问geom_boxplot (R)的库存烛台绘图问题

EN

library(ggplot2)
library(quantmod)
FOSL <- getSymbols("FOSL", from="2015-01-01", auto.assign=FALSE)
names(FOSL) <- gsub("^.+\\.","",names(FOSL))  # remove "FOSL." from column names

rng <- "2015-08"
FOSL <- FOSL[rng]
FOSL <- data.frame(Date=as.POSIXct(index(FOSL)), FOSL[,1:4])

FOSL$chg <- ifelse(Cl(FOSL) > Op(FOSL), "up", "dn")
FOSL$width <- as.numeric(periodicity(FOSL)[1])
FOSL$flat_bar <- FOSL[, "High"] == FOSL[, "Low"]

# Candle chart:
pl <- ggplot(FOSL, aes(x=Date))+
  geom_linerange(aes(ymin=Low, ymax=High)) +
  theme_bw() +
  labs(title="FOSL") +
  geom_rect(aes(xmin = Date - width/2 * 0.9, xmax = Date + width/2 * 0.9, ymin = pmin(Open, Close), ymax = pmax(Open, Close), fill = chg)) + guides(fill = FALSE, colour = FALSE) + scale_fill_manual(values = c("dn" = "darkred", "up" = "darkgreen"))

# Handle special case of drawing a flat bar where OHLC = Open:
if (any(FOSL$flat_bar)) pl <- pl + geom_segment(data = FOSL[FOSL$flat_bar,], aes(x = Date - width / 2 * 0.9, y = Close, yend = Close, xend = Date + width / 2 * 0.9))

print(pl)

library(ggplot2)
library(quantmod)
draw_candles <- function(df, title_param, alpha_param = 1){
  df$change <- ifelse(df$Close > df$Open, "up", ifelse(df$Close < df$Open, "down", "flat"))

  # originally the width of the bars was calculated by FXQuantTrader with use of 'periodicity()', which 
  # seems to work ok only with: ‘minute’,‘hourly’, ‘daily’,‘weekly’, ‘monthly’,
  # ‘quarterly’, and ‘yearly’, but can not do 1 sec bars while we want arbitrary bar size support!-)
  # df$width <- as.numeric(periodicity(df)[1])
  # So let us instead find delta (seconds) between 1st and 2nd row and just 
  # use it for all other rows. We check 1st 3 rows to avoid larger "weekend gaps"
  width_candidates <- c(as.numeric(difftime(df$Date[2], df$Date[1]), units = "secs"), 
                        as.numeric(difftime(df$Date[3], df$Date[2]), units = "secs"), 
                        as.numeric(difftime(df$Date[4], df$Date[3]), units = "secs"))

  df$width_s = min(width_candidates)  # one (same) candle width (in seconds) for all the bars

  # define the vector of candle colours either by name or by rgb()
  #candle_colors = c("down" = "red", "up" = "green", "flat" = "blue")
  candle_colors = c("down" = rgb(192,0,0,alpha=255,maxColorValue=255), "up" = rgb(0,192,0,alpha=255,maxColorValue=255), "flat" = rgb(0,0,192,alpha=255,maxColorValue=255))

  # Candle chart:
  g <- ggplot(df, aes(x=Date))+
    geom_linerange(aes(ymin=Low, ymax=High, colour = change), alpha = alpha_param) +  # candle whiskerss (vertical thin lines:)
    theme_bw() +
    labs(title=title_param) +
    geom_rect(aes(xmin = Date - width_s/2 * 0.9, xmax = Date + width_s/2 * 0.9, ymin = pmin(Open, Close), ymax = pmax(Open, Close), fill = change), alpha = alpha_param) +                            # cabdke body
    guides(fill = FALSE, colour = FALSE) +
    scale_color_manual(values = candle_colors) +  # color for line
    scale_fill_manual(values = candle_colors)     # color for candle fill  

    # Handle special cases: flat bar and Open == close:
    if (any(df$change == "flat")) g <- g + geom_segment(data = df[df$change == "flat",], aes(x = Date - width_s / 2 * 0.9, y = Close, yend = Close, xend = Date + width_s / 2 * 0.9, colour = change), alpha = alpha_param)

  #print(g)
  g
}