display time series data in R

August 19, 2011

(This article was first published on One Tip Per Day, and kindly contributed to R-bloggers)

Thanks to the Revolutions blog, several things learned here:
1. R code for heat calendar
2. generate SVG from R
3. pretty-R tool

OK. Let’s explain it by plotting the fund WASCX (IVY ASSET STRATEGY FUND CLASS C) from 2009-03-14:

# source code of calendarHeat (by Paul Bleicher)
# fetch stock time series data from Yahoo finance
stock <- "WASCX"
start.date <- "2009-03-14"
end.date <- Sys.Date()
quote <- paste("http://ichart.finance.yahoo.com/table.csv?s=",
"&a=", substr(start.date,6,7),
"&b=", substr(start.date, 9, 10),
"&c=", substr(start.date, 1,4),
"&d=", substr(end.date,6,7),
"&e=", substr(end.date, 9, 10),
"&f=", substr(end.date, 1,4),
"&g=d&ignore=.csv", sep="")
stock.data <- read.csv(quote, as.is=TRUE)
# display in SVG format
calendarHeat(stock.data$Date, stock.data$Adj.Close,
varname="WASCX Adjusted Close")

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