Package {autoslider.trade}

autoslider.trade Package

Description

Trading tables, listings and figures, downstream of autoslider.core. Outputs follow the autoslider naming convention: ⁠t_*_slide()⁠ for tables, ⁠l_*_slide()⁠ for listings and ⁠g_*_slide()⁠ for figures.

Author(s)

Maintainer: Joe Zhu sha.joe.zhu@gmail.com

Authors:

• Joe Zhu sha.joe.zhu@gmail.com

Example daily OHLCV prices

Description

A synthetic daily OHLCV series for three NZX instruments, used by the candlestick figure and its tests. homepage-stock stores no price history (only the ticker list) and fetching market data is out of scope for this package, so the series is generated deterministically.

Usage

eg_ohlc

Format

A data frame with 360 rows and 7 columns:

SYMBOL

Trading code, one of AIA.NZ, AIR.NZ, ANZ.NZ

DATE

Trade date, Date

OPEN

Opening price, numeric

HIGH

Intraday high, numeric

LOW

Intraday low, numeric

CLOSE

Closing price, numeric

VOLUME

Shares traded, numeric

Source

Synthetic data created for this package.

Example daily closing prices

Description

A small set of daily closing prices for three trading codes, used in examples and tests.

Usage

eg_prices

Format

A data frame with 15 rows and 3 columns:

SYMBOL

Trading code, one of AAA, BBB, CCC

DATE

Trade date, Date

CLOSE

Closing price, numeric

Source

Synthetic data created for this package.

Example trades

Description

A small set of trades used in examples and tests.

Usage

eg_trades

Format

A data frame with 5 rows and 5 columns:

SYMBOL

Trading code

DATE

Trade date, Date

SIDE

BUY or SELL

QTY

Quantity traded, integer

PRICE

Execution price, numeric

Source

Synthetic data created for this package.

Candlestick figure with technical indicators

Description

A richer take on the quantmod::chartSeries plot used in homepage-stock: daily candlesticks with Bollinger Bands, moving averages and high/low annotations in the top panel, then a volume panel with a volume moving average, an RSI panel and a MACD panel. The four panels are stacked with cowplot.

Usage

g_candle_slide(
  prices,
  symbol = code_col(),
  date = "DATE",
  open = "OPEN",
  high = "HIGH",
  low = "LOW",
  close = "CLOSE",
  volume = "VOLUME",
  ma = c(20L, 50L),
  title = "Candlestick"
)

Arguments

Details

Up days are drawn in green and down days in red. When more than one trading code is supplied, only the first is plotted and the rest are ignored with a message.

Value

A ggplot object, ready to be rendered with generate_slides()

Examples

g_candle_slide(eg_ohlc)

# Only the moving averages, no Bollinger Bands shown as separate colour
g_candle_slide(eg_ohlc, ma = 20L)

Equity curve figure

Description

Plot the price history of one or more trading codes. By default every instrument is rescaled to start at 1 so that several instruments with very different price levels can be compared on the same axes.

Usage

g_equity_slide(
  prices,
  symbol = code_col(),
  date = "DATE",
  close = "CLOSE",
  normalize = TRUE,
  title = "Equity Curve"
)

Arguments

Value

A ggplot object, ready to be rendered with generate_slides()

Examples

g_equity_slide(eg_prices)

# Absolute prices instead of a common starting point
g_equity_slide(eg_prices, normalize = FALSE)

Trade listing

Description

A listing of executed trades, keyed by trading code. Each trade is shown with its date, side, quantity and price, plus the computed notional value.

Usage

l_trades_slide(trades, symbol = code_col())

Arguments

Value

A listing_df object, ready to be rendered with generate_slides()

Examples

l_trades_slide(eg_trades)

NZ trading universe

Description

The full list of New Zealand instruments the user tracks on their homepage-stock kanban. Copied verbatim from that repository (168 instruments); non-ASCII company names are preserved.

Usage

nz_tickers

Format

A data frame with 168 rows and 2 columns:

name

Company or fund name, character

symbol

Trading code on the NZX, e.g. AIA.NZ, character

Source

Copied from homepage-stock/data/nz_list.csv.

Convert PowerPoint files to PDF

Description

Rendered slide decks are easier to share as PDF. pptx_to_pdf() converts one or more .pptx files, choosing automatically between the two converters it can find: LibreOffice (soffice --headless) or Microsoft PowerPoint through Windows COM automation. The latter is what makes the function usable from WSL, where no Linux converter is installed but a Windows Office is reachable.

Usage

pptx_to_pdf(path, output_dir = NULL)

Arguments

Value

A character vector of the created PDF paths, invisibly

Examples

if (interactive()) {
  generate_slides(t_performance_slide(eg_prices), "performance.pptx")
  pptx_to_pdf("performance.pptx")
}

Objects exported from other packages

Description

These objects are imported from other packages. Follow the links below to see their documentation.

autoslider.core

generate_slides()

Performance summary table

Description

A table of per-instrument summary statistics: the number of observations, the first and last price, the return over the period and the maximum drawdown, expressed as percentages.

Usage

t_performance_slide(
  prices,
  symbol = code_col(),
  date = "DATE",
  close = "CLOSE",
  digits = 2L
)

Arguments

Value

An rtables object, ready to be rendered with generate_slides()

Examples

t_performance_slide(eg_prices)