PMwR: plot_trading_hours – R documentation

Pricing

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

Get Started for Free

Documentation

PMwR

plot_trading_hours

Plot Time Series During Trading Hours

Description

Plot a time series after removing weekends and specific times of the day.

Usage

plot_trading_hours(x, t = NULL, interval = "5 min",
                   labels = "hours", label.format = NULL,
                   exclude.weekends = TRUE, holidays = NULL,
                   fromHHMMSS = "000000", toHHMMSS = "240000",
                   do.plot.axis = TRUE,
                   ...,
                   from = NULL, to = NULL,
                   do.plot = TRUE,
                   axis1.par = list())

Arguments

`x`	A numeric vector. Can also be of class `zoo`.
`t`	A vector that inherits from class `POSIXt`. If `x` inherits from class `zoo`, then `index(x)` is used (and any supplied value for `t` is ignored).
`interval`	A character string like “num units”, in which `num` is a number, and `units` is “sec”, “min”, “hour” or “day”. The space between num and units is mandatory.
`labels`	A character vector of length one, determining the grid for `plot_trading_hours`: can be “hour”, “day”, “dayhour” or “month”.
`label.format`	See `strftime`.
`exclude.weekends`	logical: default is `TRUE`
`holidays`	a vector of class `Date` or a character vector in a format that is understood by `as.Date`.
`fromHHMMSS`	a character vector of length one in format “HHMMSS”
`toHHMMSS`	a character vector of length one in format “HHMMSS”
`do.plot.axis`	logical. Should `axis(1)` be plotted? Default is `TRUE`.
`...`	parameters passed to `plot` (and typically `par`)
`from`	POSIXct: start plot at (if not specified, plot starts at first data point)
`to`	POSIXct: end plot at (if not specified, plot ends at last data point)
`do.plot`	logical. Should anything be plotted? Default is `TRUE`. If `FALSE`, the function returns a list of points.
`axis1.par`	a list of named elements

Details

Plot a timeseries during specific times of day.

Value

A list (invisibly if do.plot is TRUE):

list(t, x, axis.pos = pos, axis.labels, timegrid)

`t`	positions
`x`	values
`axis.pos`	positions of x-tickmarks
`axis.labels`	labels at x-ticks
`timegrid`	a POSIXct vector
`map`	a function. See the manual (a link is under References).

Author(s)

Enrico Schumann <es@enricoschumann.net>

References

B.D. Ripley and K. Hornik. Date-Time Classes. R-News, 1(2):8–12, 2001.

E. Schumann (2020) Portfolio Management with R. http://enricoschumann.net/PMwR/

Examples

t <- as.POSIXct("2012-08-31 08:00:00") + 0:32400
x <- runif(length(t))

par(tck = 0.001, mgp = c(3,1,0.5), bty = "n")
p <- plot_trading_hours(x, t,
                        interval = "5 min", labels = "hours",
                        xlab = "time", ylab = "random points",
                        col = "blue")


## with ?lines
t <- as.POSIXct("2012-08-31 10:00:00") + 0:9000
x <- seq(0, 1, length.out = 9001)
lines(p$map(t)$t, x[p$map(t)$ix], pch = 19)

PMwR

Portfolio Management with R

v0.16-0

GPL-3

Authors

Enrico Schumann [aut, cre] (<https://orcid.org/0000-0001-7601-6576>)

Initial release

2021-01-19

plot_trading_hours

Description

Usage

Arguments

Details

Value

Author(s)

References

See Also

Examples

PMwR

We don't support your browser anymore