里有解释：
http://www.mystock2u.com/classroom/adx.htm
百度百科也有。
addATR
addBBands
addBBands(n=14,sd=2,draw='bands')#只画区间还有percent百分比width宽度
addCCI
addRSI
addVo
成交量
addWPR()
addSAR()
http://baike.baidu.com/link?url=p9Iv_ii60wv4gNqMfh8brm5VirdOY301cE1okN2OUL0Rb5cgDeXvw-7NZ5vhImCPT2h_pktWT985DkLt1i6H0K
addDPO()
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